Options

Use Synth API for options pricing and trading.

Get Option Prices

get_option_prices.py

response = requests.get(
    "https://api.synthdata.co/insights/option-pricing",
    headers={"Authorization": "Apikey YOUR_API_KEY"},
    params={"asset": "BTC"}
)

options = response.json()['options']

Find Mispriced Options

find_mispriced_options.py

for option in options:
    synth_call = option['call_price']
    market_call = get_market_price(option['strike'])
    
    edge = (market_call - synth_call) / synth_call
    
    if edge > 0.05:
        print(f"SELL {option['strike']} call - {edge:.1%} edge")

Bull Call Spread

bull_call_spread.py

# Buy ATM call, sell OTM call
atm = min(options, key=lambda x: abs(x['strike'] - current_price))
otm = [o for o in options if o['strike'] > current_price * 1.05][0]

cost = atm['call_price'] - otm['call_price']
max_profit = (otm['strike'] - atm['strike']) - cost