Short-option assignment risk score API

Score early-assignment risk 0-100 for a short option using a transparent rubric with documented weights — moneyness depth (0.45), extrinsic erosion (0.30), time proximity (0.15), and ex-dividend flag (0.10) — returning a low/moderate/high rating and a per-factor breakdown. Answers 'how likely is this short call to be assigned','am I at assignment risk into ex-div','should I roll before assignment'.

Price$0.03per request

MethodPOST

Route/v1/calc/opt-assignment-risk

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

optionsassignment-riskcalcscoreshort-optionex-dividendderivativestrading

API URLhttps://x402.hexl.dev/v1/calc/opt-assignment-risk

Integration docs

Example request

{
  "type": "call",
  "underlying": 108,
  "strike": 100,
  "optionPrice": 8.5,
  "daysToExpiry": 5
}

Example response

{
  "type": "call",
  "underlying": 108,
  "strike": 100,
  "optionPrice": 8.5,
  "daysToExpiry": 5,
  "dividend": 0,
  "intrinsicValue": 8,
  "extrinsicValue": 0.5,
  "inTheMoney": true,
  "assignmentRiskScore": 76.74,
  "rating": "high",
  "breakdown": [
    {
      "factor": "moneynessDepth",
      "value": 0.8,
      "weight": 0.45,
      "contribution": 36
    },
    {
      "factor": "extrinsicErosion",
      "value": 0.9412,
      "weight": 0.3,
      "contribution": 28.24
    },
    {
      "factor": "timeProximity",
      "value": 0.8333,
      "weight": 0.15,
      "contribution": 12.5
    },
    {
      "factor": "exDividendFlag",
      "value": 0,
      "weight": 0.1,
      "contribution": 0
    }
  ]
}

Input schema

{
  "type": "object",
  "required": [
    "type",
    "underlying",
    "strike",
    "optionPrice",
    "daysToExpiry"
  ],
  "properties": {
    "type": {
      "type": "string",
      "enum": [
        "call",
        "put"
      ]
    },
    "underlying": {
      "type": "number",
      "examples": [
        108
      ]
    },
    "strike": {
      "type": "number",
      "examples": [
        100
      ]
    },
    "optionPrice": {
      "type": "number",
      "examples": [
        8.5
      ]
    },
    "daysToExpiry": {
      "type": "number",
      "examples": [
        5
      ]
    },
    "dividend": {
      "type": "number",
      "description": "upcoming dividend per share",
      "default": 0
    }
  }
}

Output schema

{
  "type": "object",
  "additionalProperties": true
}