> For the complete documentation index, see [llms.txt](https://pietro-zanottas-organization.gitbook.io/dbb/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://pietro-zanottas-organization.gitbook.io/dbb/api-reference/getfeasibleoptionflags.md).

# getFeasibleOptionFlags

Function taking all out-of-the-money (OTM) options with an absolute delta of 0.5 or less, applying standard filters to exclude options with negative bid-ask spreads, zero bids, or zero volume, and then retaining the maximum number of options that satisfy no-arbitrage constraints.

{% tabs %}
{% tab title="dbbpy" %}

```
dbbpy.getFeasibleOptionFlags(sp, strike, bid, ask, pFlag, spotsP, spbid, spask)
```

Parameters:

*  `sp` (numpy.ndarray): A 1D array of floats representing the spot prices in different states of the world 
* `bid` (numpy.ndarray): A 1D array of floats representing the bid prices for different options 
* `ask` (numpy.ndarray): A 1D array of floats representing the ask prices for different options 
* `strike` (numpy.ndarray): A 1D array of floats representing the strike prices of different options 
* `pFlag` (numpy.ndarray): A 1D array of booleans indicating whether each option is a call (`True`) or a put (`False`) option  
* `spotsP` (float): A scaling factor used to adjust the magnitude of the spot prices and pricing constraints
* `spbid` (float): The bid price related to the spot prices, used to define the lower bound of the pricing constraints 
* `spask` (float): The ask price related to the spot prices, used to define the upper bound of the pricing constraints

Output: 

* (numpy.ndarray): A 1D array of booleans representing whether each option is feasible according to the optimization constraints
  {% endtab %}

{% tab title="rdbb" %}

```
rdbb::getFeasibleOptionFlags(sp, strike, bid, ask, pFlag, spotsP, spbid, spask)
```

Parameters:

* `sp` (numeric vector): A vector of floats representing the spot prices in different states of the world
* `bid` (numeric vector): A vector of floats representing the bid prices for different options
* `ask` (numeric vector): A vector of floats representing the ask prices for different options
* `strike` (numeric vector): A vector of floats representing the strike prices of different options
* `pFlag` (logical vector): A vector of booleans indicating whether each option is a call (`TRUE`) or a put (`FALSE`) option
* `spotsP` (numeric): A scaling factor used to adjust the magnitude of the spot prices and pricing constraints
* `spbid` (numeric): The bid price related to the spot prices, used to define the lower bound of the pricing constraints
* `spask` (numeric): The ask price related to the spot prices, used to define the upper bound of the pricing constraints

Output: 

* (logical vector): A vector of booleans indicating whether each option is feasible according to the optimization constraints
  {% endtab %}
  {% endtabs %}