Screen for Iron Condors using Python and Massive

See how to use Massive’s Options API to screen for high-probability iron condors in seconds. This walkthrough shows how a simple Python script pulls live option-chain data, builds complete four-leg spreads, and exports ranked candidates with credit, max loss, return on risk, and POP already calculated. You’ll also see how to rerun the script on past CSVs to check P&L and validate whether the trades would have been profitable. If you’re exploring how Massive’s Options Advanced plan can support automated multi-leg strategy research, this demo provides a practical look at turning raw chain data into actionable insights. The code for this demo is located in our community repository: https://github.com/massive-com/community/tree/master/examples/rest/options-iron-condor Key takeaways: → How to pull live option chains using Massive → How the script constructs full iron condors from liquid strikes → How credit, risk, and POP are calculated → How to export and review candidates in CSV → How to run P&L on historical screen results Chapters: 00:00 – What an iron condor is 00:26 – Setting up the repo and API key 00:54 – Running the screener and generating the CSV 01:34 – Reviewing the output and metrics 01:59 – Running historical P&L and final recap You can find the blog that goes along with this video here: https://massive.com/blog/build-an-iron-condor-screener-with-massive Not financial advice. Keep building something massive.