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Hi Pete, I’m trying to create a custom scan which uses a custom study but is filtered to strike prices of a given stock that are near the underlying price. I’d like it to scan strikes and return results that are +/- 2 in either direction from the underlying price and the closest expiration date only. I tried using % Out Of The Money but even at +/- 0.5%, it return too many results, well beyond .5% from the current price which leads me to believe it’s not working how I intended for it to. I see there’s a Days to Expiration filter which I believe is working so that portion should be covered. Is there a way to filter for only strikes that are near the underlying price? Thanks! RESOLVED
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I believe I have answered my own question by using a Delta filter. Thank you!