At The Money Option Scanner


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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!

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Posted by (Questions: 3, Answers: 1)
Asked on March 27, 2019 6:28 pm
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I believe I have answered my own question by using a Delta filter. Thank you!

( at March 30, 2019 8:57 am)