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Is it possible to create a scan for Put credit spreads with the short at XX (i.e., -0.20) delta, and the long X (i.e., 5) points below the short, that will find spreads with a Return on Risk ($X-credit received) > 10%. I will then use filters to specify option DTE, min Stock price, etc.?
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Sorry but I am very limited in this area of the platform. All I can tell is that if it is possible you would use the "Spread Hacker" section of the scan tab on Thinkorswim. It does not accept any custom code solutions so what you see is what you get. Marked as spam
 Posted by Pete Hahn (Questions: 37, Answers: 4118) Answered on October 30, 2020 3:45 pm
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