VWAP scan for stocks that trade options

Hello!   Thank you so much for all the help, I honestly believe you must love what you do!

What I’m trying to do is find the pattern below where basically there are 5 previous bars that close above vwap and the current bar’s low passes below VWAP.  The good news is I think I have that working!   What I want to do after that is only include stocks that have options.  I tried adding an option filter where the ask is above .01 but the performance is horrible!   Would it possible to take a look at what I have below and tell me the best way to include options?

Blue Square is above VWAP, the red square is crossing below!

Thanks!

def data = reference VWAP().”VWAP”;
def data1 =data[1];
def data2 =data[2];
def data3 =data[3];
def data4 =data[4];
def data5 =data[5];

def lowPrice = low;
def closePrice = close;
def closePrice1 =close[1];
def closePrice2 =close[2];
def closePrice3 =close[3];
def closePrice4 =close[4];
def closePrice5 =close[5];

plot scan;
scan = lowPrice < data and closePrice1 > data1 and closePrice2 > data2 and closePrice2 > data2 and closePrice3 > data3 and closePrice4 > data4 and closePrice5 > data5;