Adding "Trading at ASK or above" to a scan

[JimmyG]

In the TOS user interface there is a section that displays what percentage of options were sold above the ask:

My question is, how can I use that "at BID" and "at ASK" data to further refine a call sizzle index scan? Basically the call sizzle index grabs any unusual call volume, but I want to be able to filter out (or at least sort by) results where unusual volume is sold at the bid since its more likely those calls were sold rather than bought.

I am new to the TOS script and maybe its me but the docs leave a lot to be desired. I cant even find half the stuff I want to use and Google isn't any help.

Thanks in advance.

 

[Babel]

Unfortunately I don't think this is possible in ToS.

If you wanted a rough work around, what you could do is:

-Run your scan
-For each ticker open the option time & sales
-Select all the rows with CTRL-A then CTRL-C then paste them into a spread sheet

in excel I think it would be pretty straight forward to compare the trade price to either bid/offer.

Not ideal but it is a free solution, or if you're willing to spend money there are option flow services like black box that you might be interested in