Option Chain scan


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Hi. Does anyone have any scans set up where you can scan for unusual volume activity within the option chains? This wouldn't be for just one ticker. It would be for several. The net result would be to have several symbols returned within a set criteria (close price, volume, etc) with the actual option contract. I see several sites who do this but costs too much for my small account.

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So this is the criteria that I would love to capture. It would be stocks over $5, expires within 90 days and where the volume would outpace the Open Interest by a rate of 3 to 1. So a hit would be a stock that was $5.50 on a call option that expired Jan 15 and the individual contract had volume of 320 at that moment and open interest was 100. Separating calls from puts and buys vs sells would be a tremendous bonus.
Stock XYZ
Underlying is $5.50
Jan 15 Call Buy
Strike $600
Volume 335
Open Interest is 102
Ok... So you have your criteria so now gradually implement your plan by adding one piece at a time to your scan... When you get stuck just come ask for help...
So where I am stuck is around the logic. Pretty simple to add in the stock price closing range. Where would I add the logic where volume required is 3 times OI?
with thinkorswim you can scan for option volume and the number desired, however you can not "scan against" option volume since there is no syntax for option volume available to scan against. Its a thinkorswim limitation, you call TD Ameritrade and request the feature be added.

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