Scan for Naked ITM and OTM price on weekly options

arihantbaid

New member
VIP
Hi Team. Hope you are doing well. Can someone help me with creating a scanner in TOS for the below conditions?

1) Naked Put sell with 3$ premium on weekly ITM options with stock less than 50$

(Ex- PLTR's current price is 31. I am looking to do put sell around 28 or 29 with 3$+- premium on weekly options)

2) Call sell 3$ premium on weekly OTM options with stock less than 50$

(Ex- PLTR's current price is 31 and holding 100 stocks at the same price. I am looking to do a Call sell around 33 or 34 with 3$+- premium on weekly options)

Thank you.
 

XeoNoX

Well-known member
VIP
1) theres not way with TOS to know if it was a Naked Put sell.
2) there is no way to scan if a transaction was on executed on the ask or bid with the thinkorswim scanner.
3) however with thinkorswim you can look at thinkorswim times and sales and try to make your best judgment of the type of transaction that was placed
 

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