Scanning for Options

[Over the Top]

I'd like to be able to scan EOD for options on stocks within specific though potentially changeable stock data criteria (price, volume etc.).

For instance. Any stock within the $20-$60 range and with more than 2 million volume today with options activity greater than a factor of 4 on normal daily options volumes.

Then I'd like to be able to drill down and find out which 'side' the options were leaning and possibly an analysis of the strikes and months.

Does anyone have any pointers that would assist me in this?

 

[Profitaker]

Try this...

http://www.ivolatility.com/

 

[Over the Top]

Many thanks Profitaker. I've just registered on that site. There's a lot of info there to be reviewed which I will do in depth a little later on.

Thanks again.