I would like to run some testing on a strategy I have been thinking about and would like to get a list of stocks that meet the following criteria: top 100-200 stocks by option volume > 30 price for stock and since I am asking I might as well as for everything including the kitchen sink. I would like to be able to scan in real time options that are at the closest strike price to actual price AND < X cents (for this example lets use 10 cents to keep it simple) I want to scan in real time for both puts and calls. Real time scan is vital to this. anyone know of a way/software that can do this? I would guess the software should go through the list of stocks and then scan for the actual price and then provide the two calls and two puts that are closest to the actual current price and then do a check to see if the option is trading within X cents. I currently use tradestation / interactive brokers and stockfinder Thanks for any help with this