There is a new piece of software just out, actually in beta, that searches option chains and stock lists for candidates for all sorts of strategies and combinations. I have used it for a short while and like it very much. The reason I am mentioning it is that there is a free weekend trial just offered on it. The address is www.deltaneutral.com and just go to the BBS and look at weekend offer. I am in no way whatsoever connected with this firm or offer but the author has helped a lot of people and is offering a great product.