Would the program somehow reside on my computer? If not, where would it reside, and would it then be economical to have something written just for myself, but maintained at some external location? What if I eventually want to search for only front month options with good liquidity? Who does this sort of work, and what's the best way to do it to retain secrecy?
I've developed market data software for direct market connectivity. How the software would work totally depends on where you get the price data from, likely you can run it locally, especially if you're scanning for activity and not anything that needs historical information.
Just to let you know... I have built a system for volatility traders. Its a desktop executable program that analyses your positions and produces overall greeks along with charts of the at expiry payoff and the dynamic line for what if analysis. I could modify the solution to return a list of options on any given underlying. Then you can analyse your positions in my program.
The ones on most brokers I've ever used. This is one that one of my brokers uses: http://www.ivolatility.com/rtservice.j
I wasn't clear. Does anyone know of a real-time options finder? It shows options that are trading most actively right now. And has filters. Does anyone program for all option exchanges in this regard?