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Create a custom scan in Thinkorswim spread hacker.

Create a scan in Thinkorswim to pull a list of reverse calendar spreads.

A reverse calendar spread involves buying a short-term option and selling a long-term option on the same underlying security with the same strike price. Reverse calendar spread is a credit spread, since long-term option (sold) is more expensive than short-term option (bought)

The scan should take three parameters:

Parameter1: Minimum number of days to expiration of the short-term option. This means that the entire spread expiration times should be greater than Parameter1.

Parameter2: Maximum difference between times to expiration from the short-term option to the long-term option.

Parameter3: Maximum actual price of the short-term option.

Miscellaneous:

1. the scan can be run separately on call or put options.

2. the scan can be limited to a list of securities (a list can be just one security). For this you have to provide instructions how to create and apply the list.

3. Scan should be sortable up and down by the amount of credit produced by the spreads in the outcome list.

Taidot: Scripting

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