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Stock and ETF filter for Vertical Credit Spreads

This project received 1 bids from talented freelancers with an average bid price of $24 USD / hour.

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Employer working
Project Budget
$15 - $25 USD / hour
Total Bids
1
Project Description

I need a program that will sort stocks and ETF that have the following criteria:

Time remaining : 25 - 10 trading days

Earnings Reports: no earnings annoucements coming out before expiration

Mergers? no rumors or takeover activity activity in time remaining

Open interest: at least 750 contracts minimum

Delta of short leg memer of [url removed, login to view] or less

Distance from underlying on the short leg: Stocks 15% Indexes 12%

Net Premium: minimum of [url removed, login to view] or greater

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