Hello Brian,
I am a futures trader and programmer specialized in Thinkorswim / Thinkscript. Tell me a little more about what to look for to calculate in the underlying price, there are some functions that are not available to load in the scanner code, and then it might not work.
For example, if you want to scan in all prices and expirations, and you want to compare them with the price of the underlying asset, we can only do it with the first 2000 results, or go scanning in batches of price intervals.
Any questions write me, regards
Hernán