Option Chain Info

Tags: #<Tag:0x00007fb3dc8a0420> #<Tag:0x00007fb3dc8a0268>


I use IB and am trying to get option chain information in an analysis window.

Namely, I would like to be able to have the underlying in one column (let's say symbol AA for Alcoa), and have a lookup take place to find the option with the nearest expiration date that is one strike out-of-the-money, then produce that option code in the second column.

Assistance is greatly appreciated.