Simple options scanner using Polygon.io API.
This script scans for CALL and PUT options that meet certain filters (price, open interest, and days to expiration).

• Fetches underlying stock data from Polygon.io
• Retrieves option chain (CALL/PUT)
• Filters based on:
  • Price range (PRICE_MIN, PRICE_MAX)
  • Open interest (OI_MIN)
  • Days to expiration (DTE_MIN, DTE_MAX)
• Picks ATM options for each expiration
• Displays the top 20 cheapest options by mark price

• Python 3.8+
• requests library

Install dependencies:

pip install requests