If you had a delta filter I would never use the ITM/OTM setting. It is useful to have the % ITM/OTM in the output, but not as a filter, for my use case. In cas

If you had a delta filter I would never use the ITM/OTM setting. It is useful to have the % ITM/OTM in the output, but not as a filter, for my use case. In case it helps, my normal filter is something like: - Type: PUT - Days to expiration: 20 - 40 - Delta: -.30 - -.20 - Open interest: >100 - Premium: >$1 - Underlying price: >$50 - IV: 10% - 30% That gives me a range of out-of-the-moneyness I'm looking for, but I don't care what the absolute % is.