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I second that! The scanner to calendars would be really a big HIT! Can you do it @DJTUX ? []'s Samico.

Hey @Djtux! Thanks for creating this powerful tool, it's amazing. I really like the scanner – I use it e.g. to find straddles with the lowest RV decay. (Unfortunately, there is no "sort by" function, so I just download the data into Excel and then sort it there by RV decay and other attributes). Now my question is: would it be possible to create a similar scanner – for calendars? With columns like "RV rise", "Number of weeks between the calendar legs", "Short leg expiry before or after earnings", etc. It would help me to find suitable calendars much easier - I would just look for calendars with the highest RV rise (%) and then apply further restrictions. Do you think it would be possible to create such a calendars scanner? PS: just saw that Anderson317 had a similar request.

Yes calendars for pre-earnings is in the roadmap for the return matrix and return scanner, but i haven't started that yet, i have many other things to do before that. The post-earnings iron condor/iron butterfly would also be a nice addition.