### Comment:
It would be the best case scenario to get live option data access, but I agree, it'll probably be expensive. If I have to start out using historical data, I think it'll still provide a huge benefit.

### REPLY:
Data source is going to be tricky, many sites will rate limit you or try to block screenscraping.  I did something somewhat similar a few years ago with two bored coworkers to scrape data and run screens against. If you are interested I can PM you some tips.

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