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> Can anyone suggest/recommend software or services to scan for equity
> straddle plays?
Optionvue has a $49/month subscription to "Option Scan",
http://www.opscan.com/ that'll do all sorts of scans, but requires Optionvue
5 software ($1000) as a pre-req. They have 30-day "free" trial for $50
(applied to the purchase).
(I haven't tried this service, was just a happy Opvue 4 customer.)
You might want to take a look at McMillan's free online resources:
http://optionstrategist.com/free/analysis/data/index.html
In particular, the option volatility data updated weekly:
http://optionstrategist.com/free/analysis/data/index.html
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