Call & Put Sizzle difference scan

Scans are constructed so that they produce a true/false result. The way you stated that cannot be achieved in any scan. You can select a value to be used as a threshold and have it return a list of stocks above or below that threshold. However a scan can not perform the type of comparison you have described because it dose not result in a true/false result.

I'll give you an example. "Build a scan that returns the highest priced stock and the lowest priced stock in any given index." This is not a scan. The only way to find this is to export your list to a watchlist or Excel spreadsheet and sort the data by the price and manually pick out the highest and lowest price stocks from the list. The scan engine is completely unable to make this comparison and return the two stocks that meet that description.

At this time Thinkorswim has not made the "Sizzle Index" available in the scripting language. So even if you modified your request so that it was a true/false result there is nothing we can do to program for that metric. Which means we cannot do it for a custom watchlist column either.