Unfortunately I don't have a source of that data which I can ingest in an automated fashion.  I see that the Montreal exchange has a page listing options but there are only about 300 stocks listed there.  Do you have any idea of how complete that list is?  

I'm not completely sure but i think it's complete.  There's not a lot of canadian stocks with options, the spread is wide.  I was thinking the prime is often less expensive than on US side when i compare (SHOP ATM is 4.17% premium for dec 20 vs SHOP.to ATM is 4.31% premium... ooops!! .  They separate the options on ETF too. Maybe i should just convert CAD to USD even if the USD is expensive now...