IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
<!DOCTYPE html>
< html lang = "en" data-bs-theme = "dark" >
< head >
< meta charset = "UTF-8" / >
< meta name = "viewport" content = "width=device-width, initial-scale=1.0" / >
< title > IV Spike Scanner — Options Pricer< / title >
< link rel = "stylesheet" href = "/assets/tabler.min.css" / >
< link rel = "stylesheet" href = "/assets/tabler-vendors.min.css" / >
< style >
.mono { font-family:'JetBrains Mono','Fira Code',monospace; }
[x-cloak] { display:none !important; }
.scan-table th { background:#1a1c2e; color:#8b95a7; font-size:.72rem; text-transform:uppercase; letter-spacing:.05em; border-bottom:1px solid #2d3045; cursor:pointer; user-select:none; }
.scan-table th:hover { color:#cbd3df; }
.scan-table td { border-bottom:1px solid #1e2030; color:#d0d5e0; font-size:.88rem; vertical-align:middle; }
.scan-table tbody tr.spike { background: rgba(255, 212, 59, 0.06); }
.scan-table tbody tr:hover td { background: rgba(255,255,255,0.03); }
.iv-cell-low { color: #51cf66; }
.iv-cell-mid { color: #ffd43b; }
.iv-cell-high { color: #ff8c42; }
.iv-cell-vhigh{ color: #ff6b6b; }
2026-05-13 09:40:10 +00:00
.ivrank-cell { display:inline-block; min-width:48px; padding:.1rem .4rem; border-radius:.3rem; font-weight:700; text-align:center; }
.ivrank-low { background: rgba(81, 207, 102, 0.18); color: #51cf66; }
.ivrank-mid { background: rgba(173, 181, 191, 0.12); color: #cbd3df; }
.ivrank-high { background: rgba(255, 212, 59, 0.18); color: #ffd43b; }
.ivrank-vhigh{ background: rgba(255, 107, 107, 0.18); color: #ff6b6b; }
.ivrank-na { color: #6c757d; }
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.ivhv-cheap { color: #51cf66; font-weight:600; }
.ivhv-fair { color: #cbd3df; font-weight:600; }
.ivhv-rich { color: #ffd43b; font-weight:700; }
.ivhv-vrich { color: #ff6b6b; font-weight:800; }
IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
< / style >
< / head >
< body class = "antialiased" >
< div class = "wrapper" x-data = "scannerApp()" x-init = "init()" >
<!-- Sidebar -->
< aside class = "navbar navbar-vertical navbar-expand-lg" data-bs-theme = "dark" >
< div class = "container-fluid" >
< button class = "navbar-toggler" type = "button" data-bs-toggle = "collapse" data-bs-target = "#sidebar-menu" aria-controls = "sidebar-menu" aria-expanded = "false" aria-label = "Toggle navigation" >
< span class = "navbar-toggler-icon" > < / span >
< / button >
< h1 class = "navbar-brand navbar-brand-autodark" >
< a href = "index.html" class = "d-flex align-items-center gap-2 text-decoration-none" >
< svg xmlns = "http://www.w3.org/2000/svg" width = "28" height = "28" viewBox = "0 0 24 24" fill = "none" stroke = "currentColor" stroke-width = "1.5" stroke-linecap = "round" stroke-linejoin = "round" class = "text-primary" aria-hidden = "true" >
< path stroke = "none" d = "M0 0h24v24H0z" fill = "none" / >
< rect x = "4" y = "8" width = "4" height = "8" rx = "1" / >
< line x1 = "6" y1 = "4" x2 = "6" y2 = "8" / >
< line x1 = "6" y1 = "16" x2 = "6" y2 = "20" / >
< rect x = "16" y = "6" width = "4" height = "10" rx = "1" / >
< line x1 = "18" y1 = "2" x2 = "18" y2 = "6" / >
< line x1 = "18" y1 = "16" x2 = "18" y2 = "22" / >
< / svg >
< span class = "fw-bold" > Options Pricer< / span >
< / a >
< / h1 >
< div class = "collapse navbar-collapse" id = "sidebar-menu" >
< ul class = "navbar-nav pt-lg-3" >
< li class = "nav-item" > < a class = "nav-link" href = "index.html" > < span class = "nav-link-icon d-md-none d-lg-inline-block" > < svg xmlns = "http://www.w3.org/2000/svg" width = "24" height = "24" viewBox = "0 0 24 24" stroke-width = "1.5" stroke = "currentColor" fill = "none" stroke-linecap = "round" stroke-linejoin = "round" > < rect x = "4" y = "4" width = "6" height = "5" rx = "2" / > < rect x = "4" y = "13" width = "6" height = "7" rx = "2" / > < rect x = "14" y = "4" width = "6" height = "11" rx = "2" / > < rect x = "14" y = "19" width = "6" height = "1" rx = ".5" / > < / svg > < / span > < span class = "nav-link-title" > Dashboard< / span > < / a > < / li >
< li class = "nav-item" > < a class = "nav-link" href = "chain.html" > < span class = "nav-link-icon d-md-none d-lg-inline-block" > < svg xmlns = "http://www.w3.org/2000/svg" width = "24" height = "24" viewBox = "0 0 24 24" stroke-width = "1.5" stroke = "currentColor" fill = "none" stroke-linecap = "round" stroke-linejoin = "round" > < rect x = "3" y = "5" width = "18" height = "14" rx = "2" / > < path d = "M3 10l18 0" / > < path d = "M10 5v14" / > < / svg > < / span > < span class = "nav-link-title" > Options Chain< / span > < / a > < / li >
< li class = "nav-item" > < a class = "nav-link" href = "surface.html" > < span class = "nav-link-icon d-md-none d-lg-inline-block" > < svg xmlns = "http://www.w3.org/2000/svg" width = "24" height = "24" viewBox = "0 0 24 24" stroke-width = "1.5" stroke = "currentColor" fill = "none" stroke-linecap = "round" stroke-linejoin = "round" > < path d = "M3 12c1.333 -4.667 2.667 -7 4 -7s2.667 2.333 4 7s2.667 7 4 7s2.667 -2.333 4 -7" / > < / svg > < / span > < span class = "nav-link-title" > Vol Surface< / span > < / a > < / li >
Add Top Movers screener (mid-cap+, options-tradable)
New /movers page surfaces Yahoo Finance's predefined screeners
(day_gainers, day_losers, most_actives, most_shorted_stocks)
filtered to common equities with market cap >= $2B, so every
listed name has a deep options chain. Per-row actions jump
straight into Chain / Vol Surface / IV Spike Scanner, or pin
the symbol to the Tracker watchlist.
- datafetch.ts: fetchMovers(category, count) using yf.screener,
post-filtered to quoteType=EQUITY and marketCap >= $2B
- options.ts: GET /api/movers?category=&count=
- movers.html: Tabler page with 4-tab segmented control, sortable
table, summary cards, volume-vs-avg ratio highlighting hot names
- All page sidebars: insert "Movers" link between Vol Surface
and Scanner
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:47:32 +00:00
< li class = "nav-item" > < a class = "nav-link" href = "movers.html" > < span class = "nav-link-icon d-md-none d-lg-inline-block" > < svg xmlns = "http://www.w3.org/2000/svg" width = "24" height = "24" viewBox = "0 0 24 24" stroke-width = "1.5" stroke = "currentColor" fill = "none" stroke-linecap = "round" stroke-linejoin = "round" > < path d = "M3 17l6 -6l4 4l8 -8" / > < path d = "M14 7l7 0l0 7" / > < / svg > < / span > < span class = "nav-link-title" > Movers< / span > < / a > < / li > < li class = "nav-item active" > < a class = "nav-link" href = "scanner.html" > < span class = "nav-link-icon d-md-none d-lg-inline-block" > < svg xmlns = "http://www.w3.org/2000/svg" width = "24" height = "24" viewBox = "0 0 24 24" stroke-width = "1.5" stroke = "currentColor" fill = "none" stroke-linecap = "round" stroke-linejoin = "round" > < circle cx = "11" cy = "11" r = "7" / > < line x1 = "21" y1 = "21" x2 = "16.65" y2 = "16.65" / > < path d = "M11 8v6" / > < path d = "M8 11h6" / > < / svg > < / span > < span class = "nav-link-title" > Scanner< / span > < / a > < / li >
IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
< li class = "nav-item" > < a class = "nav-link" href = "strategy.html" > < span class = "nav-link-icon d-md-none d-lg-inline-block" > < svg xmlns = "http://www.w3.org/2000/svg" width = "24" height = "24" viewBox = "0 0 24 24" stroke-width = "1.5" stroke = "currentColor" fill = "none" stroke-linecap = "round" stroke-linejoin = "round" > < path d = "M4 19l4 -6l4 2l4 -8l4 5" / > < path d = "M4 4v16h16" / > < / svg > < / span > < span class = "nav-link-title" > Strategy P/L< / span > < / a > < / li >
< li class = "nav-item" > < a class = "nav-link" href = "positions.html" > < span class = "nav-link-icon d-md-none d-lg-inline-block" > < svg xmlns = "http://www.w3.org/2000/svg" width = "24" height = "24" viewBox = "0 0 24 24" stroke-width = "1.5" stroke = "currentColor" fill = "none" stroke-linecap = "round" stroke-linejoin = "round" > < rect x = "3" y = "7" width = "18" height = "13" rx = "2" / > < path d = "M8 7v-2a2 2 0 0 1 2 -2h4a2 2 0 0 1 2 2v2" / > < line x1 = "12" y1 = "12" x2 = "12" y2 = "12.01" / > < path d = "M3 13a20 20 0 0 0 18 0" / > < / svg > < / span > < span class = "nav-link-title" > Positions< / span > < / a > < / li >
< li class = "nav-item" > < a class = "nav-link" href = "tracker.html" > < span class = "nav-link-icon d-md-none d-lg-inline-block" > < svg xmlns = "http://www.w3.org/2000/svg" width = "24" height = "24" viewBox = "0 0 24 24" stroke-width = "1.5" stroke = "currentColor" fill = "none" stroke-linecap = "round" stroke-linejoin = "round" > < circle cx = "12" cy = "12" r = "1" / > < circle cx = "12" cy = "12" r = "5" / > < circle cx = "12" cy = "12" r = "9" / > < path d = "M15 12l-3 -3" / > < / svg > < / span > < span class = "nav-link-title" > Tracker< / span > < / a > < / li >
< li class = "nav-item" > < a class = "nav-link" href = "settings.html" > < span class = "nav-link-icon d-md-none d-lg-inline-block" > < svg xmlns = "http://www.w3.org/2000/svg" width = "24" height = "24" viewBox = "0 0 24 24" stroke-width = "1.5" stroke = "currentColor" fill = "none" stroke-linecap = "round" stroke-linejoin = "round" > < circle cx = "12" cy = "12" r = "3" / > < path d = "M10.325 4.317c.426 -1.756 2.924 -1.756 3.35 0a1.724 1.724 0 0 0 2.573 1.066c1.543 -.94 3.31 .826 2.37 2.37a1.724 1.724 0 0 0 1.065 2.572c1.756 .426 1.756 2.924 0 3.35a1.724 1.724 0 0 0 -1.066 2.573c.94 1.543 -.826 3.31 -2.37 2.37a1.724 1.724 0 0 0 -2.572 1.065c-.426 1.756 -2.924 1.756 -3.35 0a1.724 1.724 0 0 0 -2.573 -1.066c-1.543 .94 -3.31 -.826 -2.37 -2.37a1.724 1.724 0 0 0 -1.065 -2.572c-1.756 -.426 -1.756 -2.924 0 -3.35a1.724 1.724 0 0 0 1.066 -2.573c-.94 -1.543 .826 -3.31 2.37 -2.37c1 .608 2.296 .07 2.572 -1.065z" / > < / svg > < / span > < span class = "nav-link-title" > Settings< / span > < / a > < / li >
< / ul >
< / div >
< / div >
< / aside >
<!-- Page -->
< div class = "page-wrapper" >
< div class = "page-header d-print-none" >
< div class = "container-xl" >
< div class = "row g-2 align-items-center" >
< div class = "col" >
< h2 class = "page-title" > IV Spike Scanner< / h2 >
< div class = "text-secondary mt-1" >
2026-05-13 09:53:16 +00:00
Three richness signals — used together they tell you whether the market is paying you
to sell vol that isn't being realized.
< ul class = "mt-2 mb-0 small" style = "list-style:none;padding-left:0;" >
< li > · < strong > IV Δ%< / strong > — current ATM IV vs the symbol's recent 30-day baseline. < span class = "mono" > ≥+30%< / span > = SPIKE (sudden jump).< / li >
< li > · < strong > IV Rank< / strong > — where current IV sits in its 1-year (min, max) range. < span style = "color:#ffd43b" > ≥60 = expensive in its own history< / span > .< / li >
< li > · < strong > IV/HV< / strong > — current IV divided by 30-day realized vol. < span style = "color:#ffd43b" > ≥1.2< / span > = options pricing more vol than the stock is actually moving. < strong > This is the real edge< / strong > — high IV alone just means a volatile name; high IV < em > above< / em > HV means the market is overpaying.< / li >
< / ul >
The green < strong > EDGE< / strong > badge fires when IV Rank ≥ 60 < em > AND< / em > IV/HV ≥ 1.2 —
that's the combined "sell-premium-now" signal. Blue < strong > BIG MOVE< / strong > = |today Δ| ≥ 3%.
IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
< / div >
< / div >
< / div >
< / div >
< / div >
< div class = "page-body" >
< div class = "container-xl" >
<!-- Toolbar -->
< div class = "card mb-3" style = "background:#161824; border:1px solid #2d3045;" >
< div class = "card-body py-3" >
< div class = "row g-2 align-items-end" >
< div class = "col" >
< label class = "form-label small text-secondary" for = "symInput" > Symbols (comma-separated)< / label >
< input id = "symInput" type = "text" class = "form-control text-uppercase mono" x-model = "symbolsRaw" placeholder = "SPY,QQQ,AAPL,TSLA,..." @ keydown . enter = "scan()" >
< / div >
< div class = "col-auto" >
< button class = "btn btn-outline-secondary" @ click = "useDefaults()" :disabled = "loading" > Use defaults< / button >
< / div >
< div class = "col-auto" >
< button class = "btn btn-outline-info" @ click = "useWatchlist()" :disabled = "loading || watchlist.length === 0" >
Use watchlist (< span x-text = "watchlist.length" > < / span > )
< / button >
< / div >
< div class = "col-auto" >
< button class = "btn btn-primary" @ click = "scan()" :disabled = "loading" >
< span x-show = "loading" class = "spinner-border spinner-border-sm me-1" > < / span >
< span x-text = "loading ? 'Scanning…' : 'Scan'" > < / span >
< / button >
< / div >
< / div >
< div class = "text-secondary small mt-2" x-show = "error" x-cloak x-text = "error" style = "color:#ff6b6b !important;" > < / div >
< / div >
< / div >
<!-- Spike summary cards -->
< div class = "row g-2 mb-3" x-show = "results.length > 0" x-cloak >
2026-05-13 09:40:10 +00:00
< div class = "col-6 col-md" > < div class = "card" style = "background:#1e2030;border:1px solid #2d3045;padding:.75rem 1rem;" > < div class = "text-secondary small" > Scanned< / div > < div class = "fs-4 fw-bold" x-text = "results.length" > < / div > < / div > < / div >
2026-05-13 09:53:16 +00:00
< div class = "col-6 col-md" > < div class = "card" style = "background:#1e2030;border:1px solid #51cf6666;padding:.75rem 1rem;" > < div class = "small" style = "color:#51cf66;" > EDGE setups< / div > < div class = "fs-4 fw-bold" style = "color:#51cf66;" x-text = "results.filter(r => hasEdge(r)).length" > < / div > < / div > < / div >
2026-05-13 09:40:10 +00:00
< div class = "col-6 col-md" > < div class = "card" style = "background:#1e2030;border:1px solid #ffd43b66;padding:.75rem 1rem;" > < div class = "small" style = "color:#ffd43b;" > Spikes< / div > < div class = "fs-4 fw-bold" style = "color:#ffd43b;" x-text = "results.filter(r => r.spike).length" > < / div > < / div > < / div >
< div class = "col-6 col-md" > < div class = "card" style = "background:#1e2030;border:1px solid #2d3045;padding:.75rem 1rem;" > < div class = "text-secondary small" > Biggest mover< / div > < div class = "fs-5 fw-bold mono" x-text = "biggestMover" > < / div > < / div > < / div >
< div class = "col-6 col-md" > < div class = "card" style = "background:#1e2030;border:1px solid #2d3045;padding:.75rem 1rem;" > < div class = "text-secondary small" > Highest IV Δ< / div > < div class = "fs-5 fw-bold mono" x-text = "highestRatio" > < / div > < / div > < / div >
IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
< / div >
<!-- Results table -->
< div class = "card" x-show = "results.length > 0" x-cloak style = "background:#161824; border:1px solid #2d3045;" >
< div class = "card-header d-flex align-items-center justify-content-between" style = "border-bottom:1px solid #2d3045;" >
< h3 class = "card-title text-white mb-0" > Results < span class = "text-secondary small fw-normal ms-2" x-text = "'sorted by ' + sortBy + (sortDesc ? ' ↓' : ' ↑')" > < / span > < / h3 >
< span class = "text-secondary small" > Click a column header to sort · click a symbol to open it< / span >
< / div >
< div class = "table-responsive" >
< table class = "table table-sm scan-table mb-0" >
< thead >
< tr >
< th @ click = "setSort('symbol')" > Symbol< / th >
< th @ click = "setSort('spot')" class = "text-end" > Spot< / th >
< th @ click = "setSort('changePct')" class = "text-end" > Δ Today< / th >
< th @ click = "setSort('atmIv')" class = "text-end" > ATM IV< / th >
2026-05-13 07:39:24 +00:00
< th @ click = "setSort('baselineIv')" class = "text-end" > Baseline IV< / th >
< th @ click = "setSort('ivJumpPct')" class = "text-end" > IV Δ%< / th >
2026-05-13 09:40:10 +00:00
< th @ click = "setSort('ivRank')" class = "text-end" title = "IV Rank: where current ATM IV sits in its 1-year (min, max) range. ≥60 = expensive (sell premium); ≤30 = cheap (buy premium)." > IV Rank< / th >
2026-05-13 09:53:16 +00:00
< th @ click = "setSort('ivHv')" class = "text-end" title = "IV/HV ratio: current ATM IV divided by 30-day realized vol. ≥1.5 = options pricing FAR more vol than stock is actually moving — premium-rich. <1.0 = options under-pricing realized risk — premium-cheap." > IV/HV< / th >
IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
< th @ click = "setSort('hv30')" class = "text-end" > HV30< / th >
2026-05-13 07:39:24 +00:00
< th class = "text-center" > Flags< / th >
IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
< th > Expiry< / th >
< th > < / th >
< / tr >
< / thead >
< tbody >
< template x-for = "r in sorted" :key = "r.symbol" >
< tr :class = "r.spike ? 'spike' : ''" >
< td class = "mono fw-bold" >
< span x-text = "r.symbol" > < / span >
< span x-show = "r.error" class = "text-danger small ms-1" :title = "r.error" > ⚠< / span >
< / td >
< td class = "text-end mono" x-text = "r.spot ? '$' + r.spot.toFixed(2) : '—'" > < / td >
< td class = "text-end mono fw-semibold" :class = "r.changePct >= 0 ? 'text-success' : 'text-danger'" x-text = "r.spot ? (r.changePct >= 0 ? '+' : '') + r.changePct.toFixed(2) + '%' : '—'" > < / td >
< td class = "text-end mono" :class = "ivClass(r.atmIv)" x-text = "r.atmIv ? (r.atmIv*100).toFixed(1) + '%' : '—'" > < / td >
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< td class = "text-end mono" >
< span :class = "ivClass(r.baselineIv)" x-text = "r.baselineIv ? (r.baselineIv*100).toFixed(1) + '%' : '—'" > < / span >
< span class = "text-secondary small ms-1" :title = "r.baselineSrc === 'history' ? ('avg of ' + r.baselineN + ' scan snapshots in last 30d') : (r.baselineSrc === 'hv30' ? '30-day realized vol (no scan history yet)' : 'no baseline')" x-text = "r.baselineSrc === 'history' ? ('n=' + r.baselineN) : (r.baselineSrc === 'hv30' ? 'hv' : '')" > < / span >
< / td >
< td class = "text-end mono fw-bold" :style = "r.ivJumpPct >= 0.30 ? 'color:#ffd43b' : (r.ivJumpPct >= 0 ? 'color:#d0d5e0' : 'color:#8b95a7')" x-text = "r.baselineIv ? ((r.ivJumpPct >= 0 ? '+' : '') + (r.ivJumpPct * 100).toFixed(1) + '%') : '—'" > < / td >
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< td class = "text-end" >
< span class = "ivrank-cell" :class = "ivRankClass(r)"
:title="r.ivRankN >= 5 ? ('IV Rank ' + Math.round(r.ivRank*100) + ' · percentile ' + Math.round(r.ivPercentile*100) + '% · n=' + r.ivRankN + ' snapshots over ' + r.ivRankSpanDays + 'd') : ('not enough history yet · n=' + (r.ivRankN || 0))">
< span x-text = "r.ivRankN >= 5 ? Math.round(r.ivRank*100) : 'n/a'" > < / span >
< / span >
< / td >
2026-05-13 09:53:16 +00:00
< td class = "text-end mono" :class = "ivHvClass(r.ivHv)"
:title="r.ivHv ? ('ATM IV ' + (r.atmIv*100).toFixed(1) + '% vs HV30 ' + (r.hv30*100).toFixed(1) + '% — ' + ivHvLabel(r.ivHv)) : 'HV30 unavailable'"
x-text="r.ivHv ? r.ivHv.toFixed(2) + 'x' : '—'">< / td >
IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
< td class = "text-end mono" :class = "ivClass(r.hv30)" x-text = "r.hv30 ? (r.hv30*100).toFixed(1) + '%' : '—'" > < / td >
2026-05-13 07:39:24 +00:00
< td class = "text-center" >
2026-05-13 09:53:16 +00:00
< span x-show = "hasEdge(r)" class = "badge me-1"
style="background:linear-gradient(135deg,#51cf66,#00adb5);color:#0b1020;font-weight:800;letter-spacing:.04em;"
:title="'IV Rank ' + Math.round(r.ivRank*100) + ' AND IV/HV ' + r.ivHv.toFixed(2) + 'x — premium is rich AND not justified by realized vol'">EDGE< / span >
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< span x-show = "r.spike" class = "badge me-1" style = "background:#ffd43b;color:#1a1c2e;font-weight:700;" > SPIKE< / span >
< span x-show = "r.bigMove" class = "badge" style = "background:#4d9ef7;color:#fff;font-weight:700;" > BIG MOVE< / span >
< / td >
IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
< td class = "mono small text-secondary" x-text = "r.expiry" > < / td >
< td >
< a class = "btn btn-sm btn-outline-secondary me-1" :href = "'chain.html'" @ click . prevent = "goChain(r.symbol)" title = "Open in Options Chain" > Chain< / a >
< a class = "btn btn-sm btn-outline-primary" :href = "'surface.html'" @ click . prevent = "goSurface(r.symbol)" title = "Open in Vol Surface" > Surface< / a >
< / td >
< / tr >
< / template >
< / tbody >
< / table >
< / div >
< / div >
<!-- Empty state -->
< div x-show = "!loading && results.length === 0" x-cloak class = "card text-center py-5" style = "background:#161824;border:1px solid #2d3045;" >
< div class = "card-body" >
< h3 class = "text-secondary" > No scan run yet< / h3 >
< p class = "text-muted" > Hit < strong > Scan< / strong > with the defaults, your Tracker watchlist, or a custom list.< / p >
< / div >
< / div >
< / div >
< / div >
< / div >
< / div >
< script src = "/assets/tabler.min.js" defer > < / script >
< script src = "/assets/viewstate-store.js" > < / script >
< script src = "/assets/alpine.min.js" defer > < / script >
< script >
const DEFAULT_SYMBOLS = ["SPY","QQQ","IWM","DIA","AAPL","MSFT","NVDA","GOOGL","META","AMZN","TSLA","AMD","NFLX","COIN","INTC"];
function scannerApp() {
return {
symbolsRaw: DEFAULT_SYMBOLS.join(','),
results: [],
watchlist: [],
loading: false,
error: '',
2026-05-13 07:39:24 +00:00
sortBy: 'ivJumpPct',
IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
sortDesc: true,
async init() {
try { this.watchlist = JSON.parse(localStorage.getItem('optionsPricer:watchlist') || '[]'); } catch {}
const vs = ViewState.load('scanner');
if (vs) {
this.symbolsRaw = vs.symbolsRaw ?? this.symbolsRaw;
this.results = vs.results ?? [];
this.sortBy = vs.sortBy ?? this.sortBy;
this.sortDesc = vs.sortDesc !== undefined ? vs.sortDesc : true;
}
},
useDefaults() { this.symbolsRaw = DEFAULT_SYMBOLS.join(','); },
useWatchlist() { if (this.watchlist.length) this.symbolsRaw = this.watchlist.join(','); },
async scan() {
const syms = this.symbolsRaw.split(',').map(s => s.trim().toUpperCase()).filter(Boolean);
if (syms.length === 0) { this.error = 'Add at least one symbol'; return; }
this.loading = true; this.error = '';
try {
const r = await fetch('/api/scan?symbols=' + encodeURIComponent(syms.join(',')));
const d = await r.json();
if (!r.ok || !d.ok) throw new Error(d.error || ('HTTP ' + r.status));
this.results = d.data.results || [];
this._persist();
} catch (e) {
this.error = 'Scan failed: ' + e.message;
} finally {
this.loading = false;
}
},
_persist() {
ViewState.save('scanner', { symbolsRaw: this.symbolsRaw, results: this.results, sortBy: this.sortBy, sortDesc: this.sortDesc });
},
setSort(col) {
if (this.sortBy === col) this.sortDesc = !this.sortDesc;
else { this.sortBy = col; this.sortDesc = true; }
this._persist();
},
get sorted() {
const dir = this.sortDesc ? -1 : 1;
return [...this.results].sort((a, b) => {
const av = a[this.sortBy], bv = b[this.sortBy];
if (typeof av === 'string') return av.localeCompare(bv) * dir;
return ((av ?? 0) - (bv ?? 0)) * dir;
});
},
get biggestMover() {
if (this.results.length === 0) return '—';
const r = [...this.results].sort((a, b) => Math.abs(b.changePct) - Math.abs(a.changePct))[0];
return r.symbol + ' ' + (r.changePct >= 0 ? '+' : '') + r.changePct.toFixed(2) + '%';
},
get highestRatio() {
if (this.results.length === 0) return '—';
2026-05-13 07:39:24 +00:00
const r = [...this.results].sort((a, b) => b.ivJumpPct - a.ivJumpPct)[0];
return r.symbol + ' ' + (r.ivJumpPct >= 0 ? '+' : '') + (r.ivJumpPct*100).toFixed(0) + '%';
IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
},
ivClass(iv) {
if (!iv) return '';
const pct = iv * 100;
if (pct < 20 ) return ' iv-cell-low ' ;
if (pct < 40 ) return ' iv-cell-mid ' ;
if (pct < 80 ) return ' iv-cell-high ' ;
return 'iv-cell-vhigh';
},
2026-05-13 09:40:10 +00:00
ivRankClass(r) {
if (!r || r.ivRankN < 5 ) return ' ivrank-na ' ;
const rank = r.ivRank * 100;
if (rank >= 80) return 'ivrank-vhigh';
if (rank >= 60) return 'ivrank-high';
if (rank >= 30) return 'ivrank-mid';
return 'ivrank-low';
},
2026-05-13 09:53:16 +00:00
ivHvClass(ratio) {
if (!ratio) return '';
if (ratio >= 1.50) return 'ivhv-vrich';
if (ratio >= 1.20) return 'ivhv-rich';
if (ratio >= 0.95) return 'ivhv-fair';
return 'ivhv-cheap';
},
ivHvLabel(ratio) {
if (!ratio) return '';
if (ratio >= 1.50) return 'VERY RICH (sell vol)';
if (ratio >= 1.20) return 'RICH (sell-vol candidate)';
if (ratio >= 0.95) return 'fair';
return 'CHEAP (buy-vol candidate)';
},
// EDGE: high IV Rank (premium expensive in own range) AND IV/HV >= 1.2
// (premium is actually pricing more vol than the stock is realizing) — the
// combined signal for "options market is paying you for risk that isn't there".
hasEdge(r) {
return r & & r.ivRankN >= 5 & & r.ivRank >= 0.60 & & r.ivHv >= 1.20;
},
IV Spike Scanner
Backend: GET /api/scan?symbols=SYM1,SYM2,... — for each symbol fetches
the front-expiry options chain plus 30-day realized vol and returns
{ spot, change, changePct, atmIv, hv30, ivHv, spike, expiry }. Spike flag
is on when IV/HV ≥ 1.5 or |today's % change| ≥ 3. Defaults to ~15 popular
tickers when no list is given; cap of 30 symbols/scan.
Frontend: new scanner.html page — symbol input (with "Use defaults" / "Use
watchlist" shortcuts), summary cards (count · spikes · biggest mover ·
highest IV/HV), sortable results table with spike rows highlighted, and
shortcut buttons to open each symbol on Chain or Surface.
Scanner added to all sidebars between Vol Surface and Strategy P/L.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:32:14 +00:00
goChain(sym) { try { const v = ViewState.load('chain') || {}; v.symbol = sym; ViewState.save('chain', v); } catch {} window.location.href = '/chain.html'; },
goSurface(sym){ try { const v = ViewState.load('surface') || {}; v.symbol = sym; ViewState.save('surface', v); } catch {} window.location.href = '/surface.html'; },
};
}
< / script >
< / body >
< / html >
