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>
This commit is contained in:
@@ -151,6 +151,21 @@
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<span class="nav-link-title">Vol Surface</span>
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</a>
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</li>
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<li class="nav-item">
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<a class="nav-link" href="scanner.html">
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<span class="nav-link-icon d-md-none d-lg-inline-block">
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<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" aria-hidden="true">
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<path stroke="none" d="M0 0h24v24H0z" fill="none"/>
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<circle cx="11" cy="11" r="7"/>
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<line x1="21" y1="21" x2="16.65" y2="16.65"/>
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<path d="M11 8v6"/>
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<path d="M8 11h6"/>
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</svg>
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</span>
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<span class="nav-link-title">Scanner</span>
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</a>
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</li>
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<li class="nav-item ">
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<a class="nav-link" href="strategy.html">
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<span class="nav-link-icon d-md-none d-lg-inline-block">
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