On page load and on every symbol Lookup, target the 3rd Friday of
the next calendar month (the standard US monthly options expiry).
If that exact date isn't listed (e.g., June 19, 2026 is Juneteenth
so SPY's monthly is the Thursday 06-18), fall back to the nearest
available expiration.
Data flow:
1. Init reads {symbol, expirations} from ViewState.
2. Computes target expiry (3rd Fri next month).
3. Hits a new per-symbol cache at
localStorage['optionsPricer:surfaceCache'][symbol:expiry].
- Hit AND cache.date === today → render instantly, no network.
- Hit but stale (cache.date !== today) → refetch.
- Miss → fetch expirations + load surface.
4. fetchExpirations() now auto-selects the target expiry and
triggers _loadForTargetExpiry (cache-aware) — entering a new
symbol now produces a rendered surface with one Enter press.
5. Successful loadSurface writes the response into the cache
under today's date; cache is pruned to 50 entries.
Analytics is no longer stuffed into ViewState (only the lightweight
symbol/expirations/expiry pointer is), so the per-symbol cache is
the single source of truth for surface data.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Wrap the toolbar card and the skew-metric badges (ATM IV / RR25 /
Fly25) in a left column, and place the HV-vs-IV card in a sibling
right column with h-100 d-flex flex-column so it stretches to the
full height of both stacked items — effectively a rowspan=2 layout.
On screens narrower than lg the right column drops below as a
single full-width card.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
User wanted the comparison sitting alongside the Lookup / Expiry /
Load Surface controls instead of in the page header. Now it lives
on the right side of the toolbar row (ms-sm-auto), still hidden
until data is loaded.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Adds a compact card in the page header that shows ATM IV alongside
realized vol over 20/30/60-day windows, the IV-minus-HV spread in
vol points, and a RICH/FAIR/CHEAP verdict (driven by IV/HV30 ratio:
>=1.20x = RICH, <=0.80x = CHEAP, otherwise FAIR). Lets you eyeball
whether options are priced rich relative to recent realized vol the
moment the surface loads.
- datafetch.ts: extract annualizedVolWindow helper; new
fetchHistoricalVolWindows() returns hv20/hv30/hv60 from one
~90-day Yahoo historical pull
- options.ts: /api/analytics includes hvWindows in response
- surface.html: top-right hviv-card with per-window rows + footer
showing IV/HV ratio and sample size
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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>
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>
Every page now uses the same brand logo (candle chart icon) and the same
seven nav items in the same order with identical tabler-style icons:
Dashboard · Options Chain · Vol Surface · Strategy P/L · Positions ·
Tracker · Settings. Only the active item differs per page.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Tracker is for symbol price/IV history, not positions. The "Save to
Tracker" button now adds the symbol to a watchlist (localStorage); the
Tracker page shows the watchlist as clickable chips.
New "Enter Position" button on the Strategy page posts the active legs
to /api/orders, then opens the new Positions page.
New Positions page (positions.html): lists entered positions with live
mid value, round-trip commission, gross & net P/L (Net = Gross − round-
trip commission), per-symbol filter, summary totals, close/reopen and
remove actions.
New Settings page (settings.html) configures the commission used on
Positions. Defaults to Interactive Brokers Fixed / IBKR Lite: $0.65
per contract, $1.00 minimum per order
(https://www.interactivebrokers.com/en/pricing/commissions-options.php).
Per-leg vs per-order toggle for complex orders.
Sidebar nav now: Dashboard · Options Chain · Vol Surface · Strategy P/L
· Positions · Tracker · Settings.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- New strategy.html: thinkorswim-style P/L diagram (expiration + T+N curves
via Black-Scholes, days-to-expiry slider, net debit/credit, max profit/loss
with unbounded detection, breakevens, net Greeks, auto-detected strategy name)
- chain.html: per-row Buy/Sell buttons add legs to a localStorage basket;
basket badge in toolbar; auto-scroll to ATM row on load
- Persist per-page view state (symbol, expiry, loaded data, charts) across
navigation via viewstate-store.js for chain/surface/tracker/dashboard
- New assets: blackscholes.js (frontend BS port), strategy-store.js, viewstate-store.js
- Strategy P/L nav link added to all sidebars
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Full-stack options analytics app: IV surface, Greeks, skew metrics,
vol term structure. Yahoo Finance data with Black-Scholes IV computation
and historical vol fallback for after-hours data.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
