- Use exact (not floored) days-to-earliest-expiry so the "Expiration P/L"
curve uses true intrinsic value — long call/put now show a flat loss floor
at -premium, a sharp kink at the strike, and the correct breakeven, instead
of a soft-cornered curve with ~1 day of residual time value
- Clamp the y-axis when one tail is unbounded so the loss floor stays visible
instead of being squished to a sliver by the runaway profit/loss tail
- Slightly tighter default x-window; denser sampling (161 pts)
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>
