Commit Graph

6 Commits

Author SHA1 Message Date
ojy
2e565fae4d 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
ojy
2cd3d6ece8 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
ojy
46574c4f51 Standardize sidebar across all 7 pages
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>
2026-05-13 07:17:40 +00:00
ojy
9de7f14573 Split Positions from Tracker; add Settings (commission)
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>
2026-05-13 07:04:52 +00:00
ojy
3109df842d Add strategy P/L analyzer + view-state persistence
- 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>
2026-05-13 04:01:57 +00:00
ojy
d08c2230a8 Initial commit — options pricing dashboard
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>
2026-05-13 03:22:23 +00:00