Replaces the IV/HV >= 1.5 heuristic with a baseline-relative jump:
a symbol is flagged SPIKE when current ATM IV is at least 30%
above its recent baseline (e.g., 10% -> 13%+). Baseline prefers
the 30-day average of saved snapshots; falls back to HV30 when
no scan history exists. Each scan persists a snapshot so the
baseline self-improves over time. BIG MOVE (|chg%| >= 3%) is now
shown as a separate badge instead of a spike requirement.
- snapshots.ts: add getAverageAtmIv(symbol, days)
- datafetch.ts: save snapshot per scan; compute baselineIv,
baselineSrc, baselineN, ivJumpPct; spike from jump threshold
- options.ts: /api/scan returns new baseline + jump fields
- scanner.html: header copy, table columns (Baseline IV, IV Δ%),
default sort by ivJumpPct desc, separate SPIKE/BIG MOVE badges
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>
Backend:
- New orders table (symbol, name, legs_json, entry_cost, created_at,
closed_at, status, note) sharing the snapshots.db
- Endpoints:
POST /api/orders save a position
GET /api/orders?symbol= list (most recent first)
GET /api/orders/:id single
PATCH /api/orders/:id { status:'open'|'closed', note? }
DELETE /api/orders/:id remove
Strategy page:
- "Save to Tracker" button posts the currently-active legs (with name,
net cost, side, qty, entry, IV, lock) as an order
Tracker page:
- New "Tracked Orders" section above the IV history charts: lists each
saved position for the current symbol with strategy name, leg summary,
entered cost, current value, P/L $ and %, opened date, status, and
Close/Reopen + Remove actions. Live P/L uses /api/chain mids for each
unique leg expiry.
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>
