The Strike cell becomes a dropdown of available strikes (for that leg's
symbol+expiry+type) drawn from the cached chain — seeded from chain.html's
last-loaded chain (localStorage) and refreshed by the strategy page's own
per-expiry chain fetch on open / Reload. Picking a new strike updates the
leg's entry price, IV and mark from that contract and clears the lock.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Spot / break-even / zero-line labels now use solid high-contrast badges
(dark text on yellow, white text on blue, light text on dark) with padding
and a border instead of transparent/low-contrast backgrounds.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
−/+ buttons (with a ±% readout) and a Fit button in the chart header widen
or narrow the underlying-price window the curve is sampled over, so you can
inspect a tight range around spot or zoom out to see the full payoff shape.
Bumped sampling density to 221 points.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
The store now keeps one basket per symbol (v2 schema, auto-migrates v1).
Adding a leg from a different symbol no longer wipes the basket — it creates
that symbol's basket and makes it active. The Strategy page shows a symbol
picker at the top (when >1 symbol is saved) to switch between them; switching
auto-fetches that symbol's live marks. "Clear all" clears only the current
symbol's legs; new StrategyStore.clearAll() wipes everything.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
On opening the Strategy page, automatically pull the current spot, each leg's
live mid (Mark column) and IV — without touching entry prices. The Reload
button still re-prices unlocked legs to the current mark. Clarified the legs
table hint.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Entry price, mark and strike are now rounded to 2dp on add, on edit, on
market reload, and on load (self-heals legacy entries) — fixes display of
float artifacts like "15.000000001". Also persist the leg's locked/currentMark
fields in the store.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Each leg has a 🔓/🔒 toggle next to its entry price; locked = entry stays
fixed (your fill), unlocked = entry re-prices to the current mark on Reload
- New "Mark" column shows each leg's current market mid (with delta vs entry)
- "Refresh spot" button replaced by "Reload": re-fetches spot, plus each leg's
current mark and IV from the live chain (per unique expiry), re-pricing
unlocked legs and refreshing IVs used by the T+0 curve
- reload() no longer resets the days-to-expiry slider on edits
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Legs table now sits below the P/L chart and stats
- Each leg row has a leftmost "Show" checkbox; unchecked legs are excluded
from the chart, stats, breakevens and net Greeks (and dimmed in the table),
so you can isolate or build up a strategy incrementally
- All derived values (chart, netCost, maxDTE/minDTE, strategy name, stats)
now operate on the active (checked) legs only
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Evaluate the expiration P/L at the exact strike prices (and sample bounds),
not just on the coarse grid — so max profit / max loss are exact for
piecewise payoffs (butterfly peak now $800 not ~$679) and the chart renders
sharp vertices for butterflies, condors, etc.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- 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>
