ojy
2e565fae4d
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>
897 lines
38 KiB
HTML
897 lines
38 KiB
HTML
<!doctype html>
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<html lang="en" data-bs-theme="dark">
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<head>
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<meta charset="utf-8"/>
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<meta name="viewport" content="width=device-width, initial-scale=1, viewport-fit=cover"/>
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<meta http-equiv="X-UA-Compatible" content="ie=edge"/>
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<title>Options Metrics Tracker</title>
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<link rel="stylesheet" href="/assets/tabler.min.css"/>
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<link rel="stylesheet" href="/assets/tabler-vendors.min.css"/>
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<script src="/assets/apexcharts.min.js"></script>
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<script src="/assets/viewstate-store.js"></script>
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<script src="/assets/alpine.min.js" defer></script>
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<script src="/assets/tabler.min.js" defer></script>
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<style>
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:root {
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--chart-bg: #1a1c23;
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--chart-grid: rgba(255, 255, 255, 0.06);
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--chart-label: #8b95a1;
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}
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body {
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background-color: #1a1c23;
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}
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.navbar-vertical.navbar-dark {
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background-color: #14161c;
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border-right: 1px solid rgba(255, 255, 255, 0.07);
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}
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.chart-card {
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background-color: var(--chart-bg);
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border: 1px solid rgba(255, 255, 255, 0.07);
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border-radius: 8px;
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}
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.apexcharts-canvas {
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background: transparent !important;
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}
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.table-snapshots th {
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font-size: 0.75rem;
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text-transform: uppercase;
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letter-spacing: 0.06em;
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color: var(--chart-label);
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font-weight: 600;
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}
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.toolbar-bar {
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background-color: #14161c;
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border-bottom: 1px solid rgba(255, 255, 255, 0.07);
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.nav-link.active-page {
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color: #4fc3f7 !important;
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color: #fff;
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.badge-normal {
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background-color: rgba(255, 255, 255, 0.1);
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color: #8b95a1;
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.snapshot-count-badge {
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font-size: 0.7rem;
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padding: 2px 8px;
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background-color: rgba(79, 195, 247, 0.15);
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color: #4fc3f7;
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border: 1px solid rgba(79, 195, 247, 0.3);
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font-weight: 600;
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white-space: nowrap;
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}
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[x-cloak] { display: none !important; }
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</style>
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</head>
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<body class="antialiased" x-data="trackerApp()" x-init="init()">
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<div class="wrapper">
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<!-- Vertical Sidebar -->
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<aside class="navbar navbar-vertical navbar-expand-lg" data-bs-theme="dark">
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<div class="container-fluid">
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<button class="navbar-toggler" type="button" data-bs-toggle="collapse" data-bs-target="#sidebar-menu" aria-controls="sidebar-menu" aria-expanded="false" aria-label="Toggle navigation">
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<span class="navbar-toggler-icon"></span>
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</button>
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<h1 class="navbar-brand navbar-brand-autodark">
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<a href="index.html" class="d-flex align-items-center gap-2 text-decoration-none">
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<svg xmlns="http://www.w3.org/2000/svg" width="28" height="28" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="1.5" stroke-linecap="round" stroke-linejoin="round" class="text-primary" aria-hidden="true">
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<path stroke="none" d="M0 0h24v24H0z" fill="none"/>
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<rect x="4" y="8" width="4" height="8" rx="1"/>
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<line x1="6" y1="4" x2="6" y2="8"/>
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<rect x="16" y="6" width="4" height="10" rx="1"/>
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<line x1="18" y1="2" x2="18" y2="6"/>
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<line x1="18" y1="16" x2="18" y2="22"/>
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</svg>
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<span class="fw-bold">Options Pricer</span>
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</a>
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</h1>
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<div class="collapse navbar-collapse" id="sidebar-menu">
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<ul class="navbar-nav pt-lg-3">
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<li class="nav-item ">
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<a class="nav-link" href="index.html">
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<span class="nav-link-icon d-md-none d-lg-inline-block">
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<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24" stroke-width="1.5" stroke="currentColor" fill="none" stroke-linecap="round" stroke-linejoin="round" aria-hidden="true">
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<path stroke="none" d="M0 0h24v24H0z" fill="none"/>
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<rect x="4" y="4" width="6" height="5" rx="2"/>
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<rect x="4" y="13" width="6" height="7" rx="2"/>
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<rect x="14" y="4" width="6" height="11" rx="2"/>
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<rect x="14" y="19" width="6" height="1" rx=".5"/>
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</svg>
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</span>
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<span class="nav-link-title">Dashboard</span>
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</a>
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</li>
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<li class="nav-item ">
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<a class="nav-link" href="chain.html">
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<span class="nav-link-icon d-md-none d-lg-inline-block">
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<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24" stroke-width="1.5" stroke="currentColor" fill="none" stroke-linecap="round" stroke-linejoin="round" aria-hidden="true">
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<path stroke="none" d="M0 0h24v24H0z" fill="none"/>
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<rect x="3" y="5" width="18" height="14" rx="2"/>
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<path d="M3 10l18 0"/>
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<path d="M10 5v14"/>
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</svg>
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</span>
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<span class="nav-link-title">Options Chain</span>
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</a>
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</li>
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<li class="nav-item ">
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<a class="nav-link" href="surface.html">
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<span class="nav-link-icon d-md-none d-lg-inline-block">
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<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24" stroke-width="1.5" stroke="currentColor" fill="none" stroke-linecap="round" stroke-linejoin="round" aria-hidden="true">
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<path stroke="none" d="M0 0h24v24H0z" fill="none"/>
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<path d="M3 12c1.333 -4.667 2.667 -7 4 -7s2.667 2.333 4 7s2.667 7 4 7s2.667 -2.333 4 -7"/>
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</svg>
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</span>
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<span class="nav-link-title">Vol Surface</span>
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</a>
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</li>
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<li class="nav-item">
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<a class="nav-link" href="movers.html">
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<span class="nav-link-icon d-md-none d-lg-inline-block">
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<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24" stroke-width="1.5" stroke="currentColor" fill="none" stroke-linecap="round" stroke-linejoin="round" aria-hidden="true">
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<path stroke="none" d="M0 0h24v24H0z" fill="none"/>
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<path d="M3 17l6 -6l4 4l8 -8"/>
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<path d="M14 7l7 0l0 7"/>
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</svg>
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</span>
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<span class="nav-link-title">Movers</span>
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</a>
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</li>
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<li class="nav-item">
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<a class="nav-link" href="scanner.html">
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<span class="nav-link-icon d-md-none d-lg-inline-block">
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<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24" stroke-width="1.5" stroke="currentColor" fill="none" stroke-linecap="round" stroke-linejoin="round" aria-hidden="true">
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<path stroke="none" d="M0 0h24v24H0z" fill="none"/>
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<circle cx="11" cy="11" r="7"/>
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<line x1="21" y1="21" x2="16.65" y2="16.65"/>
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<path d="M11 8v6"/>
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<path d="M8 11h6"/>
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</svg>
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</span>
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<span class="nav-link-title">Scanner</span>
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</a>
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</li>
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<li class="nav-item ">
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<a class="nav-link" href="strategy.html">
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<span class="nav-link-icon d-md-none d-lg-inline-block">
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<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24" stroke-width="1.5" stroke="currentColor" fill="none" stroke-linecap="round" stroke-linejoin="round" aria-hidden="true">
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<path stroke="none" d="M0 0h24v24H0z" fill="none"/>
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<path d="M4 19l4 -6l4 2l4 -8l4 5"/>
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<path d="M4 4v16h16"/>
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</svg>
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</span>
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<span class="nav-link-title">Strategy P/L</span>
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</a>
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</li>
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<li class="nav-item ">
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<a class="nav-link" href="positions.html">
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<span class="nav-link-icon d-md-none d-lg-inline-block">
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<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24" stroke-width="1.5" stroke="currentColor" fill="none" stroke-linecap="round" stroke-linejoin="round" aria-hidden="true">
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<path stroke="none" d="M0 0h24v24H0z" fill="none"/>
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<rect x="3" y="7" width="18" height="13" rx="2"/>
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<path d="M8 7v-2a2 2 0 0 1 2 -2h4a2 2 0 0 1 2 2v2"/>
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<line x1="12" y1="12" x2="12" y2="12.01"/>
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<path d="M3 13a20 20 0 0 0 18 0"/>
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</svg>
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</span>
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<span class="nav-link-title">Positions</span>
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</a>
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</li>
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<li class="nav-item active">
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<a class="nav-link" href="tracker.html">
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<span class="nav-link-icon d-md-none d-lg-inline-block">
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<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24" stroke-width="1.5" stroke="currentColor" fill="none" stroke-linecap="round" stroke-linejoin="round" aria-hidden="true">
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<path stroke="none" d="M0 0h24v24H0z" fill="none"/>
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<path d="M12 12m-1 0a1 1 0 1 0 2 0a1 1 0 1 0 -2 0"/>
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<path d="M12 12m-5 0a5 5 0 1 0 10 0a5 5 0 1 0 -10 0"/>
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<path d="M12 12m-9 0a9 9 0 1 0 18 0a9 9 0 1 0 -18 0"/>
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<path d="M15 12l-3 -3"/>
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</svg>
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</span>
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<span class="nav-link-title">Tracker</span>
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</a>
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</li>
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<li class="nav-item ">
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<a class="nav-link" href="settings.html">
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<span class="nav-link-icon d-md-none d-lg-inline-block">
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<svg xmlns="http://www.w3.org/2000/svg" width="24" height="24" viewBox="0 0 24 24" stroke-width="1.5" stroke="currentColor" fill="none" stroke-linecap="round" stroke-linejoin="round" aria-hidden="true">
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<path stroke="none" d="M0 0h24v24H0z" fill="none"/>
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<path d="M10.325 4.317c.426 -1.756 2.924 -1.756 3.35 0a1.724 1.724 0 0 0 2.573 1.066c1.543 -.94 3.31 .826 2.37 2.37a1.724 1.724 0 0 0 1.065 2.572c1.756 .426 1.756 2.924 0 3.35a1.724 1.724 0 0 0 -1.066 2.573c.94 1.543 -.826 3.31 -2.37 2.37a1.724 1.724 0 0 0 -2.572 1.065c-.426 1.756 -2.924 1.756 -3.35 0a1.724 1.724 0 0 0 -2.573 -1.066c-1.543 .94 -3.31 -.826 -2.37 -2.37a1.724 1.724 0 0 0 -1.065 -2.572c-1.756 -.426 -1.756 -2.924 0 -3.35a1.724 1.724 0 0 0 1.066 -2.573c-.94 -1.543 .826 -3.31 2.37 -2.37c1 .608 2.296 .07 2.572 -1.065z"/>
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<circle cx="12" cy="12" r="3"/>
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</svg>
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</span>
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<span class="nav-link-title">Settings</span>
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</a>
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</li>
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</ul>
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</div>
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</div>
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</aside>
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<!-- Main content -->
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<div class="page-wrapper">
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<!-- Toolbar -->
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<div class="toolbar-bar py-2 px-3 mb-3">
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<div class="container-xl">
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<div class="d-flex flex-wrap align-items-center gap-3">
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<!-- Symbol input -->
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<div class="input-group input-group-sm" style="max-width:140px;">
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<span class="input-group-text bg-dark border-secondary text-muted">Symbol</span>
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<input
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type="text"
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class="form-control bg-dark border-secondary text-white"
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placeholder="SPY"
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x-model="symbol"
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@keydown.enter="fetchExpirations()"
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style="text-transform:uppercase;"
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/>
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</div>
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<!-- Expiry select -->
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<div class="input-group input-group-sm" style="max-width:200px;">
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<span class="input-group-text bg-dark border-secondary text-muted">Expiry</span>
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<select
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class="form-select bg-dark border-secondary text-white"
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x-model="expiry"
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@change="renderCharts()"
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>
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<option value="">All expirations</option>
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<template x-for="exp in expirations" :key="exp">
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<option :value="exp" x-text="exp"></option>
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</template>
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</select>
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</div>
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<!-- Load button -->
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<button
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class="btn btn-sm btn-primary"
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@click="loadHistory()"
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:disabled="loading"
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>
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<span x-show="loading" class="spinner-border spinner-border-sm me-1" role="status"></span>
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<span x-show="!loading">
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<svg xmlns="http://www.w3.org/2000/svg" width="14" height="14" viewBox="0 0 24 24"
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fill="none" stroke="currentColor" stroke-width="2.5" stroke-linecap="round" stroke-linejoin="round"
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class="me-1" style="vertical-align:-2px;">
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<polyline points="1 4 1 10 7 10"></polyline>
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<path d="M3.51 15a9 9 0 1 0 .49-3.51"></path>
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</svg>
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Load History
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</span>
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<span x-show="loading">Loading…</span>
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</button>
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<!-- Snapshot count badge -->
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<span class="snapshot-count-badge" x-text="filteredSnapshots.length + ' snapshots'"></span>
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<!-- Error message -->
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<span x-show="error" x-cloak class="text-danger small ms-2" x-text="error"></span>
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</div>
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</div>
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</div>
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<!-- Page body -->
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<div class="page-body">
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<div class="container-xl">
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<!-- Watchlist summary cards (symbols saved from Strategy page) -->
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<div class="mb-3" x-show="watchlist.length > 0" x-cloak>
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<div class="d-flex align-items-center justify-content-between mb-2">
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<h3 class="text-white mb-0" style="font-size:1rem;">Watchlist <span class="text-secondary small fw-normal" x-text="'(' + watchlist.length + ')'"></span></h3>
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<button class="btn btn-sm btn-outline-secondary" @click="_loadWatchlistData()" :disabled="watchlistLoading">
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<span x-show="watchlistLoading" class="spinner-border spinner-border-sm me-1"></span>Refresh
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</button>
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</div>
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<div class="row g-2">
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<template x-for="s in watchlist" :key="s">
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<div class="col-6 col-md-4 col-lg-3 col-xl-2">
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<div class="watch-card" style="background:#1e2030; border:1px solid #2d3045; border-radius:.5rem; padding:.6rem .75rem; cursor:pointer;"
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:class="s === symbol.toUpperCase().trim() ? 'border-primary' : ''"
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:style="s === symbol.toUpperCase().trim() ? 'background:#1e2030; border:1px solid #4d9ef7; border-radius:.5rem; padding:.6rem .75rem; cursor:pointer;' : 'background:#1e2030; border:1px solid #2d3045; border-radius:.5rem; padding:.6rem .75rem; cursor:pointer;'"
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@click="loadSymbol(s)">
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<div class="d-flex align-items-center justify-content-between">
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<span class="fw-bold text-white" style="font-family:'JetBrains Mono',monospace;" x-text="s"></span>
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<span class="text-danger small" style="cursor:pointer;" @click.stop="removeWatch(s)" :title="'Remove ' + s">✕</span>
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</div>
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<div class="mt-1" style="font-size:.78rem; color:#cbd3df;">
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<template x-if="watchlistData[s]">
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<div>
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<div>Spot <strong class="mono" x-text="watchlistData[s].spot ? '$' + watchlistData[s].spot.toFixed(2) : '—'"></strong></div>
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<div>ATM IV <strong class="mono" :style="watchlistData[s].atmIv > 0.4 ? 'color:#ff8c42' : watchlistData[s].atmIv > 0.2 ? 'color:#ffd43b' : 'color:#51cf66'" x-text="watchlistData[s].atmIv ? (watchlistData[s].atmIv*100).toFixed(1) + '%' : '—'"></strong></div>
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<div :style="watchlistData[s].rr25 > 0.005 ? 'color:#51cf66' : watchlistData[s].rr25 < -0.005 ? 'color:#ff6b6b' : 'color:#8b95a7'">
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RR25 <span class="mono" x-text="watchlistData[s].rr25 != null ? ((watchlistData[s].rr25 >= 0 ? '+' : '') + (watchlistData[s].rr25 * 100).toFixed(2) + '%') : '—'"></span>
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</div>
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</div>
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</template>
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<template x-if="!watchlistData[s]"><div class="text-secondary">loading…</div></template>
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</div>
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</div>
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</div>
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</template>
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</div>
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</div>
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<!-- Empty state -->
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<div x-show="!loading && filteredSnapshots.length === 0" x-cloak class="text-center py-5">
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<svg xmlns="http://www.w3.org/2000/svg" width="48" height="48" viewBox="0 0 24 24"
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fill="none" stroke="#8b95a1" stroke-width="1.5" stroke-linecap="round" stroke-linejoin="round" class="mb-3">
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<path d="M3 3l18 18"></path>
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<path d="M21 21l-1.5-1.5M16.5 16.5L12 12M12 12L7.5 7.5M7.5 7.5L3 3"></path>
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<circle cx="12" cy="12" r="10"></circle>
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</svg>
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<p class="text-muted">
|
|
No snapshot data yet. <span x-show="watchlist.length > 0">Click a watchlist card above, or </span>enter a symbol and click <strong>Load History</strong>.
|
|
<br>
|
|
<span class="small">Tip: add symbols to the watchlist from the <a href="strategy.html">Strategy</a> page's <em>Save to Tracker</em> button.</span>
|
|
</p>
|
|
</div>
|
|
|
|
<!-- Charts row -->
|
|
<div x-show="filteredSnapshots.length > 0" x-cloak>
|
|
<div class="row g-3 mb-3">
|
|
|
|
<!-- Chart 1: ATM IV -->
|
|
<div class="col-12">
|
|
<div class="chart-card p-3">
|
|
<div class="d-flex align-items-center mb-2 gap-2">
|
|
<span style="display:inline-block;width:10px;height:10px;border-radius:50%;background:#00d4ff;"></span>
|
|
<span class="fw-semibold text-white" style="font-size:0.9rem;">ATM Implied Volatility History</span>
|
|
</div>
|
|
<div id="chart-atm-iv" style="min-height:220px;"></div>
|
|
</div>
|
|
</div>
|
|
|
|
<!-- Chart 2: RR25 + Chart 3: Fly25 side by side on wider screens -->
|
|
<div class="col-12 col-lg-6">
|
|
<div class="chart-card p-3">
|
|
<div class="d-flex align-items-center mb-2 gap-2">
|
|
<span style="display:inline-block;width:10px;height:10px;border-radius:50%;background:#2fb344;"></span>
|
|
<span class="fw-semibold text-white" style="font-size:0.9rem;">25Δ Risk Reversal History</span>
|
|
</div>
|
|
<div id="chart-rr25" style="min-height:220px;"></div>
|
|
</div>
|
|
</div>
|
|
|
|
<div class="col-12 col-lg-6">
|
|
<div class="chart-card p-3">
|
|
<div class="d-flex align-items-center mb-2 gap-2">
|
|
<span style="display:inline-block;width:10px;height:10px;border-radius:50%;background:#f59f00;"></span>
|
|
<span class="fw-semibold text-white" style="font-size:0.9rem;">25Δ Butterfly History</span>
|
|
</div>
|
|
<div id="chart-fly25" style="min-height:220px;"></div>
|
|
</div>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<!-- History table -->
|
|
<div class="card" style="background-color:#14161c; border:1px solid rgba(255,255,255,0.07);">
|
|
<div class="card-header d-flex align-items-center justify-content-between"
|
|
style="border-bottom:1px solid rgba(255,255,255,0.07);">
|
|
<h3 class="card-title text-white mb-0" style="font-size:0.9rem; font-weight:600;">
|
|
Snapshot History
|
|
<span class="ms-2 text-muted" style="font-size:0.75rem; font-weight:400;">
|
|
(most recent first, showing up to 20)
|
|
</span>
|
|
</h3>
|
|
</div>
|
|
<div class="table-responsive">
|
|
<table class="table table-sm table-hover table-snapshots mb-0"
|
|
style="color:#c8d3e0;">
|
|
<thead>
|
|
<tr>
|
|
<th>Timestamp</th>
|
|
<th>Expiry</th>
|
|
<th>Spot</th>
|
|
<th>ATM IV</th>
|
|
<th>RR25</th>
|
|
<th>RR10</th>
|
|
<th>Fly25</th>
|
|
<th>Butterfly Signal</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<template x-for="(snap, idx) in tableRows" :key="snap.timestamp + idx">
|
|
<tr>
|
|
<td class="text-muted" style="white-space:nowrap; font-size:0.8rem;"
|
|
x-text="formatTimestamp(snap.timestamp)"></td>
|
|
<td x-text="snap.expiry || '—'"></td>
|
|
<td x-text="snap.spot ? snap.spot.toFixed(2) : '—'"></td>
|
|
<td>
|
|
<span x-text="snap.atmIv ? (snap.atmIv * 100).toFixed(2) + '%' : '—'"
|
|
style="color:#4fc3f7; font-variant-numeric:tabular-nums;"></span>
|
|
</td>
|
|
<td>
|
|
<span
|
|
:style="{ color: snap.rr25 > 0 ? '#2fb344' : snap.rr25 < 0 ? '#d63939' : '#8b95a1' }"
|
|
style="font-variant-numeric:tabular-nums;"
|
|
x-text="snap.rr25 != null ? snap.rr25.toFixed(4) : '—'">
|
|
</span>
|
|
</td>
|
|
<td>
|
|
<span
|
|
:style="{ color: snap.rr10 > 0 ? '#2fb344' : snap.rr10 < 0 ? '#d63939' : '#8b95a1' }"
|
|
style="font-variant-numeric:tabular-nums;"
|
|
x-text="snap.rr10 != null ? snap.rr10.toFixed(4) : '—'">
|
|
</span>
|
|
</td>
|
|
<td style="font-variant-numeric:tabular-nums;"
|
|
x-text="snap.fly25 != null ? snap.fly25.toFixed(4) : '—'"></td>
|
|
<td>
|
|
<template x-if="snap.fly25 > 0.002">
|
|
<span class="badge badge-fat-tails">Fat Tails</span>
|
|
</template>
|
|
<template x-if="snap.fly25 <= 0.002 && snap.fly25 < -0.002">
|
|
<span class="badge badge-thin-tails">Thin Tails</span>
|
|
</template>
|
|
<template x-if="snap.fly25 != null && snap.fly25 >= -0.002 && snap.fly25 <= 0.002">
|
|
<span class="badge badge-normal">Normal</span>
|
|
</template>
|
|
<template x-if="snap.fly25 == null">
|
|
<span class="text-muted">—</span>
|
|
</template>
|
|
</td>
|
|
</tr>
|
|
</template>
|
|
<tr x-show="tableRows.length === 0">
|
|
<td colspan="8" class="text-center text-muted py-3">No data available</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
<!-- Alpine + ApexCharts logic -->
|
|
<script>
|
|
const CHART_DEFAULTS = {
|
|
background: 'transparent',
|
|
foreColor: '#8b95a1',
|
|
fontFamily: 'inherit',
|
|
};
|
|
|
|
const AXIS_STYLE = {
|
|
borderColor: 'rgba(255,255,255,0.06)',
|
|
labels: {
|
|
style: { colors: '#8b95a1', fontSize: '11px' }
|
|
},
|
|
axisBorder: { show: false },
|
|
axisTicks: { show: false },
|
|
};
|
|
|
|
const TOOLTIP_STYLE = {
|
|
theme: 'dark',
|
|
};
|
|
|
|
const GRID_STYLE = {
|
|
borderColor: 'rgba(255,255,255,0.06)',
|
|
strokeDashArray: 4,
|
|
};
|
|
|
|
// ── ATM IV chart ──────────────────────────────────────────────────────────
|
|
function buildAtmIvChart(data) {
|
|
const sorted = [...data].sort((a, b) => new Date(a.timestamp) - new Date(b.timestamp));
|
|
const series = sorted.map(s => ({
|
|
x: new Date(s.timestamp).getTime(),
|
|
y: s.atmIv != null ? parseFloat((s.atmIv * 100).toFixed(4)) : null,
|
|
})).filter(p => p.y !== null);
|
|
|
|
const options = {
|
|
chart: {
|
|
type: 'area',
|
|
height: 220,
|
|
toolbar: { show: false },
|
|
...CHART_DEFAULTS,
|
|
animations: { enabled: true, speed: 400 },
|
|
zoom: { enabled: false },
|
|
},
|
|
series: [{ name: 'ATM IV', data: series }],
|
|
stroke: { curve: 'smooth', width: 2, colors: ['#00d4ff'] },
|
|
fill: {
|
|
type: 'gradient',
|
|
gradient: {
|
|
shadeIntensity: 1,
|
|
opacityFrom: 0.2,
|
|
opacityTo: 0.0,
|
|
stops: [0, 100],
|
|
colorStops: [{
|
|
offset: 0,
|
|
color: '#00d4ff',
|
|
opacity: 0.2,
|
|
}, {
|
|
offset: 100,
|
|
color: '#00d4ff',
|
|
opacity: 0,
|
|
}],
|
|
},
|
|
},
|
|
colors: ['#00d4ff'],
|
|
xaxis: {
|
|
type: 'datetime',
|
|
...AXIS_STYLE,
|
|
},
|
|
yaxis: {
|
|
...AXIS_STYLE,
|
|
labels: {
|
|
style: { colors: '#8b95a1', fontSize: '11px' },
|
|
formatter: v => v != null ? v.toFixed(1) + '%' : '',
|
|
},
|
|
title: { text: 'IV (%)', style: { color: '#8b95a1', fontSize: '11px', fontWeight: 400 } },
|
|
},
|
|
grid: GRID_STYLE,
|
|
tooltip: {
|
|
...TOOLTIP_STYLE,
|
|
x: { format: 'dd MMM yy HH:mm' },
|
|
y: { formatter: v => v != null ? v.toFixed(2) + '%' : 'N/A' },
|
|
},
|
|
markers: { size: series.length <= 15 ? 4 : 0, colors: ['#00d4ff'], strokeColors: '#1a1c23', strokeWidth: 2 },
|
|
dataLabels: { enabled: false },
|
|
};
|
|
|
|
return options;
|
|
}
|
|
|
|
// ── RR25 chart ────────────────────────────────────────────────────────────
|
|
function buildRr25Chart(data) {
|
|
const sorted = [...data].sort((a, b) => new Date(a.timestamp) - new Date(b.timestamp));
|
|
const series = sorted.map(s => ({
|
|
x: new Date(s.timestamp).getTime(),
|
|
y: s.rr25 != null ? parseFloat(s.rr25.toFixed(6)) : null,
|
|
})).filter(p => p.y !== null);
|
|
|
|
const options = {
|
|
chart: {
|
|
type: 'line',
|
|
height: 220,
|
|
toolbar: { show: false },
|
|
...CHART_DEFAULTS,
|
|
animations: { enabled: true, speed: 400 },
|
|
zoom: { enabled: false },
|
|
},
|
|
series: [{ name: 'RR25', data: series }],
|
|
stroke: { curve: 'smooth', width: 2, colors: ['#2fb344'] },
|
|
colors: ['#2fb344'],
|
|
xaxis: {
|
|
type: 'datetime',
|
|
...AXIS_STYLE,
|
|
},
|
|
yaxis: {
|
|
...AXIS_STYLE,
|
|
labels: {
|
|
style: { colors: '#8b95a1', fontSize: '11px' },
|
|
formatter: v => v != null ? v.toFixed(4) : '',
|
|
},
|
|
title: { text: 'RR25', style: { color: '#8b95a1', fontSize: '11px', fontWeight: 400 } },
|
|
},
|
|
grid: GRID_STYLE,
|
|
annotations: {
|
|
yaxis: [{
|
|
y: 0,
|
|
borderColor: 'rgba(255, 255, 255, 0.25)',
|
|
strokeDashArray: 5,
|
|
label: {
|
|
text: 'Zero',
|
|
style: {
|
|
color: '#8b95a1',
|
|
background: 'transparent',
|
|
fontSize: '10px',
|
|
},
|
|
position: 'right',
|
|
},
|
|
}],
|
|
},
|
|
tooltip: {
|
|
...TOOLTIP_STYLE,
|
|
x: { format: 'dd MMM yy HH:mm' },
|
|
y: { formatter: v => v != null ? v.toFixed(4) : 'N/A' },
|
|
},
|
|
markers: { size: series.length <= 15 ? 4 : 0, colors: ['#2fb344'], strokeColors: '#1a1c23', strokeWidth: 2 },
|
|
dataLabels: { enabled: false },
|
|
};
|
|
|
|
return options;
|
|
}
|
|
|
|
// ── Fly25 chart ───────────────────────────────────────────────────────────
|
|
function buildFly25Chart(data) {
|
|
const sorted = [...data].sort((a, b) => new Date(a.timestamp) - new Date(b.timestamp));
|
|
const filtered = sorted.filter(s => s.fly25 != null);
|
|
|
|
const values = filtered.map(s => parseFloat(s.fly25.toFixed(6)));
|
|
const timestamps = filtered.map(s => new Date(s.timestamp).getTime());
|
|
const barColors = values.map(v => v > 0 ? '#f59f00' : '#6c757d');
|
|
|
|
const options = {
|
|
chart: {
|
|
type: 'bar',
|
|
height: 220,
|
|
toolbar: { show: false },
|
|
...CHART_DEFAULTS,
|
|
animations: { enabled: true, speed: 400 },
|
|
zoom: { enabled: false },
|
|
},
|
|
series: [{
|
|
name: 'Fly25',
|
|
data: filtered.map((s, i) => ({
|
|
x: timestamps[i],
|
|
y: values[i],
|
|
})),
|
|
}],
|
|
plotOptions: {
|
|
bar: {
|
|
distributed: true,
|
|
borderRadius: 2,
|
|
columnWidth: filtered.length > 30 ? '90%' : '60%',
|
|
},
|
|
},
|
|
colors: barColors,
|
|
legend: { show: false },
|
|
xaxis: {
|
|
type: 'datetime',
|
|
...AXIS_STYLE,
|
|
},
|
|
yaxis: {
|
|
...AXIS_STYLE,
|
|
labels: {
|
|
style: { colors: '#8b95a1', fontSize: '11px' },
|
|
formatter: v => v != null ? v.toFixed(4) : '',
|
|
},
|
|
title: { text: 'Fly25', style: { color: '#8b95a1', fontSize: '11px', fontWeight: 400 } },
|
|
},
|
|
grid: GRID_STYLE,
|
|
annotations: {
|
|
yaxis: [{
|
|
y: 0,
|
|
borderColor: 'rgba(255, 255, 255, 0.2)',
|
|
strokeDashArray: 4,
|
|
}],
|
|
},
|
|
tooltip: {
|
|
...TOOLTIP_STYLE,
|
|
x: { format: 'dd MMM yy HH:mm' },
|
|
y: { formatter: v => v != null ? v.toFixed(4) : 'N/A' },
|
|
},
|
|
dataLabels: { enabled: false },
|
|
};
|
|
|
|
return options;
|
|
}
|
|
|
|
// ── Alpine component ──────────────────────────────────────────────────────
|
|
function trackerApp() {
|
|
return {
|
|
symbol: 'SPY',
|
|
expiry: '',
|
|
expirations: [],
|
|
snapshots: [],
|
|
loading: false,
|
|
error: '',
|
|
|
|
watchlist: [],
|
|
watchlistData: {},
|
|
watchlistLoading: false,
|
|
|
|
_charts: { atmIv: null, rr25: null, fly25: null },
|
|
|
|
async init() {
|
|
// restore last loaded history (survives navigating away & back)
|
|
const vs = ViewState.load('tracker');
|
|
if (vs) {
|
|
this.symbol = vs.symbol ?? this.symbol;
|
|
this.expirations = vs.expirations ?? [];
|
|
this.expiry = vs.expiry ?? '';
|
|
this.snapshots = vs.snapshots ?? [];
|
|
if (this.snapshots.length) this.$nextTick(() => this.renderCharts());
|
|
}
|
|
this._loadWatchlist();
|
|
window.addEventListener('storage', (e) => { if (e.key === 'optionsPricer:watchlist') { this._loadWatchlist(); this._loadWatchlistData(); } });
|
|
// populate the watchlist cards
|
|
if (this.watchlist.length) this._loadWatchlistData();
|
|
// if we have nothing loaded yet but a watchlist exists, auto-open the first
|
|
if (this.snapshots.length === 0 && this.watchlist.length > 0) {
|
|
this.loadSymbol(this.watchlist[0]);
|
|
}
|
|
},
|
|
|
|
_loadWatchlist() {
|
|
try { this.watchlist = JSON.parse(localStorage.getItem('optionsPricer:watchlist') || '[]'); }
|
|
catch { this.watchlist = []; }
|
|
},
|
|
|
|
async _loadWatchlistData() {
|
|
if (this.watchlist.length === 0) return;
|
|
this.watchlistLoading = true;
|
|
try {
|
|
const data = { ...this.watchlistData };
|
|
// fetch each symbol's nearest analytics in parallel
|
|
await Promise.all(this.watchlist.map(async (sym) => {
|
|
try {
|
|
const r = await fetch('/api/analytics?symbol=' + encodeURIComponent(sym));
|
|
if (!r.ok) return;
|
|
const e = await r.json();
|
|
const d = e.data ?? e;
|
|
// skewMetrics is keyed by expiry — pick the nearest
|
|
const expiries = (d.volSurface?.expiries || Object.keys(d.skewMetrics || {})).sort();
|
|
const front = expiries[0];
|
|
const m = (d.skewMetrics || {})[front] || {};
|
|
data[sym] = {
|
|
spot: d.spot ?? null,
|
|
atmIv: m.atmIv ?? d.atmIv ?? null,
|
|
rr25: m.rr25 ?? null,
|
|
fly25: m.fly25 ?? null,
|
|
expiry: front || null,
|
|
ts: new Date().toISOString(),
|
|
};
|
|
} catch {}
|
|
}));
|
|
this.watchlistData = data;
|
|
} finally {
|
|
this.watchlistLoading = false;
|
|
}
|
|
},
|
|
|
|
loadSymbol(s) {
|
|
this.symbol = s;
|
|
this.fetchExpirations();
|
|
this.loadHistory();
|
|
},
|
|
|
|
removeWatch(s) {
|
|
this.watchlist = this.watchlist.filter(x => x !== s);
|
|
try { localStorage.setItem('optionsPricer:watchlist', JSON.stringify(this.watchlist)); } catch {}
|
|
delete this.watchlistData[s];
|
|
// keep reactivity by reassigning
|
|
this.watchlistData = { ...this.watchlistData };
|
|
},
|
|
|
|
_persist() {
|
|
ViewState.save('tracker', {
|
|
symbol: this.symbol, expirations: this.expirations,
|
|
expiry: this.expiry, snapshots: this.snapshots,
|
|
});
|
|
},
|
|
|
|
async fetchExpirations() {
|
|
if (!this.symbol.trim()) return;
|
|
try {
|
|
const sym = this.symbol.trim().toUpperCase();
|
|
const res = await fetch(`/api/expirations?symbol=${encodeURIComponent(sym)}`);
|
|
if (!res.ok) throw new Error('Failed to fetch expirations');
|
|
const env = await res.json();
|
|
const json = env.data ?? env;
|
|
this.expirations = Array.isArray(json) ? json : (json.expirations || []);
|
|
this._persist();
|
|
} catch (e) {
|
|
this.expirations = [];
|
|
}
|
|
},
|
|
|
|
async loadHistory() {
|
|
if (!this.symbol.trim()) return;
|
|
this.loading = true;
|
|
this.error = '';
|
|
try {
|
|
const sym = this.symbol.trim().toUpperCase();
|
|
const url = `/api/snapshots?symbol=${encodeURIComponent(sym)}&limit=100`;
|
|
const res = await fetch(url);
|
|
if (!res.ok) throw new Error(`API error ${res.status}: ${res.statusText}`);
|
|
const env = await res.json();
|
|
const json = env.data ?? env;
|
|
// Accept array or { snapshots: [...] }
|
|
this.snapshots = json.snapshots ?? (Array.isArray(json) ? json : []);
|
|
// Sort descending (most recent first)
|
|
this.snapshots.sort((a, b) => new Date(b.timestamp) - new Date(a.timestamp));
|
|
// Rebuild expiration list from data if API didn't provide it
|
|
if (this.expirations.length === 0) {
|
|
const expSet = new Set(this.snapshots.map(s => s.expiry).filter(Boolean));
|
|
this.expirations = [...expSet].sort();
|
|
}
|
|
this._persist();
|
|
this.$nextTick(() => this.renderCharts());
|
|
} catch (e) {
|
|
this.error = e.message;
|
|
this.snapshots = [];
|
|
} finally {
|
|
this.loading = false;
|
|
}
|
|
},
|
|
|
|
get filteredSnapshots() {
|
|
if (!this.expiry) return this.snapshots;
|
|
return this.snapshots.filter(s => s.expiry === this.expiry);
|
|
},
|
|
|
|
get tableRows() {
|
|
// Most recent first, limited to 20
|
|
return this.filteredSnapshots.slice(0, 20);
|
|
},
|
|
|
|
formatTimestamp(ts) {
|
|
if (!ts) return '—';
|
|
try {
|
|
const d = new Date(ts);
|
|
return d.toLocaleString('en-US', {
|
|
month: 'short', day: '2-digit',
|
|
hour: '2-digit', minute: '2-digit',
|
|
hour12: false,
|
|
});
|
|
} catch {
|
|
return ts;
|
|
}
|
|
},
|
|
|
|
renderCharts() {
|
|
const data = this.filteredSnapshots;
|
|
|
|
// Destroy existing instances
|
|
Object.keys(this._charts).forEach(k => {
|
|
if (this._charts[k]) {
|
|
try { this._charts[k].destroy(); } catch (_) {}
|
|
this._charts[k] = null;
|
|
}
|
|
});
|
|
|
|
if (data.length === 0) return;
|
|
|
|
this._charts.atmIv = new ApexCharts(
|
|
document.querySelector('#chart-atm-iv'),
|
|
buildAtmIvChart(data)
|
|
);
|
|
this._charts.atmIv.render();
|
|
|
|
this._charts.rr25 = new ApexCharts(
|
|
document.querySelector('#chart-rr25'),
|
|
buildRr25Chart(data)
|
|
);
|
|
this._charts.rr25.render();
|
|
|
|
this._charts.fly25 = new ApexCharts(
|
|
document.querySelector('#chart-fly25'),
|
|
buildFly25Chart(data)
|
|
);
|
|
this._charts.fly25.render();
|
|
},
|
|
|
|
// Re-render charts when expiry filter changes
|
|
// (triggered via @change on the select, which calls renderCharts() directly)
|
|
};
|
|
}
|
|
</script>
|
|
</body>
|
|
</html>
|