ojy
2cd3d6ece8
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>
269 lines
18 KiB
HTML
269 lines
18 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=1.0" />
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<title>IV Spike Scanner — Options Pricer</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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<style>
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.mono { font-family:'JetBrains Mono','Fira Code',monospace; }
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[x-cloak] { display:none !important; }
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.scan-table th { background:#1a1c2e; color:#8b95a7; font-size:.72rem; text-transform:uppercase; letter-spacing:.05em; border-bottom:1px solid #2d3045; cursor:pointer; user-select:none; }
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.scan-table th:hover { color:#cbd3df; }
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.scan-table td { border-bottom:1px solid #1e2030; color:#d0d5e0; font-size:.88rem; vertical-align:middle; }
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.scan-table tbody tr.spike { background: rgba(255, 212, 59, 0.06); }
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.scan-table tbody tr:hover td { background: rgba(255,255,255,0.03); }
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.iv-cell-low { color: #51cf66; }
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.iv-cell-mid { color: #ffd43b; }
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.iv-cell-high { color: #ff8c42; }
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.iv-cell-vhigh{ color: #ff6b6b; }
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</style>
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</head>
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<body class="antialiased">
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<div class="wrapper" x-data="scannerApp()" x-init="init()">
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<!-- 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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<line x1="6" y1="16" x2="6" y2="20"/>
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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"><a class="nav-link" href="index.html"><span class="nav-link-icon d-md-none d-lg-inline-block"><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"><rect x="4" y="4" width="6" height="5" rx="2"/><rect x="4" y="13" width="6" height="7" rx="2"/><rect x="14" y="4" width="6" height="11" rx="2"/><rect x="14" y="19" width="6" height="1" rx=".5"/></svg></span><span class="nav-link-title">Dashboard</span></a></li>
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<li class="nav-item"><a class="nav-link" href="chain.html"><span class="nav-link-icon d-md-none d-lg-inline-block"><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"><rect x="3" y="5" width="18" height="14" rx="2"/><path d="M3 10l18 0"/><path d="M10 5v14"/></svg></span><span class="nav-link-title">Options Chain</span></a></li>
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<li class="nav-item"><a class="nav-link" href="surface.html"><span class="nav-link-icon d-md-none d-lg-inline-block"><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"><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"/></svg></span><span class="nav-link-title">Vol Surface</span></a></li>
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<li class="nav-item active"><a class="nav-link" href="scanner.html"><span class="nav-link-icon d-md-none d-lg-inline-block"><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"><circle cx="11" cy="11" r="7"/><line x1="21" y1="21" x2="16.65" y2="16.65"/><path d="M11 8v6"/><path d="M8 11h6"/></svg></span><span class="nav-link-title">Scanner</span></a></li>
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<li class="nav-item"><a class="nav-link" href="strategy.html"><span class="nav-link-icon d-md-none d-lg-inline-block"><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"><path d="M4 19l4 -6l4 2l4 -8l4 5"/><path d="M4 4v16h16"/></svg></span><span class="nav-link-title">Strategy P/L</span></a></li>
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<li class="nav-item"><a class="nav-link" href="positions.html"><span class="nav-link-icon d-md-none d-lg-inline-block"><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"><rect x="3" y="7" width="18" height="13" rx="2"/><path d="M8 7v-2a2 2 0 0 1 2 -2h4a2 2 0 0 1 2 2v2"/><line x1="12" y1="12" x2="12" y2="12.01"/><path d="M3 13a20 20 0 0 0 18 0"/></svg></span><span class="nav-link-title">Positions</span></a></li>
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<li class="nav-item"><a class="nav-link" href="tracker.html"><span class="nav-link-icon d-md-none d-lg-inline-block"><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"><circle cx="12" cy="12" r="1"/><circle cx="12" cy="12" r="5"/><circle cx="12" cy="12" r="9"/><path d="M15 12l-3 -3"/></svg></span><span class="nav-link-title">Tracker</span></a></li>
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<li class="nav-item"><a class="nav-link" href="settings.html"><span class="nav-link-icon d-md-none d-lg-inline-block"><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"><circle cx="12" cy="12" r="3"/><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"/></svg></span><span class="nav-link-title">Settings</span></a></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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<!-- Page -->
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<div class="page-wrapper">
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<div class="page-header d-print-none">
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<div class="container-xl">
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<div class="row g-2 align-items-center">
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<div class="col">
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<h2 class="page-title">IV Spike Scanner</h2>
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<div class="text-secondary mt-1">
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Find symbols where IV / HV ratio is unusually high or price is moving big today.
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A <strong>spike</strong> is flagged when <span class="mono">IV / HV ≥ 1.5</span> or <span class="mono">|today Δ| ≥ 3%</span>.
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</div>
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</div>
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</div>
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</div>
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</div>
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<div class="page-body">
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<div class="container-xl">
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<!-- Toolbar -->
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<div class="card mb-3" style="background:#161824; border:1px solid #2d3045;">
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<div class="card-body py-3">
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<div class="row g-2 align-items-end">
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<div class="col">
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<label class="form-label small text-secondary" for="symInput">Symbols (comma-separated)</label>
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<input id="symInput" type="text" class="form-control text-uppercase mono" x-model="symbolsRaw" placeholder="SPY,QQQ,AAPL,TSLA,..." @keydown.enter="scan()">
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</div>
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<div class="col-auto">
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<button class="btn btn-outline-secondary" @click="useDefaults()" :disabled="loading">Use defaults</button>
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</div>
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<div class="col-auto">
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<button class="btn btn-outline-info" @click="useWatchlist()" :disabled="loading || watchlist.length === 0">
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Use watchlist (<span x-text="watchlist.length"></span>)
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</button>
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</div>
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<div class="col-auto">
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<button class="btn btn-primary" @click="scan()" :disabled="loading">
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<span x-show="loading" class="spinner-border spinner-border-sm me-1"></span>
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<span x-text="loading ? 'Scanning…' : 'Scan'"></span>
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</button>
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</div>
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</div>
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<div class="text-secondary small mt-2" x-show="error" x-cloak x-text="error" style="color:#ff6b6b !important;"></div>
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</div>
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</div>
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<!-- Spike summary cards -->
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<div class="row g-2 mb-3" x-show="results.length > 0" x-cloak>
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<div class="col-6 col-md-3"><div class="card" style="background:#1e2030;border:1px solid #2d3045;padding:.75rem 1rem;"><div class="text-secondary small">Scanned</div><div class="fs-4 fw-bold" x-text="results.length"></div></div></div>
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<div class="col-6 col-md-3"><div class="card" style="background:#1e2030;border:1px solid #ffd43b66;padding:.75rem 1rem;"><div class="small" style="color:#ffd43b;">Spikes</div><div class="fs-4 fw-bold" style="color:#ffd43b;" x-text="results.filter(r => r.spike).length"></div></div></div>
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<div class="col-6 col-md-3"><div class="card" style="background:#1e2030;border:1px solid #2d3045;padding:.75rem 1rem;"><div class="text-secondary small">Biggest mover</div><div class="fs-5 fw-bold mono" x-text="biggestMover"></div></div></div>
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<div class="col-6 col-md-3"><div class="card" style="background:#1e2030;border:1px solid #2d3045;padding:.75rem 1rem;"><div class="text-secondary small">Highest IV/HV</div><div class="fs-5 fw-bold mono" x-text="highestRatio"></div></div></div>
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</div>
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<!-- Results table -->
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<div class="card" x-show="results.length > 0" x-cloak style="background:#161824; border:1px solid #2d3045;">
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<div class="card-header d-flex align-items-center justify-content-between" style="border-bottom:1px solid #2d3045;">
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<h3 class="card-title text-white mb-0">Results <span class="text-secondary small fw-normal ms-2" x-text="'sorted by ' + sortBy + (sortDesc ? ' ↓' : ' ↑')"></span></h3>
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<span class="text-secondary small">Click a column header to sort · click a symbol to open it</span>
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</div>
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<div class="table-responsive">
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<table class="table table-sm scan-table mb-0">
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<thead>
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<tr>
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<th @click="setSort('symbol')">Symbol</th>
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<th @click="setSort('spot')" class="text-end">Spot</th>
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<th @click="setSort('changePct')" class="text-end">Δ Today</th>
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<th @click="setSort('atmIv')" class="text-end">ATM IV</th>
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<th @click="setSort('hv30')" class="text-end">HV30</th>
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<th @click="setSort('ivHv')" class="text-end">IV / HV</th>
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<th class="text-center">Spike</th>
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<th>Expiry</th>
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<th></th>
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</tr>
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</thead>
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<tbody>
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<template x-for="r in sorted" :key="r.symbol">
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<tr :class="r.spike ? 'spike' : ''">
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<td class="mono fw-bold">
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<span x-text="r.symbol"></span>
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<span x-show="r.error" class="text-danger small ms-1" :title="r.error">⚠</span>
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</td>
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<td class="text-end mono" x-text="r.spot ? '$' + r.spot.toFixed(2) : '—'"></td>
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<td class="text-end mono fw-semibold" :class="r.changePct >= 0 ? 'text-success' : 'text-danger'" x-text="r.spot ? (r.changePct >= 0 ? '+' : '') + r.changePct.toFixed(2) + '%' : '—'"></td>
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<td class="text-end mono" :class="ivClass(r.atmIv)" x-text="r.atmIv ? (r.atmIv*100).toFixed(1) + '%' : '—'"></td>
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<td class="text-end mono" :class="ivClass(r.hv30)" x-text="r.hv30 ? (r.hv30*100).toFixed(1) + '%' : '—'"></td>
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<td class="text-end mono fw-bold" :style="r.ivHv >= 1.5 ? 'color:#ffd43b' : 'color:#d0d5e0'" x-text="r.ivHv ? r.ivHv.toFixed(2) : '—'"></td>
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<td class="text-center"><span x-show="r.spike" class="badge" style="background:#ffd43b;color:#1a1c2e;font-weight:700;">SPIKE</span></td>
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<td class="mono small text-secondary" x-text="r.expiry"></td>
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<td>
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<a class="btn btn-sm btn-outline-secondary me-1" :href="'chain.html'" @click.prevent="goChain(r.symbol)" title="Open in Options Chain">Chain</a>
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<a class="btn btn-sm btn-outline-primary" :href="'surface.html'" @click.prevent="goSurface(r.symbol)" title="Open in Vol Surface">Surface</a>
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</td>
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</tr>
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</template>
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</tbody>
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</table>
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</div>
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</div>
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<!-- Empty state -->
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<div x-show="!loading && results.length === 0" x-cloak class="card text-center py-5" style="background:#161824;border:1px solid #2d3045;">
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<div class="card-body">
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<h3 class="text-secondary">No scan run yet</h3>
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<p class="text-muted">Hit <strong>Scan</strong> with the defaults, your Tracker watchlist, or a custom list.</p>
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</div>
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</div>
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</div>
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</div>
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</div>
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</div>
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<script src="/assets/tabler.min.js" defer></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>
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const DEFAULT_SYMBOLS = ["SPY","QQQ","IWM","DIA","AAPL","MSFT","NVDA","GOOGL","META","AMZN","TSLA","AMD","NFLX","COIN","INTC"];
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function scannerApp() {
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return {
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symbolsRaw: DEFAULT_SYMBOLS.join(','),
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results: [],
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watchlist: [],
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loading: false,
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error: '',
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sortBy: 'ivHv',
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sortDesc: true,
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async init() {
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try { this.watchlist = JSON.parse(localStorage.getItem('optionsPricer:watchlist') || '[]'); } catch {}
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const vs = ViewState.load('scanner');
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if (vs) {
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this.symbolsRaw = vs.symbolsRaw ?? this.symbolsRaw;
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this.results = vs.results ?? [];
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this.sortBy = vs.sortBy ?? this.sortBy;
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this.sortDesc = vs.sortDesc !== undefined ? vs.sortDesc : true;
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}
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},
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useDefaults() { this.symbolsRaw = DEFAULT_SYMBOLS.join(','); },
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useWatchlist() { if (this.watchlist.length) this.symbolsRaw = this.watchlist.join(','); },
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async scan() {
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const syms = this.symbolsRaw.split(',').map(s => s.trim().toUpperCase()).filter(Boolean);
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if (syms.length === 0) { this.error = 'Add at least one symbol'; return; }
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this.loading = true; this.error = '';
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try {
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const r = await fetch('/api/scan?symbols=' + encodeURIComponent(syms.join(',')));
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const d = await r.json();
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if (!r.ok || !d.ok) throw new Error(d.error || ('HTTP ' + r.status));
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this.results = d.data.results || [];
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this._persist();
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} catch (e) {
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this.error = 'Scan failed: ' + e.message;
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} finally {
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this.loading = false;
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}
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},
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_persist() {
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ViewState.save('scanner', { symbolsRaw: this.symbolsRaw, results: this.results, sortBy: this.sortBy, sortDesc: this.sortDesc });
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},
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setSort(col) {
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if (this.sortBy === col) this.sortDesc = !this.sortDesc;
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else { this.sortBy = col; this.sortDesc = true; }
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this._persist();
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},
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get sorted() {
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const dir = this.sortDesc ? -1 : 1;
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return [...this.results].sort((a, b) => {
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const av = a[this.sortBy], bv = b[this.sortBy];
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if (typeof av === 'string') return av.localeCompare(bv) * dir;
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return ((av ?? 0) - (bv ?? 0)) * dir;
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});
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},
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get biggestMover() {
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if (this.results.length === 0) return '—';
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const r = [...this.results].sort((a, b) => Math.abs(b.changePct) - Math.abs(a.changePct))[0];
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return r.symbol + ' ' + (r.changePct >= 0 ? '+' : '') + r.changePct.toFixed(2) + '%';
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},
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get highestRatio() {
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if (this.results.length === 0) return '—';
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const r = [...this.results].sort((a, b) => b.ivHv - a.ivHv)[0];
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return r.symbol + ' ' + r.ivHv.toFixed(2) + '×';
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},
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ivClass(iv) {
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if (!iv) return '';
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const pct = iv * 100;
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if (pct < 20) return 'iv-cell-low';
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if (pct < 40) return 'iv-cell-mid';
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if (pct < 80) return 'iv-cell-high';
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return 'iv-cell-vhigh';
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},
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goChain(sym) { try { const v = ViewState.load('chain') || {}; v.symbol = sym; ViewState.save('chain', v); } catch {} window.location.href = '/chain.html'; },
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goSurface(sym){ try { const v = ViewState.load('surface') || {}; v.symbol = sym; ViewState.save('surface', v); } catch {} window.location.href = '/surface.html'; },
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};
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}
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</script>
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</body>
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</html>
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