2ebc0eeb20e1e96b4fde34ddf0c7c42847664228
- 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>
Description
Options pricing dashboard — IV surface, Greeks, Yahoo Finance data
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