- 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>
ojy
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