ojy 3ea5fd5209 Scanner: spike = current ATM IV >= +30% above recent baseline ...

Replaces the IV/HV >= 1.5 heuristic with a baseline-relative jump:
a symbol is flagged SPIKE when current ATM IV is at least 30%
above its recent baseline (e.g., 10% -> 13%+). Baseline prefers
the 30-day average of saved snapshots; falls back to HV30 when
no scan history exists. Each scan persists a snapshot so the
baseline self-improves over time. BIG MOVE (|chg%| >= 3%) is now
shown as a separate badge instead of a spike requirement.

- snapshots.ts: add getAverageAtmIv(symbol, days)
- datafetch.ts: save snapshot per scan; compute baselineIv,
  baselineSrc, baselineN, ivJumpPct; spike from jump threshold
- options.ts: /api/scan returns new baseline + jump fields
- scanner.html: header copy, table columns (Baseline IV, IV Δ%),
  default sort by ivJumpPct desc, separate SPIKE/BIG MOVE badges

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-05-13 07:39:24 +00:00

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