Files
options-pricer/frontend/surface.html
ojy 52af71d7f4 Vol Surface: top-right HV-vs-IV comparison card
Adds a compact card in the page header that shows ATM IV alongside
realized vol over 20/30/60-day windows, the IV-minus-HV spread in
vol points, and a RICH/FAIR/CHEAP verdict (driven by IV/HV30 ratio:
>=1.20x = RICH, <=0.80x = CHEAP, otherwise FAIR). Lets you eyeball
whether options are priced rich relative to recent realized vol the
moment the surface loads.

- datafetch.ts: extract annualizedVolWindow helper; new
  fetchHistoricalVolWindows() returns hv20/hv30/hv60 from one
  ~90-day Yahoo historical pull
- options.ts: /api/analytics includes hvWindows in response
- surface.html: top-right hviv-card with per-window rows + footer
  showing IV/HV ratio and sample size

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-13 07:55:07 +00:00

45 KiB