ojy e2eca5ef66 Scanner: add IV Rank + IV Percentile columns ...

IV Rank shows where current ATM IV sits in its 1-year (min, max)
range from saved snapshot history. The industry-standard entry
metric: >=60 = expensive (sell premium), <=30 = cheap (buy
premium). Also exposes IV Percentile (share of past snapshots
with strictly lower IV) via the tooltip.

- snapshots.ts: new getIvRange + getIvPercentile queries with
  a min-samples gate so the metric is hidden until n>=5
- datafetch.ts: ScanResult gains ivRank, ivPercentile, ivRankN,
  ivRankSpanDays
- options.ts: error stub updated with new fields
- scanner.html: new sortable IV Rank column with chip-styled
  color coding (green/grey/yellow/red); summary row gains a
  "High IV Rank (>=60)" count card; header text explains the
  new metric and the >=60 / <=30 entry rule of thumb

Live INTC scan: IV Rank 100 (1-year peak) confirms the position's
short-premium structure was entered into expensive vol -
mean-reversion tailwind is the edge.

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

2026-05-13 09:40:10 +00:00

21 KiB

Raw Blame History

View Raw