feat: strategy builder

backend/routers/options_vol.py

@@ -69,7 +69,7 @@ def get_iv_watchlist():
     Returns a summary list sorted by IV Rank descending.
     """
     from services.iv_engine import get_atm_iv, _resolve_ticker
-    from services.database import get_iv_rank_percentile, save_iv_snapshot, get_iv_history, get_watchlist_tickers
+    from services.database import get_iv_rank_percentile, save_iv_snapshot, get_iv_history, get_watchlist_tickers, get_iv_change_1d
     from datetime import date
 
     results = []
@@ -97,10 +97,12 @@ def get_iv_watchlist():
         if live_iv:
             save_iv_snapshot(proxy, today, iv)
         rank_data = get_iv_rank_percentile(proxy, iv)
+        iv_change_1d = get_iv_change_1d(proxy, iv)
 
         item = {
             "ticker": ticker,
             "iv_current_pct": round(iv * 100, 1),
+            "iv_change_1d_pct": round(iv_change_1d * 100, 1) if iv_change_1d is not None else None,
             "iv_rank": rank_data.get("iv_rank"),
             "iv_percentile": rank_data.get("iv_percentile"),
             "history_days": rank_data.get("history_days", 0),

backend/services/database.py

@@ -3159,6 +3159,22 @@ def get_iv_history(ticker: str, days: int = 90) -> List[Dict]:
     return [dict(r) for r in rows]
 
 
+def get_iv_change_1d(ticker: str, current_iv: float) -> Optional[float]:
+    """Day-over-day IV delta (decimal, e.g. 0.012 = +1.2 vol points) — current_iv minus
+    the most recent prior trading day's recorded iv_current. None if no prior day exists."""
+    conn = get_conn()
+    row = conn.execute(
+        """SELECT iv_current FROM iv_history
+           WHERE ticker=? AND iv_current IS NOT NULL AND recorded_date < date('now')
+           ORDER BY recorded_date DESC LIMIT 1""",
+        (ticker.upper(),),
+    ).fetchone()
+    conn.close()
+    if not row or row["iv_current"] is None:
+        return None
+    return current_iv - row["iv_current"]
+
+
 # ── IV Watchlist ──────────────────────────────────────────────────────────────
 
 def get_watchlist_tickers() -> List[str]:

backend/services/iv_engine.py

@@ -404,7 +404,7 @@ def get_full_iv_snapshot(ticker: str) -> Dict[str, Any]:
     Full IV snapshot for a ticker: current IV, rank/percentile, term structure, skew, flow.
     Calls DB for historical rank/percentile.
     """
-    from services.database import get_iv_rank_percentile, save_iv_snapshot
+    from services.database import get_iv_rank_percentile, save_iv_snapshot, get_iv_change_1d
 
     proxy = _resolve_ticker(ticker)
     today = date.today().isoformat()
@@ -423,16 +423,19 @@ def get_full_iv_snapshot(ticker: str) -> Dict[str, Any]:
             iv_current = recent[0]["iv_current"]
 
     rank_data: Dict[str, Any] = {}
+    iv_change_1d = None
     if iv_current:
         if live_iv and date.today().weekday() < 5:
             # Only persist weekday IV — weekend premium inflates IV and corrupts history
             save_iv_snapshot(proxy, today, iv_current, term.get("iv_30d"), term.get("iv_60d"), term.get("iv_90d"))
         rank_data = get_iv_rank_percentile(proxy, iv_current)
+        iv_change_1d = get_iv_change_1d(proxy, iv_current)
 
     return {
         "ticker": ticker,
         "proxy": proxy,
         "iv_current_pct": round(iv_current * 100, 1) if iv_current else None,
+        "iv_change_1d_pct": round(iv_change_1d * 100, 1) if iv_change_1d is not None else None,
         "iv_rank": rank_data.get("iv_rank"),
         "iv_percentile": rank_data.get("iv_percentile"),
         "history_days": rank_data.get("history_days", 0),

backend/services/option_chain.py

@@ -28,6 +28,7 @@ def get_chain_slice(symbol: str, target_days: int = 8, n_expiries: int = 3) -> D
         )
 
     spot = next((r["spot"] for r in flat_rows if r.get("spot") is not None), None)
+    as_of = max((r["created_at"] for r in flat_rows if r.get("created_at")), default=None)
     today = date.today()
 
     by_expiry: Dict[str, List[Dict[str, Any]]] = {}
@@ -77,6 +78,7 @@ def get_chain_slice(symbol: str, target_days: int = 8, n_expiries: int = 3) -> D
         "symbol": symbol.upper(),
         "proxy": symbol.upper(),
         "spot": round(float(spot), 6) if spot is not None else None,
+        "as_of": as_of,
         "expiries": expiries_out,
     }