feat: builder strategy

backend/services/instrument_service.py

@@ -167,6 +167,21 @@ def _compute_indicators(df: pd.DataFrame, config: Dict) -> Dict[str, Any]:
         result["bb_lower"] = []
         result["bb_mid"] = []
 
+    # Realized volatility (annualized %, rolling 20d stddev of log returns) — a "how
+    # turbulent has price action actually been" overlay, distinct from the market-implied
+    # vol computed elsewhere (vol_surface.py) for the options Strategy Builder.
+    vol_window = chart_cfg.get("volatility_window", 20)
+    if len(close) >= vol_window + 1:
+        log_ret = np.log(close / close.shift(1))
+        realized_vol = log_ret.rolling(vol_window).std() * np.sqrt(252) * 100
+        valid_vol = realized_vol.dropna()
+        result["volatility"] = [
+            {"time": idx.strftime("%Y-%m-%d"), "value": _round(val, 2)}
+            for idx, val in valid_vol.items()
+        ]
+    else:
+        result["volatility"] = []
+
     # RSI 14
     if len(close) >= 15:
         delta = close.diff()