fix: bootstrap IV history with 1y realized vol to unblock IV Rank from 50

IV Rank was stuck at 50 for all tickers because the formula returns 50.0
when iv_max == iv_min (not enough historical snapshots). Added:
- bootstrap_iv_history(): downloads 1y of closes per ticker, computes
  30d rolling realized vol (annualized), saves each day to iv_history
- POST /api/options-vol/bootstrap-history endpoint (runs in background)
- OptionsLab: auto-detect when IV Rank needs bootstrapping and show
  an amber banner with one-click "Initialiser historique" button

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

backend/routers/options_vol.py

@@ -142,6 +142,24 @@ def refresh_watchlist(background_tasks: BackgroundTasks):
     return {"status": "refresh started", "tickers": len(__import__("services.iv_engine", fromlist=["IV_WATCHLIST"]).IV_WATCHLIST)}
 
 
+@router.post("/bootstrap-history")
+def bootstrap_iv_history_endpoint(background_tasks: BackgroundTasks, min_existing: int = 30):
+    """
+    Bootstrap iv_history with 1 year of realized volatility for all watchlist tickers.
+    Only fills missing dates — safe to call multiple times.
+    Runs in background (takes ~30-60s for 18 tickers).
+    """
+    def _run():
+        from services.iv_engine import bootstrap_iv_history, IV_WATCHLIST
+        logger.info(f"[IV Bootstrap] Starting for {len(IV_WATCHLIST)} tickers")
+        result = bootstrap_iv_history(tickers=IV_WATCHLIST, min_existing=min_existing)
+        total = sum(v.get("inserted", 0) for v in result.values() if isinstance(v, dict))
+        logger.info(f"[IV Bootstrap] Done — {total} rows inserted across {len(result)} tickers")
+
+    background_tasks.add_task(_run)
+    return {"status": "bootstrap started", "message": "Chargement historique 1 an réalisé vol — vérifier les logs dans ~60s"}
+
+
 @router.get("/for-trade/{underlying}")
 def get_iv_for_trade(underlying: str):
     """

backend/services/iv_engine.py

@@ -418,6 +418,58 @@ def get_full_iv_snapshot(ticker: str) -> Dict[str, Any]:
     }
 
 
+def bootstrap_iv_history(tickers: Optional[List[str]] = None, days: int = 365, min_existing: int = 30) -> Dict[str, Any]:
+    """
+    Bootstrap iv_history with 1 year of realized volatility (rolling 30d annualized).
+    Used when the system is new and has no meaningful IV Rank history.
+    Only fills dates not already present (safe to re-run).
+    Returns a summary dict {ticker: rows_inserted}.
+    """
+    import math
+    from services.database import save_iv_snapshot, get_iv_history
+
+    targets = [_resolve_ticker(t) for t in (tickers or IV_WATCHLIST)]
+    results: Dict[str, Any] = {}
+
+    for ticker in targets:
+        existing = get_iv_history(ticker, days=days)
+        if len(existing) >= min_existing:
+            results[ticker] = {"skipped": True, "existing_rows": len(existing)}
+            continue
+
+        try:
+            t = yf.Ticker(ticker)
+            hist = t.history(period="1y", interval="1d")
+            if hist.empty or len(hist) < 32:
+                results[ticker] = {"error": "insufficient price history"}
+                continue
+
+            closes = hist["Close"].dropna()
+            log_returns = [math.log(closes.iloc[i] / closes.iloc[i - 1]) for i in range(1, len(closes))]
+
+            inserted = 0
+            for i in range(30, len(log_returns)):
+                window = log_returns[i - 30:i]
+                mean = sum(window) / 30
+                variance = sum((r - mean) ** 2 for r in window) / 29
+                realized_vol = math.sqrt(variance * 252)
+
+                snap_date = closes.index[i + 1].date().isoformat()
+                try:
+                    save_iv_snapshot(ticker, snap_date, realized_vol, None, None, None)
+                    inserted += 1
+                except Exception:
+                    pass  # UNIQUE constraint = date already exists, skip
+
+            results[ticker] = {"inserted": inserted}
+            logger.info(f"[IV Bootstrap] {ticker}: {inserted} rows inserted")
+        except Exception as e:
+            results[ticker] = {"error": str(e)}
+            logger.warning(f"[IV Bootstrap] {ticker}: {e}")
+
+    return results
+
+
 def get_iv_context_for_prompt(tickers: List[str]) -> str:
     """
     Build a compact IV context string to inject into GPT-4o scoring prompts.

frontend/src/pages/OptionsLab.tsx

@@ -1,6 +1,7 @@
 import { useState } from 'react'
 import { useIvWatchlist, useIvSnapshot, useIvHistory } from '../hooks/useApi'
-import { Activity, TrendingUp, TrendingDown, Minus, RefreshCw, ChevronDown, ChevronUp } from 'lucide-react'
+import { Activity, TrendingUp, TrendingDown, Minus, RefreshCw, ChevronDown, ChevronUp, Database } from 'lucide-react'
+import { api } from '../hooks/useApi'
 import clsx from 'clsx'
 
 // ── Helpers ───────────────────────────────────────────────────────────────────
@@ -249,6 +250,8 @@ function WatchlistRow({ item }: { item: any }) {
 // ── Main page ─────────────────────────────────────────────────────────────────
 export default function OptionsLab() {
   const { data, isLoading, refetch, isFetching } = useIvWatchlist()
+  const [bootstrapping, setBootstrapping] = useState(false)
+  const [bootstrapMsg, setBootstrapMsg] = useState<string | null>(null)
   const items: any[] = data?.items || []
 
   const sellVol = items.filter(i => (i.iv_rank ?? 50) >= 80)
@@ -256,8 +259,44 @@ export default function OptionsLab() {
   const neutral = items.filter(i => i.iv_rank != null && i.iv_rank >= 20 && i.iv_rank < 80)
   const noData  = items.filter(i => i.iv_rank == null)
 
+  const handleBootstrap = async () => {
+    setBootstrapping(true)
+    setBootstrapMsg(null)
+    try {
+      await api.post('/options-vol/bootstrap-history')
+      setBootstrapMsg('Bootstrap lancé (~60s) — actualise dans 1 minute pour voir les IV Rank mis à jour.')
+      setTimeout(() => refetch(), 70_000)
+    } catch {
+      setBootstrapMsg('Erreur lors du bootstrap.')
+    } finally {
+      setBootstrapping(false)
+    }
+  }
+
+  // Show bootstrap banner if most items have no meaningful IV Rank (stuck at 50 or null)
+  const needsBootstrap = items.length > 0 && items.filter(i => i.iv_rank == null || i.iv_rank === 50).length > items.length * 0.6
+
   return (
     <div className="p-6 space-y-5">
+      {needsBootstrap && !bootstrapMsg && (
+        <div className="flex items-center justify-between gap-3 px-4 py-3 rounded border border-amber-700/40 bg-amber-900/10 text-xs text-amber-300">
+          <span>⚠️ Historique IV insuffisant — IV Rank bloqué à 50%. Bootstrappe 1 an de données réalisées pour calibrer le Rank.</span>
+          <button
+            onClick={handleBootstrap}
+            disabled={bootstrapping}
+            className="flex items-center gap-1.5 text-xs bg-amber-700/30 hover:bg-amber-700/50 border border-amber-600/50 text-amber-200 px-3 py-1.5 rounded transition-all whitespace-nowrap disabled:opacity-50"
+          >
+            <Database className={clsx('w-3.5 h-3.5', bootstrapping && 'animate-pulse')} />
+            {bootstrapping ? 'Chargement...' : 'Initialiser historique'}
+          </button>
+        </div>
+      )}
+      {bootstrapMsg && (
+        <div className="px-4 py-3 rounded border border-blue-700/40 bg-blue-900/10 text-xs text-blue-300">
+          ℹ️ {bootstrapMsg}
+        </div>
+      )}
+
       <div className="flex items-center justify-between">
         <div>
           <h1 className="text-xl font-bold text-white flex items-center gap-2">