feat: option lab

backend/routers/saxo.py

@@ -248,3 +248,19 @@ def saxo_iv_snapshot(symbol: str):
 def saxo_iv_history(symbol: str, days: int = Query(90, ge=1, le=730)):
     from services.saxo_iv_engine import get_saxo_iv_history
     return get_saxo_iv_history(symbol, days)
+
+
+@router.get("/pricing-check")
+def saxo_pricing_check(
+    ticker: str = Query(...),
+    date_a: str = Query(..., description="YYYY-MM-DD"),
+    date_b: str = Query(..., description="YYYY-MM-DD"),
+    target_dte: Optional[int] = Query(None, ge=1, le=365, description="Overrides the default (expiry closest to date_b)"),
+):
+    """Options Lab — was this option well priced between two dates? Picks the strike closest
+    to the underlying's actual outcome at date_b (hindsight), and by default the expiry
+    closest to date_b too (same hindsight principle, overridable via target_dte), reprices
+    it at both dates from real Saxo history, and decomposes the price move into
+    Delta/Theta/Vega contributions — see services.pricing_check.analyze_option_pricing."""
+    from services.pricing_check import analyze_option_pricing
+    return analyze_option_pricing(ticker, date_a, date_b, target_dte)