Backend: - iv_engine.py: ATM IV, term structure (30/60/90/180j), put/call skew, options flow (P/C OI ratio, unusual strikes, gamma bias), proxy map for futures→ETFs - database.py: iv_history table + save_iv_snapshot, get_iv_rank_percentile, get_iv_history - routers/options_vol.py: /api/options-vol/ endpoints (snapshot, batch, watchlist, history) - auto_cycle.py: inject IV context string into scoring prompt (step 3.5) - ai_analyzer.py: score_patterns_with_context accepts iv_context param - main.py: register options_vol router Frontend: - pages/OptionsLab.tsx: full IV dashboard (watchlist by IVR, term structure, skew, flow, sparkline) - pages/JournalDeBord.tsx: IvRankCell component + IV Rank column per trade - hooks/useApi.ts: useIvSnapshot, useIvWatchlist, useIvBatch, useIvHistory, useIvForTrade Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
45 KiB
45 KiB