Live Option Pricing & Risk Dashboard

Iteration 8 (Current)

• WebGL 3D Interpolation Bug Fix: Resolved the final critical WebGL parsing error that generated literal %{text} strings during high-elevation zooming. Eliminated the Plotly hovertemplate engine entirely on 3D surfaces in favor of strict native text arrays. This absolutely guarantees the browser's GPU will natively parse every tooltip string, preventing it from dropping into undefined states when users hover between exact surface nodes.
• Heatmap Legend & Display Revamp: Restored the interactive legend to the top-center position to keep it out of the way of Plotly's navigation icons. Removed the zsmooth interpolation curve to lock contracts into mathematically accurate discrete blocks.
• Liquidity Overlay Optimization: Streamlined the scatter plot logic. Overlays now operate as completely passive highlighting elements (Green for OI > 1500, Yellow for Active Vol+OI, Pink for OI Only). Hovering over an overlay dot instantly passes through to trigger the actual Heatmap contract tooltip beneath it, which dynamically changes its background color to match the liquidity tier.

Iteration 7

• Favicon Limit Override: Implemented a dedicated backend image parser to securely serve massive Base64 strings without crashing the Cloudflare web editor's HTML literal engine.
• WebGL CustomData Hotfix: Re-engineered the 3D Surface hover templates to bypass Plotly's WebGL string-dictionary memory leaks. By parsing strictly multi-dimensional numeric arrays natively, this guarantees the %{text} rendering error will never occur at any elevation or density scale.
• Data Zero-Value Clarity: Hover arrays showing "0" for Volume/OI represent accurate real-time data from the exchange—indicating the contract is valid but had no trades/opens during the current session. "N/A" will display if a contract does not exist.
• Heatmap Hover & Liquidity Overlays: Removed the zsmooth gradient for precise block calculation. Added a completely passive secondary scatter plot overlay to natively highlight liquidity.

Iteration 6

• Favicon Limit Override: Attempted safe-image inline bounding to prevent parsing errors.
• WebGL CustomData Hotfix: Attempted to map string variables through the CustomData attribute buffer.
• Heatmap Scatter Overlays: Added basic volume markers.

Iteration 5

• Heatmap Gradient Smoothing (zsmooth): Resolved the visual "blockiness" anomaly across irregular timeframes.
• Open Interest Integration: Aggregated Open Interest (OI) from the API. Injected directly into the Heatmap and IV Surface hover tooltips.
• Default View Swap: Reprioritized the Implied Volatility (IV) Surface to render as the default 3D visualization tab.

Iteration 4

• Real Strike Validation: Eliminated non-existent fractional options. The X-axis now aggregates exclusively against actual real-world strike prices extracted from the live chain.
• 3D P&L Render Fix: Solved edge-case bug where loading 0-DTE or 1-DTE contracts collapsed the 3D surface. Enforced a minimum 30-day projection horizon.
• Volume Mapping Enhancement: Streamlined volume mapping engine to attach exact call volumes directly to real strike nodes.
• Widescreen UI Maximize: Overhauled CSS containment constraints for edge-to-edge chart rendering.

Iteration 3

• Full Market Data Aggregation: Backend Worker fetches the entire options chain across all available expiration dates simultaneously.
• Heatmap Volume Integration: Call volume mapped into Heatmap hover details.
• Dynamic Timeline: Heatmap Y-axis automatically scales out to match the furthest LEAPS expiration.
• Forward Price Curve: Added plotted Expected Value line across the heatmap to represent theoretical forward stock price.
• Put/Call Ratio Sentinel: Outputs a global Bullish/Bearish sentiment indicator based on chain volume.
• P&L Graph Initialization: Target Strike auto-snaps to At-The-Money (ATM).

Iteration 2

• Extended Heatmap Timeline up to 365+ days.
• Rebuilt 3D surface axes to evaluate monetary Profit/Loss ($) and Percentage Return (%).
• Added interactive graph toggles for P&L Surface and Implied Volatility (IV) Skew Surface.
• Migrated site typography to Noto Sans.
• Engineered dynamic session cookie and crumb authentication via Edge Worker.

Iteration 1

• Initial framework built utilizing theoretical Black-Scholes evaluation.
• Added basic Probability Heatmaps and theoretical Option Price surfaces.
• Implemented Cloudflare Worker backend architecture to bypass CORS restrictions.