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[codex] Add experimental 0DTE analytics tab - #5

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zifanzhou1024 merged 23 commits into
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codex/experimental-analytics-tab
Apr 29, 2026
Merged

[codex] Add experimental 0DTE analytics tab#5
zifanzhou1024 merged 23 commits into
mainfrom
codex/experimental-analytics-tab

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Summary

  • Add a dedicated experimental analytics tab for 0DTE option-chain research.
  • Add price-derived panels for forward center, ATM straddle expected move, risk-neutral distribution/probabilities, skew/tail metrics, move-needed, decay pressure, rich/cheap residuals, and quote-quality checks.
  • Add IV smile method comparisons, including a focused OTM midpoint Black-76 vs spline fit chart with hoverable points and method labels.

Why

This gives the experimental page a dense sandbox for comparing 0DTE analytics before deciding which pieces should graduate into the main dashboard.

Validation

  • pnpm --filter @gammascope/web test -- tests/ExperimentalDashboard.test.tsx
  • pnpm --filter @gammascope/web typecheck
  • git diff --check
  • Verified the experimental page in the in-app browser at http://127.0.0.1:3003/experimental, including the focused OTM midpoint vs spline chart.

@zifanzhou1024
zifanzhou1024 marked this pull request as ready for review April 29, 2026 20:30
@zifanzhou1024
zifanzhou1024 merged commit 203c0a4 into main Apr 29, 2026
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