OptionChainAnalytics 4.0.0

Added

• Added resumable monthly ThetaData EOD Parquet caches, bounded research reads, point-in-time SOFR discount anchoring, and credential-free/live examples for chain, ATM-volatility, and delta-skew workflows.
• Added exact 08:00 UTC BTC/ETH daily caches from local hourly Tardis archives, including exact-time Deribit index prices and source fingerprints.
• Added a unified local-cache example for SPX, VIX, BTC, and ETH.

Changed

• CBOE SPX and VIX conversion now derives robust parity forwards and discounts plus vanilla-option-pricers implied volatilities, delta, and vega under explicit settlement conventions.
• Normalized local caches now use schema version 3 and one physical SliceColumn schema across SPX, VIX, BTC, and ETH.
• Call-put parity fitting is now provider-neutral, inverse-spread weighted, Huber-reweighted, discount-bounded, and able to accept an external discount factor.
• ThetaData keeps provider policy in its adapter while all normalized IVs and Greeks continue to use vanilla-option-pricers exclusively.

Fixed

• Chain reports now use current Matplotlib primitives for ATM annotations and open-interest legends and support filtered single-strike slices.

Removed

• Removed the unused CVXPY quote fitter, the fitters extra, and CVXPY from all.
• Removed the incomplete Yahoo snapshot adapter, its public lazy export, the yahoo extra, and yfinance from all.

Full changelog: v3.0.0...v4.0.0