v0.1.0

First release of the options-analytics tool: option chains with implied volatility and greeks computed locally, and an IV history built from the tool's own daily snapshots, so IV rank can be computed at all.

What's in it

• M1 — core analytics: Black-Scholes greeks and a numerical IV solver. Every edge case returns None with a reason instead of a made-up number.
• M2 — persistence: idempotent daily snapshots to SQLite, and IV rank that returns null plus a reason until the minimum history window is met.
• M3 — API: FastAPI with typed errors, and a multi-leg payoff engine that shows P/L at expiry and today.
• M4 — tests and CI: a suite that runs with sockets disabled, plus GitHub Actions.
• M5 — front end: Next.js watchlist, chain view and spread builder, with the degraded state as a first-class view.
• M6 — ops: Docker images, nginx, and a systemd timer for the snapshot.
• M7 — screener: earnings-proximity flag and CSV export.
• Deployable: private API, a front end behind Basic auth, an in-process snapshot scheduler, and an idempotent Fly bootstrap script.

Fixed in this release

• Snapshots now price each chain at the data's own timestamp rather than the wall clock. A replayed capture is no longer aged past its quotes or filed under the wrong day. Live behaviour is unchanged. (417bd1e)

Limitations

• Black-Scholes assumes European exercise; US equity options are American. Greeks for deep in-the-money puts, and for calls near an ex-dividend date, will be off.
• Market data comes from yfinance, an unofficial Yahoo scraper with no SLA. It is delayed and rate-limited.

Not investment advice. Personal analytics only.