v1.8.0 — Greeks-aware option scoring & risk-level strategies

What's New

Greeks-Aware Option Selection

The trade engine now fetches real Greeks (delta, gamma, theta, vega, implied volatility) from Alpaca's snapshots API. Contract scoring uses actual delta instead of a proximity heuristic, selecting the strike that maximizes contracts × |delta| — total dollar exposure per $1 SPY move.

Risk-Level Strategy Profiles

Each risk level now has distinct Greeks constraints beyond just position sizing:

Risk Level	Allocation	Min Delta	Max IV	Strike Zone
Safe	30%	≥ 0.20	≤ 30%	ATM → 1.5% OTM, then extended
Degen	50%	≥ 0.05	≤ 50%	ATM → 1.5% OTM, then extended
YOLO	70%	No limit	No limit	ATM → 3% OTM (full zone)

Extended Strike Search

When no contracts in the primary zone (ATM → 1.5% OTM) are affordable, the engine now searches an extended zone (1.5% → 3% OTM). This enables small accounts to still participate — further OTM options have lower delta but remain profitable on 1%+ SPY moves.

Other Changes

• Removed the arbitrary 100-contract cap — position size is now fully determined by risk level allocation
• Trade entry logs include Greeks: Δ=0.384 Γ=0.052 Θ=-1.234 IV=18.5% for post-trade analysis

Full changelog

https://github.com/supercrossed/wsb/blob/master/CHANGELOG.md