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feat(options-gps): market line shopping — live exchange pricing, z-score edge detection, execution routing #39

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Merged
e35ventura merged 6 commits into from
Mar 12, 2026
+1,258 −16
Merged

feat(options-gps): market line shopping — live exchange pricing, z-score edge detection, execution routing #39

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7c11f9d
feat: add mock exchange data for Deribit and Aevo options
eureka928 Mar 12, 2026
26aa4ba
feat: add exchange.py — live + mock fetchers, edge detection, action-…
eureka928 Mar 12, 2026
3381a29
feat: add z-score divergence scoring to rank_strategies
eureka928 Mar 12, 2026
0d0bd7e
feat: high-signal line shopping UI with edge markers and execution ro…
eureka928 Mar 12, 2026
7b74fde
test: 36 exchange tests + 3 e2e line shopping tests (119/119 passing)
eureka928 Mar 12, 2026
ea255ee
docs: add line shopping docs and CLI output screenshots
eureka928 Mar 12, 2026
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41 changes: 41 additions & 0 deletions mock_data/exchange_options/aevo_BTC.json
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{
"markets": [
{"instrument_name": "BTC-65000-C", "strike": 65000, "option_type": "call"},
{"instrument_name": "BTC-65000-P", "strike": 65000, "option_type": "put"},
{"instrument_name": "BTC-66000-C", "strike": 66000, "option_type": "call"},
{"instrument_name": "BTC-66000-P", "strike": 66000, "option_type": "put"},
{"instrument_name": "BTC-67000-C", "strike": 67000, "option_type": "call"},
{"instrument_name": "BTC-67000-P", "strike": 67000, "option_type": "put"},
{"instrument_name": "BTC-67500-C", "strike": 67500, "option_type": "call"},
{"instrument_name": "BTC-67500-P", "strike": 67500, "option_type": "put"},
{"instrument_name": "BTC-68000-C", "strike": 68000, "option_type": "call"},
{"instrument_name": "BTC-68000-P", "strike": 68000, "option_type": "put"},
{"instrument_name": "BTC-68500-C", "strike": 68500, "option_type": "call"},
{"instrument_name": "BTC-68500-P", "strike": 68500, "option_type": "put"},
{"instrument_name": "BTC-69000-C", "strike": 69000, "option_type": "call"},
{"instrument_name": "BTC-69000-P", "strike": 69000, "option_type": "put"},
{"instrument_name": "BTC-70000-C", "strike": 70000, "option_type": "call"},
{"instrument_name": "BTC-70000-P", "strike": 70000, "option_type": "put"}
],
"order_books": {
"BTC-65000-C": {"bids": [[2800.0, 1.5, 52.5]], "asks": [[2900.0, 1.2, 54.0]]},
"BTC-65000-P": {"bids": [[0.85, 2.0, 51.5]], "asks": [[1.15, 1.8, 54.2]]},
"BTC-66000-C": {"bids": [[1830.0, 1.0, 51.8]], "asks": [[1900.0, 0.8, 53.2]]},
"BTC-66000-P": {"bids": [[16.00, 1.5, 51.0]], "asks": [[19.80, 1.2, 53.0]]},
"BTC-67000-C": {"bids": [[960.0, 2.0, 51.0]], "asks": [[1010.0, 1.5, 52.5]]},
"BTC-67000-P": {"bids": [[135.0, 1.0, 50.8]], "asks": [[148.0, 0.8, 52.2]]},
"BTC-67500-C": {"bids": [[620.0, 1.5, 50.5]], "asks": [[655.0, 1.0, 52.0]]},
"BTC-67500-P": {"bids": [[280.0, 1.2, 50.2]], "asks": [[305.0, 1.0, 51.8]]},
"BTC-68000-C": {"bids": [[360.0, 1.0, 50.0]], "asks": [[385.0, 0.8, 51.5]]},
"BTC-68000-P": {"bids": [[510.0, 1.5, 49.8]], "asks": [[542.0, 1.2, 51.2]]},
"BTC-68500-C": {"bids": [[190.0, 0.8, 49.5]], "asks": [[205.0, 0.5, 51.0]]},
"BTC-68500-P": {"bids": [[830.0, 1.0, 49.2]], "asks": [[870.0, 0.8, 50.8]]},
"BTC-69000-C": {"bids": [[88.0, 1.0, 49.0]], "asks": [[98.0, 0.8, 50.5]]},
"BTC-69000-P": {"bids": [[1210.0, 0.8, 48.8]], "asks": [[1280.0, 0.5, 50.2]]},
"BTC-70000-C": {"bids": [[14.0, 0.5, 48.2]], "asks": [[16.80, 0.3, 49.8]]},
"BTC-70000-P": {"bids": [[2120.0, 0.8, 48.0]], "asks": [[2220.0, 0.5, 49.5]]},

"BTC-65500-C": {"bids": [[2300.0, 1.0, 52.0]], "asks": [[2410.0, 0.8, 53.5]]},
"BTC-65500-P": {"bids": [[3.80, 1.5, 51.5]], "asks": [[5.00, 1.0, 53.5]]}
}
}
34 changes: 34 additions & 0 deletions mock_data/exchange_options/aevo_ETH.json
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{
"markets": [
{"instrument_name": "ETH-1950-C", "strike": 1950, "option_type": "call"},
{"instrument_name": "ETH-1950-P", "strike": 1950, "option_type": "put"},
{"instrument_name": "ETH-2000-C", "strike": 2000, "option_type": "call"},
{"instrument_name": "ETH-2000-P", "strike": 2000, "option_type": "put"},
{"instrument_name": "ETH-2025-C", "strike": 2025, "option_type": "call"},
{"instrument_name": "ETH-2025-P", "strike": 2025, "option_type": "put"},
{"instrument_name": "ETH-2050-C", "strike": 2050, "option_type": "call"},
{"instrument_name": "ETH-2050-P", "strike": 2050, "option_type": "put"},
{"instrument_name": "ETH-2075-C", "strike": 2075, "option_type": "call"},
{"instrument_name": "ETH-2075-P", "strike": 2075, "option_type": "put"},
{"instrument_name": "ETH-2100-C", "strike": 2100, "option_type": "call"},
{"instrument_name": "ETH-2100-P", "strike": 2100, "option_type": "put"},
{"instrument_name": "ETH-2150-C", "strike": 2150, "option_type": "call"},
{"instrument_name": "ETH-2150-P", "strike": 2150, "option_type": "put"}
],
"order_books": {
"ETH-1950-C": {"bids": [[101.00, 10.0, 61.5]], "asks": [[107.00, 8.0, 63.2]]},
"ETH-1950-P": {"bids": [[0.25, 15.0, 61.0]], "asks": [[0.35, 12.0, 62.8]]},
"ETH-2000-C": {"bids": [[55.50, 12.0, 60.8]], "asks": [[59.00, 10.0, 62.5]]},
"ETH-2000-P": {"bids": [[2.90, 10.0, 60.5]], "asks": [[3.60, 8.0, 62.2]]},
"ETH-2025-C": {"bids": [[35.50, 8.0, 60.2]], "asks": [[38.50, 6.0, 62.0]]},
"ETH-2025-P": {"bids": [[7.50, 10.0, 60.0]], "asks": [[9.00, 8.0, 61.8]]},
"ETH-2050-C": {"bids": [[19.80, 10.0, 59.8]], "asks": [[22.50, 8.0, 61.5]]},
"ETH-2050-P": {"bids": [[16.00, 8.0, 59.5]], "asks": [[19.00, 6.0, 61.2]]},
"ETH-2075-C": {"bids": [[9.80, 6.0, 59.2]], "asks": [[11.20, 5.0, 61.0]]},
"ETH-2075-P": {"bids": [[30.00, 8.0, 59.0]], "asks": [[33.80, 6.0, 60.8]]},
"ETH-2100-C": {"bids": [[4.00, 8.0, 58.8]], "asks": [[5.00, 6.0, 60.5]]},
"ETH-2100-P": {"bids": [[49.00, 6.0, 58.5]], "asks": [[53.00, 5.0, 60.2]]},
"ETH-2150-C": {"bids": [[0.45, 10.0, 58.2]], "asks": [[0.70, 8.0, 60.0]]},
"ETH-2150-P": {"bids": [[94.50, 5.0, 58.0]], "asks": [[100.00, 4.0, 59.8]]}
}
}
34 changes: 34 additions & 0 deletions mock_data/exchange_options/aevo_SOL.json
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{
"markets": [
{"instrument_name": "SOL-82-C", "strike": 82, "option_type": "call"},
{"instrument_name": "SOL-82-P", "strike": 82, "option_type": "put"},
{"instrument_name": "SOL-84-C", "strike": 84, "option_type": "call"},
{"instrument_name": "SOL-84-P", "strike": 84, "option_type": "put"},
{"instrument_name": "SOL-86-C", "strike": 86, "option_type": "call"},
{"instrument_name": "SOL-86-P", "strike": 86, "option_type": "put"},
{"instrument_name": "SOL-88-C", "strike": 88, "option_type": "call"},
{"instrument_name": "SOL-88-P", "strike": 88, "option_type": "put"},
{"instrument_name": "SOL-90-C", "strike": 90, "option_type": "call"},
{"instrument_name": "SOL-90-P", "strike": 90, "option_type": "put"},
{"instrument_name": "SOL-92-C", "strike": 92, "option_type": "call"},
{"instrument_name": "SOL-92-P", "strike": 92, "option_type": "put"},
{"instrument_name": "SOL-94-C", "strike": 94, "option_type": "call"},
{"instrument_name": "SOL-94-P", "strike": 94, "option_type": "put"}
],
"order_books": {
"SOL-82-C": {"bids": [[5.30, 50.0, 73.0]], "asks": [[5.50, 40.0, 74.5]]},
"SOL-82-P": {"bids": [[0.0035, 80.0, 72.5]], "asks": [[0.0048, 60.0, 74.0]]},
"SOL-84-C": {"bids": [[3.30, 40.0, 72.2]], "asks": [[3.52, 30.0, 73.8]]},
"SOL-84-P": {"bids": [[0.045, 60.0, 71.8]], "asks": [[0.065, 50.0, 73.5]]},
"SOL-86-C": {"bids": [[1.62, 30.0, 71.5]], "asks": [[1.78, 25.0, 73.2]]},
"SOL-86-P": {"bids": [[0.32, 40.0, 71.0]], "asks": [[0.40, 30.0, 72.8]]},
"SOL-88-C": {"bids": [[0.58, 25.0, 70.8]], "asks": [[0.65, 20.0, 72.5]]},
"SOL-88-P": {"bids": [[1.18, 30.0, 70.5]], "asks": [[1.32, 25.0, 72.2]]},
"SOL-90-C": {"bids": [[0.14, 20.0, 70.2]], "asks": [[0.18, 15.0, 72.0]]},
"SOL-90-P": {"bids": [[2.70, 25.0, 70.0]], "asks": [[2.90, 20.0, 71.8]]},
"SOL-92-C": {"bids": [[0.028, 15.0, 69.8]], "asks": [[0.040, 10.0, 71.5]]},
"SOL-92-P": {"bids": [[4.55, 20.0, 69.5]], "asks": [[4.80, 15.0, 71.2]]},
"SOL-94-C": {"bids": [[0.004, 10.0, 69.2]], "asks": [[0.006, 8.0, 71.0]]},
"SOL-94-P": {"bids": [[6.45, 15.0, 69.0]], "asks": [[6.80, 12.0, 70.8]]}
}
}
38 changes: 38 additions & 0 deletions mock_data/exchange_options/deribit_BTC.json
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{
"instruments": [
{"instrument_name": "BTC-26FEB26-65000-C", "strike": 65000, "option_type": "call"},
{"instrument_name": "BTC-26FEB26-65000-P", "strike": 65000, "option_type": "put"},
{"instrument_name": "BTC-26FEB26-66000-C", "strike": 66000, "option_type": "call"},
{"instrument_name": "BTC-26FEB26-66000-P", "strike": 66000, "option_type": "put"},
{"instrument_name": "BTC-26FEB26-67000-C", "strike": 67000, "option_type": "call"},
{"instrument_name": "BTC-26FEB26-67000-P", "strike": 67000, "option_type": "put"},
{"instrument_name": "BTC-26FEB26-67500-C", "strike": 67500, "option_type": "call"},
{"instrument_name": "BTC-26FEB26-67500-P", "strike": 67500, "option_type": "put"},
{"instrument_name": "BTC-26FEB26-68000-C", "strike": 68000, "option_type": "call"},
{"instrument_name": "BTC-26FEB26-68000-P", "strike": 68000, "option_type": "put"},
{"instrument_name": "BTC-26FEB26-68500-C", "strike": 68500, "option_type": "call"},
{"instrument_name": "BTC-26FEB26-68500-P", "strike": 68500, "option_type": "put"},
{"instrument_name": "BTC-26FEB26-69000-C", "strike": 69000, "option_type": "call"},
{"instrument_name": "BTC-26FEB26-69000-P", "strike": 69000, "option_type": "put"},
{"instrument_name": "BTC-26FEB26-70000-C", "strike": 70000, "option_type": "call"},
{"instrument_name": "BTC-26FEB26-70000-P", "strike": 70000, "option_type": "put"}
],
"order_books": {
"BTC-26FEB26-65000-C": {"bid": 2780.0, "ask": 2920.0, "mark_price": 2847.68, "bid_iv": 52.1, "ask_iv": 54.3},
"BTC-26FEB26-65000-P": {"bid": 0.90, "ask": 1.10, "mark_price": 0.99, "bid_iv": 51.8, "ask_iv": 53.9},
"BTC-26FEB26-66000-C": {"bid": 1810.0, "ask": 1920.0, "mark_price": 1864.60, "bid_iv": 51.5, "ask_iv": 53.5},
"BTC-26FEB26-66000-P": {"bid": 15.50, "ask": 20.30, "mark_price": 17.91, "bid_iv": 51.2, "ask_iv": 53.2},
"BTC-26FEB26-67000-C": {"bid": 950.0, "ask": 1025.0, "mark_price": 987.04, "bid_iv": 50.8, "ask_iv": 52.8},
"BTC-26FEB26-67000-P": {"bid": 130.0, "ask": 152.0, "mark_price": 140.36, "bid_iv": 50.5, "ask_iv": 52.5},
"BTC-26FEB26-67500-C": {"bid": 610.0, "ask": 660.0, "mark_price": 638.43, "bid_iv": 50.2, "ask_iv": 52.2},
"BTC-26FEB26-67500-P": {"bid": 275.0, "ask": 310.0, "mark_price": 291.75, "bid_iv": 50.0, "ask_iv": 52.0},
"BTC-26FEB26-68000-C": {"bid": 355.0, "ask": 390.0, "mark_price": 373.27, "bid_iv": 49.8, "ask_iv": 51.8},
"BTC-26FEB26-68000-P": {"bid": 505.0, "ask": 548.0, "mark_price": 526.59, "bid_iv": 49.5, "ask_iv": 51.5},
"BTC-26FEB26-68500-C": {"bid": 185.0, "ask": 210.0, "mark_price": 197.11, "bid_iv": 49.2, "ask_iv": 51.2},
"BTC-26FEB26-68500-P": {"bid": 820.0, "ask": 880.0, "mark_price": 850.42, "bid_iv": 49.0, "ask_iv": 51.0},
"BTC-26FEB26-69000-C": {"bid": 85.0, "ask": 102.0, "mark_price": 93.43, "bid_iv": 48.8, "ask_iv": 50.8},
"BTC-26FEB26-69000-P": {"bid": 1200.0, "ask": 1295.0, "mark_price": 1246.74, "bid_iv": 48.5, "ask_iv": 50.5},
"BTC-26FEB26-70000-C": {"bid": 13.0, "ask": 17.50, "mark_price": 15.13, "bid_iv": 48.0, "ask_iv": 50.0},
"BTC-26FEB26-70000-P": {"bid": 2100.0, "ask": 2240.0, "mark_price": 2168.44, "bid_iv": 47.8, "ask_iv": 49.8}
}
}
34 changes: 34 additions & 0 deletions mock_data/exchange_options/deribit_ETH.json
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{
"instruments": [
{"instrument_name": "ETH-26FEB26-1950-C", "strike": 1950, "option_type": "call"},
{"instrument_name": "ETH-26FEB26-1950-P", "strike": 1950, "option_type": "put"},
{"instrument_name": "ETH-26FEB26-2000-C", "strike": 2000, "option_type": "call"},
{"instrument_name": "ETH-26FEB26-2000-P", "strike": 2000, "option_type": "put"},
{"instrument_name": "ETH-26FEB26-2025-C", "strike": 2025, "option_type": "call"},
{"instrument_name": "ETH-26FEB26-2025-P", "strike": 2025, "option_type": "put"},
{"instrument_name": "ETH-26FEB26-2050-C", "strike": 2050, "option_type": "call"},
{"instrument_name": "ETH-26FEB26-2050-P", "strike": 2050, "option_type": "put"},
{"instrument_name": "ETH-26FEB26-2075-C", "strike": 2075, "option_type": "call"},
{"instrument_name": "ETH-26FEB26-2075-P", "strike": 2075, "option_type": "put"},
{"instrument_name": "ETH-26FEB26-2100-C", "strike": 2100, "option_type": "call"},
{"instrument_name": "ETH-26FEB26-2100-P", "strike": 2100, "option_type": "put"},
{"instrument_name": "ETH-26FEB26-2150-C", "strike": 2150, "option_type": "call"},
{"instrument_name": "ETH-26FEB26-2150-P", "strike": 2150, "option_type": "put"}
],
"order_books": {
"ETH-26FEB26-1950-C": {"bid": 99.50, "ask": 108.50, "mark_price": 103.94, "bid_iv": 61.2, "ask_iv": 63.5},
"ETH-26FEB26-1950-P": {"bid": 0.22, "ask": 0.38, "mark_price": 0.29, "bid_iv": 60.8, "ask_iv": 63.1},
"ETH-26FEB26-2000-C": {"bid": 54.00, "ask": 60.00, "mark_price": 56.87, "bid_iv": 60.5, "ask_iv": 62.8},
"ETH-26FEB26-2000-P": {"bid": 2.80, "ask": 3.70, "mark_price": 3.23, "bid_iv": 60.2, "ask_iv": 62.5},
"ETH-26FEB26-2025-C": {"bid": 34.50, "ask": 39.50, "mark_price": 36.81, "bid_iv": 60.0, "ask_iv": 62.3},
"ETH-26FEB26-2025-P": {"bid": 7.20, "ask": 9.20, "mark_price": 8.16, "bid_iv": 59.8, "ask_iv": 62.1},
"ETH-26FEB26-2050-C": {"bid": 19.00, "ask": 23.00, "mark_price": 20.97, "bid_iv": 59.5, "ask_iv": 61.8},
"ETH-26FEB26-2050-P": {"bid": 15.50, "ask": 19.50, "mark_price": 17.32, "bid_iv": 59.2, "ask_iv": 61.5},
"ETH-26FEB26-2075-C": {"bid": 9.50, "ask": 11.50, "mark_price": 10.45, "bid_iv": 59.0, "ask_iv": 61.3},
"ETH-26FEB26-2075-P": {"bid": 29.50, "ask": 34.50, "mark_price": 31.81, "bid_iv": 58.8, "ask_iv": 61.0},
"ETH-26FEB26-2100-C": {"bid": 3.80, "ask": 5.20, "mark_price": 4.46, "bid_iv": 58.5, "ask_iv": 60.8},
"ETH-26FEB26-2100-P": {"bid": 48.00, "ask": 54.00, "mark_price": 50.81, "bid_iv": 58.2, "ask_iv": 60.5},
"ETH-26FEB26-2150-C": {"bid": 0.42, "ask": 0.75, "mark_price": 0.57, "bid_iv": 58.0, "ask_iv": 60.3},
"ETH-26FEB26-2150-P": {"bid": 93.00, "ask": 101.00, "mark_price": 96.93, "bid_iv": 57.8, "ask_iv": 60.0}
}
}
34 changes: 34 additions & 0 deletions mock_data/exchange_options/deribit_SOL.json
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{
"instruments": [
{"instrument_name": "SOL-26FEB26-82-C", "strike": 82, "option_type": "call"},
{"instrument_name": "SOL-26FEB26-82-P", "strike": 82, "option_type": "put"},
{"instrument_name": "SOL-26FEB26-84-C", "strike": 84, "option_type": "call"},
{"instrument_name": "SOL-26FEB26-84-P", "strike": 84, "option_type": "put"},
{"instrument_name": "SOL-26FEB26-86-C", "strike": 86, "option_type": "call"},
{"instrument_name": "SOL-26FEB26-86-P", "strike": 86, "option_type": "put"},
{"instrument_name": "SOL-26FEB26-88-C", "strike": 88, "option_type": "call"},
{"instrument_name": "SOL-26FEB26-88-P", "strike": 88, "option_type": "put"},
{"instrument_name": "SOL-26FEB26-90-C", "strike": 90, "option_type": "call"},
{"instrument_name": "SOL-26FEB26-90-P", "strike": 90, "option_type": "put"},
{"instrument_name": "SOL-26FEB26-92-C", "strike": 92, "option_type": "call"},
{"instrument_name": "SOL-26FEB26-92-P", "strike": 92, "option_type": "put"},
{"instrument_name": "SOL-26FEB26-94-C", "strike": 94, "option_type": "call"},
{"instrument_name": "SOL-26FEB26-94-P", "strike": 94, "option_type": "put"}
],
"order_books": {
"SOL-26FEB26-82-C": {"bid": 5.20, "ask": 5.55, "mark_price": 5.34, "bid_iv": 72.5, "ask_iv": 75.0},
"SOL-26FEB26-82-P": {"bid": 0.0030, "ask": 0.0050, "mark_price": 0.0036, "bid_iv": 72.0, "ask_iv": 74.5},
"SOL-26FEB26-84-C": {"bid": 3.25, "ask": 3.55, "mark_price": 3.40, "bid_iv": 71.8, "ask_iv": 74.2},
"SOL-26FEB26-84-P": {"bid": 0.040, "ask": 0.070, "mark_price": 0.055, "bid_iv": 71.5, "ask_iv": 73.8},
"SOL-26FEB26-86-C": {"bid": 1.58, "ask": 1.82, "mark_price": 1.70, "bid_iv": 71.2, "ask_iv": 73.5},
"SOL-26FEB26-86-P": {"bid": 0.30, "ask": 0.42, "mark_price": 0.36, "bid_iv": 70.8, "ask_iv": 73.1},
"SOL-26FEB26-88-C": {"bid": 0.55, "ask": 0.68, "mark_price": 0.61, "bid_iv": 70.5, "ask_iv": 72.8},
"SOL-26FEB26-88-P": {"bid": 1.15, "ask": 1.35, "mark_price": 1.27, "bid_iv": 70.2, "ask_iv": 72.5},
"SOL-26FEB26-90-C": {"bid": 0.13, "ask": 0.19, "mark_price": 0.16, "bid_iv": 70.0, "ask_iv": 72.3},
"SOL-26FEB26-90-P": {"bid": 2.65, "ask": 2.95, "mark_price": 2.82, "bid_iv": 69.8, "ask_iv": 72.0},
"SOL-26FEB26-92-C": {"bid": 0.025, "ask": 0.042, "mark_price": 0.032, "bid_iv": 69.5, "ask_iv": 71.8},
"SOL-26FEB26-92-P": {"bid": 4.50, "ask": 4.85, "mark_price": 4.69, "bid_iv": 69.2, "ask_iv": 71.5},
"SOL-26FEB26-94-C": {"bid": 0.003, "ask": 0.007, "mark_price": 0.005, "bid_iv": 69.0, "ask_iv": 71.3},
"SOL-26FEB26-94-P": {"bid": 6.40, "ask": 6.85, "mark_price": 6.66, "bid_iv": 68.8, "ask_iv": 71.0}
}
}
4 changes: 2 additions & 2 deletions tools/options-gps/README.md
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Expand Up @@ -24,7 +24,7 @@ Turn a trader's view into one clear options decision. Inputs: **symbol**, **mark
- **Vol (long vol bias):** Long straddle (buy ATM call + put), long strangle (buy OTM call + put).
- **Vol (short vol bias):** Short straddle (sell ATM call + put, high risk only), short strangle (sell OTM call + put, medium/high risk), iron condor (defined-risk short vol).
5. **Payoff + Probability Engine:** Uses Synth percentile distribution (CDF-weighted) at horizon to compute probability of profit (PoP) and expected value (EV) for each strategy. PnL formulas cover all strategy types including straddles and strangles.
6. **Ranking Engine:** Scores with `fit_to_view + pop + expected_return - tail_penalty`; weighting shifts by risk (low → more PoP, high → more EV). For vol view, vol bias adjusts view fit: long_vol boosts long straddle/strangle scores, short_vol boosts iron condor/short straddle scores. Fusion bonus is skipped for vol view (direction-agnostic). Picks Best Match, Safer Alternative, Higher Upside.
6. **Ranking Engine:** Scores with `fit_to_view + pop + expected_return - tail_penalty`; weighting shifts by risk (low → more PoP, high → more EV). For vol view, vol bias adjusts view fit: long_vol boosts long straddle/strangle scores, short_vol boosts iron condor/short straddle scores. Fusion bonus is skipped for vol view (direction-agnostic). **Market Line Shopping** (crypto only): compares Synth fair value against Deribit/Aevo exchange prices; strategies where the market price is cheaper than fair get an additive score bonus (clamped ±0.15). Picks Best Match, Safer Alternative, Higher Upside.
7. **Guardrails:** Filters no-trade when fusion is countermove/unclear with directional view, volatility exceeds threshold (directional views), confidence is too low, or vol bias is neutral (vol view — no exploitable divergence between Synth and market IV).
8. **Risk Management:** Each strategy type has a specific risk plan (invalidation trigger, adjustment/reroute rule, review schedule). Short straddle/strangle are labeled "unlimited risk" with hard stops at 2x credit loss; they are risk-gated (high-only for short straddle, medium+ for short strangle).

Expand All @@ -51,4 +51,4 @@ Prompts: symbol (default BTC), view (bullish/bearish/neutral/vol), risk (low/med

From repo root: `python -m pytest tools/options-gps/tests/ -v`. No API key required (mock data).

Test coverage includes: forecast fusion, strategy generation (all views including vol), PnL calculations for all strategy types, CDF-weighted PoP/EV, ranking with vol bias, vol-specific guardrails, IV estimation, vol comparison, risk plans, hard filters, and end-to-end scripted tests.
Test coverage includes: forecast fusion, strategy generation (all views including vol), PnL calculations for all strategy types, CDF-weighted PoP/EV, ranking with vol bias, vol-specific guardrails, IV estimation, vol comparison, risk plans, hard filters, exchange data fetching/parsing, divergence computation, line shopping ranking integration, and end-to-end scripted tests.
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