Show OTM options in chain even when ticker has no quotes.

Stop skipping contracts with empty ask, bid, and mark so out-of-the-money strikes remain visible in the list.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-08 07:28:11 +08:00
parent 7f225c7407
commit 43fa1ad1f3
3 changed files with 16 additions and 3 deletions
-2
View File
@@ -411,8 +411,6 @@ def build_option_chain(
mark = q["mark_px"]
ask_sz = q["ask_sz"]
bid_sz = q["bid_sz"]
if ask is None and bid is None and mark is None:
continue
expiry_be = expiry_breakeven_from_ask(
opt_type=opt_type,
strike=strike,