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Estimate missing option ask from mark or intrinsic on chain list.

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Deep ITM contracts often have no ask on the book; show mark-based estimates with a tilde and restore breakeven calculations.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-07 17:50:25 +08:00
parent 25879dd007
commit 7f225c7407
4 changed files with 89 additions and 10 deletions
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lib/common/static/options_panel.js
+4 -3
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@@ -150,9 +150,10 @@
"指数 " + state.underlying + " ≈ " + fmt(idx, 2) + " · 实值=价内 · 虚值=价外";
}
function fmtPxSz(px, sz) {
function fmtPxSz(px, sz, estimated) {
if (px === null || px === undefined || Number.isNaN(Number(px))) return "—";
const price = Number(px).toFixed(4).replace(/\.?0+$/, "");
let price = Number(px).toFixed(4).replace(/\.?0+$/, "");
if (estimated) price += "~";
if (sz === null || sz === undefined || sz === "" || Number.isNaN(Number(sz))) return price;
const s = Number(sz);
const size = Math.abs(s - Math.round(s)) < 1e-9 ? String(Math.round(s)) : String(s);
@@ -295,7 +296,7 @@
"<td>" + c.strike + "</td>" +
"<td>" + moneynessBadge(c) + "</td>" +
"<td><code>" + c.inst_id + "</code></td>" +
"<td class=\"opt-px-sz\">" + fmtPxSz(c.ask, c.ask_sz) + "</td>" +
"<td class=\"opt-px-sz\">" + fmtPxSz(c.ask, c.ask_sz, c.ask_estimated) + "</td>" +
"<td class=\"opt-px-sz\">" + fmtPxSz(c.bid, c.bid_sz) + "</td>" +
"<td>" + (c.expiry_be_px != null ? fmt(c.expiry_be_px, 0) : "—") + "</td>" +
'<td class="' + distBeClass(c.dist_expiry_be) + '">' + fmtDist(c.dist_expiry_be) + "</td>" +