Add sideways max-loss to perpetual-options calculator.

Show premium wipeout plus flat round-trip perp fees as case C for both size and points modes.

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/hub/hub_perp_options_calc_lib.py

@@ -75,6 +75,25 @@ def _move_for_perp_correct(*, spot: float, target: float, premium: float, fee_ra
     return (float(target) + float(premium) + 2.0 * float(spot) * float(fee_rate)) / denom
 
 
+def _case_sideways(*, spot: float, premium_total: float) -> dict[str, Any]:
+    """横盘/到期无方向:永续≈0,期权权利金全亏,另计永续开平同价手续费.
+
+    最大亏损(正数) = 权利金总额 + 开平手续费(exit=entry)
+    组合净利 = −最大亏损
+    """
+    fee_flat = estimate_roundtrip_fee_usdt(spot, spot, qty=PERP_COINS, contract_size=1.0)
+    prem = float(premium_total)
+    max_loss = prem + float(fee_flat)
+    return {
+        "label": "横盘",
+        "perp_pnl_u": 0.0,
+        "premium_u": round(prem, 8),
+        "fee_u": round(float(fee_flat), 8),
+        "max_loss_u": round(max_loss, 8),
+        "net_u": round(-max_loss, 8),
+    }
+
+
 def calc_perp_options_hedge(
     *,
     base: str = "ETH",
@@ -186,6 +205,7 @@ def calc_perp_options_hedge(
             "perp_pnl_u": round(perp_loss, 8),
             "portfolio_net_u": round(portfolio_net, 8),
         },
+        "case_sideways": _case_sideways(spot=s, premium_total=premium_total),
     }, None
 
 
@@ -316,6 +336,7 @@ def calc_perp_options_points(
             "portfolio_error": port_err,
             "premium_u": round(premium_total, 8),
         },
+        "case_sideways": _case_sideways(spot=s, premium_total=premium_total),
     }, None