Improve options order estimates and chain filter defaults.

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

tests/test_options_pricing.py

@@ -75,19 +75,51 @@ def test_equivalent_contract_leverage():
     assert lev == 144.9
 
 
-def test_estimate_expiry_profit_at_index():
-    from lib.options.options_pricing_lib import estimate_expiry_profit_at_index
-
-    # Call 1780, ask 12.2, 0.01 ETH, target 1793 -> (13-12.2)*0.01 = 0.008
-    p = estimate_expiry_profit_at_index(
-        opt_type="C", strike=1780, target_idx=1793, entry_px=12.2, eth_amount=0.01
+def test_estimate_expiry_value_and_profit_at_index():
+    from lib.options.options_pricing_lib import (
+        estimate_expiry_profit_at_index,
+        estimate_expiry_value_at_index,
     )
-    assert p == 0.008
+
+    value = estimate_expiry_value_at_index(
+        opt_type="C", strike=1800, target_idx=2000, eth_amount=1.0
+    )
+    assert value == 200.0
+
+    profit = estimate_expiry_profit_at_index(
+        opt_type="C",
+        strike=1800,
+        target_idx=2000,
+        entry_px=0.148,
+        eth_amount=1.0,
+        total_premium=14.8,
+    )
+    assert profit == 185.2
+
+    # Call 1780, ask 12.2, 0.01 ETH, target 1793 -> value 0.13, profit 0.01
+    v = estimate_expiry_value_at_index(
+        opt_type="C", strike=1780, target_idx=1793, eth_amount=0.01
+    )
+    assert v == 0.13
+    p = estimate_expiry_profit_at_index(
+        opt_type="C",
+        strike=1780,
+        target_idx=1793,
+        entry_px=12.2,
+        eth_amount=0.01,
+        total_premium=0.122,
+    )
+    assert p == 0.01
     # OTM call loses premium
     p2 = estimate_expiry_profit_at_index(
-        opt_type="C", strike=1780, target_idx=1770, entry_px=12.2, eth_amount=0.01
+        opt_type="C",
+        strike=1780,
+        target_idx=1770,
+        entry_px=12.2,
+        eth_amount=0.01,
+        total_premium=0.122,
     )
-    assert p2 == round(-12.2 * 0.01, 4)
+    assert p2 == -0.12
 
 
 def test_resolve_chain_quote_otm_no_quote():