Reject OO strikes more than 1% from amplitude high/low.

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

frontend/src/api/client.ts

@@ -373,6 +373,7 @@ export type PlanState = {
   oo_min_option_hours?: number;
   oo_min_leverage?: number;
   oo_reward_ratio?: number;
+  oo_strike_max_dev_pct?: number;
   oo_put_qty_eth?: number;
   sizing_mode?: "manual" | "risk_based";
   risk_based?: boolean;
@@ -428,6 +429,8 @@ export type StrategySettings = {
   oo_min_leverage?: number;
   oo_reward_ratio?: number;
   oo_budget_cushion?: number;
+  oo_strike_max_dev_pct?: number;
+  oo_strike_max_dev_pct?: number;
   exchange?: string;
 };
 

frontend/src/pages/Plan.tsx

@@ -265,6 +265,7 @@ export default function PlanPage() {
       : "ATM偏差关";
   const ooSelectLabel = [
     `振幅≤${fmt(plan?.oo_amplitude_pct ?? 1.5, 1)}%/${fmt(plan?.oo_amplitude_hours ?? 12, 0)}h`,
+    `贴高低≤${fmt(plan?.oo_strike_max_dev_pct ?? 1, 1)}%`,
     "虚值Call@高·Put@低",
     `剩余≥${fmt(plan?.oo_min_option_hours ?? 24, 0)}h`,
     `杠杆≥${fmt(plan?.oo_min_leverage ?? 200, 0)}x`,

frontend/src/pages/Settings.tsx

@@ -115,6 +115,7 @@ export default function SettingsPage() {
   const [ooAmpHours, setOoAmpHours] = useState(12);
   const [ooMinHours, setOoMinHours] = useState(24);
   const [ooMinLev, setOoMinLev] = useState(200);
+  const [ooStrikeDev, setOoStrikeDev] = useState(1);
   const [ooRewardRatio, setOoRewardRatio] = useState(2);
   const [riskPreview, setRiskPreview] = useState<Record<string, unknown> | null>(
     null,
@@ -236,6 +237,7 @@ export default function SettingsPage() {
         setOoAmpHours(s.oo_amplitude_hours ?? 12);
         setOoMinHours(s.oo_min_option_hours ?? 24);
         setOoMinLev(s.oo_min_leverage ?? 200);
+        setOoStrikeDev(s.oo_strike_max_dev_pct ?? 1);
         setOoRewardRatio(s.oo_reward_ratio ?? 2);
         setRiskPreview(
           s.risk_sizing_preview && typeof s.risk_sizing_preview === "object"
@@ -412,6 +414,7 @@ export default function SettingsPage() {
         oo_amplitude_hours: ooAmpHours,
         oo_min_option_hours: ooMinHours,
         oo_min_leverage: ooMinLev,
+        oo_strike_max_dev_pct: ooStrikeDev,
         oo_reward_ratio: ooRewardRatio,
         exchange,
       };
@@ -1281,8 +1284,24 @@ export default function SettingsPage() {
                           value={ooMinLev}
                           onChange={(e) => setOoMinLev(Number(e.target.value))}
                         />
+                      </div>
+                      <div className="field">
+                        <label htmlFor="ooStrikeDev">贴高低最大偏离（%）</label>
+                        <input
+                          id="ooStrikeDev"
+                          className="mono"
+                          type="number"
+                          step="0.1"
+                          min="0.1"
+                          max="10"
+                          value={ooStrikeDev}
+                          onChange={(e) =>
+                            setOoStrikeDev(Number(e.target.value))
+                          }
+                        />
                         <p className="hint" style={{ margin: "0.35rem 0 0" }}>
-                          期期：同到期虚值 Call 贴高点、Put 贴低点；不使用 ATM/固定方向。
+                          虚值 Call/Put 行权价相对振幅高/低点 |K−HL|/HL
+                          不超过该比例（默认 1%）。
                         </p>
                       </div>
                     </>