Changelog.

July 2026

5 added 2 improved 1 fixed

July 26, 2026 51 changes

Calculation accuracy review

• Improved We audited every number the terminal computes, line by line, against hand-worked examples and live market data. This release ships the corrections. Most figures are unchanged, but a number of them will now read differently from what you saw yesterday — the specifics are listed below so you can see exactly what moved and why. Where a figure changed, the old one was wrong.

Risk Manager

• Fixed Net Theta and Net Vega were reported per share rather than per contract, making them 100x smaller than they should have been. A book decaying $250 a day displayed as $2.50. Both now show the correct per-contract dollar figures.
• Fixed Stress-test scenarios treated a relative volatility shock (for example “IV Crush −50%”) as if it were half of one volatility point. The volatility leg of every scenario was understated by roughly three orders of magnitude and is now calculated from each position's own implied volatility.
• Fixed Risk Level returned the same value for every portfolio. Its delta-exposure input cancelled out position size entirely, so a one-lot and a thousand-lot scored identically, and the decay and volatility inputs were too small to ever register. Delta exposure is now delta-adjusted notional against capital, the thresholds have been recalibrated, and all three levels are reachable.
• Fixed Time to expiration lost the intraday remainder, so every position was priced one day short of its actual life during market hours.

Strategy Lab

• Fixed Max Loss was read off the edge of the payoff chart rather than from the strategy itself. Undefined-risk positions such as a naked short call reported a tidy finite loss instead of unlimited; they now correctly show unlimited, and Risk:Reward shows as undefined.
• Fixed More importantly, positions whose worst case sits far from the current price were badly understated. A short 220 put taken in for $4.00 reported a maximum loss of about $4,000 when the true figure, with the stock at zero, is $21,600. Because the Sizing tab divides your risk budget by this number, it was suggesting materially more contracts than your stated risk allowed. Both are now correct.
• Fixed Long options reported a finite maximum profit taken from the chart's edge; they now show unlimited. Defined-risk spreads and iron condors were already correct and are unchanged.
• Fixed Scenario rows for larger moves reported the payoff at the edge of the chart rather than at the price asked for, which affected any position whose strikes sit away from the current price. They now extrapolate correctly.
• Fixed Corrected two captions that described the net Greeks as per-contract when they are per-share, and contradicted each other within the same panel. The numbers were always per-share and have not changed.

Options calculators (Terminal and the free calculator pages)

• Fixed The Terminal's built-in calculators and the free standalone calculator pages each carried their own copy of the same maths, so both had the same faults. Every fix below is applied to both, and the two now return identical figures for identical inputs — they are driven by one shared implementation.
• Fixed Every Greek was computed at a fixed 30% volatility assumption, so the premium you entered changed the profit and loss figures but not one Greek — two very different premiums on the same strike returned identical Delta, Gamma, Theta and Vega. Each leg's implied volatility is now solved from the premium you type, and each calculator states the volatility it derived. Where a premium falls outside the range any volatility could produce, the card says so instead of quietly assuming.
• Fixed Net Vega was shown per share while Net Theta beside it was per contract, both prefixed with a dollar sign, making Vega appear 100x smaller. All dollar-denominated Greeks are now per contract.
• Fixed The Greeks Calculator and the IV Calculator returned Theta figures 100x apart for the same option. They now agree.
• Fixed Assignment probability used option delta, which overstates the chance of finishing in the money and ignored the premium entirely. It now uses the correct probability, and the iron condor's probability of profit has been corrected the same way.
• Fixed The Debit Spread calculator drew an inverted payoff chart — a Bull Call Spread rendered as a put position. The metrics above the chart were always correct.
• Fixed Calendar spreads priced both legs at a single volatility, which removed the term-structure difference the strategy exists to trade. Each expiration is now priced at its own volatility.
• Fixed The covered-call “Monthly Return” was the return over whatever days-to-expiration you entered, accurate only at 30 days. It is now labelled for the period actually used.
• Fixed Breakeven prices were interpolated from a value rounded to one decimal place and then displayed to two, showing more precision than the figure held.

Same-day (0DTE) options

• Fixed Time to expiration for same-day options was measured on a trading-hours clock while every other expiration used a calendar clock. The result was that a 0DTE contract was credited with more time remaining than a 1DTE contract, so its gamma read about 17% below the strike next to it instead of roughly twice as high. Every same-day gamma, exposure and decay figure changes as a result.
• Fixed Same-day net gamma was calculated with a different formula from the Gamma Exposure module, leaving the two panels publishing the same label in different units. They now agree.
• Fixed Gamma was recalculated from an averaged volatility with a 20% fallback rather than using the value supplied with the chain — on the one expiration where a 20% assumption is furthest from reality. The supplied value is now used.
• Fixed Implied volatility at very high levels displayed 100x too small; a 1000% reading near the pin showed as 10%.

Index tickers

• Fixed For cash indices such as SPX, several figures were measured against the forward price for the expiration being viewed rather than the index level. On a 30-day expiration that forward sits roughly 18 points above spot. The expected-move band is now centred on the index level, so it brackets the price shown beside it; strike-level intrinsic and extrinsic values, the volatility smile's centre point, and the per-expiration Gamma Exposure readout are all corrected. Individual stocks and ETFs were never affected.
• Fixed Index gamma was rounded to four decimal places before being used in further calculations. Because index gamma is very small, this left roughly one significant figure and dropped some strikes to zero entirely, removing them from exposure totals. Full precision is now retained.

Volatility analytics

• Fixed The volatility cone and Volatility Risk Premium calculated realised volatility with a different estimator from the historical volatility shown next to them. All realised-volatility figures now use one method.
• Fixed Expected-move estimates derived from historical volatility mixed a calendar-day horizon with a trading-day year, making them about 20% too large.
• Fixed The volatility mispricing heatmap used two different variance conventions within the same calculation, leaving one branch about 2.5% below the other on identical data.
• Fixed The IV/HV screener's spread percentage was derived from two already-rounded inputs, which at lower volatility levels moved the result by more than a full percentage point and could change the ranking. It is now computed before rounding.
• Fixed Historical volatility, chain implied volatility and forward volatility all guessed their own unit from the size of the number. Very high readings were displayed 100x too small and a genuine 120% forward volatility showed as 1.2%. Units are now explicit throughout.

Gamma Exposure and Greeks

• Fixed In the Greeks Heatmap's Net view the per-contract toggle multiplied values that already represented total exposure, overstating the chart, its hover values, the statistics strip and both rails by 100x.
• Fixed The Gamma Exposure methodology note described the dealer positioning assumption backwards. The calculations follow the standard industry convention and are unchanged, but anyone who read the note and interpreted positioning from it had the sign the wrong way round.
• Fixed Deep in-the-money puts at far strikes displayed a delta of 0.00 instead of approximately −1.00, because a genuine zero reading on the paired call was treated as missing data.
• Fixed Where an expiration date cannot be read, the 30-day assumption used in its place is now recorded rather than applied silently.

IV Rank

• Fixed Where an implied-volatility rank is unavailable for a ticker, the platform substitutes a rank built from realised volatility. This was presented as an implied-volatility rank with a tooltip that said so. The substitute is still shown — it is more useful than a dash — but it is now marked with an asterisk and the tooltip states what it actually measures and over what window. A legitimate rank of zero, meaning implied volatility is at its one-year low, was also being discarded as missing; it is now shown.

Reliability

• Fixed Fixed the root cause of a class of failure where a module could render blank. When a calculation produced an undefined value, the response contained a token that browsers reject outright, so the whole panel failed to load rather than showing a gap. This was possible on any endpoint and had previously been patched in one place only; it is now handled centrally, and no route can emit it.

Consistency review: one calculation, one answer

• Improved Several analytics were implemented more than once in different parts of the platform, which meant two screens could show different numbers for the same thing. We consolidated each one onto a single implementation. Where the versions disagreed, the more rigorous one won — so a handful of figures have moved, and they are listed below.

Gamma flip and call/put walls

• Fixed Call and put walls were not constrained to the correct side of the current price, so a stock that had already traded through its heaviest call strike could show that strike as resistance overhead. Walls are now taken from at or above the price for calls and at or below it for puts. On liquid large-caps this moved the level by one to two strikes; on names whose heaviest strikes already sat on the correct side, nothing changed.
• Fixed Three panes each had their own gamma-flip calculation. Two of them predated a correction we made to the third, so the same ticker could show a flip near the money in one place and far below it in another. All of them now use the corrected version, which ignores the small crossings that deep out-of-the-money gamma produces and picks the crossing nearest the price.
• Fixed The same-day options view reported the current price as the gamma flip whenever it could not find a genuine crossing, which read as “the flip is exactly here” rather than “there is no flip today”. It now shows a dash.
• Improved The sanity check that hides an implausible flip level — one sitting more than 50% away from the price — was missing from the Greeks Exposure pane. It now applies everywhere, and the suppressed value explains itself on hover.

Greeks Exposure and Greeks Heatmap

• Fixed Switching Greeks Exposure to the Delta-Adjusted model redrew the chart but left the headline Gamma Flip and Net GEX figures on the unadjusted numbers. Both now follow the selected model, and the label says which one you are looking at.
• Improved The Greeks Heatmap’s key levels are based on open interest, not gamma, but were labelled “CW” and “PW” — the same labels the gamma walls use elsewhere. They are now “OI Walls”, so two panes showing different quantities no longer look like they disagree.

Term structure and calendar spreads

• Fixed The relationship between front-month and back-month volatility was calculated four different ways across the platform, including one that read volatility in the wrong unit — a hundred times too small — while another pane reported the same field correctly. All of them now use one calculation.
• Improved That calculation now includes true forward volatility: the volatility being priced for the window between the two expirations, rather than only the ratio between them. Calendar spread, calendar ratio and the volatility arbitrage scan all show it, and flag when the figure implies an event inside that window.

Volatility Arbitrage scans

• Fixed The calendar spread, put-call parity and butterfly scans were requesting option prices under the wrong internal field names. Each one failed silently and returned an empty list every time it ran, so these three scans had never produced a result. They now work. If you had concluded there was never anything to find here, please look again.
• Improved The calendar scan also used to compare only neighbouring expirations, so a spread between a one-week and a six-week expiry was invisible to it. It now considers every viable pair, and runs considerably faster because it prices only the pairs that already qualify.

Screeners

• Fixed The high-theta screener had two separate faults that each made it return nothing: it read bid prices under the wrong field name, and it narrowed to the first few expirations before filtering for the 20-to-45-day window it wanted, which on most tickers left nothing to scan. It now returns results, and ignores penny-priced options whose decay-to-premium ratio is an artefact of rounding rather than an opportunity.
• Fixed The Mean Reversion screen estimated its z-score by dividing by a fixed number that stood in for a standard deviation, rather than measuring the spread across the market. It now uses the same measured calculation as the Relative Value module, so the two agree on how unusual a ticker is. Expect fewer but better-founded matches.
• Improved Vol Pairs quietly paired a rich name with a cheap one from an unrelated sector when it could not find a match inside the sector. Those are two unrelated positions rather than a relative-value trade, so pairs are now sector-only, and both pairing screens rank by the same measure.

Earnings straddle

• Improved The straddle hit rate was calculated separately in two places from the same underlying quarters. It is now calculated once, using the stricter rule that ignores quarters with no usable date, and the figure shows how many quarters it is based on.

July 21, 2026 3 changes

Earnings Calendar accuracy

• Fixed Fixed an issue where the implied earnings move shown for some tickers was overstated — it was pulling a wider-window volatility figure instead of the event-only implied move. Corrected across the Earnings Calendar, Screener, and Earnings & Events desk.
• Fixed Reconciled earnings dates for the largest-cap tickers (AAPL, MSFT, GOOGL, AMZN, META, NVDA, TSLA, and other mega-caps) against a second data source, fixing cases where the calendar showed a date a day off from the company's actual reporting date.

Newsletter

• Improved Newsletter issues emailed to subscribers now include the full article inline, styled to match the site — no more truncated teaser with a click-through link.

July 19, 2026 2 changes

Terminal — Earnings Calendar

• Added Implied earnings move (from options pricing) now shown next to the historical average move for every ticker on the calendar, with Rich/Cheap flags for names priced away from their own history.
• Added New market-cap filter on the Terminal earnings calendar — All, Mega, Large, Mid, or Small.

July 18, 2026 — API & MCP (Pro) 7 changes

• Added Public API expanded from 42 to 59 endpoints, with full coverage now available through the MCP integration for using ApexVol data inside Claude and other AI assistants — 43 tools total.
• Added New machine-readable OpenAPI 3.1 specification for the public API.
• Added Strategy simulator now available via the API and MCP — build what-if option chains, compute probability of profit, and pull historical end-of-day chain snapshots programmatically.
• Added API tokens now show an expiration date (1 year by default) and can be rotated for a fresh secret from the Account page in one step, without any downtime.
• Added New /mcp landing page explaining how to connect ApexVol to Claude Desktop and other MCP clients.
• Fixed Several API/MCP endpoints (delta-hedge recommendations, portfolio risk, volatility risk premium, volatility cone, term structure, mean-reversion scans) returned incorrect, incomplete, or stale values — all rebuilt and verified against live platform data.
• Improved API responses now include rate-limit and monthly-budget headers so usage can be tracked programmatically.

July 17, 2026 5 changes

Terminal — Guided Workflows

• Added New Guided Workflows — step-by-step rails that walk you through a trade idea end to end. The first, Premium Seller, takes you from screening for high-IV-rank names through validating the setup, structuring an iron condor or short put at the suggested strikes, and building it in Strategy Lab.
• Added Build your own custom workflow from any combination of Terminal modules and save it for reuse.

New: Weekly Reports

• Added New Weekly Reports hub (/reports) — six auto-updating leaderboards refreshed every week: Highest IV-Rank Stocks, Biggest Earnings Moves (this week and last week), Lowest-IV Stocks, IV-Rank Movers, and a market-wide Weekly Volatility Report.

Terminal — chart & chain polish

• Fixed Fixed chart tooltips across the Terminal — many charts (Vol Smile, GEX, payoff diagrams, and others) previously had no working hover tooltip, or showed an unformatted raw number; all now show properly formatted values on hover.
• Improved Option chain readability improved across the Terminal — clearer bid/ask coloring, alternating row shading, faded zero values, and moneyness percentage shown on both edges of the chain.

July 15, 2026 — Terminal 1 changes

• Improved The ticker symbol in the Terminal header is now click-to-edit directly (the separate search box is gone), and now shows the company name next to the symbol.

July 14, 2026 5 changes

Terminal — live updates

• Added New LIVE popover — turn on auto-refresh with a 5, 10, or 15-minute interval and see a live countdown to the next update.

Terminal — Earnings Calendar

• Added Actual reported EPS, revenue, and surprise percentage now shown on the Earnings Calendar as soon as a company reports (previously estimates only).

Terminal — help & discoverability

• Added Contextual tooltips added to nearly every metric and label across the Terminal (650+), explaining what each one means.
• Added New keyboard-shortcuts overlay — press ? anywhere in the Terminal to see every shortcut.
• Improved Hovering a tool in the launcher now preloads its data in the background, so it opens instantly when clicked.

July 13, 2026 4 changes

Terminal — right rail

• Added Key Levels panel added to the right rail — call wall, put wall, and max-GEX strike at a glance, each with distance from spot.
• Added Upcoming Earnings panel added to the right rail — next earnings date, average historical move, and last reported move.
• Added Scrollable mini option chain added to the right rail with its own expiration picker, visible alongside whatever module you're viewing.

Site

• Improved ApexVol's public site (home, pricing, features, and more) redesigned with a new dark "Research Desk" visual system and a new hero video tour of the Terminal.

July 12, 2026 7 changes

The Terminal

• Added Launched the ApexVol Terminal (/terminal) — a full-screen, single-ticker command center where every panel updates together as you type a symbol, styled after a professional trading desk. Available on every subscription tier, with individual modules unlocking as you upgrade.
• Added 45+ native modules in one shell, no page reloads: Options Chain, GEX by Strike, Greeks Heatmap, Volatility Smile & Term, IV Intelligence, Skew Intelligence, IV Shift, Volatility Arbitrage, Calendar Spreads & Ratio, Price Context, Dividend Analytics, Borrow Rates, Correlation, Historical Snapshots, Earnings & Events, 0DTE, Options Screener, Market Overview, Earnings & Economic Calendars, Watchlist, Strategy Lab, Risk Manager, and all 17 free calculators.
• Added Configurable 1 / 2 / 4-pane layouts — view multiple modules side by side and switch between saved workspace layouts instantly (Pro).
• Added Full appearance customization — accent color, layout density, and fonts, editable in-app or from the Account page, with named presets you can save and switch between.
• Added Light and dark theme support in the Terminal, matching your account preference.
• Improved The classic dashboard is unchanged and remains fully available — the Terminal is opt-in from the sidebar, and you can switch back to classic at any time.

Market Overview

• Added Sector Map now has Sunburst and Treemap chart views — drill from the whole market down to sector to individual constituent.

June 2026

4 added 3 improved 4 fixed

June 20, 2026 — API usage visibility 2 changes

• Added My Account API section now shows a monthly usage gauge against your cap.
• Improved API usage limit is now enforced per-user (previously a shared pool across every private-beta user) — heavier users no longer eat into anyone else's quota.

June 18, 2026 4 changes

API documentation

• Added New downloadable single-file Markdown reference of the entire API — drop it into a Claude Code project (or any AI assistant) alongside your own docs.
• Improved MCP setup page reworked for clarity, explaining the difference between the REST API and the MCP integration.

Fixes

• Fixed Corrected the private-beta install instructions, which pointed at a package that wasn't published yet.
• Improved Documentation now explains that index symbols (SPX, NDX, and others) return a forward price, not spot, at the option-chain level.

June 17, 2026 — API & MCP (private beta) 4 changes

• Added 11 new analytics endpoints added to the API/MCP beta (skew, relative value, 0DTE, dividend, borrow rate, Greeks exposure, volume profile, max pain, correlation, HV regimes, price context) — now covers nearly every published analytic.
• Fixed Fixed 4 endpoints (term structure, Greeks Heatmap, earnings history, mispricing assessment) that were returning server errors for live token holders.
• Fixed Fixed 2 more endpoints (mean-reversion scan, expected-vs-actual move) that were silently returning errors instead of data.
• Improved MCP documentation page rewritten with a captured sample response for every endpoint.

June 14, 2026 — Newsletter 1 changes

• Added Launched the ApexVol newsletter — a public archive at /newsletter where every issue lives in full, plus per-issue email broadcasts to opted-in users with a click-through to the full page. Each issue gets its own SEO page (Article schema), RSS feed, and sitemap entry.

June 13, 2026 2 changes

Strategy Builder

• Fixed Fixed an error that could prevent custom, calendar, and other advanced strategies from building correctly in the Strategy Builder.

Site

• Improved Public site redesigned (home, pricing, features, and more) with a new dark, trading-desk visual style.

June 12, 2026 7 changes

Greeks Heatmap overhaul

• Improved Net Greeks exposure is now open-interest-weighted (real dollar exposure across every positioned contract) instead of a simple call-minus-put figure, which was mathematically close to meaningless for delta, gamma, vega, vanna, and charm.
• Added New IV tab, CSV export, key-levels toggle, and earnings-date flags added to the heatmap.
• Added Delta-vs-previous-close comparison view with a date picker.
• Improved Fully responsive on mobile.

New calculators & guides

• Added 5 new calculators: Strangle, Collar, Protective Put, Debit Spread, and Poor Man's Covered Call.
• Added 6 new backtests: Bull Put Spread, Strangle, Calendar Spread, Butterfly, Iron Butterfly, and Collar.
• Added 3 new strategy guides: Broken-Wing Butterfly Adjustments, Credit Spread Cheat Sheet, and Earnings Trade Checklist.

June 10, 2026 6 changes

Onboarding

• Added New trial countdown banner shows how many days are left in your trial.
• Improved Welcome page now shows accurate, tier-specific information instead of a one-size-fits-all message.

Accuracy fixes

• Fixed SPX and other index tickers were showing a price roughly 20-30 points above the real index level (a data quirk in how forward prices are calculated per expiration) — now shows the correct spot-equivalent price.
• Fixed The header price no longer freezes between auto-refreshes on ticker pages.
• Fixed IV Intelligence's Price & Returns card could show a price a few seconds out of sync with the header — now always matches.
• Improved Skew Intelligence's "Contango" card renamed to "Term Structure" — it could show a "Backwardation" badge, which read as a contradiction under the old name.

June 9, 2026 2 changes

API documentation

• Added New public documentation page at /docs/api for the API/MCP private beta — full reference for every endpoint, authentication, rate limits, and Claude/MCP tool usage.

Free tier

• Improved Free accounts now get every tool on the platform, not just a limited subset — scoped to AAPL. Market-wide tools (Screener, Market Overview) remain part of a paid plan.

June 7, 2026 3 changes

API & MCP (private beta)

• Added Self-service API token management now available from the Account page (up to 3 active tokens) — first step of the private API/MCP beta for connecting ApexVol data to Claude and other tools.

Accuracy fixes

• Fixed Iron Condor auto-build now selects strikes by actual option delta (previously used a rough price-based approximation that could sell deep-in-the-money calls on the wrong side).
• Fixed IV Rank 52-week high/low/average were showing as zero for every ticker — now computed correctly from a full year of history.

June 6, 2026 — Free trial & billing 3 changes

• Added Quarterly billing option added at checkout, alongside monthly.
• Improved Free accounts now see the full AAPL demo experience instead of a hard "Subscription Required" wall when visiting a tier-gated tool.
• Fixed Subscribers who tried to check out again (e.g. from a marketing page) are now routed to the billing portal instead of risking a second, duplicate subscription.

June 5, 2026 — Search 1 changes

• Fixed Searching SPX and pressing Enter no longer routes to SPXL (a leveraged ETF) — index tickers (SPX, NDX, RUT, VIX, XSP, DJX) are now properly recognized by search.

May 2026

11 added 2 fixed

May 31, 2026 8 changes

Light & dark theme

• Added New light/dark theme toggle, available from the Account page — applies across the dashboard and every tool page.

My Account rebuilt

• Added Account page reorganized into tabs: Subscription, Profile, Appearance, Notifications, Security, Privacy, and Activity.
• Added Sign in with Google — link it to an existing account or sign up directly.
• Added Sign out of all devices at once from the Security tab.
• Added Export your account data (profile, preferences, subscription, watchlist, activity) as a JSON download from the Privacy tab.
• Added Self-service account deletion from the Privacy tab.
• Added Plan comparison with one-click upgrade/downgrade directly from the Subscription tab.
• Improved Free accounts now see a clear "Free plan" status card instead of no subscription information at all.

May 27, 2026 — Watchlist 3 changes

• Added Launched Watchlist (/watchlist) — track specific option contracts and multi-leg strategies, not just tickers, with price/IV targets, journal notes, and payoff-at-expiry charts.
• Added Live quotes auto-refresh every 60 seconds during market hours.
• Added Two-way integration with Strategy Lab — send a watched strategy straight into the builder, or watch a strategy you just built.

May 25, 2026 — Earnings Straddle Analyzer 2 changes

• Fixed Implied Earnings Move now agrees with the figure shown on Earnings & Events (was previously pulling a different, disagreeing model).
• Fixed Fixed a chart bug that inflated the straddle-cost waterfall by 100x (e.g. showing 700-900% instead of 3-9%).

May 22, 2026 — Strategy Lab 8 changes

• Added Drag any leg directly on the payoff chart to reprice it, with a live tooltip showing price and P&L as you drag.
• Added Break-even points now marked directly on the payoff curve.
• Added Dollar Greeks shown in the summary bar ($ per point, $ per day, $ per 1% IV) alongside current P&L and % of max risk.
• Added Reward:risk ratio added to the summary bar.
• Added Target and stop-loss lines on the payoff chart, with automatic defaults and trigger prices.
• Added Position-sizing calculator — account size × risk % ÷ max loss.
• Added Adjustment zones highlight where a short strike is under threat.
• Added Expand button opens the payoff chart in a full-screen modal.

May 12, 2026 20 changes

Top-10 SEO page rebuild

• Added Major rebuild of the 10 highest-traffic pages on the site (/tools/iv-calculator, /tools/options-calculator, /tools/greeks-calculator, /tools/iron-condor-calculator, /strategies/iron-condor, /strategies/credit-spread, /best/stocks-for-wheel-strategy, /best/etfs-for-options-trading, /learn/volatility-surface). Targeted to dominant GSC queries with restructured content and new functional tools.

IV Rank Calculator — three working tools on one page

• Added New live IV Rank Lookup widget on /tools/iv-calculator. Type a ticker, get current IV, IV rank (0-100), IV percentile, 52-week IV high/low, and a 252-day IV history sparkline. Free for 13 of the most-watched tickers.
• Added New IV Crush Calculator section: model post-earnings IV collapse and the dollar impact via Vega.
• Added Server-rendered live IV Rank grid for SPY, QQQ, AAPL, NVDA, TSLA, AMD, MSFT, META — refreshed daily from our institutional data feed, color-coded by regime.

Iron Condor Calculator — POP, POT, ROR + stress test

• Added Live institutional chain auto-fill: enter a ticker + target DTE and all four legs populate at the 15-delta short strikes.
• Added Probability of Profit (computed via N(d₂)), Probability of Touching (≈2× POITM), and Return on Risk surfaced as headline tiles.
• Added Six-scenario stress-test panel revalues the trade under IV ±20%, stock ±3%, and 7/14-day time decay using Black-Scholes.

Options Profit Calculator — live chain auto-fill

• Added New auto-fill widget on /tools/options-calculator: pick a ticker, DTE, and side (ATM Call/Put or 15Δ short Call/Put) and Leg 1 populates from the live institutional chain.

Wheel Strategy picks — now with live IV rank and computed CSP yield

• Added /best/stocks-for-wheel-strategy expanded from 5 to 10 ranked picks (added F, BAC, NVDA, TSLA, SPY).
• Added Every pick now shows a live our institutional data feed IV rank tile and a computed 15-delta cash-secured-put annualized yield (e.g. AMD 25.3%, INTC 34.3%, AAPL 6.7%). Replaces the previous fuzzy '1-3%' range with real numbers.

Volatility Surface — interactive 3D viewer embed

• Added /learn/volatility-surface now embeds a live 3D Plotly volatility surface for AAPL (656 surface points). Rotate, zoom, and read the skew/smile/term-structure directly.

Schema, E-E-A-T, and authority

• Added New /methodology page covering institutional data sourcing, IV rank math, Greeks derivations, POP/POT formulas, backtest framework assumptions, and known limitations.
• Added Reviewer credentials block added to every rebuilt page (E-E-A-T signal for YMYL options content).
• Added HowTo JSON-LD schema added to /strategies/iron-condor, /strategies/credit-spread, /learn/volatility-surface.
• Added BreadcrumbList JSON-LD schema added to all rebuilt pages.
• Added Featured-snippet 40-word answer boxes added to iron-condor, credit-spread, and volatility-surface pages.
• Added Competitor comparison table (vs OPC, tastytrade, OptionAlpha) on all four tool pages.

New backend endpoints

• Added /tools/iv-rank-lookup — public JSON endpoint returning live IV rank, percentile, 52w range, and history sparkline data.
• Added /tools/chain-snapshot — public JSON endpoint returning underlying price, ATM strike, and 15-delta short strikes with bid/ask/IV/delta.
• Added /tools/vol-surface-preview — public JSON endpoint returning 3D vol surface points for the embedded viewer.

April 2026

April 27, 2026 6 changes

Earnings indicator (E badge)

• Fixed The E badge on expiration pickers now marks only the first expiration that contains the next earnings event, instead of every expiration that follows. Cleaner visual signal across the Dashboard, IV Intelligence Strike-Level Analytics, and the global Option Chain
• Improved Hover the E badge for a tooltip explaining what it represents

Screener earnings filters

• Fixed "No Earn ≤ N days" and "Hide Post-Earnings" filters now correctly exclude every ticker reporting in the chosen window. Previously some mid-caps with upcoming earnings (e.g. AFRM, DKNG, HUBS, TTD) could slip through

Greeks Exposure — Key Levels redesign

• Improved Key Levels table redesigned with vertical accent bars, color-coded category chips (Resistance, Support, Magnet, Flip, Pressure), pill-style distance values, and row hover highlights for faster scanning

IV Intelligence

• Removed Strike Time Series tile temporarily removed from the Strike-Level Analytics deep dive while we rework the per-strike history pipeline. Will return in a future release

Free plan

• Improved Free accounts now focus on AAPL as the demo ticker. Start a free Pro trial to unlock all 5,500+ tickers and the full feature set

April 22, 2026 9 changes

Strike Time Series (Pro)

• Added New Strike Time Series section in the Strike-Level Analytics deep dive — pick any strike in the loaded chain and see 20-day sparklines of its delta, theta, and implied volatility
• Added Ticker-level ATM Edge sparkline — market ATM IV minus 20-day volatility forecast — shows whether a ticker is persistently dislocated, not just a single-day blip

Volatility Smile — compare expirations

• Added Click any expiry pill in the Volatility Smile modal to add or remove it from the chart — overlay up to 5 expirations, color-ramped from front to back by DTE
• Added Put IV and Call IV stay as separate curves per expiration in overlay mode (puts solid, calls dashed), so skew shape is visible at every selected tenor
• Improved Default view opens with the primary expiration pre-selected, showing the classic put/call split with ATM line and 25Δ markers

Cross-panel compare overlays

• Added Compare tickers chip row on IV Rank History, VRP History, IV Term Structure, and Smile History modals — add any symbol with Enter, remove with ×, up to 4 overlays per panel
• Added IV percentile badge on each compare chip (Term Structure + IV Rank History) — shows where each ticker's current IV sits in its 1-year range at a glance
• Added Spread view on Term Structure — toggle to see each overlay as a spread vs the primary ticker in volatility points; primary becomes a dashed zero reference
• Improved Compare tickers are remembered across page refreshes and ticker switches, so a standard reference set (e.g., vs SPY, QQQ) stays in place

April 20, 2026 6 changes

Simulator — UX polish

• Added New Live | Simulated chain toggle — after running a simulation, flip between live prices and simulated prices without re-running
• Added Tip badge on the option chain header makes it obvious you can click any Mid price to add it as a leg; mobile users get a dedicated help banner
• Improved Simulator starts with an empty strategy instead of auto-loading a straddle — less noise when you just want to explore the chain
• Improved Error messages are now user-friendly — rate limits, network errors, and server issues show clear toasts instead of raw stack traces
• Improved Risk-free rate now pulls live 10-year Treasury yield for more accurate theoretical pricing (previously hardcoded at 5%)
• Improved Mobile sizing and text contrast tuned on sim controls for better readability on small screens

April 19, 2026 7 changes

Screener — universal filters & polish

• Added Market cap bucket selector replaces the large-cap toggle — choose All ($1B+), Mid ($2B–$10B), Large ($10B–$200B), or Mega ($200B+); applied server-side so the result limit isn't wasted on names outside your bucket
• Added 'No Earn ≤Nd' filter excludes any ticker reporting earnings within the next N days — strips event risk from premium-selling screens like High IV Rank and High VRP
• Added 'Hide Post-Earnings' tickbox drops names that reported in the past 5 days — removes the post-earnings IV-blowout distortion from IV-rank lists
• Added Sector filter is now multi-select — pick any combination of sectors and the dropdown stays open for fast layering
• Improved Min Opt Vol filter now applies server-side as well as client-side, so screens like Vol Pairs no longer waste their result limit on illiquid names that get post-filtered out
• Improved Results table is taller — shows roughly 19 rows at a glance instead of 13, less scrolling on every screen
• Fixed Strategy Builder action link in the row detail panel now opens the simulator with the correct ticker (was 404'ing on /strategy-builder/<ticker>)

April 18, 2026 8 changes

Screener bug fixes & polish

• Fixed Vol Pairs screen now returns paired results — sort changed to preserve both rich and cheap tickers instead of truncating to only the most extreme side
• Fixed Earnings This Week now picks up tickers whose earnings date is known but day-count field is missing — falls back to computing days from the earnings date
• Fixed 'Within days' threshold and other screen thresholds now persist across tab switches and Apply clicks instead of resetting to the default
• Fixed Result counter no longer drops the total-scanned figure when a sector or asset-type filter is applied
• Fixed Vol Pairs now shows the Z-Score threshold filter row so users can tune pair sensitivity
• Fixed Screen description under the title updates immediately when switching tabs instead of lagging until the scan completes
• Fixed Detail panel fields no longer collide when the browser window is narrow — row spacing tightened and column gaps rebalanced
• Fixed Copy CSV button now shows a confirmation toast and falls back gracefully when the browser blocks the clipboard API

April 13, 2026 13 changes

IV Shift — Bloomberg-Grade Smile Analysis (Pro)

• Added New IV Shift page: plot the implied volatility smile for any expiration and compare it against previous dates to see exactly how the vol surface has changed
• Added Same Term (constant-maturity) comparison mode: compares the same DTE at two dates, stripping out natural time decay to show pure vol regime shifts — equivalent to Bloomberg OVDV constant-maturity mode
• Added X-Axis toggle: switch between Strike ($), Moneyness (% from spot), or Delta to normalise the smile for stock price moves and time effects
• Added the ML forecast overlay: orange dashed line shows where IV 'should' be — strikes above the forecast are rich, below are cheap
• Added 30-day percentile envelope: teal bands show where current IV sits relative to its recent range at each strike
• Added Vol Seller Score: composite 0-100 gauge blending forecast divergence, IV percentile, IV-HV spread, and skew richness to identify premium-selling setups
• Added Rich Strikes table: top 10 strikes ranked by composite richness score with live IV, forecast, envelope percentile, and volume/OI
• Added Pre-built short premium structures: 25-delta strangle, put credit spread, call credit spread, and iron condor with real credits, POP, and max loss
• Added Smile decomposition sparklines: 30-day history of Level (ATM height), Slope (put-call skew), and Curvature (wing convexity)
• Added Term structure heatmap: IV change, richness, or percentile view across strikes and expirations in a single grid
• Added Compare modes: Prev Close, 1W, 1M, Pre-Earnings, Pre-FOMC, or any custom date

Greeks Exposure improvements

• Improved Greeks Exposure page updated with refined chart layouts and improved data presentation

IV Intelligence fixes

• Improved IV Dashboard provider fixes for more reliable data loading

April 11, 2026 12 changes

Borrow Rates overhaul

• Added Earnings date markers now appear on the borrow rate chart as blue dashed vertical lines — routine spikes at earnings are visible at a glance, and spikes away from earnings stand out as structural events
• Added New 'What This Means' context panel below the chart dynamically explains current conditions: backwardation, extreme borrow, spike detection, earnings proximity, sector outlier, or normal state — with a secondary insight card when multiple conditions are active
• Added Collapsible 'How to read this chart' guide explains each chart element (30d, 2yr, term spread, MA20, earnings markers) in plain language
• Added Scanner filter row now includes a Moderate class button alongside Extreme, Hard, and Elevated
• Added Share button added to the borrow rate chart — export and share borrow analysis the same way as other pages
• Added Borrow rate chart now supports zoom and pan — scroll to zoom in on any time range, drag to pan, and click Reset zoom to return to the full view
• Improved Loading state now uses the centered pulse spinner with 'Loading Borrow Rates…' text, matching the IV Intelligence experience
• Improved Synthetic short cost now uses the live risk-free rate instead of a hardcoded 4.5% — values stay accurate as Treasury yields move
• Improved Scorecard tooltips corrected: Put/Call Ratio now correctly says 'volume ratio' (not open interest), Synthetic Short Cost now describes the actual formula (borrow rate plus risk-free rate), and Squeeze Risk Score now explains the full 5-factor calculation
• Improved Scanner table streamlined from 12 to 10 columns — removed two columns that were always empty in the bulk scan (borrow percentile and velocity), which are only computable on the single-ticker view
• Improved Scanner detail rows now link to Greeks Exposure instead of the retired Volatility Lab page
• Improved Scanner detail descriptions rewritten as factual borrow characteristics rather than trade suggestions

April 8, 2026 27 changes

Strike-Level Analytics in IV Intelligence (Pro)

• Added The full Term Vol Analytics deep dive is now embedded directly in the IV Intelligence page Pro section — no more bouncing between two pages for per-expiration analysis
• Added Per-expiration drill-down loads on demand when you scroll to the Pro section: full strike-level mispricing chain (calls left, strike center, puts right, 19 columns of analytics including theoretical fair value, dollar mispricing, probability edge, and vol spread vs term-matched HV)
• Added Two view modes inside the deep dive: Mispricing Chain (default — full chain table with sortable columns and Top Opportunities cards) and Charts & Greeks (6-chart grid: Vol Smile, Strike Mispricing, Greeks Profile, Open Interest, Theta Efficiency, Historical Context)
• Added Earnings Volatility appears as a ticker-wide context banner above the per-expiration drill-down, showing next earnings date, implied move, average historical move, and last 4 moves
• Improved Strike chain table auto-scrolls to the at-the-money strike, sorts by any column on header click, and color-codes rich rows red and cheap rows green
• Improved The standalone Term Vol Analytics page (/vol-term-analytics) still works for direct links — both URLs serve the same experience
• Removed Term Vol Analytics has been removed from the sidebar nav since it now lives inside IV Intelligence
• Removed 9 unfinished placeholder tiles in the old Term Lab section have been retired in favour of the integrated Strike-Level Analytics view

Volatility Overview redesign

• Improved Premium tile order rebalanced: Vol Smile, IV Term Structure, IV Rank History, VRP History, Historical Volatility, Smile History, IV vs HV (VRP), Vol Cone — grouped so the most-used tiles lead and history tiles flow naturally
• Improved Skew & Curvature tile rebuilt with a headline slope-vs-1Y-average card, percentile zone bar, forecast row, and curvature row — replaces the dense 10-metric grid
• Improved Relative Value tile redesigned with two headline ratio cards (IV/SPY, IV/HV xErn) showing live delta vs historical average plus percentile bars vs SPY and sector ETF
• Improved Market Context tile rebuilt: beta with 1M drift indicator, paired correlation cells (SPY/sector), market cap / dividend yield / borrow rate row, and risk-free rate footer — drops the duplicated stock price
• Improved Volatility Smile modal: cleaner pill-rail expiry selector, amber put / cyan call palette, ATM and 25Δ annotations
• Improved IV Term Structure modal: 5-cell header strip, factual synthesis line, contango/backwardation/flat shape descriptor, tenor table with inline IV bars and color-graded earnings effect cells
• Improved HV Analysis modal: cleaner metric cells, polished window toggle pills, semantic color palette across windows (warm short → cool long), removed redundant Term Structure sub-tab
• Improved IV vs HV (VRP) modal: paired bar chart with custom delta pills showing per-tenor VRP at a glance
• Improved IV Rank History modal: zone-background chart with time-in-zone breakdown bar and 1Y average line
• Improved VRP History modal: IV/HV/VRP overlay with curve regime detection (Persistently Rich, Mean-Reverting, etc.) and 1Y mean line
• Improved Smile History modal: semantic color palette, time-in-shape breakdown (Heavy Put, Normal, Flat, Call Skew), 1Y average / steepest / flattest cards
• Improved Historical Volatility tile preview now shows the 20-day HV time series with a faint 252-day baseline, matching the modal's primary view

Bug fixes

• Fixed Stock price now matches in the header bar and the Daily & Historical Returns tile — previously they could diverge by $0.30–$0.70 during volatile sessions because they fetched from different live endpoints
• Fixed Term Structure and IV vs HV (VRP) tiles now render their charts correctly — were previously empty due to a chart-layout timing bug that broke the annotation plugin
• Fixed Cold-cache options chain fetches no longer deadlock — fixed a concurrency bug where the dedup mechanism could leave worker threads hanging on the first request for a ticker
• Fixed After-hours cache TTL is now properly clamped to the next market open

Cleanup

• Removed Daily & Historical Returns tile no longer duplicates the absolute price (already shown in the header bar) — the daily move is now the headline
• Removed "Click to load IV ratio history" and "Click to load correlation history" buttons removed from the Relative Value and Market Context tiles
• Removed Standalone Fair Value & Straddle Analytics tile retired — its data lives in the embedded Strike-Level Analytics deep dive

April 6, 2026 8 changes

Price Chart Upgrades

• Added Institutional-grade indicator library with 30 indicators across 6 categories — Moving Averages (SMA, EMA, DEMA, Hull MA, WMA), Bands & Channels (Bollinger, Keltner, Donchian, Envelope), Momentum (RSI, MACD, Stochastic, CCI, Williams %R, ROC, MFI), Volatility (ATR, Std Dev, BB Width), Volume (VWAP, OBV, A/D Line, CMF), and Trend (Ichimoku, Parabolic SAR, ADX, SuperTrend)
• Added Momentum and oscillator indicators render on a dedicated sub-chart axis so they do not distort the price scale
• Added Earnings markers — blue E boxes at the bottom of the chart with hoverable tooltips showing the earnings date and post-earnings move percentage
• Improved Indicators now compute on the full 1000-day price history and render from the first visible candle — SMA 200, EMA 21, and other period-based indicators no longer need a warmup gap inside your selected lookback
• Improved Price chart metrics strip replaced with trader-relevant stats: 52W High, 52W Low, % From High, From Low, vs 50 SMA, and vs 200 SMA
• Improved 52W High and 52W Low now calculated from a proper 252-day rolling window rather than the visible chart range
• Improved Candlestick hover tooltip now shows a clean date format without the 12:00 a.m. timestamp
• Improved Price Chart tab renamed and simplified from "Historical Price Chart (126-Day Lookback) - Scroll to zoom, drag to pan" to just "Price Chart"

April 4, 2026 16 changes

Strategy Lab Simulator

• Added Expiry roll buttons — move all strategy legs to the next or previous expiration with one click, loading chain data on demand
• Added Click-to-toggle on the option chain — click a strike to buy, click again to sell, click again to remove. No more duplicate legs
• Fixed Opening a strategy from the dashboard now correctly preserves your selected expiration in the simulator
• Fixed Option chain no longer jumps back to ATM when clicking strikes, widening spreads, or nudging legs
• Fixed Widen/narrow, strike nudge, flip, and action toggle now update chain badges in real time
• Fixed Gamma values now carry through all leg operations and transfer correctly between dashboard and simulator

Advanced Simulator Features

• Added Per-leg IV override — adjust implied volatility on individual legs to model skew changes or selective vol moves
• Added Per-expiration IV adjustment — independent IV sliders for each expiration in calendar and diagonal spreads
• Added Expected move probability cones — ±1σ (68%) and ±2σ (95%) bands on the payoff chart, skew-adjusted when vol surface data is available
• Added P&L Today line — dashed blue line on the payoff chart showing what your P&L would be if you closed the position today
• Added Commission tracking — set your per-contract fee and see it reflected in all P&L calculations, breakevens, and max profit/loss
• Added Earnings crush simulator — 2D scenario grid showing P&L across stock moves and IV crush levels, with historical earnings context
• Added Greeks decay curves — new analysis tab showing how theta, gamma, and vega evolve day-by-day to expiration with acceleration annotation
• Added Roll simulator — click Roll on any leg to model closing and reopening at the next expiration, with credit/debit display and before/after payoff overlay
• Added Simulation Results panel — collapsible dashboard showing before/after values, Greeks shift, key metrics, mini payoff chart, and per-leg breakdown
• Improved What-If Simulator redesigned with larger controls, 3-column layout, and more prominent visual styling

March 2026

50 added 22 improved 26 fixed

March 31, 2026 2 changes

Live Index Prices

• Fixed Market Overview index prices (S&P 500, NASDAQ 100, Dow Jones, VIX) now update every 60 seconds instead of being frozen for up to 15 minutes
• Fixed VIX daily change now shows the correct direction — was previously inverted due to a stale reference price

March 29, 2026 19 changes

Strategy Lab Improvements

• Fixed Opening a strategy in the Full Simulator now preserves your selected expiration instead of resetting to the nearest one
• Fixed Strategy legs now appear on the simulator's option chain with BUY/SELL badges, matching the dashboard view
• Improved Simulator option chain now matches the dashboard layout — same columns (M%, OI, IVx, IV, Delta, Gamma, Theta, Vega, Mid), ITM/OTM cell colouring, and per-cell leg highlighting
• Added Off-expiration legs shown with dimmed badges and dashed borders so you can tell which legs belong to the currently viewed expiration

Market Overview Overhaul

• Improved Market Overview now shows real index levels — SPX, NDX and Dow Jones replace ETF proxies, with live intraday prices and today's percentage change
• Added Treasury Rates row — 5-Year, 10-Year and 30-Year Treasury yields with daily basis point change
• Added IV Term Structure tab — implied volatility across four monthly expirations for SPX, NDX and DJX at a glance
• Added Put Skew tab — market-wide skew percentile with a colour-coded sector heatmap showing where downside protection demand is concentrated
• Added Vol Breadth tab — breadth bars showing what percentage of tickers have IV above HV, elevated IV rank, or are in contango
• Improved Sector heatmap is now always visible beneath the snapshot tabs instead of hidden behind a tab
• Improved Tooltips added throughout all new and existing sections to explain every metric

Screener Performance & Features

• Improved Screener loads up to 5x faster — table appears immediately with prices updating live moments later
• Added Asset Type filter — toggle between All Types, Stocks Only, ETFs Only, or Indices Only
• Added Opt Vol column — sortable 20-day average options volume visible in the table (previously only in detail row)
• Added Tooltips on every column header explaining what each metric means
• Fixed IV Rank progress bars now fill correctly to match the percentage value
• Fixed Screener no longer throws JavaScript errors when viewed by non-subscribers
• Improved Filter inputs (Min Price, Min Opt Vol, Min Stk Vol) are now debounced for smoother interaction
• Improved Row click uses event delegation — faster rendering with large result sets

March 28, 2026 — Wing Analysis 9 changes

• Added Wing Analysis tab on Earnings & Events — dedicated tab for earnings wing pricing analysis
• Added Earnings IV decomposition chart showing absolute IV difference (earnings vs non-earnings) at every delta
• Added Interactive delta selector (5δ–45δ) controls both decomposition highlight and term structure chart
• Added Wing premium term structure — shows how earnings premium decays across expirations at the selected delta
• Added Historical pre-earnings skew — risk reversal shift in the 5 days before each of the last 8 earnings
• Added Wing depth panels with put/call steepness, 5δ tail pricing, and per-wing earnings premium
• Added Plain-language summary signal for wing premium decomposition
• Fixed Corrected delta convention — put/call labels now correctly map to OTM puts (high delta) and OTM calls (low delta)
• Improved Earnings & Events page split into 5 focused tabs for easier navigation

March 27, 2026 — Strategy Builder UX + Data Integrity 16 changes

• Added Drag-to-move strategy legs on the Option Chain — drag any BUY/SELL badge up or down to change its strike in real-time
• Added Click cycle on chain Mid prices: 1st click = BUY, 2nd click = SELL, 3rd click = remove leg
• Added Strategy legs now visible as colored badges on the Option Chain with per-side highlighting (call vs put)
• Added Double-click chain Mid price to add a SELL leg directly
• Added Strategy bridge: 'Full Simulator' button passes complete strategy (all legs, Greeks, prices) to the Simulator page; 'Back to Dashboard' returns it
• Added Legs from other expirations shown as dimmed badges on the current chain
• Improved Strategy presets (Iron Condor, Straddle, etc.) now auto-fill with sensible strikes and immediately show on the Option Chain
• Improved Simulator what-if simulation now works correctly (was returning 'Not Found' due to incorrect API path)
• Fixed Strategy Analyzer: fixed reversed column names (Bid Put vs Put Bid) that caused every strategy build to fail
• Fixed Risk Manager: hedge simulation theta was 365x too small and vega 100x too small due to double-division
• Fixed Expected Move: fixed crash when loading expected move data
• Fixed Correlation scanner, Fair Value scanner, and Price Context scatter now return 200+ results instead of <10 (market cap filter was 1000x too strict)
• Fixed Volatility arbitrage skew scanner now finds opportunities (threshold was in wrong units, effectively requiring 500% IV differential)
• Fixed 0DTE move tracker now shows actual move from prior close instead of always 0%
• Fixed High-IV stocks (>100% IV) now display correctly across all pages instead of showing as 1.5%
• Fixed Price Context page now shows live intraday prices instead of stale prior-close data

March 26, 2026 — Live Market Data 5 changes

• Fixed Market Overview now shows live intraday prices instead of previous-close data
• Fixed Market Overview IV 30D, VRP, IV/HV spread, and contango now reflect live intraday values instead of end-of-day snapshots
• Fixed Heatmap 1W/1M price changes now include today's intraday move instead of stopping at yesterday's close
• Fixed Live intraday prices now used across IV Intelligence, Screener, Correlation, Skew Intelligence, Dividend Analytics, Borrow Rate, and Relative Value pages
• Fixed IV Screener no longer displays inflated IV values (unit conversion bug fixed)

March 25, 2026 — Video Hub, Blog & Community 14 changes

• Added Video Tutorials hub at /videos — 10 YouTube videos with lazy-loaded embeds, category filtering, and VideoObject schema for SEO
• Added Individual video pages with transcripts, key takeaways, and deep-link CTAs to relevant platform tools
• Added About page at /about — platform stats, data quality, and community section
• Added Discord community integration — invite link in navigation bar, footer, about page, and content pages
• Added Email newsletter capture component on blog and video pages
• Added Smart CTA component — deep-links to specific tools and tickers from content pages instead of generic signup
• Added Community CTA component with context-aware messaging for blog, video, and strategy pages
• Added Free strategy calculators cross-linked from Covered Call, Credit Spread, Butterfly, Calendar Spread, and Straddle strategy pages
• Improved Blog posts now include related platform tools, ticker deep-links, and video cross-links after article content
• Improved Blog category pages (/blog/category/*) now render with unique titles and meta descriptions for SEO
• Improved Blog category pages and individual blog posts added to sitemap
• Improved FAQ page now includes FAQPage schema.org markup for rich search results
• Improved Footer expanded with Community section — Discord, YouTube, and TikTok links
• Improved Organization schema updated with YouTube, TikTok, and Discord social profiles

March 24, 2026 — Strategy Builder Upgrade 8 changes

• Added Editable strike inputs — type any strike price directly, snaps to nearest valid strike with live re-pricing
• Added Widen/Narrow spread controls — push all wings outward or inward by one strike simultaneously
• Added Strategy session persistence — in-progress legs survive auto-refresh and page reloads
• Added Jump-to-strike — strike inputs accept any value and snap to the nearest available strike
• Added Interactive payoff calculators on Covered Call and Butterfly strategy pages
• Added Strategy guide pages for Iron Condor, Straddle, Credit Spread, Calendar Spread, Bull Put Spread, Butterfly, and Covered Call
• Improved Iron Condor preset uses strike-based offsets from ATM instead of percentage-based, producing more balanced wings
• Fixed Auto-refresh no longer erases strategy legs while building a trade

March 21, 2026 — Auto-Refresh & Polish 5 changes

• Added Changelog page
• Added Auto-refresh intervals: 5m, 10m, 15m (preference saved between sessions)
• Added FAQ section on Features page with 8 common questions answered
• Added 103 missing ticker logo images
• Fixed "All 20+ tools" in features CTA now correctly reads "All 70+ tools"

March 19, 2026 — Event Analysis & Simulator 4 changes

• Added Soft auto-refresh for all platform pages
• Improved Event analysis overhaul — new workflows and historical comparison views
• Improved Strategy Simulator upgrade with enhanced UI
• Improved Earnings and dividend analytics improvements

March 16, 2026 — Navigation & Layout 9 changes

• Improved Faster page loads for marketing pages (home, pricing, learn, etc.)
• Improved Home page — tighter spacing and persona section
• Improved Navigation bar updated with Home, Features, Pricing, Learn, and Strategies links
• Improved Top bar cleaned up — removed ATM IV and HV 30D, secondary stats hidden on smaller screens
• Improved VRP chart relabelled to clarify 30 calendar days vs 20 trading days
• Fixed Logo navigation — home page from marketing, account from platform
• Fixed Dashboard opens directly instead of Market Overview
• Fixed Top bar now fits properly on screens down to 1536px
• Fixed Pricing page feature names updated to match consolidated pages

March 15, 2026 — Platform Consolidation 25 changes

• Added IV Intelligence — rebuilt from IV Dashboard with 4 tabs absorbing Vol Lab, Price Context, Relative Value, and Correlation Dashboard
• Added IV Intelligence Research tab — IV Rank History, VRP History, Vol Cone, and Smile History
• Added IV Intelligence Market Context tab — click-to-load Correlation chart and RV Ratio History
• Added Returns, Price Summary, and Options Flow panels in IV Intelligence
• Added Strategy Simulator presets — one-click templates for iron condors, verticals, straddles
• Added Probability of Profit (PoP) calculation for every strategy
• Added Margin estimates in Strategy Simulator
• Added Greeks sensitivity curves — visualise how Greeks change as underlying moves
• Added 3D payoff surface — interactive payoff across price and time
• Added Greeks Heatmap — Vanna, Charm, Net positioning, and aggregate charts
• Added Greeks Heatmap Key Insight panel with AI-generated summary
• Added Greeks Heatmap cell details modal, expiration filter, share button, live indicator
• Added Options Screener — Mean Reversion, Vol Pairs, and Decorrelation screen types
• Added Screener tradability filters — minimum stock price, options volume, stock volume
• Added Calendar Spreads — consolidated from Calendar Ratio + Calendar Spread Analyzer
• Improved Sidebar reorganised — Screener to Core Analytics, Greeks to Volatility, Borrow Rates to Strategy & Trade
• Improved Chart heights standardised across Research and HV Analysis tabs
• Fixed Greeks Exposure chart legend and axis overlap
• Fixed Removed non-functional tabs from Skew Intelligence and Vol Term Analytics
• Fixed Borrow Rates shows loading skeleton instead of blank screen
• Fixed Logged-in users redirect to account page instead of Market Overview
• Fixed IV Ratio set as default tab for Calendar Spreads
• Perf Faster data loading across 7 analytics pages
• Removed Vol Lab, Price Context, Relative Value, Correlation Dashboard — absorbed into IV Intelligence
• Removed Calendar Ratio and Calendar Spread Analyzer — merged into Calendar Spreads

March 14, 2026 — 0DTE & Greeks Heatmap 6 changes

• Added 0DTE page redesigned as a focused trading cockpit
• Added Historical comparison view — "Δ Change" vs previous close for Greeks Heatmap
• Added Tier badges (Basic/Premium/Pro) visible in sidebar navigation
• Improved Move Used gauge and Key Levels number line polished
• Improved Account page improvements
• Fixed 0DTE page falls back to next expiration on non-trading days

February 2026

3 added 6 improved 3 fixed

February 25, 2026 — Pricing & Charts 4 changes

• Improved Upgrade prompt pricing cards redesigned
• Improved Calendar ratio monitor UX improvements
• Improved Greeks chart axis zoom support
• Perf Reduced data requests for faster page loads

February 20, 2026 — Bug Fix Sprint 1 changes

• Fixed 44 issues resolved across the platform from full audit

February 19, 2026 — Billing & Reliability 2 changes

• Fixed Billing tier assignment bug — some users were seeing incorrect plan features
• Fixed Past-due subscriptions now recover automatically on successful payment retry

February 17, 2026 — Dashboard & Market Overview 2 changes

• Added Tooltips and new tabs on Market Overview
• Improved Dashboard UI improvements

February 16, 2026 — New Analytics Tools 2 changes

• Added New analytics tools added to the platform
• Improved UI overhaul across multiple pages

February 10, 2026 — Data Upgrade 1 changes

• Improved Upgraded to faster, more reliable institutional-grade data source with richer options analytics

February 9, 2026 — New Features 1 changes

• Added TSI research platform and iron condor scanner

January 2026

6 added 1 improved 2 fixed

January 24, 2026 — Blog 2 changes

• Added Blog system with market analysis and educational articles
• Improved Blog post layout — cleaner single column with bottom CTAs

January 16, 2026 — Dashboard Fixes 2 changes

• Fixed Dashboard initialisation after login redirect
• Fixed Dashboard expiration highlight and stock context bar loading

January 11, 2026 — Volatility Snapshot 1 changes

• Added Volatility Snapshot — comprehensive vol analysis in one view

January 10, 2026 — VRP & Expected Move 2 changes

• Added Expiration-based VRP analysis
• Added Expected Move feature

January 2, 2026 — Earnings Calendar 2 changes

• Added Earnings Calendar with weekly grid view
• Added Learning center, strategy guides, and glossary content hubs

December 2025

6 added 5 improved 2 fixed

December 23, 2025 — Options Flow 2 changes

• Added Options Flow page redesigned with 6 visual analytics dashboards
• Fixed Options Flow data reliability improvements

December 20, 2025 — Contact & SEO 3 changes

• Added Contact page
• Improved Account page improvements
• Fixed Login redirect bug when accessing certain pages

December 19, 2025 — Subscriptions & GDPR 4 changes

• Added Multi-tier subscription system (Free/Basic/Premium/Pro)
• Added GDPR compliance — data export, deletion, cookie consent
• Added Billing portal for managing your subscription
• Improved UI improvements across the platform

December 14, 2025 — Security & Accessibility 1 changes

• Improved Security and accessibility improvements across the platform

December 11, 2025 — Ticker Standardisation 1 changes

• Improved Consistent ticker handling across all pages

December 9, 2025 — Navigation 1 changes

• Improved Navigation and page discovery improvements

December 5, 2025 — Platform Launch 1 changes

• Added ApexVol platform launched with options chain, Greeks, volatility analysis, and strategy tools