What changed,
and when.

Terminal

• AddedThe entry tour now answers your picks. Each topic you chose opens the module and tab that answers it, outlines the cards it reads, and writes the answer from the numbers on screen, so the sentence always matches the chart. Every stop can be revisited, 'Pick other topics' goes back to the list, and a finish screen sets your picks against the Free, Basic, Premium and Pro plans without recommending one.
• AddedThe logged-out top bar has a 'Start free trial' link beside 'Sign in' and 'Create free account'.
• Improved/account opens the Terminal's Account module for Terminal users, on the tab the link named. Before, Stripe's 'return to site' link, the welcome page and the emails all sent new Terminal users to the classic account page right after paying. The Terminal's full-page links still open the classic page.
• FixedFree and logged-out prices could show a pre-open quote until about 9:45 ET, because a price fetched at 9:30 before the first trades was kept for 15 minutes. For the first five minutes after the open, free prices now refresh every minute like paid ones.
• ImprovedThe cookie banner and its settings window match the Terminal and the newer site pages instead of showing in the classic site's gray.

Vol Snapshot

• FixedThe by-expiry verdict measured each straddle against a one standard deviation move counted over calendar days rather than trading sessions, so a fairly priced straddle scored around 0.65 and nearly every expiration read CHEAP. On October 16 AAPL read CHEAP on all four weeklies with ATM IV at 25 against HV of 16. The yardstick is now the average move over the trading sessions left to each expiration, which is what the panel's footnote already said, and EXPENSIVE rows are coloured in the table.
• FixedEach expiration was compared with every past window of the same length, earnings or not. Weeks that hold a report read EXPENSIVE just for carrying the event (TSLA 1.57, NFLX 2.11), and names with big earnings moves read CHEAP on ordinary weeks (MSFT 0.75). An expiration that spans the next report is now judged against past earnings windows and any other against the rest, over two years of history instead of eight months. TSLA now reads 0.84, NFLX 1.10 and MSFT 1.14. The table shows the average move over all windows, windows without earnings and windows with earnings, with the one in use in bold, and tags the expirations that hold the next report.
• ImprovedThe by-expiry table fits each expiration on one line with the side rails open.
• FixedThe Skew premium chart on the Premium Selling tab had drawn empty for every ticker since it was added. It now draws.
• FixedPremium Selling's 'HV 30d' used 30 trading days while the side rail's used 21 sessions, so the same label showed two numbers (AAPL 21.1% against 16.5%). Both use 21 sessions now.

Strategy Lab

• FixedCalendar spreads: the probability of profit used the first leg's expiry and ignored the back month, so an AAPL 300 put calendar showed 93.9% with the stock outside both breakevens, and the answer changed with leg order. It is now the chance, at the front expiry, of the stock landing where the spread makes money. Max loss also valued the back month as if it could fall below intrinsic value, showing -$295 on a $145 debit. A long calendar's worst case is now its debit. The MCP analyze_strategy tool gets the same fix.

Data fixes

• FixedThree numbers read fields the data feed does not carry, so they were always blank or zero: the Relative Value skew percentile, the IV Shift next dividend date and the 0DTE module's 30-day HV, which showed 0. The first two now read the right fields, and the 0DTE HV is no longer shown as 0.
• FixedThe relative value scan and the screener's mean-reversion screen were led by names trading under 50 option contracts a day, with z-scores as high as 26 caused by a bad one-year average in the data feed. Both now take only names with 500 or more option contracts a day whose IV-to-SPY ratio sits within 0.25 to 4 times its one-year average. The top names now trade 500 to 7,400 contracts a day.

Site

• AddedAn 'Expected moves this week' strip on the homepage and /learn lists the next eight names to report, with the expected move and whether they report before the open or after the close. Each links its earnings page.
• Improved/learn links straight to each Volcademy module's first lesson, the five newest videos and the latest four newsletter issues.
• FixedThe covered call and dividend covered call /best pages carried hand-typed monthly returns and dividend yields that had drifted: NVDA was listed at 3 to 6% a month against 1.4%, and MO's yield at 8.0% against 5.9%. Both pages now price a 30-day 25-delta call for each pick from live data, and the dividend page adds the dividend, the combined yield and the next ex-dividend date.
• ImprovedThe /stocks options guides redirect to the matching /options ticker page, which carries the live data. Five /compare pages redirect to the lesson or page that covers the same topic, and the diagonal spread page gains a full calendar versus diagonal section.

Plans and billing

• FixedClicking checkout a second time could show 'Failed to create checkout session'. A repeat click now gets the same checkout back.
• ImprovedThe three-days-left email for a trial with a card on file states the charge date and amount and says there is nothing to do. It used to ask you to subscribe.
• FixedIf a trial's first charge is declined, you get one email with a link to pay, and your setup is kept. Before, a declined first charge could still send the 'thank you for subscribing' email.
• AddedA week before your first renewal, an email gives the date and amount, the modules and tickers you used most, and one module on your plan you have not opened yet.
• Added/welcome has an 'Ask Claude about your tickers' step for subscribers who have not connected Claude, with the directory link, the connector URL for other assistants and a first question that works on your plan.

API and MCP

• Fixedget_market_overview now merges the live index levels the way the Terminal does. At Friday October 16's close it would have reported the VIX at 16.46 and every index flat on the day, when the VIX closed at 19.99 and SPX was down 1.1%.
• FixedEconomic calendar times are US Eastern but went out labelled GMT, so an 8:30 AM ET release read as 08:30 GMT. Times now carry their offset (2026-10-21T08:30:00-04:00) and a timezone field.
• Fixedsearch_tickers found NVDA for 'nvidia' but still said it was not supported. Any match is now marked supported, and the best match is named.

Terminal

• AddedLogged-out visitors opening the Terminal now see 'Which of these sound like you?': seven short descriptions of common trading frustrations, such as 'I can't tell if options are cheap or expensive right now'. Pick up to three, or skip straight to live AAPL.

Plans and signup

• ImprovedA Google signup with no plan chosen goes to the plan chooser instead of straight to a Basic card form. Visitors who arrive from the Claude connector go back to the connect step, which explains the plans and offers the free trial. A card is still needed to start a trial.

IV Intelligence and skew

• FixedPut and call wings were the wrong way round. The data feed labels its wing IV columns by call delta, and the smile history, delta IV rank and IV Shift slope read them as put delta, so the put wing cards showed the call wing and 25-delta skew was call minus put. Skew is now put minus call, and the Delta IV cards, Skew Intelligence and the IV Overview read the right side.
• ImprovedIV Rank uses one pair of cheap and rich cut-offs everywhere, 30 and 70. One card used 25 and 75 and the directional workflow used 30 and 60.
• FixedThe IV Intelligence lock message said Pro. It is a Premium module, and the message now names the right plan.

Terminal

• ImprovedThe command launcher (⌘K) searches module descriptions and everyday trading words, so 'wing', 'is iv high', 'earnings move' and 'walls' find their modules.
• FixedThe screener showed the previous close as each name's price, so SNOW read 343.40 while it traded at 368.09. It now uses the live price.

Site

• Improved/mcp leads with using ApexVol inside Claude and other AI assistants, with real answers captured from the tools. Developer details moved to /docs/api, which now shows a real request and response, and the menu has separate AI and API links.
• ImprovedThe Claude card on the homepage, /features and /pricing shows a real captured answer instead of a made-up example.
• FixedSecurity: password reset links are always built on apexvol.com, and the AI connector sign-in page is rate limited.

Earnings

• AddedEarnings expected-move pages for 150 names at /earnings/<ticker>. Each shows the live expected move for the next report, then the last 12 reports with the straddle priced, the move at the open, the move by the close and how often the stock moved more than priced. Every report is free to view.
• AddedFor names reporting within 14 days, the page shows the at-the-money straddle beside the model's expected move, dated by the trading day it was priced on.
• Added/earnings/expected-moves lists every covered name reporting this week, biggest expected move first, with the straddle, the average move and how often each moved more than priced. It refreshes nightly and has a CSV download.
• FixedThe next earnings date could be the furthest scheduled report instead of the nearest, so TSLA, RIVN and DOW showed February 2027. This also corrects the next earnings date in Event Analysis, the IV dashboard, Price Context, the chain API and the MCP tools.

Claude

• ImprovedApexVol is listed in Claude's connector directory. Every Claude setup guide, the account page and the Terminal's API panel now start from the listing's 'Connect to Claude' button, with the connector URL kept for other assistants and for setting it up by hand.
• AddedThe homepage and /features have a Claude section under the hero showing what each plan reaches, and subscribers get a 'Connect Claude to your plan' button. The homepage is shorter, with its module tiles and examples merged into one grid that opens each module.

Strategy analysis

• FixedProbability of profit for debit verticals was worked out as if they were credit spreads, so an AAPL 340/350 call debit spread read 68% instead of about 43%. Fixed in the Terminal simulator, the /pop calculator and strategy analysis on the API and MCP.

Same-day (0DTE) options

• FixedThe 0DTE mispricing scan treated penny wings as real quotes, so SPY listed strikes at 100 to 175% IV, all 'overpriced', and the verdict read IV_RICH. A leg now needs a value of at least $0.05, and an unusable out-of-the-money side no longer falls back to the in-the-money one, whose IV says nothing about time value.
• FixedMispricing rows no longer print the data feed's 1000.0 IV cap.

API and MCP

• Fixedbuild_strategy uses the expiration you give it. It used to swap in the one nearest 30 days, and an unlisted date is now a 400 that names the listed ones.
• ImprovedFlow and smart money fall back to the previous session's data when today's per-contract volume is not available, instead of returning a 503. Smart money now returns total, call and put premium and a sentiment.

Privacy

• ImprovedThe privacy policy has a new section on Claude and other AI assistant connectors: who is responsible for what, what we receive and send, how long it is kept and how to revoke access. Its retention section now lists server logs (up to 90 days) and usage records (up to two years) separately.

Market Overview

• AddedUnusual Activity has a minimum-volume picker for today's option contracts: 1,000, 5,000 or 10,000, the default. It lists every name above the minimum instead of a top 15, every column sorts, and new Vol Today and 20D Avg columns show where the volume surprise comes from.
• FixedRow clicks in the Market Overview pop-out did nothing. They work now, along with the new controls, and the pop-out opens wider so the buttons stay on one row.

AI connectors

• ImprovedConnecting an AI assistant works first time. Signing in, Google included, keeps your place in the connect flow, signing up carries it through checkout, and /welcome offers to finish connecting.
• ImprovedWhen a connection can't be approved, the page says why and what to do: no plan (with a trial that returns you to the connect step), a lapsed plan, or a failed payment (update the card, no second checkout).
• AddedThe connector URL has copy buttons on the account page and the Terminal's API tab, and Cursor's app connection is accepted.
• FixedEvery first question in the setup guides and onboarding emails works on the Basic plan.

Security

• FixedSecurity fixes to API plan checks, the connector sign-in page and token handling. Deleting an account now revokes every API token it holds.

Plans

• Added/pricing has a Claude section under the plans with the connector URL, an example exchange and how many data endpoints each plan reaches: Basic 18, Premium 42 and Pro all 64.

Data accuracy

• FixedIV rank multiplied any IV under 10 by 100, treating it as a decimal, so HYG read 593.7 instead of 5.94 and IEF 761 instead of 7.61, and mean reversion flagged both as IV too high. 59 names were under 10 that day, mostly bond, TIPS, muni and currency ETFs, plus JEPI and SPYI.
• FixedThe expected move in the earnings verdict and earnings pattern used 0.85 times the straddle, which matched neither the learn pages nor the /expected-move tool. Both now use the whole straddle (AAPL went from 5.19% to 6.11%), and the /expected-move FAQ no longer says 85%.
• FixedThe screener could list the data feed's ETF basket series, such as XLF_C at $314, among real names. Those rows are filtered out everywhere. Class shares stay.

VIX

• ImprovedThe VIX level comes from Cboe's delayed quote, about 15 minutes behind, so it matches the published index. History, prior close, percentile and rank come from ORATS closes, which matched Cboe's on 252 of 252 days. Yahoo, the old source, had printed a bad close (20.37 against 17.76 on February 6). The Market Overview VIX tile and the VIX tab now show the same number.
• FixedThe Terminal header showed the VIX options forward instead of the index, 0.1 to 0.2 points high (16.29 while Cboe printed 16.23). The quote bar, status bar and the Options Dashboard 'Last' tile now show the index.

Terminal

• FixedBasic accounts saw the Premium lock on AAPL in Dealer Positioning, IV Intelligence and other ticker modules that free accounts could open. Every plan below a module's tier now gets AAPL.

Learn and ranking pages

• FixedThe broken wing butterfly page said one side had unlimited risk. With the far long option the loss is capped, and its own 105/110/120 example loses a flat $450 above $120. The setup table also called a $0.50 debit a credit, and one scenario called a $50 gain a loss. The figures, scenarios and risk summary are corrected, and the page has four new FAQs.
• Added/learn/options-expiration answers which options expire daily: SPX, XSP and NDX every weekday, SPY, QQQ and IWM every weekday for about two weeks out, and AAPL and TSLA on Mondays, Wednesdays and Fridays.
• Improved/best/stocks-for-options-trading is rebuilt as a ranking of the 10 most liquid names by 20-day average option volume, with spread costs, expiration schedules and five FAQs.

Plans and pricing

• FixedA paying Basic account got an error on AAPL from Premium features that free and logged-out visitors could open. Every plan below a feature's tier now gets AAPL, the Strategy Lab What-If included.
• FixedThe pricing page listed some features under the wrong plan. The wheel tools sit under Premium, 0DTE and earnings IV under Pro, and third-order Greeks, which are not released, are no longer listed.
• Fixedllms-full.txt said API and MCP access was Pro only. Every paid plan includes it, with the endpoints following the plan.
• ImprovedFree account and trial copy says what you get: the Terminal on AAPL for a free account, and every tool in the plan you pick for a trial. The demo's rate-limit message no longer claims a free account raises the limit.

Ranking pages

• Fixed/best/stocks-for-wheel-strategy priced 25-delta put yields from an estimate that ran about three times too high. Yields now use each name's measured put IV, capital comes from the close, and stale prices and delta labels are fixed.
• Improved/best/high-iv-stocks-2026 is a live scan plus 10 names ranked by median IV over the past year, with IV rank and sector columns. /best/etfs-for-options-trading covers the 10 most active ETFs by option volume, which of them have daily expirations, their spreads, and SPY against SPX.

Strategy and learn pages

• FixedThe jade lizard examples now collect more credit than the call spread is wide, so the no-upside-risk claim holds. The page describes the downside as a short put and no longer says 'unlimited profit'.
• FixedThe iron condor's payoff chart at the top of the page was drawn upside down.
• FixedThe earnings guide and glossary said the straddle times 0.85 is one standard deviation. The straddle is the average move, and one standard deviation is about 1.25 times the straddle.
• FixedA leftover draft line was removed from the butterfly page.

Site

• ImprovedThe menu switches to the burger below 1280 pixels wide, where the links used to overflow from 768, and underlines the page you are on. Escape closes the mobile menu.
• ImprovedThe homepage tour video is about a third of its old size and starts when you scroll to it instead of autoplaying.
• FixedThe contents list on learn, glossary, strategy and other guide pages scrolled away with the page. It now stays in view.

API and MCP

• Fixedanalyze_strategy failed on every MCP call. It now prices legs you leave unpriced from the live chain and fills in a missing expiration.
• FixedStrategy breakevens are solved exactly. They were read off a 100-point grid, which put an iron condor's upper breakeven 0.84 off.
• FixedThe volatility arbitrage butterfly's max value was the upper strike minus the lower, which doubled every max profit and return. Its 'potential return' also subtracted the cost twice, understating every figure by 100 points: an NVDA butterfly showed 772% where 872% was right.
• Fixedgreeks-heatmap returns the greek you ask for, and hedge recommendations are beta-weighted in shares of the hedge ticker.
• ImprovedBRK.B, BRK/B, BRK-B and BRKB all resolve, and one uncovered symbol no longer fails a whole batch.
• ImprovedMCP clients get compact payloads by default (greeks exposure fell from 220 KB to 10 KB). REST responses are unchanged. The full list is in the API changelog under version 1.20.

Terminal

• AddedScratchpad, on every paid plan: personal notes and freehand annotations that stay between sessions, with one global pad and a pad for each ticker.
• AddedA floating calculator for quick sums while you read, opened from the status strip or the = key. It stays open across ticker and module changes, does desk-calculator percent (200 + 10% = 220), keeps a history, and can be dragged and resized.
• AddedBeta 1y in the quote bar: one-year beta to SPY. Checked against a beta from daily returns, NVDA reads 1.91 against 1.90 and AAPL 0.68 against 0.67.

Correlation

• FixedCorrelation figures came from vendor fields that turned out not to be price-return correlations, and they stayed positive where returns were negative (KO's one-year read +0.52 against -0.17 from returns; QQQ's 0.68 against 0.93). One-month and one-year correlation to SPY and the best-matching ETF are now computed from daily returns, in the Correlation module and its history chart, Price Context, Relative Value, the IV dashboard, the API and MCP.
• RemovedThe Correlation Regime Shift scan is paused. It ranked those vendor fields across the market and cannot be rebuilt from returns yet. A pinned link to it opens the Correlation tab instead.

Volcademy

• ImprovedVolcademy says plainly that it is education, not advice: a notice on the course page and each lesson, a reminder bar on lessons and a note above the questions, each linking the disclaimer.

Volcademy

• AddedVolcademy, a taught options volatility course whose questions are answered from the live Terminal. It has 16 modules and 66 lessons, from what an option is through the Greeks, the volatility surface, income strategies and same-day options to a final exam, with interactive charts and worked maths. Lesson text is open to everyone. The first module's questions are free on AAPL, and the rest need Basic.
• AddedFixed-choice answers explain why each wrong option is wrong, and each lesson links the learn, glossary and strategy pages it builds on.

Terminal

• ImprovedOn narrow screens the chain's delta column heading is a picker for delta, gamma, theta and vega, plus open interest on phones. Your choice is remembered and shared with the pop-up chain.

Learn

• AddedLearn, strategy, glossary and tool pages embed the ApexVol videos made for them, with cards for any others.

Market Overview

• FixedThe Market Overview page broke its sunburst hover, movers table and earnings table when a name had no VRP. It shows a dash instead.

Billing

• ImprovedA failed renewal payment now pauses the plan straight away, and the account drops to the AAPL demo until the invoice is paid. Updating your card pays the open invoice and restores access at once instead of waiting for the next retry, and a paused account opening billing goes straight to the update-card form.

Site

• FixedDeleting your account from /account failed with an error before the confirmation appeared, so no one could delete their account. It works now.
• FixedCharts on the IV calculator and other pages failed to load when an ad blocker or a slow outside server blocked the chart library. It now loads from apexvol.com.

API and MCP

• FixedAn expiration the chain does not list is now a 400 that names the available ones, instead of an upstream error. analyze-strategy rejects a leg without a YYYY-MM-DD expiration up front.

Terminal links

• ImprovedLinks from the 193 options ticker pages, the calculators, strategy guides, /best lists, compare and learn pages open the Terminal on their own ticker and the matching module, instead of a generic page or AAPL.
• AddedOpening the Terminal on a symbol your plan doesn't cover says which plan it needs, and signing up from there, through Stripe or Google, brings you back to that symbol. Before, it showed AAPL under an address bar that still named the symbol.
• AddedThe Greeks, butterfly and straddle calculators show a box under the result that opens the live view for the ticker you typed.

Site

• FixedOn phones the ApexVol wordmark sat under the Login button on every marketing page. The sticky trial bar also covered the cookie banner's buttons, and it now waits for consent and a scroll.

API and MCP

• Batch endpoints for IV rank, gamma exposure and expected move: up to 25 symbols in one call, one rate-limit unit for the whole call, and a per-symbol result so one unlisted name never fails the rest. The monthly allowance is still spent per symbol.
• GET /api/mcp/data/me/usage returns your own meter: month used, allowance, remaining, reset time, calls per endpoint, live rate-limit position, active tokens and any paths this token has requested that do not exist. The account page shows the same numbers.
• Eight runnable recipes at /developers/recipes: a morning regime brief, earnings-week straddles, a watchlist IV rank screen, a VRP ranker, 0DTE levels, a term structure watch, unusual flow today and a portfolio Greeks check. Each is a short script with its real output, downloadable as a file, and available as a prompt on the hosted connector.
• The developer documentation was rebuilt: one page per endpoint with a captured sample, a try-it console, guides for authentication, rate limits, errors and units, an endpoint index at /api/mcp/data/, and Markdown twins for AI readers. The OpenAPI document now carries response schemas and family tags.
• ImprovedRetry-After on a 429 is the real wait: the seconds left in the minute or hour window, or the seconds to the start of next month when the monthly allowance is spent. Every 429 used to say 60.
• ImprovedA warning email at 80 percent and again at 100 percent of the monthly allowance, once per threshold per month. A token that has made no call two days after it was created gets one note pointing at the console and a recipe.
• ImprovedMCP client 0.1.4: a help tool that explains the API families, conventions and errors from inside the assistant, 41 prompts including one per recipe, and optional tickers, strikes_around, detail and limit arguments on the flow, chain, Greeks and volatility tools. The hosted connector carries the same prompts.
• ImprovedThe OpenAPI document now declares every query parameter and request-body field as a typed parameter, with its default, range and meaning, instead of describing them in prose. A client generated from the spec gets a tickers argument on the batch endpoints and lookback_days on IV rank.
• ImprovedA new Account and index family on the developer docs holds the usage endpoint and the endpoint index, which had been filed under the options chain. The old URLs redirect.
• FixedThe batch endpoint pages list the 404 a symbol with no listed options returns; the parameter text said it, the error table did not. The batch parser accepts commas only, as documented; a semicolon used to reach the coverage check as part of a symbol name.

API and MCP

• FixedThe mispricing assessment read the volatility risk premium under keys the provider never returned, so the VRP term, worth 40 percent of the score, was always zero and the components block published a VRP of 0 next to a real IV rank. It now reads the provider's own keys and the score and signal move with VRP again. Affects the mispricing-assessment endpoint and the MCP earnings analysis default.
• ImprovedUpstream failures on the token API answer HTTP 424 instead of 502. Cloudflare replaces an origin 502 with a plain text page, so the JSON body that explained the failure (no two-sided quote to price, a history the feed does not carry) never reached a client and the MCP tools printed Server error. The body is unchanged; only the status moved.
• ImprovedAn unknown path under /api/mcp/data now lists the nearest real endpoints and the docs link instead of a bare Not found. One integration spent 5,800 calls in two weeks on two endpoints that never existed.
• ImprovedBounded parameters: lookback windows, expiration counts, period lists and the earnings window sizes are clamped to documented ranges, and a value that is not a whole number answers 400 with a plain message instead of a Python error string.
• FixedThe API guides said the API was a Pro feature and that the monthly allowance counted API calls. Every paid plan has included the API since 4 August, each endpoint follows its web feature tier, and the allowance counts upstream data requests, where one call can spend more than one. The plans, authentication, errors and rate limit guides now say so, and the July note that options flow was unavailable is gone: the feed has been serving again.
• FixedThe connector consent, ineligible and error pages on the redesigned templates were indexable; they are noindex again. The MCP landing page regained its software application structured data.
• FixedMCP client 0.1.3: the options flow, gamma exposure and stock price summaries now read the fields the server sends. Earlier versions printed zero call and put volume, a $0.00 gamma flip and N/A key levels above payloads that carried the real numbers, and announced themselves as version 0.1.0. The stock price answer names the company, and the delta lookup states its IV unit and adds a percentage figure.
• FixedOne realized volatility estimator across the API: the VRP endpoint had measured its 30-day figure over about 42 sessions, which put it 12 points from the exact 30-session figure on fast movers. Every realized figure is now the same exact-window calculation, every payload names its IV and realized-vol basis, the VRP family quotes the vendor's 30-day constant-maturity IV that the terminal shows, and the IV rank payload carries one one-year percentile instead of two. VRP and the volatility cone now flag a window that contains an earnings report and publish the ex-earnings figure beside it.
• FixedThe ex-earnings realized volatility view failed for every ticker because it asked the feed for a 30-day ex-earnings series that no feed carries; both series are now computed from daily closes at the 30-day tenor, with the earnings-reaction sessions dropped from the ex-earnings figure, using the same estimator as every other realized figure.
• ImprovedGamma exposure, same-day options and options flow answers are sized for an AI reader when the caller is the MCP package or the hosted connector: strike lists are trimmed to the strikes around spot and flow rows are capped, with a window block saying what was left out and a detail=full switch to get everything. Scripts calling the REST API directly keep full payloads. One same-day answer was 148 KB, about 37,000 tokens, before this.

Earnings & Events

• FixedThe headline implied move was the full at the money straddle of the first expiration on or after the report, which also holds every day of ordinary drift until that expiry. With a report seven weeks out and the only spanning expiry eleven weeks out, AAPL read a 9.9% implied move against a 3 to 4% event, and the verdict sold premium at confidence 80 on a 4.3 times ratio. The headline is now the event only, split out of the traded straddle using the surface's per expiration earnings effect. AAPL reads 3.2%.
• AddedThe Priced Move panel shows what the straddle is made of: the event move, the drift to expiry, the event's share of the variance and the vendor model's own figure, each with its source. The Event Move and Straddle cells sit side by side in the KPI strip so the two are never confused again.
• FixedThe verdict compared the implied move to the close to close average while the hit rate and the tab beneath it used the close to open gap. Both sides of the ratio now use the gap, and the close to close figure is shown beside it under its own name.
• ImprovedA report more than 30 days out is an early read. The ratio is shown but not scored, and the pane says so. The front month straddle mispricing only counts when that month contains the report. Names with no report and no history say so instead of asking for two more quarters.
• FixedThe IV crush estimate was a fixed 40%. It now comes from the earnings expiration's own surface, the gap between its at the money IV and the IV left once the event is removed.
• FixedOn a cold cache the earnings date lookup could time out and silently drop the date, the straddle and the wings. The per symbol feed is tried first now, with a longer budget.
• FixedSeasonality highlighted today's quarter instead of the report's, because it read a date field that never existed. Post Drift labels the down gap bounce for what it counts.
• AddedA Structure it button under the verdict opens the Earnings Trade workflow at the Strikes step, with the chain on the expiration that captures the report and the straddle and first outside strikes highlighted.
• AddedPast Earnings draws each quarter's own straddle breakeven as a pair of amber ticks on its bar, the move a buyer needed that quarter. A bar reaching past its tick is a quarter the straddle paid, and the panel counts those quarters on the same test as the verdict's hit rate. Before, the tab only carried the average breakeven, so you could not see which quarters paid or how the breakeven has drifted.
• ImprovedThe module opens on Past Earnings instead of the verdict, with Wings as the second tab. The verdict sits one tab over and its KPI strip still loads first.
• AddedPast Earnings has a window control. 5Y, the default, shows the reports from the last five years; All shows every report we can price, back to 2006 on names with that much history. The gap statistics beneath the chart follow the window and say which one they cover.
• AddedEvery bar now carries its straddle breakeven, not just the last twelve. For older reports the straddle is priced once from that day's option chain, the close before the report against the first expiry after it, and kept from then on. Hover a tick to see its source and, for the older ones, the expiry it was priced on, because before weekly options the nearest expiry could sit weeks out.
• FixedThe chart's hover box floated mid-chart, anchored at the average of the bar and the two band lines. It now sits at the cursor.

Implied earnings moves, everywhere

• FixedThe model figure behind every implied earnings move on the site is a one sigma number. Every realized average it was set against, the average absolute move, the average gap, is a mean absolute move, about 0.8 sigma. Compared raw, every implied versus realized ratio read about a quarter rich: the earnings calendar's Imp/Avg column, the best of earnings straddle list, the IV Shift overpriced reading, the Term module's flag and the verdict's vendor model cell. Every implied earnings move is now the expected absolute move, 0.8 times the model figure, so it shares the basis of the realized figures beside it.
• FixedThe Term module's implied earnings move and its rich versus history flag had never rendered. They read a column the feed leaves empty on every name. Both show the converted model figure now.
• ImprovedTips and column headers say which basis a figure is on, and the Straddle module's model estimate reads the same basis as the implied move above it.

API and MCP

• ImprovedTwo value changes, shapes unchanged, documented in the API changelog as 1.12. implied_move_pct on the earnings straddle and earnings verdict endpoints is now the event only move, with straddle_move_pct, straddle_dte, diffusion_move_pct, event_variance_share and implied_move_source beside it. Every implied earnings move field is now 0.8 times the model figure, and the raw one sigma value travels beside it under a _sigma name, for example implied_move_sigma on the earnings calendar and implied_move_model_sigma_pct on the verdict. Calendar rows carry implied_move_basis: expected_abs_move.

Greeks Exposure

• FixedThe Cumulative view drew its own gamma flip from the first sign change in the running sum, which is the deep out-of-the-money noise the flip algorithm was fixed to ignore in August. On AAPL with Delta-Adj it labelled a flip at $80 while the KPI row showed none. The chart now marks the flip the provider computes, and says so when there is no crossing carrying real size.
• FixedChoosing Vanna, Charm, Delta or any other greek used to change only the chart. The KPI row, the verdict line and the level panels now follow the greek: net exposure, call/put ratio, the largest call and put strikes, the key strike and the flip, each with its distance from spot, plus a one-line reading of what the sign means for dealer hedging.
• FixedClicking an expiration chip rebuilt the rail from that one expiration, leaving All plus a single chip until All was clicked again. The rail now lists every expiration, and the header shows the chosen date and days to expiry, or how many expirations the aggregate covers.
• RemovedThe Vol Trigger cell. It was the gamma flip under another name and showed the standard flip beside a blank Delta-Adj flip. Net/Gross takes its place: net gamma as a share of gross, which is what the Balanced, Positive and Strong labels are built on.
• ImprovedDelta-Adj no longer shows a dash for the flip. Weighting by |delta| leaves the book positive from the lowest strike up on most tickers, so the cell says none, explains why, and a new cell shows where the adjusted curve bottoms.
• AddedRange (5%, 10%, 20%, all), Clip axis and Levels controls, the same ones Dealer Positioning has. The default window is 10% of spot; dense one-point strike grids such as SPY are bucketed so the chart never draws more than 80 bars. Spot, flip, walls and the key strike are drawn on the chart, and a footer says what the window holds.
• ImprovedThe Cumulative view plots the same window as the bars while still summing over every strike, so the flip zone fills the chart instead of one sixth of it.
• ImprovedThe Delta view shows call DEX up and put DEX down. Under the dealer convention every strike's net delta was positive, so the old single bar said nothing.
• ImprovedThe greek picker is grouped by order (first, second, third) with a tooltip per greek. Your greek, model, view, range and toggles are remembered in the browser. In a short grid cell the picker becomes a dropdown and the chart keeps its space instead of sitting below the fold.
• AddedCSV export of the charted rows.
• ImprovedUnits. Charm and color are now per day rather than per year, and speed, zomma and color are in dollar gamma per 1% move like the headline GEX; vomma and ultima are per vol point. Every view names its unit on the chart and in the KPI tooltips. This changes the charm, color, speed, zomma, vomma and ultima numbers on /api/greeks-exposure and the MCP greeks_exposure tool; the keys are unchanged.
• PerfThe exposure payload is about half the size: values are rounded to two decimals and strikes with no exposure on any greek are dropped from the profiles. A greeks parameter on /api/greeks-exposure returns only the profiles you ask for, with gamma always included.

IV Intelligence

• RemovedVol Smile & Term is no longer a separate module. It drew the same two charts as IV Intelligence's Smile / Term tab with fewer controls, and the two had drifted apart. Anything that pointed at it, a pinned pill, a favourite, a workspace cell or a saved link, now opens IV Intelligence on the Smile / Term tab. Nothing needs re-pinning.
• AddedThe Smile / Term tab gained the reading rows the retired module had. An expiration-level strip shows ATM IV, the 25-delta risk reversal and butterfly read off that expiration's own chain, the front-to-back slope over the window on screen and IV against 30-day realised. A one-line verdict and a note under each chart say what the shapes mean.
• ImprovedThe term structure chart runs on a square-root time axis with ticks on round day counts. A linear axis crushed the front month and a log axis gave the first ten days half the width. The expiration on the rail and the earnings expiration are marked, and clicking a point moves the shared expiration so the smile, the rail and the chain follow.
• AddedCompare mode on the smile. With it on, clicking an expiration on the rail adds that expiration's smile as an overlay, and clicking it again removes it. Each overlay's colour is shared by its chip, its smile line and its point on the term chart. Both draws a put and a call line per expiration, Calls and Puts draw one each, and a new OTM side draws the one-line composite, puts below spot and calls above.
• FixedThe tab follows the shared expiration on every load. A saved link could open it on a 23-day guess while the chain sat on the 30-day pick, and the two disagreed on the same screen.
• FixedThe highlighted chip on the expiration rail now follows a click. It used to stay on the previous expiration while the smile itself had moved.
• PerfAn expiration outside the loaded batch now fetches its chain fragment instead of a separate smile call, so the 25-delta figures are available for every expiration and the chain has that expiration ready afterwards. A cold load of the tab makes no extra data calls.

Terminal

• FixedExpiration rails keep their scroll position when they repaint. They used to re-centre on the active chip after every click, sliding the chips under the cursor.
• ImprovedThe Options Dashboard term card and both Vol Snapshot cards link straight to the Smile / Term tab.
• ImprovedThe Vol Desk workspace preset now pairs IV Intelligence, Skew Intelligence, IV Shift and Relative Value, and the default pill bar has seven pills.

Dealer Positioning (Gamma)

• FixedThe aggregate book was the nearest eight expirations by date. On SPY that was eight trading days, and the rail chip still said All, so the monthlies that hold most of the open interest were not in the number. The book now runs 90 days out and holds up to 16 expirations, monthlies first, then the front week, then the Fridays. The header, the All chip and the By Expiration footer say what it covers, for example 12 of 23 expirations, to Nov 20. AAPL went from 8 to 12 expirations and SPY from 8 to 16, which brought the September quad witching in.
• FixedBy Strike and Gamma Profile drew the strike ladder upside down, with the put wall above the call wall and the flip above spot. Both now read high strikes up, like the price chart next to them.
• ImprovedThe verdict line under By Strike called a call-heavy book Bullish and printed Low Vol for any positive net, however small. SPY's book nets to under 7% of its gross, which is balanced, not long gamma. The line now says where the book sits, the pin or largest strike, the two walls and the flip, each with its distance from spot, and what dealer hedging does around them. A book whose net is under 10% of gross is called Balanced. Cross-Index counts balanced books instead of forcing every index to long or short, and Greeks Exposure runs on the same expiration book so the two modules agree.

API and MCP

• ImprovedThe gamma exposure endpoint and the get_gex tool carry the same wording change. Every existing key is still there. directional_bias now reads Call-heavy, Put-heavy or Balanced instead of Bullish or Bearish, support_resistance describes the flip as a regime boundary rather than as support, and four keys were added: regime_code, net_to_gross, positioning and pin_at_spot. Both this endpoint and greeks-exposure now report expirations_total and expirations_through, and the gamma endpoint also lists expirations_selected and expirations_horizon_days.

Options Dashboard

• FixedThe term structure curve was drawn from three points (same-day, two-day and roughly 30-day) out of 20-plus listed expirations, so any slope measured across it was really same-day IV against one month, and same-day IV is mechanically elevated. AAPL printed 'Backwardation, near-term stress' for a curve that rises into earnings. The curve now runs out to about 110 days on a linear day axis, and the slope is measured from seven days out.
• FixedOption volume was compared against a full-day 20-day average while today's figure is cumulative and ticks up all session, which made 'below average' the answer every morning for every ticker. The baseline is now adjusted for how far through the session we are. AAPL's morning read went from 0.25x below average to 1.73x above.
• FixedThree different earnings lookups disagreed on one screen: the card said October 29 while the rail said 'by Nov 20 expiry'. The date is now resolved once and every panel reads the same answer.
• FixedThe events card stacked a 32-day expected move above the average earnings move even when that expiration contained no earnings, implying an edge that was not there. It now compares the priced earnings move against the realised average, and says when the window spans no event.
• FixedFlow bars were unlabelled volume sitting above a row labelled Put/Call OI, two different ratios with only one of them named.
• AddedA Skew card, built from the smile slope with its own one-year percentile. Level and term had been the only two axes on the dashboard.
• ImprovedThe right rail no longer repeats figures the dashboard already shows, and the returns histogram gives up the full-width row it did not earn.
• FixedVol Smile & Term reads the same series and gets the same slope and axis fix.

Site

• ImprovedThe homepage hero light now follows the frame's rounded corner as a tapering ribbon, gold down the left rail and teal down the right, and paints on phones too.
• FixedA fast scroll, the End key or an anchor jump could carry a section past the reveal band before it animated in, leaving it invisible for good. The closing 'Open the Terminal' section lost that race constantly. Fixed on every public page.
• FixedFeature walls no longer leave a three-tile hole at wide desktop widths, and section headings no longer wrap into ragged four-line stacks.

IV Intelligence

• ImprovedNavigation is one layer deep. Seven tabs had concealed 21 destinations in a second row that looked exactly like the first. The module now has ten flat tabs, and the views inside a tab (a Delta IV lens on Skew and Fly, the HV, Surface and Term Vol views) are labelled as views so they read as controls rather than a second navigation row.
• AddedOverview is now the module's hub: an assessment sentence plus one panel per deeper tab, each of which opens that tab. It had been three price panels around a broken chart, half of it a second rendering of Price Context.
• FixedThe IV vs HV chart on Overview read a 30-day realised-vol field the data feed does not carry, so the headline tenor's HV bar was blank on every ticker. It now reads the tenor-matched figure the rest of the module uses.
• FixedOur data vendor publishes the one-year IV percentile in two places with different definitions, one excluding today and truncated to an integer, the other including today with decimals. The watchlist rail read one and this module read the other, so they disagreed by exactly one point on every ticker. The displayed percentile is now one definition everywhere.
• FixedThe assessment line quoted a skew percentile in the opposite sign convention from the panel two rows beneath it (8th percentile above a panel reading 88th, for the same quantity). Both now use the panel's scale.
• FixedThe Pricing chip used a 20-day VRP above a chart and a panel drawn on the 30-day basis. On TSLA the chip said -4.0, green, cheap, while the panel directly above said +0.2, amber, rich. Everything on the tab is now on the 30-day basis.
• FixedThe forecast overlay on the term structure fetched a six-day forecast for the six-month point and a one-day forecast for the one-year point.
• ImprovedThe smile's strike axis steps through round price levels instead of three labels across the whole chart, and a single-expiration smile is trimmed to four standard deviations of that expiration's own move. A three-day expiration no longer plots 241% wings against a 20% at-the-money.
• ImprovedTerm structure plots every listed expiration (22 on AAPL, out to 838 days) on a linear day axis. An 'All term' toggle defaults off to the next twelve months, since most listed expirations sit inside a year and the full axis compressed them.
• FixedThe Smile and Term pane could stretch to four times the screen width on a long expiration rail, leaving everything past roughly 200 days unreachable.
• FixedThe Mispricing tab's bottom row grows into spare height instead of leaving a dead band under the fold.

Site

• FixedThe 'Open Platform' button in the site navigation opens the Terminal for Terminal users. It had been hardcoded to the classic dashboard.

Market Overview

• ImprovedMarket Overview opens on the Sector Map, and the map fills the pane instead of a fixed 520-pixel plot.
• FixedLeaving the VIX tab left the module header stuck on the VIX title.

Strategy Lab

• FixedMax Loss showed a bare dash for unlimited-risk structures such as a short straddle, while Max Profit beside it said unlimited. A dash reads as 'no data', which is the wrong failure mode in a P&L box. It now says Unlimited, and every defined-risk preset still prints a dollar figure.
• AddedThe payoff chart carries a dashed line at the current price, to two decimals, so a $79.85 stock no longer collapses onto the $80 strike.
• FixedThe expiration rail no longer clips chips mid-character at its scroll edges. The edge that hides content fades instead.

Site

• ImprovedThe ranking and comparison pages under /best, /avoid, /events and /stocks render their comparisons as real tables. 104 of them had none.
• FixedThe blog hub no longer advertises '0 articles'.
• FixedBoth free calculators name all 13 free-tier tickers again. A copy pass had reduced the list to AAPL.

Data accuracy review

• ImprovedWe cross-checked 933 data points on the Terminal, the public API and the MCP tools against the raw feed and confirmed 73 distinct findings. This release ships the fix for everything that needed no product decision. As in July, where a figure has moved the old one was wrong, and the specifics are below.

Volatility risk premium and realised vol

• FixedFive different numbers rendered under one '30-day VRP' label, because every panel picked its own realised-vol window and none matched the IV's calendar horizon. The header, the returns histogram, the HV series and the IV vs HV tenor rows now all use a 21-trading-day window against the 30-calendar-day IV, and 41 and 62 bars for 60 and 90 days. The 90-day row had read -3.4 against a true -6.5.
• FixedThe '30-day realised vol' behind the Expected Move module and the VRP endpoint was a 20-day window. On AAPL it said 31.3% where the 30-day figure was 32.8%.
• AddedAn E badge marks every HV and VRP figure whose realised window contains an earnings gap: header, rail, dashboard card, vol banner, tenor rows and chart footer. The badge retires as the gap ages out of each window.
• FixedThe VRP verdict could never reach Underpriced exactly when it mattered, because a second condition on IV rank blocked it. The verdict now derives from its own table.
• FixedThe VRP percentile on the API and the MCP tool was a fixed statistical function of the VRP number alone, not the ticker's own history, so AAPL printed 0%. It is now measured against that ticker's own past.
• FixedThe VRP time series on the API and the MCP tool had its implied-vol leg switched off, so every row returned a null IV and a null VRP while the documentation promised both. Restored.
• FixedPrice Context and Relative Value computed their VRP tile from a different IV and HV pair than the two figures displayed beside it, and the sign flipped on SPX. Each now subtracts the pair it shows.
• ImprovedThe Skew panel explains a forecast-versus-trailing disagreement with a signal row and tooltips.
• FixedThe high-VRP screener, Market Overview, the borrow scan and the Calendar Scanner drop a VRP whose magnitude exceeds 100 points as corrupt rather than ranking on it.
• FixedForward vol was scaled by 100 twice, so its verdict was always Rich or always Cheap. It read 23.3% and Fair on the day of the fix.

Vol Snapshot and expected move

• FixedOn tickers with daily expirations, Vol Snapshot fell back to the same-day chain. SPY read 'Rich, sell premium, IV at the 94th percentile' while its vol sat near a one-year low.
• ImprovedThe smile window scales to the expiration's expected move: 2.5 times the straddle move, floored at eight strikes for same-day and capped at 60 for LEAPS. The fixed 12-strike window had clipped the call-wing turn on near expiries, leaving a bare slope that read as broken. The old widths remain as manual overrides, and the subtitle names the active rule.
• FixedExpiration-rail expected-move chips were clocked from today rather than from the quote date, so before the open they disagreed with the chain's own straddle by up to 30%.
• FixedShared snapshots dropped the expected move's horizon and the pre-market qualifier.
• FixedThe earnings straddle baseline averaged signed moves, which cancel toward zero on any non-trending name, so every straddle was branded triple-digit Overpriced. The baseline is now the mean absolute move.

Same-day (0DTE) options

• FixedMispricing averaged an in-the-money leg's cap-saturated IV, fabricating 500-point spreads that set the chart scale and flipped the verdict. It now reads the out-of-the-money side and ignores wings with no bid.
• Fixed'Move Used' measured from a close two sessions old rather than today's open.
• FixedWing gamma was recomputed from the vendor's capped 1000% IV wherever the supplied gamma rounded to zero, inventing 55 phantom strikes and roughly $19.6M of net gamma exposure on SPY. Gamma presence is now tested properly.
• FixedAn expiration with no genuine gamma flip serialised as zero instead of null, and the gamma endpoint returned a 500 rather than a 404 on an expiration with no open interest.

Options chain and Vol Smile

• FixedThe Put/Call OI ratio summed only the strike-filtered rows of three expirations, so SPY's board-wide 2.51 showed as 1.56 to 1.72 and moved when you changed the strike-count control. It is now computed across the whole board.
• FixedThe Vol Smile plotted no-bid deep out-of-the-money strikes, pushing the axis to 200% and squashing the real 24 to 40% smile into the bottom tenth of the chart. Strikes without a bid are excluded.
• FixedIn a grid cell or a solo pane, the Vol Smile & Term charts grew to almost three times the pane width, so the term chart showed two of 22 expirations.
• FixedIV Shift's 'Live vs Fcst' KPI measured out-of-the-money puts only, while the line beside it described the at-the-money strike, giving opposite verdicts one line apart. The KPI now says what it measures.
• FixedThe mispricing calculation guessed the unit of any volatility at or above 100%, so a 142% IV printed as 1.4% and inverted whole rows. Units are explicit now, and the term-matched realised-vol window counts trading days rather than calendar days, so a 23-day window no longer drags in a month-old earnings gap.

Earnings, dividends and borrow

• FixedEarnings & Events showed no earnings date at all for a ticker whose report was more than 60 days away.
• FixedThe Options Dashboard's next-earnings line prefers the real date over the bounding expiration, and hedges when only the bound is known.
• FixedEPS beat and miss rates divided by every quarter on file rather than only the quarters with an estimate.
• FixedThe 'Actual M1 straddle' figure is a percentage of the stock price, not a dollar price, and had been rendered as $3.23.
• FixedDividend history was not adjusted for splits, so AAPL's dividend appeared to collapse 90% across the 2014 and 2020 splits and the growth rate compounded across mixed units. History is now rebased, the growth rate is scaled correctly, the ex-date column populates, and a negative implied annual dividend is clamped at zero.
• FixedThe borrow-rate percentile ranked a live rate inside a historical distribution measured on a different basis, so AAPL showed the 80th percentile where a consistent basis gives the 25th.
• FixedOpening Price Context blanked the earnings history for six hours on the same ticker, because the two shared a cache entry.

Risk Manager and calculators

• FixedStress tests reported losses far larger than a position's maximum loss (a long call bought for $945 showed -$2.4K in a crash scenario), because the model summed first-order Greeks with no floor. Scenarios now fully reprice each position.
• FixedThe Terminal's options calculator printed unbounded payoffs as finite dollar figures: a naked short put showed a max loss of $2,475 instead of $17,700, and a long call showed a finite max profit. Strategy Lab was corrected for the same fault in July. This calculator carried its own copy.
• FixedA lone short call was silently priced as a covered call: the KPI rows grew 100 unstated long shares while the payoff chart drew the naked position, two different trades on one screen. The calculator now prices exactly the legs you enter.
• FixedPut rho was a copy of call rho. It is now derived by parity.
• FixedThe risk-free rate had silently fallen back to a 4.5% default everywhere, because the fetch from the Treasury feed was failing. The live rate on the day of the fix was 4.64%.
• FixedThe Risk/Reward row on two calculators printed the reward-to-risk ratio in risk-first notation, inverting the read against the debit-spread calculator beside it.
• FixedThe IV-rank lookup's one-year history chart stopped three sessions short of the 'Current IV' printed beside it.
• FixedThe cash-secured put calculator's chart and metrics started from different default premiums.

Gamma exposure and Greeks

• FixedThe gamma levels table's '% of total' column divided by the net sum, so the top ten strikes summed to 221%. It now divides by the gross total (82.8% on the day of the fix).
• FixedThe gamma-regime text on the classic Greeks Exposure page named the wrong side of the flip.

Screener, Relative Value and workflows

• FixedRelative Value's IV/ETF ratio and its z-score mixed a live source and a historical source that disagree by a factor of two. Both now come from one source.
• FixedThe watchlist, the screener and the per-ticker pages say 'IV %ile' wherever the value is a percentile rather than a rank.
• FixedThe Earnings Trade workflow's strike step never used the implied earnings move it promised, falling through to the plain expected move every time.

API and MCP

• FixedThe MCP volatility cone tool failed on every call.
• Fixedexpected_move_percent on the MCP expected-move tool is now in percentage points, matching its sibling fields. It had been a decimal fraction, so a value that read 0.0149 now reads 1.49. The documentation example is updated. If you parse this field, adjust once.
• FixedThe VRP percentile, VRP time series and 30-day realised vol fixes above reach the corresponding API endpoints and MCP tools, since they share one implementation with the Terminal.

Strategy comparison pages

• FixedThe straddle versus strangle versus condor arithmetic is corrected: the plus or minus 15% row now says the straddle wins on a percentage basis, the crossover is around plus or minus 17%, the strangle's average winner is $440 so that the net +$495 reconciles, and the condor's flat-max zone is 3.7%.
• FixedAssorted cosmetic corrections: a missing minus sign on a moneyness figure, the 0DTE open-interest chart subtitle, and a negative zero on the chain rail's deltas.

• FixedThe Calendar tab displayed front and back IVs and their differential 100 times too large (3,104.8% where 31.0% was meant). A July change moved the scan onto percentage points and the display kept the old scaling. Reported by a subscriber that evening and hotfixed the same night.

• ImprovedUsage is billed in data requests, and every surface says so. One API call can spend several data requests and a cached call spends none. The account page and the Terminal explain this, and a 429 response carries the limit, the amount used and the unit.
• FixedThe usage bar had been counting successful API calls while the cap counts data requests, so a customer at 100% of cap, actively being refused, showed 48%.

• ImprovedThe public site has a new design system. Home, pricing, features, the learn and strategies hubs, videos, this changelog, about, contact, the MCP page, FAQ, methodology, sign-in and sign-up, the hub directories and the legal pages all share one visual layer.
• FixedThe features page leads with the 51-module count everywhere. A 28-tool figure on it had contradicted the home page.
• FixedForm validation errors on sign-in, sign-up and password reset no longer carry a '400 Bad Request:' prefix.

VIX

• FixedThe VIX day change was measured against today's open, which flips the sign on gap days. On August 18 the VIX opened at 15.81 off a 15.19 close and drifted to 15.67, and the tile read -0.14 on a day vol was up 3%. Change is now against the prior close, and the VIX Command Center's KPI drops its 'vs open' label and agrees with the Overview tile.

Learn

• AddedThe IV rank lookup widget now renders on the IV rank and percentile guide. It had been reachable on no page.

Plans and signup

• FixedSigning up with Google started a $95 Premium checkout beneath copy advertising plans from $55. A Google signup with no chosen plan now starts the Basic plan.
• FixedSix 'free account' links landed on the card form. They now create a free account.
• FixedReturning visitors who had abandoned the card form were pushed back into checkout on every sign-in. They now sign in normally.

Free tier copy

• FixedThe 13 free-tier tickers are named wherever the free tier is described, including both free calculators' refusal messages, and the options calculator sells all 13 instead of AAPL only.
• FixedFourteen claims that free live data or lookups covered every symbol were false and are corrected. Trial panels and the manual calculators keep theirs, which are true.
• FixedDemo visitors on the ticker and stock pages see honest tool labels plus a disclosure, instead of buttons promising their symbol and delivering AAPL.

Ranking pages

• FixedThe High IV and Wheel tables run behind quality floors ($10 price, $2bn market cap, 5,000 contracts a day, IV at or under 150%) plus IV-percentile floors. The wheel page's top annualised yield dropped from 150% to 52%.
• FixedEarnings cells that read 'today' for every row now read unknown when the feed carries no date.
• FixedRanking pages whose live data has gone stale keep their last real values, dated, instead of substituting simulated ones.

• AddedA guide to the volatility risk premium at /learn/volatility-risk-premium: measuring it honestly with matched tenors and one estimator, trailing versus realised, reading the bands, the earnings contamination trap in both directions, VRP against IV rank, and sizing for the repayment. Anchored by a dated stat: on August 14 the median 30-day VRP across 433 liquid names was -3.7 points, with only 29% positive.

API and MCP

• Improvedapexvol-mcp 0.1.2. All 43 tools carry a display title and a read-only annotation, so clients that list tools show human names and know that nothing here writes.
• AddedThe MCP server ships an options-analysis Agent Skill: workflows over the 43 tools for rich or cheap vol, earnings setups, cash-secured put screens, gamma regime and strategy stress, with interpretation thresholds and error handling.
• ImprovedThe Claude MCP guide gains a section for ChatGPT and other clients, a troubleshooting section, and links to the source on GitHub.

Ranking pages

• AddedA daily-refreshed Highest VRP Stocks screen at /best/high-vrp-stocks, ranked on 30-day IV against 30-day realised vol so it can never disagree with the VRP time series on the MCP.
• ImprovedThe per-ticker IV snapshot behind the /options pages refreshes every trading day. It had refreshed monthly, which guaranteed a stale figure most of every month.

Terminal

• FixedA ticker whose listed strikes cannot fit an at-the-money volatility (CNTY at $1.25 lists strikes from 2.50 up) reported as a feed outage and retried on every render. It now shows blank chips, and the exact straddle numbers when a section opens.

Security and abuse

• FixedRate limits on sign-in, registration and password reset now apply consistently across every server. A configuration error had each server counting on its own.
• ImprovedThe data-rights request form is rate limited, carries a honeypot, and sends its confirmation only to an address that belongs to a registered account.

API

• FixedA malformed JSON body returns a 400 with a message instead of a 500.

Calendar spreads

• ImprovedThe Front/Back IV Ratio matrix shows every listed expiration inside 180 days (26 on SPY, 325 pairs) and scrolls. It had capped at the nearest ten, which on daily-listed ETFs ended 13 days out and never reached a monthly. LEAPS stay out of the matrix but remain in the expiration picker.

Free calculators

• AddedThe options calculator gains a price-by-date P&L matrix, a probability-of-profit tile, rho (so the five-Greeks claim is now true), a manual add-leg control, and shareable URL state.

Strategy pages

• FixedAll 13 backtest ledgers now cross-foot. The credit spread was rebuilt to +$10 per cycle (+$30 at a 75% win rate was arithmetically impossible), the iron condor regime table is re-tied and re-based to a $20k account, the wheel, covered-call and cash-secured-put buy-and-hold comparisons are corrected to +85%, and the straddle tables re-tie to -$1,780. The iron condor versus iron butterfly comparison table had leftover draft text and broken maths.
• RemovedThe weekly /reports pages are retired. Each redirects to its /best twin, which is built from the same data and refreshes on its own schedule.
• ImprovedThe top 20 /options pages render a minute-stamped live stat block, and their modified date tracks the IV snapshot instead of a frozen date.

Signup and checkout

• FixedEvery 'start free trial' button pointed at the registration page, which skips the plan choice: an anonymous visitor told 'plans from $55' met a $95 card form, and a logged-in free user bounced to the account page. Trial buttons now land on pricing, and each plan card carries the plan it names.
• FixedAbandoning the card form returns you to a page that says nothing was charged and the trial is still available, instead of 'your trial is active'.
• FixedA logged-in free user visiting /register goes to the plan chooser instead of a dead bounce to the account page.
• FixedPassword rules are the same on every form (minimum ten characters plus complexity), the strength meter matches, and a registration error keeps your typed name and email.
• FixedThe account page no longer errors on a trial with no recorded end date.
• FixedRe-opening a Google sign-in callback in the browser produced an error page. It now continues your signed-in session.
• FixedThe page that declines a Google sign-in because the email's existing account is unverified now re-sends the verification link itself, throttled to once an hour, instead of pointing at a resend that required the very login it refused.

New: Calendar Scanner

• AddedA Calendar Scanner, at /calendar-scanner and as a native Terminal module, ranks every optionable name by its front-month against back-month IV relationship, with liquidity and IV percentile alongside. The Front/Back IV Ratio page answered 'is this ratio interesting?' for one symbol. Nothing had answered which names are worth looking at. Every row names its estimator and its caveat, rows whose forward variance collapses are flagged and excluded by default with the count reported, and a row click hands off to the ratio page to re-derive the pair properly.
• ImprovedThe Front/Back IV Ratio page accepts a front and back day count in the URL and, for a URL-seeded pair, snaps to the nearest listed expirations.
• FixedEarnings dates for the scanner come from the market-wide calendar walked in 45-day chunks, because a single wide request dropped every report inside the next month. WMT reporting in 11 days had read as 'no earnings'.

Historical Snapshots

• ImprovedAn as-of date lists the expirations that were tradeable on that date, including since-expired weeklies, same-day expirations and dead monthlies, instead of today's list. Chains open centred on the at-the-money strike at that date's price, and switching expirations on the same date is instant.
• FixedThe classic page silently merged every expiration into one table, with the last one written winning on bid and ask.
• ImprovedDays to expiration are measured from the as-of date, live at-the-money chips are dropped on historical lists, holidays show a no-data note, and the comparison rail lists the contracts alive on both dates.

• FixedThe watchlist rail labelled an IV percentile as 'IVR' on every row. Our vendor's core feed carries no rank at all, so the rail's preference for a rank was never taken. AAPL rendered 'IVR 64' when its one-year rank was 47.5, a 16-point gap straddling the platform's own normal-versus-elevated threshold. The rail now says 'IV%ile', and the classic watchlist's tooltip explains how a percentile differs from a rank.
• FixedDividend history and ex-date behaviour had been failing with a 400 in production, because they requested a history endpoint that does not exist. Both are rebuilt on the core history and return data back to 2007.
• PerfA ticker view costs five vendor requests instead of 16. Four modules were each buying an identical history frame, because the cache keyed on arguments the feed ignores.

Front/Back IV Ratio and Calendar Spreads

• AddedThe ratio page answers 'is this ratio rich for this name': one-year percentile, z-score, half-life, regime statistics, forward vol with a calendar-arbitrage flag, an ex-earnings ratio, a smile ratio across 19 deltas, an all-pairs term-ratio matrix, earnings placement with chart annotations, and a percentile-aware assessment.
• AddedThe Terminal module gains Smile and Matrix sub-tabs, context KPIs, free expiration-pair selection on the rail (click sets the front, shift-click sets the back), and a readability pass. The ratio line is thick and solid, the legs are dashed, parity leaves the tooltips, and the type is larger.
• AddedCalendar Spreads gains an assessment that says what to do, forward vol in the strip, tooltip and table, signal-legend bubbles with click-to-load and a best-pair ring, a net-first Greeks hierarchy with a spot line and an at-the-money readout, and a link into the ratio module.
• RemovedThe classic ratio page's alert panel is gone. It lived only in your browser and fired only while the page was open, which would have read as a real alert system.

Terminal

• FixedEvery ticker claimed to have same-day expirations, and every spread read as 'liquid' because the quality check divided a spread that is structurally zero. Both now report absence as absence.
• FixedA gate note inside another module's pane names the feature that was actually called.

Terminal

• FixedThe strike column rounded half-dollar strikes up, so 292.5 rendered as 293 in the chain, the chain pop-out and Strategy Lab's embedded chain, while the right-rail mini chain showed 292.50. All keep their decimals.
• FixedThe day change could point two sessions back the morning after a mid-session load. AMD showed -5.09% on a +2.09% day. The daily series is now keyed to the session it must contain.
• AddedA symbol with no US-listed options coverage gets a plain-words coverage page with did-you-mean suggestions and popular symbols, instead of a full Terminal in which every panel says 'No data' beneath a 'temporarily unavailable' message that was not true. Typing one into the ticker box shows a toast and snaps back. Anonymous and free accounts never see this page.
• FixedFor a few hours on the morning of August 6 the coverage check rejected every symbol outside our local index (AA, AAON, ROKU and thousands more), because the vendor's registry lags real time. Liveness is now judged against the registry's own newest date.

API and MCP

• ImprovedThe API and the MCP tools refuse a symbol with no options coverage with a 404 and symbol_not_covered: true, without spending your quota. A bad token still gets a 401.

Data

• FixedOur data vendor stopped accepting date ranges on its history endpoints around August 2. The volatility snapshot's IV percentile and z-score had silently degraded to a realised-vol proxy for every ticker since then, and per-contract Greek history had stopped. Both are restored, with a 252-row IV series and a percentile from real IV.
• PerfBulk core data is fetched once per 15 minutes for the whole deployment instead of once per server, and a historical Greeks heatmap fetches all expirations of a trade date in one request instead of eight.

The Terminal for everyone

• AddedThe Terminal runs on AAPL with live market data for anyone, with no account and no card, as the homepage had promised in eight places. Anonymous visitors had met a permanent signup overlay above panes whose every data call was refused, AAPL included. Anonymous access now matches a logged-in free account: the demo ticker at full parity, and nothing else.

Terminal

• FixedGate notes name the real tier. Seventy of 79 had said 'Pro'. Greeks Heatmap, Strategy Lab and Price Context are Basic. Dealer Positioning, the screener, Market Overview, IV Intelligence, dividends, correlation, borrow rates and OI positioning are Premium. Gate boxes also carry the module's one-line description and its guide link.
• FixedThe 'nearest' expiration rule returned the front expiration, which on most days is zero to two days out, so the first screen every trial user saw rendered 'N/A, expiring, no premium left' over its own headline. Nearest now means nearest tradeable and skips two days or less. The explicit 0DTE rule still gives you the front contract.
• AddedA '+N more' control beside the module pills opens the launcher. The pill row shows eight of 51 modules, and nothing had signalled that the other 43 existed.
• FixedThe quote bar's IV RANK and the watchlist rail's IVR were different statistics under one name. AAPL read 67 in the header and 89 in the rail at the same instant. All three surfaces, the sector map too, now prefer the true one-year rank where the feed carries it and say which statistic is shown.

API and MCP

• ImprovedThe hosted Claude connector is the primary setup path on every customer-facing page: the learn guide, the API docs, getting started and the MCP page. Each had documented only the local install route, so a non-technical trader concluded that setup needs a terminal.
• FixedThe MCP page's headline still said 'Included with Pro' after access moved to every paid plan on August 4. The headline now matches the body.

Site

• FixedEvery product count on the site derives from the registry that owns it. Six different tool counts had been live at once (18+ on registration, 27 tools and 50 modules on the homepage, 26 on the account page, 28+ on welcome back), and the screener was sold as nine screens while twelve exist.

API and MCP: public launch

• AddedThe public API and the MCP server are out of private beta. apexvol-mcp 0.1.0 is on PyPI (pipx install apexvol-mcp), and every 'private beta' notice is retired.
• AddedA hosted Claude connector. Click Connect on claude.ai or in Claude Code, approve the consent page, and the 43 tools are available with no install and no token to paste. Tier gates, quotas and attribution all still apply.
• AddedAccess is tiered, not Pro-only. Basic, Premium and Pro all get the API, the MCP server and the hosted connector, and what a token can query follows the same feature tier as each endpoint's web-app twin. An endpoint above your plan returns a 403 naming the required tier. The raw core-data passthrough is Pro on every surface.
• AddedThe MCP page lists all 43 tools, and two new guides explain connecting Claude to your options data and using the options data API, with a glossary entry for Model Context Protocol.
• FixedFifty-three endpoints returned HTTP 200 with success: true when the provider had failed, and the MCP client formatted the missing numbers as zeros. The published documentation even carried a captured response with an internal error served as an analytic. Failures now return a 502 with the reason. Per-endpoint usage counts step down as a result, because failed calls are no longer counted.
• FixedThe expected-move endpoint centred its band on the parity-implied forward rather than spot. Negligible for equities and ETFs, but an index band sat roughly 18 points off at 30 days. A missing straddle price was also served as '$0.00, range 299.27 to 299.27' with a success flag. Both are fixed, and the same correction lands in the IV dashboard.

Free calculators and ranking pages

• AddedEight new calculators: theta decay, long call, long put, breakeven, annualized return, margin, roll and assignment risk. Each is a full guide with worked maths and FAQs.
• AddedTen new live-data ranking screens under /best: stocks for cash-secured puts, credit spreads, iron condors, LEAPS, earnings straddles, calendar spreads and the poor man's covered call, ETFs for the wheel, weekly options stocks, and low-IV stocks for debit spreads. All run behind a quality gate ($10 price, 5,000 contracts a day, $2bn market cap, 150% IV ceiling), which is what keeps micro-cap biotechs at 400% IV off a cash-secured put list.
• FixedThe '(simulated)' label on ranking pages rendered unconditionally, so pages carrying real data told readers the numbers were fake.
• ImprovedThe /options ticker pages' search snippets lead with the current IV figure, behind a 45-day freshness guard, instead of a static 'typical' band.
• ImprovedThe ranking pages and the per-ticker IV snapshot refresh on the first of every month automatically. The snapshot had been 33 days stale: on refresh NVDA's IV rank moved from 67 to 57 and AAPL's from 79 to 96.
• RemovedThirteen glossary entries redirect to the page that covers the term in depth, and the implied volatility explainer redirects to the IV calculator, which covers the same ground in more depth.

Billing and account

• FixedAfter a plan change through the billing portal, the account page showed the old plan and price while the new one was being charged. Every plan field now refreshes on a portal change.
• FixedTrial eligibility is checked the same way on every signup path. One path had granted a churned user another free week.
• FixedEmail verification checks ownership properly, and a Google sign-in on an address whose password account was never verified claims that account rather than linking to it.
• ImprovedSnapshot sharing requires a signed-in account, and the share button is hidden from anonymous visitors, whose shares captured an empty chart.
• FixedBroadcast emails honour the unsubscribe list and skip deleted accounts on every audience. Onboarding emails carry signed unsubscribe links, so a plus-addressed recipient no longer unsubscribes the wrong address.

Data

• FixedThe VRP calculation treated any IV at or above 100% as a decimal, so a 120% IV was used as 1.2%, which inverts the sign: the row read -78.80 and Buy Premium where it should read +40.00 and Sell Premium. The high-VRP screener was therefore excluding the richest premium-selling candidates.
• FixedThe ETF heatmap put market caps on the wire in thousands while the page read them as millions, so every hover was 1,000 times too high (a $590bn constituent rendered as $590.4T) and every constituent was bucketed as mega-cap, which broke the cap-size filter across the sunburst, the treemap and four tables.

Site

• FixedTyping a ticker into the search box while it still held the previous one produced a merged symbol (NVDA typed over AAPL opened a page for NVDAAAPL). Tool links now get their destination only once the typed text resolves to a real symbol.
• FixedSocial sharing cards: 27 of 29 ranking pages had a broken image and 70 of 73 learn pages shipped the volatility-surface card. Every page now has its own card, and a dead /vol-surface link redirects to the surface tab.
• ImprovedThe TSI watchlist accepts up to 50 symbols per request and skips invalid ones instead of rejecting the whole list.

• AddedFive of the most-read pages carry a live-data table: high-IV stocks, most-traded ETFs, most-traded options stocks, cash-secured put yields on the wheel page, and SPY dealer gamma levels on the gamma explainer. Visitors see real teaser rows and a free account unlocks the rest. Locked values never reach the page, so there is nothing to scrape.

Terminal grid

• FixedEvery linked pane in a grid resolved to AAPL regardless of the global ticker, and clearing a pane's ticker chip (the documented relink gesture) pinned AAPL instead of relinking. Each unlinked pane now shows a relink button.
• FixedThe small-screen notice fired inside every cell of a 2-up or 4-up grid on a normal desktop, because it measured the pane rather than the screen.

Email

• ImprovedUnsubscribe links open a confirmation page and act on your click, so corporate mail scanners that prefetch links no longer unsubscribe you seconds after a newsletter lands. Links are signed, and newsletters carry the headers for Gmail and Yahoo's native one-click unsubscribe.

Terminal on tablets

• ImprovedThe Terminal is tablet-ready. The mobile header no longer overlaps the quote bar, the body goes single-column below 860 pixels, quote-bar KPIs scroll instead of clipping, small controls get larger touch targets, a tap shows the same tooltip as a hover, the chain drops to compact column tiers on narrow screens, stat grids reflow, and below 700 pixels a dismissible notice links your ticker to the classic pages.

Workspaces and grid

• PerfGrid cells share one data fetch. A 4-up grid had fired five identical main-data requests and re-fired them on every live tick.
• AddedPer-pane tickers. A chip in each cell's bar follows the global symbol until you edit it. An unlinked pane rides out global switches, a ticker clicked inside it retargets that pane only, and overrides persist with the workspace.
• AddedAn expiration picked in one pane reaches its siblings on the same symbol. Strategy Lab and Risk Manager keep their own local rails.
• AddedDrag a pane's title bar onto another pane to swap the two.
• ImprovedApplying a preset with locked panes asks 'N of M panes need Pro, apply anyway?' instead of silently handing a Basic user a grid of gate boxes.
• Improved'Open' on a pane escalates to the full Terminal carrying the pane's ticker, module and last-reported expiration.

Onboarding and discoverability

• AddedThree new guided workflows: Read the Vol Picture, Earnings Trade and Directional View, each with per-step suggestions, plus new one-tap structures (straddle, event condor, debit and credit verticals).
• ImprovedVol Snapshot and Workflows join the default pills, Vol Snapshot gains a guided-tour starter, labels with a tooltip get a dotted underline, a persistent Guide link sits beside the module title, welcome cards deep-link into a module, roadmap ghost cards carry a demand vote, and the ? overlay documents the launcher and workflows.

Charts

• FixedThe price chart's pan and zoom are bounded to the loaded data, with a floor of about five bars and a double-click (double-tap) reset. A drag could walk the time axis far past the loaded window, crushing every candle against the right edge with nothing to get back with. The classic dashboard and the TSI charts had the same fault and the same fix.

New modules and tabs

• AddedStrategy Lab Optimizer tab. Search the parameter grid for an iron condor or a credit spread by max profit, min loss, risk/reward, probability or net premium, then load the winning legs into the builder. Three of the five targets had returned 'Failed to optimize' on the API since launch, because the search seeded its incumbent from the target's name. All ten combinations now return a strategy, and they differ correctly: an AAPL condor optimised for probability gives 72.1% and $154 max profit, and for max profit gives 48.0% and $588.
• AddedRisk Manager Scenario Builder tab. Name your own price, volatility and days-forward shocks on the same positions as the fixed stress tests, with delta, vega and theta attribution on every row. The volatility shock is relative (-50 halves implied vol), and the control says so.
• AddedOI Positioning ladder, the successor to the retired Options Flow module: day-over-day open-interest changes across every expiration and strike, ranked by contracts with notional on every row. Strikes present on only one session are counted and reported rather than treated as overnight builds. Anyone with 'flow' pinned in a layout or workspace lands here now, and the Historical Snapshots Compare tab picks up the same OI change columns.
• AddedImplied Distribution tab in Vol Snapshot: the market-implied probability density recovered from the smile, beside Expected Move, which gives the width. Two fit checks ship with it, the mean against the forward and the clipped arbitrage mass, so a bad fit reads as a bad fit and not as a market view.
• AddedTwo income screens in the screener, Covered Call Income and Cash-Secured Put Income, the first screens that rank a return on capital rather than a volatility property. Both require positive VRP by default, since the first run's top six included four names being paid less than the stock actually moves. The wheel is not a third screen: its yield is bounded by the covered-call leg on essentially every name, so both legs and the assigned cost basis appear on every row instead.
• AddedKey Levels export. From the Dealer Positioning module's Key Levels tab, export the call wall, put wall, max-gamma strike, flip and max pain as CSV, TradingView Pine Script, thinkorswim thinkScript or NinjaTrader 8 NinjaScript. A degenerate flip, a null level or an empty study is refused rather than drawn as a line at zero. Also on the API.
• AddedDaily Note tab in Volatility Arbitrage: trade ideas across your watchlist from all four scans, ranked by evidence class before magnitude, so a real skew outranks a butterfly with a fabulous but untradeable edge.
• AddedPremium Selling and Expected Move tabs in Vol Snapshot, and a Mispricing tab in IV Intelligence. These were built but gated behind an unpublished flag, so Premium subscribers had been getting a 404 from them.

Volatility Arbitrage

• FixedThe skew scan published decimal IVs beside the calendar scan's percentage points, and its own 'edge' figure was scaled differently from the IVs beside it. Every scan now declares its unit.
• FixedAll three scans read the front of the expiration list with no floor, so on a day with a same-day expiration every result came from it: ten butterflies at 5,030% edge on a $0.10 cost, and a skew trade off a 247% same-day IV. A seven-day floor now applies to the skew, parity and butterfly scans. Calendars are exempt on purpose, since a short front leg is the structure.
• FixedA negative-cost butterfly (floating-point error, or a TSLA quote worth -$0.37 that nobody can collect) was published as 'maximum edge' at the top of the list. Costs are now floored at 5% of the wing width. AAPL's skew went from six rows of noise to one real 5.2-point skew.
• FixedThe Skew Trades tab's 'Widest wing' KPI read 0.1 points where the table said 14.5.

Themes and printing

• FixedDark themes printed white-on-white, and the Terminal printed one cropped viewport. There is now a print stylesheet: pages print in the light theme without chrome, and the active Terminal pane flows across pages.
• FixedEscape destroyed static modals permanently after their first close on the classic IV dashboard and the dashboard chain.
• FixedGamma put bars, net-negative bars and the price chart's down band ignored your up/down colour pair under inverted, mono or custom palettes.
• FixedThe Sector Map and the surface-diff heatmap follow the theme and accent. Their labels had been invisible on a light page, and a custom accent was sandwiched between two stock blues.
• FixedOLED black also deepens the input wells, which had sat visibly lighter than the panels around them.
• FixedThe Rounded setting reaches 44 elements that had ignored it, and the price-indicator menu no longer renders unstyled.

Accessibility

• ImprovedEvery clickable row, header and cell family in the Terminal is reachable by keyboard, with Enter or Space to activate. Sortable headers announce their sort, settings controls have accessible names, the drawer and the launcher are real dialogs that trap Tab and restore focus, the launcher is a combobox, keyboard focus has a visible ring, and icon-only header buttons have labels.
• ImprovedDim and faint text hold AA contrast on both panel grounds in both themes, and users who never chose a motion setting inherit the operating system's reduced-motion preference.

Earnings moves

• FixedEvery surface that shows a realised earnings move shows the close-to-open gap, timing-aware: an after-close report is measured from the prior close to the next open, a pre-market report from the prior close to that morning's open. Some surfaces had shown the reaction session's close-to-close return, which folds overnight repricing together with the day's drift (NVDA on February 26, 2025 gapped +2.84% and closed -8.48%), and the Events module plotted one definition in its chart above a panel averaging the other. The straddle hit rate now answers 'would a buyer who closed at the open have won?' (NVDA moved from 17% to 8%), with a hold-to-close figure alongside. API fields are unchanged.
• FixedThe IV dashboard rendered the implied earnings move as $3.58. It is 3.58%.
• FixedThe 0DTE earnings straddle win rate tested against its own breakeven and therefore read 100% for every ticker.

New tabs

• AddedOptions Chain gets its first sub-tab bar: Strikes, Max Pain & OI Profile (the pain curve and per-strike open-interest concentration, which had never been on screen) and Find by Delta.
• AddedCross-Index GEX tab in Dealer Positioning: SPY, QQQ and IWM side by side.
• AddedVIX Command Center tab in Market Overview: percentile, rank, regime, one-year statistics and the 90-day path.
• FixedThe HV chart in IV Intelligence plots realised volatility. It had plotted implied volatility under an 'HV' legend, with an ex-earnings IV series labelled 'HV ex-Earnings'. The MCP hv_regimes tool's ex-earnings view returns realised vol to match its name.
• ImprovedThe screener patches live prices into its results. It had shown the prior close on every row.
• AddedThe next implied dividend is rendered, and the screener has a stock volume column, which you could filter on but not see.
• FixedEvery calculator used a hardcoded 4.5% risk-free rate. They now fetch the live rate (4.19% on the day), so every calculation had been 31 basis points off.
• FixedPaying Pro subscribers were shown 'Upgrade to Pro' for the volatility surface, because an unpublished flag answered 404 before the tier check.
• FixedThe gamma interpretation line in Dealer Positioning (bias, regime, support and resistance) had been silently missing for everyone on the default view.
• FixedSkew Intelligence's fallback history returned all nulls whenever the primary source came back empty, skipping the rolling bands entirely.

Bugs found in a site-wide sweep

• FixedThe debit spread calculator froze the browser tab on equal long and short strikes, five clicks of the spinner away, and four sibling calculators (strangle, collar, poor man's covered call, protective put) shared the fault.
• FixedThe position sizer printed 'Recommended Contracts: Infinity' with $NaN risk on a zero risk-per-trade, and the Black-Scholes calculator on the tools hub printed $NaN Greeks at zero days or zero IV.
• FixedThe Earnings module leaked the previous ticker's seasonality and wing premiums on a switch to an ETF or index.
• FixedDeleting a step from a workflow you were mid-run through froze the stepper permanently.
• FixedGreeks Exposure's expiration rail was a dead control that silently moved the shared expiration instead of its own, and expiration rails showed two chips active on any rail with an All chip.
• FixedHistorical Snapshots' Pre/Post Earnings preset produced NaN dates, the Surface view buttons in IV Intelligence threw if clicked before the payload landed, and the Sector Map went blank with no message if its chart library could not load.
• FixedOn the classic calendar pages, changing the ticker left the old ticker's data under the new header.

Naming

• Improved'GEX by Strike' is now 'Dealer Positioning (Gamma)', which separates it from Greeks Exposure. 'Calendar Ratio' is 'Front/Back IV Ratio' everywhere. In Skew, the tab that plots forward-vol history is 'Forward Vol History', and IV Shift's forward-curve tab is 'Forward Curve'. Duplicate tab names across modules are resolved, which also fixed two tooltips that resolved by name collision: Dealer Positioning's Profile tab had been showing 'Your account details'. Module palette entries carry a description line.
• FixedMarket Overview's Unusual Activity ranked on option volume divided by stock volume, a structural property that put SPY, QQQ, IWM, META and TSLA at the top every day, while its tooltips described relative volume. It now ranks on option volume against its own 20-day average, with a 10,000-contract floor.
• FixedThe correlation screen's verdict described the opposite of what the screener meant by the same name. It is split into Beta Diversifiers (low beta) and Correlation Regime Shift.

Settings that were decorative

• FixedGridlines reach the charts, which had all read a fixed value. The time format and timezone settings reach the bell menu, both screener scan times, account activity and alert history, not only the header clock. Expiration and earnings dates deliberately stay calendar dates in every zone.
• FixedStrategy Lab honours the per-share or per-contract Greeks setting in its headline and per-leg table, with the caption tracking the setting. The chart font setting reaches the charts (eight of nine choices had changed the page and left every chart alone), and the headings font reaches panel captions and card and KPI labels.

Module consistency

• ImprovedChart interpretation footers on 23 charts (was 16), verdict lines on 68 panels (was 57), KPI strips on 34 (was 29), and CSV export on 22 surfaces (was 5), as one control per module in the sub-tab bar that follows the active tab.
• FixedThe Vol smile plotted unquoted strikes as zero IV, drawing a flat zero tail from AAPL's 205 strike. The Vol module told a gated user 'No data' rather than that the module is paid.
• ImprovedIV Intelligence's smile reads the chain already loaded rather than fetching per expiration. Skew's Curvature tab folds into Skew (five tabs become four). Historical Snapshots moves from the Events group to Charts. Dealer Positioning's cumulative profile has its own tab. A Low VRP screen joins the screener as the mirror of High VRP. Price Context is fetched once across the three modules that read it.

Reliability

• FixedThe HV tab in IV Intelligence worked for free users on AAPL and returned a 404 for Premium and Pro subscribers, because its gate was unpublished and only the free demo path bypassed it.
• FixedNine modules, Vol Snapshot among them, never refreshed on a manual refresh or a live tick. The pane served whatever it fetched when first opened while the countdown kept running.
• FixedA pill, favourite, workspace cell or saved default naming a retired or renamed module was silently dropped and the layout reshuffled. Old keys now resolve to their successor, and a genuine retirement is reported once.
• FixedA brief feed error was cached for a minute, blanking a live ticker for a minute after the feed had recovered.
• FixedThe Earnings module's Implied Move was a dash for every ticker, because it read a field the feed does not return. AAPL 3.7%, MSFT 6.55%, TSLA 7.23% on the day.

Onboarding emails

• ImprovedOnboarding emails link into the Terminal modules instead of the classic pages, quote current plan prices, and the free-tier emails carry screenshots.

Calculation accuracy review

• ImprovedWe 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

• FixedNet 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.
• FixedStress-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.
• FixedRisk 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.
• FixedTime to expiration lost the intraday remainder, so every position was priced one day short of its actual life during market hours.

Strategy Lab

• FixedMax 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.
• FixedMore 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.
• FixedLong 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.
• FixedScenario 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.
• FixedCorrected 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)

• FixedThe 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.
• FixedEvery 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.
• FixedNet 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.
• FixedThe Greeks Calculator and the IV Calculator returned Theta figures 100x apart for the same option. They now agree.
• FixedAssignment 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.
• FixedThe 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.
• FixedCalendar 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.
• FixedThe 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.
• FixedBreakeven 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

• FixedTime 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.
• FixedSame-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.
• FixedGamma 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.
• FixedImplied volatility at very high levels displayed 100x too small; a 1000% reading near the pin showed as 10%.

Index tickers

• FixedFor 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.
• FixedIndex 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

• FixedThe 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.
• FixedExpected-move estimates derived from historical volatility mixed a calendar-day horizon with a trading-day year, making them about 20% too large.
• FixedThe volatility mispricing heatmap used two different variance conventions within the same calculation, leaving one branch about 2.5% below the other on identical data.
• FixedThe 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.
• FixedHistorical 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

• FixedIn 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.
• FixedThe 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.
• FixedDeep 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.
• FixedWhere an expiration date cannot be read, the 30-day assumption used in its place is now recorded rather than applied silently.

IV Rank

• FixedWhere 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

• FixedFixed 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

• ImprovedSeveral 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

• FixedCall 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.
• FixedThree 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.
• FixedThe 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.
• ImprovedThe 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

• FixedSwitching 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.
• ImprovedThe 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

• FixedThe 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.
• ImprovedThat 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

• FixedThe 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.
• ImprovedThe 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

• FixedThe 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.
• FixedThe 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.
• ImprovedVol 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

• ImprovedThe 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.

Earnings Calendar accuracy

• FixedFixed 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.
• FixedReconciled 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

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

Terminal — Earnings Calendar

• AddedImplied 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.
• AddedNew market-cap filter on the Terminal earnings calendar — All, Mega, Large, Mid, or Small.

• AddedPublic 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.
• AddedNew machine-readable OpenAPI 3.1 specification for the public API.
• AddedStrategy 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.
• AddedAPI 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.
• AddedNew /mcp landing page explaining how to connect ApexVol to Claude Desktop and other MCP clients.
• FixedSeveral 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.
• ImprovedAPI responses now include rate-limit and monthly-budget headers so usage can be tracked programmatically.

Terminal — Guided Workflows

• AddedNew 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.
• AddedBuild your own custom workflow from any combination of Terminal modules and save it for reuse.

New: Weekly Reports

• AddedNew 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

• FixedFixed 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.
• ImprovedOption 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.

• ImprovedThe 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.

Terminal — live updates

• AddedNew 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

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

Terminal — help & discoverability

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

Terminal — right rail

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

Site

• ImprovedApexVol'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.

The Terminal

• AddedLaunched 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.
• Added45+ 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.
• AddedConfigurable 1 / 2 / 4-pane layouts — view multiple modules side by side and switch between saved workspace layouts instantly (Pro).
• AddedFull 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.
• AddedLight and dark theme support in the Terminal, matching your account preference.
• ImprovedThe 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

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

• AddedMy Account API section now shows a monthly usage gauge against your cap.
• ImprovedAPI 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.

API documentation

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

Fixes

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

• Added11 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.
• FixedFixed 4 endpoints (term structure, Greeks Heatmap, earnings history, mispricing assessment) that were returning server errors for live token holders.
• FixedFixed 2 more endpoints (mean-reversion scan, expected-vs-actual move) that were silently returning errors instead of data.
• ImprovedMCP documentation page rewritten with a captured sample response for every endpoint.

• AddedLaunched 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.

Strategy Builder

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

Site

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

Greeks Heatmap overhaul

• ImprovedNet 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.
• AddedNew IV tab, CSV export, key-levels toggle, and earnings-date flags added to the heatmap.
• AddedDelta-vs-previous-close comparison view with a date picker.
• ImprovedFully responsive on mobile.

New calculators & guides

• Added5 new calculators: Strangle, Collar, Protective Put, Debit Spread, and Poor Man's Covered Call.
• Added6 new backtests: Bull Put Spread, Strangle, Calendar Spread, Butterfly, Iron Butterfly, and Collar.
• Added3 new strategy guides: Broken-Wing Butterfly Adjustments, Credit Spread Cheat Sheet, and Earnings Trade Checklist.

Onboarding

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

Accuracy fixes

• FixedSPX 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.
• FixedThe header price no longer freezes between auto-refreshes on ticker pages.
• FixedIV Intelligence's Price & Returns card could show a price a few seconds out of sync with the header — now always matches.
• ImprovedSkew Intelligence's "Contango" card renamed to "Term Structure" — it could show a "Backwardation" badge, which read as a contradiction under the old name.

API documentation

• AddedNew 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

• ImprovedFree 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.

API & MCP (private beta)

• AddedSelf-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

• FixedIron 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).
• FixedIV Rank 52-week high/low/average were showing as zero for every ticker — now computed correctly from a full year of history.

• AddedQuarterly billing option added at checkout, alongside monthly.
• ImprovedFree accounts now see the full AAPL demo experience instead of a hard "Subscription Required" wall when visiting a tier-gated tool.
• FixedSubscribers 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.

• FixedSearching 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.

Light & dark theme

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

My Account rebuilt

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

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

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

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

Top-10 SEO page rebuild

• AddedMajor 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

• AddedNew 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.
• AddedNew IV Crush Calculator section: model post-earnings IV collapse and the dollar impact via Vega.
• AddedServer-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

• AddedLive institutional chain auto-fill: enter a ticker + target DTE and all four legs populate at the 15-delta short strikes.
• AddedProbability of Profit (computed via N(d₂)), Probability of Touching (≈2× POITM), and Return on Risk surfaced as headline tiles.
• AddedSix-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

• AddedNew 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).
• AddedEvery 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

• AddedNew /methodology page covering institutional data sourcing, IV rank math, Greeks derivations, POP/POT formulas, backtest framework assumptions, and known limitations.
• AddedReviewer credentials block added to every rebuilt page (E-E-A-T signal for YMYL options content).
• AddedHowTo JSON-LD schema added to /strategies/iron-condor, /strategies/credit-spread, /learn/volatility-surface.
• AddedBreadcrumbList JSON-LD schema added to all rebuilt pages.
• AddedFeatured-snippet 40-word answer boxes added to iron-condor, credit-spread, and volatility-surface pages.
• AddedCompetitor 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.

Earnings indicator (E badge)

• FixedThe 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
• ImprovedHover 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

• ImprovedKey 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

• RemovedStrike 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

• ImprovedFree 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

Strike Time Series (Pro)

• AddedNew 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
• AddedTicker-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

• AddedClick 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
• AddedPut 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
• ImprovedDefault view opens with the primary expiration pre-selected, showing the classic put/call split with ATM line and 25Δ markers

Cross-panel compare overlays

• AddedCompare 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
• AddedIV 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
• AddedSpread 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
• ImprovedCompare tickers are remembered across page refreshes and ticker switches, so a standard reference set (e.g., vs SPY, QQQ) stays in place

Simulator — UX polish

• AddedNew Live | Simulated chain toggle — after running a simulation, flip between live prices and simulated prices without re-running
• AddedTip 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
• ImprovedSimulator starts with an empty strategy instead of auto-loading a straddle — less noise when you just want to explore the chain
• ImprovedError messages are now user-friendly — rate limits, network errors, and server issues show clear toasts instead of raw stack traces
• ImprovedRisk-free rate now pulls live 10-year Treasury yield for more accurate theoretical pricing (previously hardcoded at 5%)
• ImprovedMobile sizing and text contrast tuned on sim controls for better readability on small screens

Screener — universal filters & polish

• AddedMarket 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
• AddedSector filter is now multi-select — pick any combination of sectors and the dropdown stays open for fast layering
• ImprovedMin 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
• ImprovedResults table is taller — shows roughly 19 rows at a glance instead of 13, less scrolling on every screen
• FixedStrategy Builder action link in the row detail panel now opens the simulator with the correct ticker (was 404'ing on /strategy-builder/<ticker>)

Screener bug fixes & polish

• FixedVol Pairs screen now returns paired results — sort changed to preserve both rich and cheap tickers instead of truncating to only the most extreme side
• FixedEarnings 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
• FixedResult counter no longer drops the total-scanned figure when a sector or asset-type filter is applied
• FixedVol Pairs now shows the Z-Score threshold filter row so users can tune pair sensitivity
• FixedScreen description under the title updates immediately when switching tabs instead of lagging until the scan completes
• FixedDetail panel fields no longer collide when the browser window is narrow — row spacing tightened and column gaps rebalanced
• FixedCopy CSV button now shows a confirmation toast and falls back gracefully when the browser blocks the clipboard API

IV Shift — Bloomberg-Grade Smile Analysis (Pro)

• AddedNew 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
• AddedSame 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
• AddedX-Axis toggle: switch between Strike ($), Moneyness (% from spot), or Delta to normalise the smile for stock price moves and time effects
• Addedthe ML forecast overlay: orange dashed line shows where IV 'should' be — strikes above the forecast are rich, below are cheap
• Added30-day percentile envelope: teal bands show where current IV sits relative to its recent range at each strike
• AddedVol Seller Score: composite 0-100 gauge blending forecast divergence, IV percentile, IV-HV spread, and skew richness to identify premium-selling setups
• AddedRich Strikes table: top 10 strikes ranked by composite richness score with live IV, forecast, envelope percentile, and volume/OI
• AddedPre-built short premium structures: 25-delta strangle, put credit spread, call credit spread, and iron condor with real credits, POP, and max loss
• AddedSmile decomposition sparklines: 30-day history of Level (ATM height), Slope (put-call skew), and Curvature (wing convexity)
• AddedTerm structure heatmap: IV change, richness, or percentile view across strikes and expirations in a single grid
• AddedCompare modes: Prev Close, 1W, 1M, Pre-Earnings, Pre-FOMC, or any custom date

Greeks Exposure improvements

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

IV Intelligence fixes

• ImprovedIV Dashboard provider fixes for more reliable data loading

Borrow Rates overhaul

• AddedEarnings 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
• AddedNew '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
• AddedCollapsible 'How to read this chart' guide explains each chart element (30d, 2yr, term spread, MA20, earnings markers) in plain language
• AddedScanner filter row now includes a Moderate class button alongside Extreme, Hard, and Elevated
• AddedShare button added to the borrow rate chart — export and share borrow analysis the same way as other pages
• AddedBorrow 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
• ImprovedLoading state now uses the centered pulse spinner with 'Loading Borrow Rates…' text, matching the IV Intelligence experience
• ImprovedSynthetic short cost now uses the live risk-free rate instead of a hardcoded 4.5% — values stay accurate as Treasury yields move
• ImprovedScorecard 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
• ImprovedScanner 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
• ImprovedScanner detail rows now link to Greeks Exposure instead of the retired Volatility Lab page
• ImprovedScanner detail descriptions rewritten as factual borrow characteristics rather than trade suggestions

Strike-Level Analytics in IV Intelligence (Pro)

• AddedThe 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
• AddedPer-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)
• AddedTwo 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)
• AddedEarnings 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
• ImprovedStrike 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
• ImprovedThe standalone Term Vol Analytics page (/vol-term-analytics) still works for direct links — both URLs serve the same experience
• RemovedTerm Vol Analytics has been removed from the sidebar nav since it now lives inside IV Intelligence
• Removed9 unfinished placeholder tiles in the old Term Lab section have been retired in favour of the integrated Strike-Level Analytics view

Volatility Overview redesign

• ImprovedPremium 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
• ImprovedSkew & 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
• ImprovedRelative 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
• ImprovedMarket 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
• ImprovedVolatility Smile modal: cleaner pill-rail expiry selector, amber put / cyan call palette, ATM and 25Δ annotations
• ImprovedIV 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
• ImprovedHV Analysis modal: cleaner metric cells, polished window toggle pills, semantic color palette across windows (warm short → cool long), removed redundant Term Structure sub-tab
• ImprovedIV vs HV (VRP) modal: paired bar chart with custom delta pills showing per-tenor VRP at a glance
• ImprovedIV Rank History modal: zone-background chart with time-in-zone breakdown bar and 1Y average line
• ImprovedVRP History modal: IV/HV/VRP overlay with curve regime detection (Persistently Rich, Mean-Reverting, etc.) and 1Y mean line
• ImprovedSmile History modal: semantic color palette, time-in-shape breakdown (Heavy Put, Normal, Flat, Call Skew), 1Y average / steepest / flattest cards
• ImprovedHistorical 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

• FixedStock 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
• FixedTerm 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
• FixedCold-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
• FixedAfter-hours cache TTL is now properly clamped to the next market open

Cleanup

• RemovedDaily & 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
• RemovedStandalone Fair Value & Straddle Analytics tile retired — its data lives in the embedded Strike-Level Analytics deep dive

Price Chart Upgrades

• AddedInstitutional-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)
• AddedMomentum and oscillator indicators render on a dedicated sub-chart axis so they do not distort the price scale
• AddedEarnings markers — blue E boxes at the bottom of the chart with hoverable tooltips showing the earnings date and post-earnings move percentage
• ImprovedIndicators 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
• ImprovedPrice chart metrics strip replaced with trader-relevant stats: 52W High, 52W Low, % From High, From Low, vs 50 SMA, and vs 200 SMA
• Improved52W High and 52W Low now calculated from a proper 252-day rolling window rather than the visible chart range
• ImprovedCandlestick hover tooltip now shows a clean date format without the 12:00 a.m. timestamp
• ImprovedPrice Chart tab renamed and simplified from "Historical Price Chart (126-Day Lookback) - Scroll to zoom, drag to pan" to just "Price Chart"

Strategy Lab Simulator

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

Advanced Simulator Features

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

Live Index Prices

• FixedMarket 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
• FixedVIX daily change now shows the correct direction — was previously inverted due to a stale reference price

Strategy Lab Improvements

• FixedOpening a strategy in the Full Simulator now preserves your selected expiration instead of resetting to the nearest one
• FixedStrategy legs now appear on the simulator's option chain with BUY/SELL badges, matching the dashboard view
• ImprovedSimulator 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
• AddedOff-expiration legs shown with dimmed badges and dashed borders so you can tell which legs belong to the currently viewed expiration

Market Overview Overhaul

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

Screener Performance & Features

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

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

• AddedDrag-to-move strategy legs on the Option Chain — drag any BUY/SELL badge up or down to change its strike in real-time
• AddedClick cycle on chain Mid prices: 1st click = BUY, 2nd click = SELL, 3rd click = remove leg
• AddedStrategy legs now visible as colored badges on the Option Chain with per-side highlighting (call vs put)
• AddedDouble-click chain Mid price to add a SELL leg directly
• AddedStrategy bridge: 'Full Simulator' button passes complete strategy (all legs, Greeks, prices) to the Simulator page; 'Back to Dashboard' returns it
• AddedLegs from other expirations shown as dimmed badges on the current chain
• ImprovedStrategy presets (Iron Condor, Straddle, etc.) now auto-fill with sensible strikes and immediately show on the Option Chain
• ImprovedSimulator what-if simulation now works correctly (was returning 'Not Found' due to incorrect API path)
• FixedStrategy Analyzer: fixed reversed column names (Bid Put vs Put Bid) that caused every strategy build to fail
• FixedRisk Manager: hedge simulation theta was 365x too small and vega 100x too small due to double-division
• FixedExpected Move: fixed crash when loading expected move data
• FixedCorrelation scanner, Fair Value scanner, and Price Context scatter now return 200+ results instead of <10 (market cap filter was 1000x too strict)
• FixedVolatility arbitrage skew scanner now finds opportunities (threshold was in wrong units, effectively requiring 500% IV differential)
• Fixed0DTE move tracker now shows actual move from prior close instead of always 0%
• FixedHigh-IV stocks (>100% IV) now display correctly across all pages instead of showing as 1.5%
• FixedPrice Context page now shows live intraday prices instead of stale prior-close data

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

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

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

• AddedChangelog page
• AddedAuto-refresh intervals: 5m, 10m, 15m (preference saved between sessions)
• AddedFAQ section on Features page with 8 common questions answered
• Added103 missing ticker logo images
• Fixed"All 20+ tools" in features CTA now correctly reads "All 70+ tools"

• AddedSoft auto-refresh for all platform pages
• ImprovedEvent analysis overhaul — new workflows and historical comparison views
• ImprovedStrategy Simulator upgrade with enhanced UI
• ImprovedEarnings and dividend analytics improvements

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

• AddedIV Intelligence — rebuilt from IV Dashboard with 4 tabs absorbing Vol Lab, Price Context, Relative Value, and Correlation Dashboard
• AddedIV Intelligence Research tab — IV Rank History, VRP History, Vol Cone, and Smile History
• AddedIV Intelligence Market Context tab — click-to-load Correlation chart and RV Ratio History
• AddedReturns, Price Summary, and Options Flow panels in IV Intelligence
• AddedStrategy Simulator presets — one-click templates for iron condors, verticals, straddles
• AddedProbability of Profit (PoP) calculation for every strategy
• AddedMargin estimates in Strategy Simulator
• AddedGreeks sensitivity curves — visualise how Greeks change as underlying moves
• Added3D payoff surface — interactive payoff across price and time
• AddedGreeks Heatmap — Vanna, Charm, Net positioning, and aggregate charts
• AddedGreeks Heatmap Key Insight panel with AI-generated summary
• AddedGreeks Heatmap cell details modal, expiration filter, share button, live indicator
• AddedOptions Screener — Mean Reversion, Vol Pairs, and Decorrelation screen types
• AddedScreener tradability filters — minimum stock price, options volume, stock volume
• AddedCalendar Spreads — consolidated from Calendar Ratio + Calendar Spread Analyzer
• ImprovedSidebar reorganised — Screener to Core Analytics, Greeks to Volatility, Borrow Rates to Strategy & Trade
• ImprovedChart heights standardised across Research and HV Analysis tabs
• FixedGreeks Exposure chart legend and axis overlap
• FixedRemoved non-functional tabs from Skew Intelligence and Vol Term Analytics
• FixedBorrow Rates shows loading skeleton instead of blank screen
• FixedLogged-in users redirect to account page instead of Market Overview
• FixedIV Ratio set as default tab for Calendar Spreads
• PerfFaster data loading across 7 analytics pages
• RemovedVol Lab, Price Context, Relative Value, Correlation Dashboard — absorbed into IV Intelligence
• RemovedCalendar Ratio and Calendar Spread Analyzer — merged into Calendar Spreads

• Added0DTE page redesigned as a focused trading cockpit
• AddedHistorical comparison view — "Δ Change" vs previous close for Greeks Heatmap
• AddedTier badges (Basic/Premium/Pro) visible in sidebar navigation
• ImprovedMove Used gauge and Key Levels number line polished
• ImprovedAccount page improvements
• Fixed0DTE page falls back to next expiration on non-trading days

• ImprovedUpgrade prompt pricing cards redesigned
• ImprovedCalendar ratio monitor UX improvements
• ImprovedGreeks chart axis zoom support
• PerfReduced data requests for faster page loads

• Fixed44 issues resolved across the platform from full audit

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

• AddedTooltips and new tabs on Market Overview
• ImprovedDashboard UI improvements

• AddedNew analytics tools added to the platform
• ImprovedUI overhaul across multiple pages

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

• AddedTSI research platform and iron condor scanner

• AddedBlog system with market analysis and educational articles
• ImprovedBlog post layout — cleaner single column with bottom CTAs

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

• AddedVolatility Snapshot — comprehensive vol analysis in one view

• AddedExpiration-based VRP analysis
• AddedExpected Move feature

• AddedEarnings Calendar with weekly grid view
• AddedLearning center, strategy guides, and glossary content hubs

• AddedOptions Flow page redesigned with 6 visual analytics dashboards
• FixedOptions Flow data reliability improvements

• AddedContact page
• ImprovedAccount page improvements
• FixedLogin redirect bug when accessing certain pages

• AddedMulti-tier subscription system (Free/Basic/Premium/Pro)
• AddedGDPR compliance — data export, deletion, cookie consent
• AddedBilling portal for managing your subscription
• ImprovedUI improvements across the platform

• ImprovedSecurity and accessibility improvements across the platform

• ImprovedConsistent ticker handling across all pages

• ImprovedNavigation and page discovery improvements

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