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Spread Book
Daily exit decisions and greek risk heatmaps for a book of credit spreads.
Source on GitHub ↗Runs daily at spreads.billbaran.us, on my own data
These positions and greeks are made up. The real report uses my own positions from a licensed options platform. Nothing in the demo contacts a market-data, news or brokerage service.
Spread Book is a risk dashboard for a portfolio of options credit spreads. Twice each trading day it pulls the open positions, works out which spreads need action, and publishes one self-contained page. That page has decision lists, greek heatmaps, a sortable scorecard, and a “try a trade” what-if panel.
What's interesting about it
- Flags spreads that hit an exit rule: 50% of max profit, 25% of max loss, 21 days or less to expiration, or more than 60% of the way to either exit.
- Heatmaps of theta, delta, gamma and vega by underlying and expiration. Keys 1–4 switch between them.
- A "what each spread pays for its risk" scatter plots theta/gamma against theta/vega, with median lines.
- The exit rules live in one module that runs in Node and is inlined into the page, so the report and the agent brief always agree.
- Each report is a single self-contained HTML file with one dependency and no build step.