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SpreadAnalytics

schwab_cli::agent::spread_analytics

Struct SpreadAnalytics 

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pub struct SpreadAnalytics {
Show 29 fields
    pub is_put_spread: bool,
    pub underlying_price: f64,
    pub short_strike: f64,
    pub long_strike: f64,
    pub width: f64,
    pub credit: f64,
    pub dte: i64,
    pub chain_iv_pct: Option<f64>,
    pub realized_vol_pct: Option<f64>,
    pub iv_rv_ratio: Option<f64>,
    pub short_delta: Option<f64>,
    pub long_delta: Option<f64>,
    pub short_theta: Option<f64>,
    pub long_theta: Option<f64>,
    pub net_theta_per_day_usd: Option<f64>,
    pub short_otm_pct: Option<f64>,
    pub approx_short_otm_prob_pct: Option<f64>,
    pub break_even_price: Option<f64>,
    pub distance_to_be_usd: Option<f64>,
    pub distance_to_be_pct: Option<f64>,
    pub expected_move_1sigma_usd: Option<f64>,
    pub expected_move_1sigma_pct: Option<f64>,
    pub short_strike_inside_1sigma: Option<bool>,
    pub spread_pop_pct: Option<f64>,
    pub credit_to_width_pct: Option<f64>,
    pub max_loss_per_spread_usd: Option<f64>,
    pub risk_reward_ratio: Option<f64>,
    pub underlying_change_pct: Option<f64>,
    pub distance_to_short_strike_usd: Option<f64>,

}
Expand description

Enriched spread metrics for TUI, LLM context, and entry filters.

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§is_put_spread: bool§underlying_price: f64§short_strike: f64§long_strike: f64§width: f64§credit: f64§dte: i64§chain_iv_pct: Option<f64>§realized_vol_pct: Option<f64>

Annualized realized vol (%) of the underlying over the configured lookback.

§iv_rv_ratio: Option<f64>

chain_iv_pct / realized_vol_pct when both are available.

§short_delta: Option<f64>§long_delta: Option<f64>§short_theta: Option<f64>§long_theta: Option<f64>§net_theta_per_day_usd: Option<f64>

Position theta $/day per spread (positive = decay helps seller).

§short_otm_pct: Option<f64>§approx_short_otm_prob_pct: Option<f64>§break_even_price: Option<f64>§distance_to_be_usd: Option<f64>§distance_to_be_pct: Option<f64>§expected_move_1sigma_usd: Option<f64>§expected_move_1sigma_pct: Option<f64>§short_strike_inside_1sigma: Option<bool>§spread_pop_pct: Option<f64>§credit_to_width_pct: Option<f64>§max_loss_per_spread_usd: Option<f64>§risk_reward_ratio: Option<f64>§underlying_change_pct: Option<f64>§distance_to_short_strike_usd: Option<f64>

Trait Implementations§

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impl Clone for SpreadAnalytics

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fn clone(&self) -> SpreadAnalytics

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for SpreadAnalytics

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for SpreadAnalytics

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fn default() -> SpreadAnalytics

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for SpreadAnalytics

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for SpreadAnalytics

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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