Module spread_analytics 

Credit-spread analytics: POP, break-even, expected move, net theta.

Structs

SpreadAnalytics

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

VerticalAnalyticsInput

Functions

analytics_from_json

analytics_to_json

compute_vertical_analytics

entry_analytics_pass

expected_move

1σ expected move in dollars (lognormal, IV as annualized decimal %).

passes_min_iv_rv_ratio

Shared IV/RV check for iron condors (and any caller with only the ratio threshold).

price_cushion_rail

Price rail for credit spreads: BE (left) → spot (●) → short strike.

probability_above_price

P(S_T > price) at expiry under lognormal (risk-neutral, zero rates).

spread_win_score

Composite 0–100 path-strength score for credit spreads. Weights probability / OTM cushion / delta over mark-to-market P&L — options are not stocks.