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"use client";
import { useMemo } from "react";
import { bsPrice, bsGreeks, bsSynthIV } from "@/lib/blackScholes";
import type { ChainRow, OptionType } from "./types";
function hashRand(seed: number): number {
const x = Math.sin(seed) * 10000;
return x - Math.floor(x);
}
export function buildChain(S: number, T: number, r: number, q: number, atmSigma: number, expirySeed: number): ChainRow[] {
const rawMin = Math.round(S * 0.85 / 5) * 5;
const rawMax = Math.round(S * 1.20 / 5) * 5;
const rows: ChainRow[] = [];
for (let K = rawMin; K <= rawMax; K += 5) {
const iv = bsSynthIV(S, K, T, atmSigma);
const cMid = bsPrice(S, K, T, r, q, iv, 'C');
const pMid = bsPrice(S, K, T, r, q, iv, 'P');
const cG = bsGreeks(S, K, T, r, q, iv, 'C');
const pG = bsGreeks(S, K, T, r, q, iv, 'P');
const seed = expirySeed * 1000 + K;
const cOi = Math.round(hashRand(seed + 1) * 50000 + 1000);
const pOi = Math.round(hashRand(seed + 2) * 40000 + 800);
const cVol = Math.round(hashRand(seed + 3) * 20000 + 200);
const pVol = Math.round(hashRand(seed + 4) * 15000 + 150);
rows.push({
K,
cMid, pMid,
cIv: iv, pIv: iv,
cDelta: cG.delta, pDelta: pG.delta,
cOi, pOi,
cVol, pVol,
});
}
return rows;
}
export function findAtmStrike(strikes: number[], S: number): number {
return strikes.reduce((prev, curr) => Math.abs(curr - S) < Math.abs(prev - S) ? curr : prev, strikes[0]);
}
function fmtOi(n: number): string {
if (n >= 1000) return (n / 1000).toFixed(1) + 'k';
return n.toString();
}
interface ChainTableProps {
rows: ChainRow[];
atmStrike: number;
selectedK: number;
type: OptionType;
onPick: (K: number) => void;
compact?: boolean;
}
export function ChainTable({ rows, atmStrike, selectedK, type, onPick, compact = false }: ChainTableProps) {
return (
<div className={`opt-chain-wrap${compact ? ' compact' : ''}`}>
<div className="opt-chain-head">
<h3>Option Chain</h3>
<span className="sub">{compact ? 'Compact' : 'Full'} · {rows.length} strikes</span>
</div>
<div className="opt-chain-scroll">
<table className="opt-chain">
<thead>
<tr>
{!compact && <th className="group side-c" colSpan={2} style={{ textAlign: 'center' }}>— calls —</th>}
{compact && <th className="group side-c" colSpan={3} style={{ textAlign: 'center' }}>— calls —</th>}
<th className="group k" style={{ textAlign: 'center' }}>strike</th>
{!compact && <th className="group side-p" colSpan={2} style={{ textAlign: 'center' }}>— puts —</th>}
{compact && <th className="group side-p" colSpan={3} style={{ textAlign: 'center' }}>— puts —</th>}
</tr>
{!compact ? (
<tr>
<th className="side-c">OI</th>
<th className="side-c">IV</th>
<th className="side-c">last</th>
<th className="side-c">Δ</th>
<th className="k">K</th>
<th className="side-p">Δ</th>
<th className="side-p">last</th>
<th className="side-p">IV</th>
<th className="side-p">OI</th>
</tr>
) : (
<tr>
<th className="side-c">IV</th>
<th className="side-c">last</th>
<th className="side-c">Δ</th>
<th className="k">K</th>
<th className="side-p">Δ</th>
<th className="side-p">last</th>
<th className="side-p">IV</th>
</tr>
)}
</thead>
<tbody>
{rows.map((row) => {
const isAtm = row.K === atmStrike;
const isSel = row.K === selectedK;
const cItm = type === 'C' ? row.K < atmStrike : row.K > atmStrike;
const pItm = type === 'P' ? row.K < atmStrike : row.K > atmStrike;
return (
<tr
key={row.K}
className={`${isAtm ? 'atm' : ''} ${isSel ? 'selected' : ''}`}
onClick={() => onPick(row.K)}
>
{!compact && <td className="dim">{fmtOi(row.cOi)}</td>}
<td className="iv">{(row.cIv * 100).toFixed(1)}%</td>
<td className={cItm ? 'itm' : 'otm'}>{row.cMid.toFixed(2)}</td>
<td className={cItm ? 'itm' : 'otm'}>{row.cDelta.toFixed(2)}</td>
<td className="k">{row.K.toFixed(0)}</td>
<td className={pItm ? 'itm' : 'otm'}>{row.pDelta.toFixed(2)}</td>
<td className={pItm ? 'itm' : 'otm'}>{row.pMid.toFixed(2)}</td>
<td className="iv">{(row.pIv * 100).toFixed(1)}%</td>
{!compact && <td className="dim">{fmtOi(row.pOi)}</td>}
</tr>
);
})}
</tbody>
</table>
</div>
</div>
);
}
interface OptionsChainProps {
S: number;
T: number;
r: number;
q: number;
atmSigma: number;
expirySeed: number;
selectedK: number;
type: OptionType;
onPick: (K: number) => void;
compact?: boolean;
}
export function OptionsChain({ S, T, r, q, atmSigma, expirySeed, selectedK, type, onPick, compact }: OptionsChainProps) {
const rows = useMemo(() => buildChain(S, T, r, q, atmSigma, expirySeed), [S, T, r, q, atmSigma, expirySeed]);
const atmStrike = useMemo(() => findAtmStrike(rows.map(rw => rw.K), S), [rows, S]);
return (
<ChainTable
rows={rows}
atmStrike={atmStrike}
selectedK={selectedK}
type={type}
onPick={onPick}
compact={compact}
/>
);
}
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