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path: root/frontend/components/prism/options/types.ts
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export type OptionType = 'C' | 'P';

export interface Expiry {
  label: string;
  dte: number;
  T: number;
}

export interface OptionInputs {
  S: number;
  K: number;
  T: number;
  r: number;
  q: number;
  sigma: number;
  type: OptionType;
}

export interface ChainRow {
  K: number;
  cMid: number; pMid: number;
  cIv: number; pIv: number;
  cDelta: number; pDelta: number;
  cOi: number; pOi: number;
  cVol: number; pVol: number;
}

export interface TickerDefaults {
  sym: string;
  name: string;
  sector: string;
  spot: number;
  chgAbs: number;
  chgPct: number;
  r: number;
  q: number;
  atmSigma30: number;
}

export const EXPIRIES: Expiry[] = [
  { label: 'Apr 19', dte: 14, T: 14 / 365 },
  { label: 'May 17', dte: 30, T: 30 / 365 },
  { label: 'Jun 21', dte: 65, T: 65 / 365 },
  { label: 'Sep 20', dte: 156, T: 156 / 365 },
  { label: "Jan '27", dte: 280, T: 280 / 365 },
  { label: "Jan '28", dte: 644, T: 644 / 365 },
];