399 lines
13 KiB
Svelte
399 lines
13 KiB
Svelte
<script lang ='ts'>
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import { impliedVolatilityComponent, displayCompanyName, stockTicker, assetType, etfTicker, screenWidth, getCache, setCache} from '$lib/store';
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import InfoModal from '$lib/components/InfoModal.svelte';
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import { Chart } from 'svelte-echarts'
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import { formatDateRange } from "$lib/utils";
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import { init, use } from 'echarts/core'
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import { LineChart } from 'echarts/charts'
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import { GridComponent } from 'echarts/components'
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import { CanvasRenderer } from 'echarts/renderers'
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use([LineChart, GridComponent, CanvasRenderer])
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export let data;
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let isLoaded = false;
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let displayIV = 'iv60';
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let rawData = [];
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let optionsData;
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let lowestIV;
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let highestIV;
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let lowestRV;
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let highestRV;
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let ivRank;
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function findLowestAndhighestIV(data, lastDateStr) {
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// Convert lastDateStr to Date object
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const lastDate = new Date(lastDateStr);
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// Set the first date to the beginning of the month of lastDate
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const firstDate = new Date(lastDate.getFullYear(), lastDate.getMonth(), 1);
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// Filter data to include only prices within the specified month period
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const filteredData = data.filter(item => {
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const currentDate = new Date(item?.date);
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return currentDate >= firstDate && currentDate <= lastDate;
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});
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// Extract prices from filtered data
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let impliedVol = filteredData?.map(item => parseFloat(item?.iv60));
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let realizedVol = filteredData?.map(item => parseFloat(item['60dorhv']));
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// Find the lowest and highest prices
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lowestIV = Math.min(...impliedVol)?.toFixed(0);
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highestIV = Math.max(...impliedVol)?.toFixed(0);
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lowestRV = Math.min(...realizedVol)?.toFixed(0);
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highestRV = Math.max(...realizedVol)?.toFixed(0);
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}
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function changeStatement(event)
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{
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displayIV = event.target.value;
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optionsData = getPlotOptions()
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}
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function getPlotOptions() {
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let dates = [];
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let priceList = [];
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let ivList = [];
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let realizedVolatility = [];
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// Iterate over the data and extract required information
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rawData?.forEach(item => {
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dates?.push(item?.date);
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priceList?.push(item?.stockpx);
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ivList?.push(item[displayIV])
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realizedVolatility?.push(item['60dorhv'])
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});
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// Find the lowest and highest prices
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findLowestAndhighestIV(rawData, rawData?.slice(-1)?.at(0)?.date)
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// Calculate IV Rank
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const lowestIV = Math.min(...ivList); // Find the lowest IV in the past
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const highestIV = Math.max(...ivList); // Find the highest IV in the past
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ivRank = ((ivList?.slice(-1) - lowestIV) / (highestIV - lowestIV) * 100).toFixed(2); // Compute IV Rank
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const option = {
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silent: true,
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tooltip: {
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trigger: 'axis',
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hideDelay: 100, // Set the delay in milliseconds
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},
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animation: false,
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grid: {
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left: '0%',
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right: '0%',
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bottom: '0%',
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top: '10%',
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containLabel: true
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},
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xAxis:
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{
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type: 'category',
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boundaryGap: false,
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data: dates,
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},
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yAxis: [
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{
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type: 'value',
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splitLine: {
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show: false, // Disable x-axis grid lines
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},
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axisLabel: {
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color: '#6E7079', // Change label color to white
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formatter: function (value, index) {
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// Display every second tick
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if (index % 2 === 0) {
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value = Math.max(value, 0);
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return '$'+value;
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} else {
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return ''; // Hide this tick
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}
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}
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},
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},
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{
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type: 'value',
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splitLine: {
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show: false, // Disable x-axis grid lines
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},
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position: 'right',
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axisLabel: {
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formatter: function (value, index) {
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if (index % 2 === 0) {
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return value?.toFixed(0)+'%'
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} else {
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return ''; // Hide this tick
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}
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}
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}
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},
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],
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series: [
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{
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name: 'Price',
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data: priceList,
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type: 'line',
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itemStyle: {
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color: '#fff'
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},
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showSymbol: false
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},
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{
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name: 'IV',
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data: ivList,
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type: 'line',
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areaStyle: {opacity: 0.3},
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stack: 'ImpliedVolatility',
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yAxisIndex: 1,
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itemStyle: {
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color: '#F03500'
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},
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showSymbol: false,
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},
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{
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name: 'RV',
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data: realizedVolatility,
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type: 'line',
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areaStyle: {opacity: 0.3},
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stack: 'ImpliedVolatility',
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yAxisIndex: 1,
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itemStyle: {
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color: '#3B82F6'
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},
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showSymbol: false,
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},
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]
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};
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return option;
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}
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const getImpliedVolatility = async (ticker) => {
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// Get cached data for the specific tickerID
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const cachedData = getCache(ticker, 'getImpliedVolatility');
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if (cachedData) {
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rawData = cachedData;
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} else {
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const postData = {'ticker': ticker};
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// make the POST request to the endpoint
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const response = await fetch(data?.apiURL + '/implied-volatility', {
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method: 'POST',
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headers: {
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"Content-Type": "application/json", "X-API-KEY": data?.apiKey
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},
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body: JSON.stringify(postData)
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});
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rawData = (await response.json());
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// Cache the data for this specific tickerID with a specific name 'getImpliedVolatility'
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setCache(ticker, rawData, 'getImpliedVolatility');
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}
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if(rawData?.length !== 0) {
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$impliedVolatilityComponent = true;
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} else {
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$impliedVolatilityComponent = false;
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}
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};
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$: {
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if($assetType === 'stock' ? $stockTicker : $etfTicker && typeof window !== 'undefined') {
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isLoaded=false;
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displayIV = 'iv60';
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const ticker = $assetType === 'stock' ? $stockTicker : $etfTicker
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const asyncFunctions = [
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getImpliedVolatility(ticker)
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];
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Promise.all(asyncFunctions)
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.then((results) => {
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optionsData = getPlotOptions()
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})
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.catch((error) => {
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console.error('An error occurred:', error);
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});
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isLoaded = true;
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}
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}
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$: charNumber = $screenWidth < 640 ? 20 : 40;
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</script>
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<section class="overflow-hidden text-white h-full pb-8">
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<main class="overflow-hidden ">
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<div class="flex flex-row items-center">
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<label for="impliedVolatilityInfo" class="mr-1 cursor-pointer flex flex-row items-center text-white text-xl sm:text-3xl font-bold">
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Implied Volatility
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</label>
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<InfoModal
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title={"Implied Volatility"}
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content={"An implied volatility of XY% means the market expects significant price fluctuations for the stock, with an annualized potential range of ±XY% from its current price. This indicates high uncertainty and risk, leading to more expensive options but doesn't predict price direction."}
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id={"impliedVolatilityInfo"}
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/>
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</div>
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{#if data?.user?.tier === 'Pro'}
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{#if isLoaded}
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{#if rawData?.length !== 0}
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<div class="w-full flex flex-col items-start mb-2">
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<div class="text-white text-[1rem] mt-2 mb-2 w-full">
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Based on the past 12 months of historical data, {$displayCompanyName} has an IV Rank of <span class="font-semibold">{ivRank}%</span>, with the current implied volatility standing at <span class="font-semibold">{rawData?.slice(-1)?.at(0)?.iv60}%</span>.
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</div>
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</div>
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<select class="mt-5 mb-5 sm:mb-0 sm:mt-3 ml-1 w-44 select select-bordered select-sm p-0 pl-5 overflow-y-auto bg-[#2A303C]" on:change={changeStatement}>
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<option disabled>Choose IV Period</option>
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<option selected value="iv60">
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60 Day IV
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</option>
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<option value="iv90">
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90 Day IV
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</option>
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<option value="252dclshv">
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1 Year historical volatility
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</option>
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</select>
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<div class="pb-2 rounded-lg bg-[#09090B]">
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<div class="app w-full h-[300px] mt-5">
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<Chart {init} options={optionsData} class="chart" />
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</div>
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</div>
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<div class="flex flex-row items-center justify-between mx-auto mt-5 w-full sm:w-11/12">
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<div class="mt-3.5 sm:mt-0 flex flex-col sm:flex-row items-center ml-3 sm:ml-0 w-1/2 justify-center">
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<div class="h-full transform -translate-x-1/2 " aria-hidden="true"></div>
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<div class="w-3 h-3 bg-[#fff] border-4 box-content border-[#27272A] rounded-full transform sm:-translate-x-1/2" aria-hidden="true"></div>
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<span class="mt-2 sm:mt-0 text-white text-center sm:text-start text-xs sm:text-md inline-block">
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Price
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</span>
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</div>
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<div class="flex flex-col sm:flex-row items-center ml-3 sm:ml-0 w-1/2 justify-center">
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<div class="h-full transform -translate-x-1/2 " aria-hidden="true"></div>
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<div class="w-3 h-3 bg-[#F03500] border-4 box-content border-[#27272A] rounded-full transform sm:-translate-x-1/2" aria-hidden="true"></div>
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<span class="mt-2 sm:mt-0 text-white text-xs sm:text-md sm:font-medium inline-block">
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Implied Volatility
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</span>
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</div>
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<div class="flex flex-col sm:flex-row items-center ml-3 sm:ml-0 w-1/2 justify-center">
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<div class="h-full transform -translate-x-1/2 " aria-hidden="true"></div>
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<div class="w-3 h-3 bg-[#3B82F6] border-4 box-content border-[#27272A] rounded-full transform sm:-translate-x-1/2" aria-hidden="true"></div>
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<span class="mt-2 sm:mt-0 text-white text-xs sm:text-md sm:font-medium inline-block">
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Realized Volatility
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</span>
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</div>
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</div>
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<h2 class="mt-10 mr-1 flex flex-row items-center text-white text-xl sm:text-2xl font-bold mb-3">
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Latest Information
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</h2>
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<div class="flex justify-start items-center w-full m-auto ">
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<table class="w-full" data-test="statistics-table">
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<tbody>
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<tr class="border-y border-gray-800 odd:bg-[#27272A]">
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<td class="px-[5px] py-1.5 xs:px-2.5 xs:py-2">
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<span>Date</span>
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</td>
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<td class="px-[5px] py-1.5 text-right text-sm sm:text-[1rem] font-medium xs:px-2.5 xs:py-2">
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{formatDateRange(rawData?.slice(-1)?.at(0)?.date)}
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</td>
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</tr>
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<tr class="border-y border-gray-800 odd:bg-[#27272A]">
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<td class="px-[5px] py-1.5 xs:px-2.5 xs:py-2">
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<span>IV Range</span>
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</td>
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<td class="px-[5px] py-1.5 text-right font-medium xs:px-2.5 xs:py-2">
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{lowestIV+'%'+'-'+highestIV+'%'}
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</td>
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</tr>
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<tr class="border-y border-gray-800 odd:bg-[#27272A]">
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<td class="px-[5px] py-1.5 xs:px-2.5 xs:py-2">
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<span>RV Range</span>
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</td>
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<td class="px-[5px] py-1.5 text-right font-medium xs:px-2.5 xs:py-2">
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{lowestRV+'%'+'-'+highestRV+'%'}
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</td>
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</tr>
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</tbody>
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</table>
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</div>
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{/if}
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{:else}
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<div class="flex justify-center items-center h-80">
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<div class="relative">
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<label class="bg-[#09090B] rounded-xl h-14 w-14 flex justify-center items-center absolute top-1/2 left-1/2 transform -translate-x-1/2 -translate-y-1/2">
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<span class="loading loading-spinner loading-md"></span>
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</label>
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</div>
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</div>
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{/if}
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{:else}
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<div class="shadow-lg shadow-bg-[#000] bg-[#111112] sm:bg-opacity-[0.5] text-sm sm:text-[1rem] rounded-md w-full p-4 min-h-24 mt-4 text-white m-auto flex justify-center items-center text-center font-semibold">
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<svg class="mr-1.5 w-5 h-5 inline-block"xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path fill="#A3A3A3" d="M17 9V7c0-2.8-2.2-5-5-5S7 4.2 7 7v2c-1.7 0-3 1.3-3 3v7c0 1.7 1.3 3 3 3h10c1.7 0 3-1.3 3-3v-7c0-1.7-1.3-3-3-3M9 7c0-1.7 1.3-3 3-3s3 1.3 3 3v2H9z"/></svg>
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Unlock content with <a class="inline-block ml-2 text-blue-400 hover:sm:text-white" href="/pricing">Pro Subscription</a>
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</div>
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{/if}
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</main>
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</section>
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<style>
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.app {
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height: 300px;
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max-width: 100%; /* Ensure chart width doesn't exceed the container */
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}
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@media (max-width: 640px) {
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.app {
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height: 210px;
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}
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}
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.chart {
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width: 100%;
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}
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</style> |