greeks-live-ui 0.1.20 → 0.1.21

package/dist/index.full.mjs

@@ -11512,6 +11512,12 @@ var ZhCN = {
     periodLabel: "\u7C92\u5EA6\uFF1A",
     vrp: "\u6CE2\u52A8\u7387\u98CE\u9669\u6EA2\u4EF7",
     vrpTips: "<p>VRP\uFF08\u6CE2\u52A8\u7387\u98CE\u9669\u6EA2\u4EF7\uFF09</p><p>VRP \u5373 Volatility Risk Premium\uFF0C\u5373\u9690\u542B\u6CE2\u52A8\u7387\u4E0E\u5B9E\u73B0\u6CE2\u52A8\u7387\u4E4B\u5DEE\uFF0CVRP = IV - RV\u3002</p><p>\u6CE2\u52A8\u7387\u4EA4\u6613\u8005\u9664\u4E86\u5173\u6CE8\u9884\u671F\u7684\u6CE2\u52A8\u7387\uFF08\u9690\u542B\u6CE2\u52A8\u7387\uFF0CIV\uFF09\u4E4B\u5916\uFF0C\u4E5F\u5173\u6CE8\u5B9E\u9645\u53D1\u751F\u7684\u60C5\u51B5\uFF08\u5B9E\u73B0\u6CE2\u52A8\u7387\uFF0CRV\uFF09\u3002VRP \u5C31\u662F\u8861\u91CF\u4E8C\u8005\u4E4B\u95F4\u7684\u5DEE\u503C\u53D8\u52A8\u7684\u6307\u6807\u3002</p>",
+    vrpMean: "VRP \u5747\u503C\uFF1A",
+    vrpRangeStats: "\u533A\u95F4 VRP \u7EDF\u8BA1",
+    statMean: "\u5747\u503C\uFF1A",
+    statMax: "\u6700\u5927\uFF1A",
+    statMin: "\u6700\u5C0F\uFF1A",
+    statDays: "\u5929\u6570\uFF1A",
     volTenor: "\u6CE2\u52A8\u7387\u5468\u671F\uFF1A",
     samplePeriod: "\u6570\u636E\u6837\u672C\u5468\u671F\uFF1A",
     ivSurface: "\u9690\u542B\u6CE2\u52A8\u7387\u66F2\u9762",
@@ -115540,6 +115546,154 @@ const _sfc_main$i = /* @__PURE__ */ defineComponent({
         props.exchange ? emit("update:exchange", newVal) : state.exchange = newVal;
       }
     });
+    const selectedPeriodDays = computed(() => {
+      var _a, _b;
+      return (_b = (_a = periodList.find((item) => item.value === state.period)) == null ? void 0 : _a.days) != null ? _b : 0;
+    });
+    const filterChartDataByPeriod = (chartData, days) => {
+      if (!days) {
+        return chartData;
+      }
+      const cutoff = Date.now() - days * 24 * 60 * 60 * 1e3;
+      return chartData.filter((item) => item.datetime >= cutoff);
+    };
+    const filteredChartData = computed(
+      () => filterChartDataByPeriod(state.chartData, selectedPeriodDays.value)
+    );
+    const getVolTenorResolution = (volTenor) => {
+      switch (volTenor) {
+        case "1D":
+          return 1;
+        case "3D":
+          return 3;
+        case "7D":
+          return 7;
+        case "15D":
+          return 15;
+        case "1M":
+          return 30;
+        case "3M":
+          return 90;
+        default:
+          return 15;
+      }
+    };
+    const buildVrpSeries = (chartData, volTenor) => {
+      const resolution = getVolTenorResolution(volTenor);
+      const vrpData = [];
+      chartData.forEach((item) => {
+        item.data.forEach((dataItem) => {
+          if (dataItem.day === resolution) {
+            vrpData.push([item.datetime, dataItem.iv - dataItem.rv]);
+          }
+        });
+      });
+      return vrpData;
+    };
+    const formatVrpPercent = (value, fractionDigits = 1) => {
+      if (value == null || !Number.isFinite(value)) {
+        return "-";
+      }
+      const fixed = Number(value).toFixed(fractionDigits);
+      if (Number(fixed) === 0) {
+        return "0.0%";
+      }
+      return `${fixed}%`;
+    };
+    const computeVrpStats = (values) => {
+      if (!values.length) {
+        return null;
+      }
+      let sum = 0;
+      let max = values[0];
+      let min = values[0];
+      values.forEach((value) => {
+        sum += value;
+        if (value > max)
+          max = value;
+        if (value < min)
+          min = value;
+      });
+      return {
+        mean: sum / values.length,
+        max,
+        min
+      };
+    };
+    const getZeroMarkLine = () => ({
+      name: "0",
+      yAxis: 0,
+      symbol: ["none", "arrow"],
+      symbolSize: [0, 8],
+      silent: true,
+      lineStyle: {
+        color: "#909399"
+      },
+      label: {
+        show: true,
+        position: "end",
+        color: isDark.value ? "#CED4DA" : "#343A40",
+        borderWidth: 0,
+        padding: 0,
+        shadowBlur: 0,
+        fontSize: 12
+      }
+    });
+    const getMeanMarkLine = (mean) => {
+      const meanLabel = mean.toFixed(1);
+      return {
+        name: "mean",
+        yAxis: mean,
+        symbol: ["none", "arrow"],
+        symbolSize: [0, 8],
+        silent: true,
+        lineStyle: {
+          color: "#ADB5BD",
+          type: "dashed"
+        },
+        label: {
+          show: true,
+          position: "end",
+          formatter: meanLabel,
+          color: isDark.value ? "#CED4DA" : "#343A40",
+          borderWidth: 0,
+          padding: 0,
+          shadowBlur: 0,
+          fontSize: 12
+        }
+      };
+    };
+    const vrpSeries = computed(
+      () => buildVrpSeries(filteredChartData.value, state.volTenor)
+    );
+    const vrpStats = computed(() => {
+      const values = vrpSeries.value.map(([, value]) => value);
+      return computeVrpStats(values);
+    });
+    const meanHeaderValue = computed(() => {
+      var _a, _b;
+      if (state.loadingFlag) {
+        return "-";
+      }
+      return formatVrpPercent((_b = (_a = vrpStats.value) == null ? void 0 : _a.mean) != null ? _b : null, 1);
+    });
+    const statsDisplay = computed(() => {
+      const days = `${selectedPeriodDays.value}d`;
+      if (state.loadingFlag || !vrpStats.value) {
+        return {
+          mean: "-",
+          max: "-",
+          min: "-",
+          days
+        };
+      }
+      return {
+        mean: formatVrpPercent(vrpStats.value.mean, 1),
+        max: formatVrpPercent(vrpStats.value.max, 1),
+        min: formatVrpPercent(vrpStats.value.min, 1),
+        days
+      };
+    });
     watch(currency, () => {
       fetchData();
     });
@@ -115555,8 +115709,10 @@ const _sfc_main$i = /* @__PURE__ */ defineComponent({
       }).then((res) => {
         var _a;
         const resData = (_a = res.data) == null ? void 0 : _a.data;
-        if (!resData)
+        if (!resData) {
+          state.chartData = [];
           return;
+        }
         state.chartData = resData;
       }).finally(() => {
         state.loadingFlag = false;
@@ -115572,44 +115728,12 @@ const _sfc_main$i = /* @__PURE__ */ defineComponent({
       state.periodDateRange = showDateRange(selectedPeriod.days);
       fetchData();
     };
-    const getEchartData = () => {
-      const data = [...state.chartData];
-      let vrpData = [];
-      let tempResolution = 30;
-      switch (state.volTenor) {
-        case "1D":
-          tempResolution = 1;
-          break;
-        case "3D":
-          tempResolution = 3;
-          break;
-        case "7D":
-          tempResolution = 7;
-          break;
-        case "15D":
-          tempResolution = 15;
-          break;
-        case "1M":
-          tempResolution = 30;
-          break;
-        case "3M":
-          tempResolution = 90;
-          break;
+    const getEchartOption = (vrpData, stats) => {
+      const markLineData = [getZeroMarkLine()];
+      const showMeanLine = !state.loadingFlag && stats != null;
+      if (showMeanLine) {
+        markLineData.push(getMeanMarkLine(stats.mean));
       }
-      data.forEach((item) => {
-        let dataList = item.data;
-        dataList.forEach((dataItem) => {
-          if (dataItem.day === tempResolution) {
-            vrpData.push([item.datetime, dataItem.iv - dataItem.rv]);
-          }
-        });
-      });
-      return {
-        vrpData
-      };
-    };
-    const getEchartOption = (params) => {
-      const { vrpData } = params;
       const option = {
         color: ["#FFD600"],
         tooltip: {
@@ -115622,11 +115746,11 @@ const _sfc_main$i = /* @__PURE__ */ defineComponent({
               color: "#343A40",
               padding: [4, 6, 4, 6],
               margin: 9,
-              formatter: (params2) => {
-                if (params2.axisDimension === "x") {
-                  return timestampFormat(params2.value);
+              formatter: (params) => {
+                if (params.axisDimension === "x") {
+                  return timestampFormat(params.value);
                 } else {
-                  return numberFormat(params2.value, 2);
+                  return numberFormat(params.value, 2);
                 }
               }
             },
@@ -115637,19 +115761,19 @@ const _sfc_main$i = /* @__PURE__ */ defineComponent({
               color: "#8B959F"
             }
           },
-          formatter: (params2) => {
+          formatter: (params) => {
             try {
               let html = `
             <div style="display: flex;justify-content: space-between;align-items: center;">
-              <div>${getTooltipDate(params2[0].axisValue, locale.value.name, {
+              <div>${getTooltipDate(params[0].axisValue, locale.value.name, {
                 showSeconds: false
               })}</div>
             </div>
             `;
-              if (params2[0]) {
+              if (params[0]) {
                 html += `<div style="display: flex;justify-content: space-between;align-items: center;">
-              <div style="margin-right: 40px;">${params2[0].marker}&nbsp;${params2[0].seriesName}</div>
-              <div>&nbsp;${numberFormat(params2[0].data[1], 2)}</div>
+              <div style="margin-right: 40px;">${params[0].marker}&nbsp;${params[0].seriesName}</div>
+              <div>&nbsp;${numberFormat(params[0].data[1], 2)}</div>
             </div>`;
               }
               return html;
@@ -115708,8 +115832,6 @@ const _sfc_main$i = /* @__PURE__ */ defineComponent({
           scale: true,
           name: "VRP(%)",
           nameLocation: "end",
-          nameGap: -30,
-          nameRotate: 90,
           nameTextStyle: {
             color: isDark.value ? "#8B959F" : "#8B959F",
             fontWeight: 400,
@@ -115735,9 +115857,9 @@ const _sfc_main$i = /* @__PURE__ */ defineComponent({
           }
         },
         grid: {
-          top: 20,
+          top: 30,
           left: "left",
-          right: 15,
+          right: 40,
           bottom: 50,
           containLabel: true
         },
@@ -115768,15 +115890,7 @@ const _sfc_main$i = /* @__PURE__ */ defineComponent({
             data: vrpData,
             symbol: "none",
             markLine: {
-              data: [
-                {
-                  name: "0",
-                  yAxis: 0,
-                  lineStyle: {
-                    color: "#909399"
-                  }
-                }
-              ]
+              data: markLineData
             }
           }
         ]
@@ -115784,7 +115898,7 @@ const _sfc_main$i = /* @__PURE__ */ defineComponent({
       return option;
     };
     const chartOption = computed(() => {
-      return getEchartOption(getEchartData());
+      return getEchartOption(vrpSeries.value, vrpStats.value);
     });
     return (_ctx, _cache) => {
       const _component_g_icon = resolveComponent("g-icon");
@@ -115862,6 +115976,159 @@ const _sfc_main$i = /* @__PURE__ */ defineComponent({
                   _: 1
                 }, 8, ["value", "size"])
               ]),
+              createElementVNode(
+                "div",
+                {
+                  class: normalizeClass(unref(ns).e("mean-value"))
+                },
+                [
+                  createVNode(_component_g_tooltip, {
+                    underdotted: true,
+                    placement: "bottom",
+                    isMobile: unref(isMobile)
+                  }, {
+                    title: withCtx(() => [
+                      createElementVNode(
+                        "div",
+                        {
+                          class: normalizeClass(unref(ns).e("stats-tooltip"))
+                        },
+                        [
+                          createElementVNode(
+                            "div",
+                            {
+                              class: normalizeClass(unref(ns).e("stats-header"))
+                            },
+                            toDisplayString(unref(t)("message.vrpRangeStats")),
+                            3
+                          ),
+                          createElementVNode(
+                            "div",
+                            {
+                              class: normalizeClass(unref(ns).e("stats-row"))
+                            },
+                            [
+                              createElementVNode(
+                                "span",
+                                {
+                                  class: normalizeClass(unref(ns).e("stats-label"))
+                                },
+                                toDisplayString(unref(t)("message.statMean")),
+                                3
+                              ),
+                              createElementVNode(
+                                "span",
+                                {
+                                  class: normalizeClass(unref(ns).e("stats-value"))
+                                },
+                                toDisplayString(unref(statsDisplay).mean),
+                                3
+                              )
+                            ],
+                            2
+                          ),
+                          createElementVNode(
+                            "div",
+                            {
+                              class: normalizeClass(unref(ns).e("stats-row"))
+                            },
+                            [
+                              createElementVNode(
+                                "span",
+                                {
+                                  class: normalizeClass(unref(ns).e("stats-label"))
+                                },
+                                toDisplayString(unref(t)("message.statMax")),
+                                3
+                              ),
+                              createElementVNode(
+                                "span",
+                                {
+                                  class: normalizeClass(unref(ns).e("stats-value"))
+                                },
+                                toDisplayString(unref(statsDisplay).max),
+                                3
+                              )
+                            ],
+                            2
+                          ),
+                          createElementVNode(
+                            "div",
+                            {
+                              class: normalizeClass(unref(ns).e("stats-row"))
+                            },
+                            [
+                              createElementVNode(
+                                "span",
+                                {
+                                  class: normalizeClass(unref(ns).e("stats-label"))
+                                },
+                                toDisplayString(unref(t)("message.statMin")),
+                                3
+                              ),
+                              createElementVNode(
+                                "span",
+                                {
+                                  class: normalizeClass(unref(ns).e("stats-value"))
+                                },
+                                toDisplayString(unref(statsDisplay).min),
+                                3
+                              )
+                            ],
+                            2
+                          ),
+                          createElementVNode(
+                            "div",
+                            {
+                              class: normalizeClass(unref(ns).e("stats-row"))
+                            },
+                            [
+                              createElementVNode(
+                                "span",
+                                {
+                                  class: normalizeClass(unref(ns).e("stats-label"))
+                                },
+                                toDisplayString(unref(t)("message.statDays")),
+                                3
+                              ),
+                              createElementVNode(
+                                "span",
+                                {
+                                  class: normalizeClass(unref(ns).e("stats-value"))
+                                },
+                                toDisplayString(unref(statsDisplay).days),
+                                3
+                              )
+                            ],
+                            2
+                          )
+                        ],
+                        2
+                      )
+                    ]),
+                    default: withCtx(() => [
+                      createElementVNode(
+                        "span",
+                        {
+                          class: normalizeClass(unref(ns).e("mean-label"))
+                        },
+                        toDisplayString(unref(t)("message.vrpMean")),
+                        3
+                      ),
+                      createElementVNode(
+                        "span",
+                        {
+                          class: normalizeClass(unref(ns).e("mean-text"))
+                        },
+                        toDisplayString(unref(meanHeaderValue)),
+                        3
+                      )
+                    ]),
+                    _: 1
+                  }, 8, ["isMobile"])
+                ],
+                2
+              ),
               createElementVNode("div", _hoisted_4$a, [
                 createElementVNode(
                   "span",

package/dist/locale/en.min.mjs

@@ -1,2 +1,2 @@
-/*! Greeks UI v0.0.57 */var e={name:"en",message:{gex:"GEX (Gamma Exposure)",gexTips:"<p>GEX (Gamma Exposure)</p><p>This chart shows the aggregated net gamma exposure of option dealers at each strike price. Positive gamma (green) indicates dealer hedging dampens price movement; negative gamma (red) indicates dealer hedging amplifies price movement.</p><p>GEX = \u03A3(Option Gamma \xD7 Open Interest \xD7 Contract Multiplier \xD7 Spot Price) per $1 move</p>",gexByExpiry:"GEX by Expiration",gexByExpiryTips:"<p>GEX by Expiration</p><p>This chart breaks down gamma exposure at each strike price by expiration date. Each color represents a different expiry, allowing users to identify which expirations contribute most to the gamma profile at specific strikes.</p><p>GEX per Expiry = \u03A3(Option Gamma \xD7 Open Interest \xD7 Contract Multiplier \xD7 Spot Price) for a given expiration</p>",sabrCalibratedParameters:"SABR Calibrated Parameters",sabrCalibratedParametersTips:"<p>SABR Calibrated Parameters</p><p>Displays the calibrated SABR model parameters (Alpha, Rho, Nu) and Forward price for each expiry. Used to assess volatility smile dynamics.</p>",sabrCalibrationDiagnostics:"SABR Calibration Diagnostics",sabrCalibrationDiagnosticsTips:"<p>SABR Calibration Diagnostics</p><p>Diagnostic metrics evaluating the quality and stability of the SABR model calibration for each expiry.</p>",sabrIVTitle:"SABR IV Curve",sabrIVTips:"<p>SABR IV Curve</p><p>Compares the continuous SABR implied volatility curve against actual market Mid IV across different strike prices for a selected expiry.</p>",sabrIVStrikes:"Strikes",sabrIVYAxisLabel:"Implied Volatility",sabrIVLegendModel:"SABR Model",sabrIVLegendMarket:"Market Mid IV",sabrIVLegendInterpolated:"Interpolated Strike",sabrIVInterpolatedStrike:"Interpolated Strike",sabrIVTooltipSabrAtmIv:"SABR ATM IV",sabrIVTooltipMarketMidIv:"Market Mid IV",sabrCalibrationDiagnosticsState:"State",sabrCalibrationDiagnosticsStateApplied:"Applied",sabrCalibrationDiagnosticsStateWarmingUp:"Warming up",sabrCalibrationDiagnosticsStateInvalid:"Invalid",sabrCalibrationDiagnosticsReasonWarmingUp:"Gathering data points (Min requirement: 1440 points).",sabrCalibrationDiagnosticsReasonExpiryTooShort:"Expiry is less than 7 days, or SABR surface parameters are invalid.",sabrCalibrationDiagnosticsReasonMissingSurface:"SABR surface data not found for this expiry.",sabrCalibrationDiagnosticsReasonProviderUnavailable:"Skew data provider is currently unavailable.",sabrCalibrationDiagnosticsReasonMissingHistory:"Historical data missing for this expiry.",sabrCalibrationDiagnosticsReasonStale:"Surface data is stale (delayed over 60 seconds).",sabrCalibrationDiagnosticsReasonUnknown:"Unknown SABR calibration error.",strike:"Strike",contractsPer1Move:"Nr contracts for $1 move in underlying",atmIVTips:"<p>ATM IV (At-the-Money Implied Volatility)</p><p>This chart displays the changes in implied volatility (IV) of at-the-money options (ATM) over time. It also overlays Realized Volatility (RV) for comparison.</p><p>By default, it shows the IV for 1 month, 3 months, and 6 months, along with 7-day RV. You can also choose to overlay different RV periods through column management in the top right corner.</p>",deltaSkewTips:"<p>25\u0394 Skew (25-Delta Skew)</p><p>This chart shows the degree of volatility skewness between Call and Put options with a Delta of 0.25.</p><p>25\u0394 Skew = 25d Call IV - 25d Put IV</p>",volFly:"25\u0394 Fly",volFlyTips:"<p>25\u0394 Fly (25 Delta Fly)</p><p>This chart shows volatility surface convexity, measuring the market's pricing differential for extreme market conditions.</p><p>Fly = Avg(25\u0394 Call IV, 25\u0394 Put IV) - 50\u0394 Call IV</p>",realizedVolatilityTips:"<p>Realized Volatility (RV)</p><p>This chart displays the realized volatility for options with different expiration dates. You can use the calculator view in the upper-right corner to customize.</p><p>Realized Volatility (RV), also known as Historical Volatility (HV).</p>",atmVolatilityTermStructure:"ATM Volatility Term Structure",atmVolatilityTermStructureTips:'<p>ATM Volatility Term Structure</p><p>This chart simultaneously shows the implied volatility for at-the-money options (ATM IV) and forward volatility (FWD IV) with different expiration dates.</p><p>FWD IV, for Forward IV. Divide the time period into near-term and far-term, and the IV after excluding near-term IV adjustments is the forward IV (similar to forward rates).</p><p>Learn More: <a href="https://en.wikipedia.org/wiki/Forward_volatility" target="_blank"> Forward volatility - Wikipedia</a></p>',optionFlow:"Option Flow",optionFlowTips:"<p>Option Flow (Option Trading Ratio)</p><p>This chart shows the trading volume and ratio of buy and sell orders, as well as block trades, for call and put options in the last 1 hour and 24 hours. You can switch between different time periods in the upper-right corner.</p>",upto:"Up to:",total:"Total:",optionsOpenInterest:"Option Open Interest",optionsOpenInterestTips:"<p>Options Open Interest</p><p>This chart displays the open interest for options at different strike prices or expiration dates.</p>",cprTips:"<p>PCR = Total number of Puts / Total number of Calls</p>",historicalDeliveryPrice:"Historical Delivery Price",historicalDeliveryPriceTips:"<p>Historical Delivery Price</p><p>This chart shows the recent daily historical delivery prices.</p>",maxPainPrice:"Max Pain Price",maxPainPriceTips:'<p>Max Pain Price</p><p>This chart shows the strike price with the most concentrated open interest for different expiration dates, also known as the "Max Pain" price.</p>',ivSkew:"IV Skew",iVSkewTips:"<p>IV Skew (Implied Volatility Skew Curve)</p><p>This chart shows the skew curve formed by IV for options with different exercise prices.</p>",optionTradeVolume:"Option Trade Volume",optionTradeVolumeTips:"<p>Option Trade Volume</p><p>This chart shows the distribution of option trading volume over time, both in the Buy and Sell directions. You can switch between different time granularities in the upper-right corner.</p>",periodLabel:"Period:",vrp:"VRP",vrpTips:"<p>VRP\uFF08Volatility Risk Premium\uFF09</p><p>VRP, or Volatility Risk Premium, represents the difference between implied volatility (IV) and realized volatility (RV), where VRP = IV - RV.</p><p>Volatility traders care not only about what is expected (Implied Volatility) but also what actually transpired (Realized Volatility). VRP serves as a metric to measure the fluctuation in the difference between these two.</p>",volTenor:"Vol Tenor:",samplePeriod:"Sample Period:",ivSurface:"Implied Volatility Surface",impliedVolatilitySurfaceTips:"<p>Implied Volatility Surface</p><p>This 3D chart shows a surface formed by the implied volatility (IV) of options with different expiration dates and strike prices. It supports mouse dragging, as well as zooming in and out.</p>",tradeScatterPlot:"Trade Scatter Plot",tradeScatterPlotTips:"<p>Trade Scatter Plot</p><p>This scatter plot shows the distribution of trades across time and Mark Price spread (SFM), where dot size represents the number of contracts traded.</p>",contracts:"Contracts",spotsEtfNetInflow:"Spots ETF Net Inflow",spotsEtfNetInflowTips:"<p>Spots ETF Net Inflow</p><p>This chart shows the market spot ETF net inflows and net assets.</p>",optionSkewTable:"Option Skew Table",optionSkewTableTips:"<p>Option Skew Table</p><p>This table shows volatility skew values for contracts with different expiration dates across various Delta values.</p>",expiryIn:"Expiry In",chg1dTips:"Changes in the Last Day",chg2dTips:"Changes in the Last 2 Days",chg1wTips:"Changes in the Last Week",chg2wTips:"Changes in the Last 2 Weeks",chg1mTips:"Changes in the last Month",colon:":",algorithm:"Algorithm",day:"day",rv:"Realized volatility",unbiasedHv:"Unbiased estimator of volatility",parkinsonHv:"Parkinson volatility",klineResolution:"Resolution",period:"Period",hour:"Hours",minute:"Mins",calc:"CALCULATE",kLinePeriodStatement:"* Maximum 1000 cycles.",tooManyRequest:"invalid param, param resolution is required",tips:"Notifications",buy:"Buy",sell:"Sell",long:"Long",short:"Short",range:"Range:",time:"Time:",contractsLabel:"Contracts:",mode:"Mode:",natural:"Natural",settlement:"Settlement",naturalModeTips:"<p>Natural Time Comparison Mode shows the change of the value between the current time and a specified natural time period in the past (1 day/2 days/1 week, etc.). For example, Chg-1D displays the change between the current value and the value from 24 hours ago.</p>",settlementModeTips:"<p>Settlement Time Comparison Mode shows the change of the value between the current time and the most recent settlement time. For example, Chg-1D displays the change between the current value and the value at the previous settlement time. Useful for analyzing the value changes within settlement cycles.</p>",deltaTotal:"Delta Total",optionsDelta:"Options Delta",expiry:"Expiry"}};export{e as default};
+/*! Greeks UI v0.0.57 */var e={name:"en",message:{gex:"GEX (Gamma Exposure)",gexTips:"<p>GEX (Gamma Exposure)</p><p>This chart shows the aggregated net gamma exposure of option dealers at each strike price. Positive gamma (green) indicates dealer hedging dampens price movement; negative gamma (red) indicates dealer hedging amplifies price movement.</p><p>GEX = \u03A3(Option Gamma \xD7 Open Interest \xD7 Contract Multiplier \xD7 Spot Price) per $1 move</p>",gexByExpiry:"GEX by Expiration",gexByExpiryTips:"<p>GEX by Expiration</p><p>This chart breaks down gamma exposure at each strike price by expiration date. Each color represents a different expiry, allowing users to identify which expirations contribute most to the gamma profile at specific strikes.</p><p>GEX per Expiry = \u03A3(Option Gamma \xD7 Open Interest \xD7 Contract Multiplier \xD7 Spot Price) for a given expiration</p>",sabrCalibratedParameters:"SABR Calibrated Parameters",sabrCalibratedParametersTips:"<p>SABR Calibrated Parameters</p><p>Displays the calibrated SABR model parameters (Alpha, Rho, Nu) and Forward price for each expiry. Used to assess volatility smile dynamics.</p>",sabrCalibrationDiagnostics:"SABR Calibration Diagnostics",sabrCalibrationDiagnosticsTips:"<p>SABR Calibration Diagnostics</p><p>Diagnostic metrics evaluating the quality and stability of the SABR model calibration for each expiry.</p>",sabrIVTitle:"SABR IV Curve",sabrIVTips:"<p>SABR IV Curve</p><p>Compares the continuous SABR implied volatility curve against actual market Mid IV across different strike prices for a selected expiry.</p>",sabrIVStrikes:"Strikes",sabrIVYAxisLabel:"Implied Volatility",sabrIVLegendModel:"SABR Model",sabrIVLegendMarket:"Market Mid IV",sabrIVLegendInterpolated:"Interpolated Strike",sabrIVInterpolatedStrike:"Interpolated Strike",sabrIVTooltipSabrAtmIv:"SABR ATM IV",sabrIVTooltipMarketMidIv:"Market Mid IV",sabrCalibrationDiagnosticsState:"State",sabrCalibrationDiagnosticsStateApplied:"Applied",sabrCalibrationDiagnosticsStateWarmingUp:"Warming up",sabrCalibrationDiagnosticsStateInvalid:"Invalid",sabrCalibrationDiagnosticsReasonWarmingUp:"Gathering data points (Min requirement: 1440 points).",sabrCalibrationDiagnosticsReasonExpiryTooShort:"Expiry is less than 7 days, or SABR surface parameters are invalid.",sabrCalibrationDiagnosticsReasonMissingSurface:"SABR surface data not found for this expiry.",sabrCalibrationDiagnosticsReasonProviderUnavailable:"Skew data provider is currently unavailable.",sabrCalibrationDiagnosticsReasonMissingHistory:"Historical data missing for this expiry.",sabrCalibrationDiagnosticsReasonStale:"Surface data is stale (delayed over 60 seconds).",sabrCalibrationDiagnosticsReasonUnknown:"Unknown SABR calibration error.",strike:"Strike",contractsPer1Move:"Nr contracts for $1 move in underlying",atmIVTips:"<p>ATM IV (At-the-Money Implied Volatility)</p><p>This chart displays the changes in implied volatility (IV) of at-the-money options (ATM) over time. It also overlays Realized Volatility (RV) for comparison.</p><p>By default, it shows the IV for 1 month, 3 months, and 6 months, along with 7-day RV. You can also choose to overlay different RV periods through column management in the top right corner.</p>",deltaSkewTips:"<p>25\u0394 Skew (25-Delta Skew)</p><p>This chart shows the degree of volatility skewness between Call and Put options with a Delta of 0.25.</p><p>25\u0394 Skew = 25d Call IV - 25d Put IV</p>",volFly:"25\u0394 Fly",volFlyTips:"<p>25\u0394 Fly (25 Delta Fly)</p><p>This chart shows volatility surface convexity, measuring the market's pricing differential for extreme market conditions.</p><p>Fly = Avg(25\u0394 Call IV, 25\u0394 Put IV) - 50\u0394 Call IV</p>",realizedVolatilityTips:"<p>Realized Volatility (RV)</p><p>This chart displays the realized volatility for options with different expiration dates. You can use the calculator view in the upper-right corner to customize.</p><p>Realized Volatility (RV), also known as Historical Volatility (HV).</p>",atmVolatilityTermStructure:"ATM Volatility Term Structure",atmVolatilityTermStructureTips:'<p>ATM Volatility Term Structure</p><p>This chart simultaneously shows the implied volatility for at-the-money options (ATM IV) and forward volatility (FWD IV) with different expiration dates.</p><p>FWD IV, for Forward IV. Divide the time period into near-term and far-term, and the IV after excluding near-term IV adjustments is the forward IV (similar to forward rates).</p><p>Learn More: <a href="https://en.wikipedia.org/wiki/Forward_volatility" target="_blank"> Forward volatility - Wikipedia</a></p>',optionFlow:"Option Flow",optionFlowTips:"<p>Option Flow (Option Trading Ratio)</p><p>This chart shows the trading volume and ratio of buy and sell orders, as well as block trades, for call and put options in the last 1 hour and 24 hours. You can switch between different time periods in the upper-right corner.</p>",upto:"Up to:",total:"Total:",optionsOpenInterest:"Option Open Interest",optionsOpenInterestTips:"<p>Options Open Interest</p><p>This chart displays the open interest for options at different strike prices or expiration dates.</p>",cprTips:"<p>PCR = Total number of Puts / Total number of Calls</p>",historicalDeliveryPrice:"Historical Delivery Price",historicalDeliveryPriceTips:"<p>Historical Delivery Price</p><p>This chart shows the recent daily historical delivery prices.</p>",maxPainPrice:"Max Pain Price",maxPainPriceTips:'<p>Max Pain Price</p><p>This chart shows the strike price with the most concentrated open interest for different expiration dates, also known as the "Max Pain" price.</p>',ivSkew:"IV Skew",iVSkewTips:"<p>IV Skew (Implied Volatility Skew Curve)</p><p>This chart shows the skew curve formed by IV for options with different exercise prices.</p>",optionTradeVolume:"Option Trade Volume",optionTradeVolumeTips:"<p>Option Trade Volume</p><p>This chart shows the distribution of option trading volume over time, both in the Buy and Sell directions. You can switch between different time granularities in the upper-right corner.</p>",periodLabel:"Period:",vrp:"VRP",vrpTips:"<p>VRP\uFF08Volatility Risk Premium\uFF09</p><p>VRP, or Volatility Risk Premium, represents the difference between implied volatility (IV) and realized volatility (RV), where VRP = IV - RV.</p><p>Volatility traders care not only about what is expected (Implied Volatility) but also what actually transpired (Realized Volatility). VRP serves as a metric to measure the fluctuation in the difference between these two.</p>",vrpMean:"Mean VRP: ",vrpRangeStats:"Range VRP Stats",statMean:"Mean: ",statMax:"Max: ",statMin:"Min: ",statDays:"Days: ",volTenor:"Vol Tenor:",samplePeriod:"Sample Period:",ivSurface:"Implied Volatility Surface",impliedVolatilitySurfaceTips:"<p>Implied Volatility Surface</p><p>This 3D chart shows a surface formed by the implied volatility (IV) of options with different expiration dates and strike prices. It supports mouse dragging, as well as zooming in and out.</p>",tradeScatterPlot:"Trade Scatter Plot",tradeScatterPlotTips:"<p>Trade Scatter Plot</p><p>This scatter plot shows the distribution of trades across time and Mark Price spread (SFM), where dot size represents the number of contracts traded.</p>",contracts:"Contracts",spotsEtfNetInflow:"Spots ETF Net Inflow",spotsEtfNetInflowTips:"<p>Spots ETF Net Inflow</p><p>This chart shows the market spot ETF net inflows and net assets.</p>",optionSkewTable:"Option Skew Table",optionSkewTableTips:"<p>Option Skew Table</p><p>This table shows volatility skew values for contracts with different expiration dates across various Delta values.</p>",expiryIn:"Expiry In",chg1dTips:"Changes in the Last Day",chg2dTips:"Changes in the Last 2 Days",chg1wTips:"Changes in the Last Week",chg2wTips:"Changes in the Last 2 Weeks",chg1mTips:"Changes in the last Month",colon:":",algorithm:"Algorithm",day:"day",rv:"Realized volatility",unbiasedHv:"Unbiased estimator of volatility",parkinsonHv:"Parkinson volatility",klineResolution:"Resolution",period:"Period",hour:"Hours",minute:"Mins",calc:"CALCULATE",kLinePeriodStatement:"* Maximum 1000 cycles.",tooManyRequest:"invalid param, param resolution is required",tips:"Notifications",buy:"Buy",sell:"Sell",long:"Long",short:"Short",range:"Range:",time:"Time:",contractsLabel:"Contracts:",mode:"Mode:",natural:"Natural",settlement:"Settlement",naturalModeTips:"<p>Natural Time Comparison Mode shows the change of the value between the current time and a specified natural time period in the past (1 day/2 days/1 week, etc.). For example, Chg-1D displays the change between the current value and the value from 24 hours ago.</p>",settlementModeTips:"<p>Settlement Time Comparison Mode shows the change of the value between the current time and the most recent settlement time. For example, Chg-1D displays the change between the current value and the value at the previous settlement time. Useful for analyzing the value changes within settlement cycles.</p>",deltaTotal:"Delta Total",optionsDelta:"Options Delta",expiry:"Expiry"}};export{e as default};
 //# sourceMappingURL=en.min.mjs.map

package/dist/locale/en.min.mjs.map

@@ -1 +1 @@
-{"version":3,"file":"en.min.mjs","sources":["../../../../packages/locale/lang/en.ts"],"sourcesContent":["export default {\n  name: 'en',\n  message: {\n    gex: 'GEX (Gamma Exposure)',\n    gexTips: `<p>GEX (Gamma Exposure)</p><p>This chart shows the aggregated net gamma exposure of option dealers at each strike price. Positive gamma (green) indicates dealer hedging dampens price movement; negative gamma (red) indicates dealer hedging amplifies price movement.</p><p>GEX = Σ(Option Gamma × Open Interest × Contract Multiplier × Spot Price) per $1 move</p>`,\n    gexByExpiry: 'GEX by Expiration',\n    gexByExpiryTips: `<p>GEX by Expiration</p><p>This chart breaks down gamma exposure at each strike price by expiration date. Each color represents a different expiry, allowing users to identify which expirations contribute most to the gamma profile at specific strikes.</p><p>GEX per Expiry = Σ(Option Gamma × Open Interest × Contract Multiplier × Spot Price) for a given expiration</p>`,\n    sabrCalibratedParameters: 'SABR Calibrated Parameters',\n    sabrCalibratedParametersTips:\n      '<p>SABR Calibrated Parameters</p><p>Displays the calibrated SABR model parameters (Alpha, Rho, Nu) and Forward price for each expiry. Used to assess volatility smile dynamics.</p>',\n    sabrCalibrationDiagnostics: 'SABR Calibration Diagnostics',\n    sabrCalibrationDiagnosticsTips:\n      '<p>SABR Calibration Diagnostics</p><p>Diagnostic metrics evaluating the quality and stability of the SABR model calibration for each expiry.</p>',\n    sabrIVTitle: 'SABR IV Curve',\n    sabrIVTips:\n      '<p>SABR IV Curve</p><p>Compares the continuous SABR implied volatility curve against actual market Mid IV across different strike prices for a selected expiry.</p>',\n    sabrIVStrikes: 'Strikes',\n    sabrIVYAxisLabel: 'Implied Volatility',\n    sabrIVLegendModel: 'SABR Model',\n    sabrIVLegendMarket: 'Market Mid IV',\n    sabrIVLegendInterpolated: 'Interpolated Strike',\n    sabrIVInterpolatedStrike: 'Interpolated Strike',\n    sabrIVTooltipSabrAtmIv: 'SABR ATM IV',\n    sabrIVTooltipMarketMidIv: 'Market Mid IV',\n    sabrCalibrationDiagnosticsState: 'State',\n    sabrCalibrationDiagnosticsStateApplied: 'Applied',\n    sabrCalibrationDiagnosticsStateWarmingUp: 'Warming up',\n    sabrCalibrationDiagnosticsStateInvalid: 'Invalid',\n    sabrCalibrationDiagnosticsReasonWarmingUp:\n      'Gathering data points (Min requirement: 1440 points).',\n    sabrCalibrationDiagnosticsReasonExpiryTooShort:\n      'Expiry is less than 7 days, or SABR surface parameters are invalid.',\n    sabrCalibrationDiagnosticsReasonMissingSurface:\n      'SABR surface data not found for this expiry.',\n    sabrCalibrationDiagnosticsReasonProviderUnavailable:\n      'Skew data provider is currently unavailable.',\n    sabrCalibrationDiagnosticsReasonMissingHistory:\n      'Historical data missing for this expiry.',\n    sabrCalibrationDiagnosticsReasonStale:\n      'Surface data is stale (delayed over 60 seconds).',\n    sabrCalibrationDiagnosticsReasonUnknown: 'Unknown SABR calibration error.',\n    strike: 'Strike',\n    contractsPer1Move: 'Nr contracts for $1 move in underlying',\n    atmIVTips:\n      '<p>ATM IV (At-the-Money Implied Volatility)</p><p>This chart displays the changes in implied volatility (IV) of at-the-money options (ATM) over time. It also overlays Realized Volatility (RV) for comparison.</p><p>By default, it shows the IV for 1 month, 3 months, and 6 months, along with 7-day RV. You can also choose to overlay different RV periods through column management in the top right corner.</p>',\n    deltaSkewTips:\n      '<p>25Δ Skew (25-Delta Skew)</p><p>This chart shows the degree of volatility skewness between Call and Put options with a Delta of 0.25.</p><p>25Δ Skew = 25d Call IV - 25d Put IV</p>',\n    volFly: '25Δ Fly',\n    volFlyTips:\n      \"<p>25Δ Fly (25 Delta Fly)</p><p>This chart shows volatility surface convexity, measuring the market's pricing differential for extreme market conditions.</p><p>Fly = Avg(25Δ Call IV, 25Δ Put IV) - 50Δ Call IV</p>\",\n    realizedVolatilityTips: `<p>Realized Volatility (RV)</p><p>This chart displays the realized volatility for options with different expiration dates. You can use the calculator view in the upper-right corner to customize.</p><p>Realized Volatility (RV), also known as Historical Volatility (HV).</p>`,\n    atmVolatilityTermStructure: 'ATM Volatility Term Structure',\n    atmVolatilityTermStructureTips: `<p>ATM Volatility Term Structure</p><p>This chart simultaneously shows the implied volatility for at-the-money options (ATM IV) and forward volatility (FWD IV) with different expiration dates.</p><p>FWD IV, for Forward IV. Divide the time period into near-term and far-term, and the IV after excluding near-term IV adjustments is the forward IV (similar to forward rates).</p><p>Learn More: <a href=\"https://en.wikipedia.org/wiki/Forward_volatility\" target=\"_blank\"> Forward volatility - Wikipedia</a></p>`,\n    optionFlow: 'Option Flow',\n    optionFlowTips:\n      '<p>Option Flow (Option Trading Ratio)</p><p>This chart shows the trading volume and ratio of buy and sell orders, as well as block trades, for call and put options in the last 1 hour and 24 hours. You can switch between different time periods in the upper-right corner.</p>',\n    upto: 'Up to:',\n    total: 'Total:',\n    optionsOpenInterest: 'Option Open Interest',\n    optionsOpenInterestTips:\n      '<p>Options Open Interest</p><p>This chart displays the open interest for options at different strike prices or expiration dates.</p>',\n    cprTips: '<p>PCR = Total number of Puts / Total number of Calls</p>',\n    historicalDeliveryPrice: 'Historical Delivery Price',\n    historicalDeliveryPriceTips:\n      '<p>Historical Delivery Price</p><p>This chart shows the recent daily historical delivery prices.</p>',\n    maxPainPrice: 'Max Pain Price',\n    maxPainPriceTips:\n      '<p>Max Pain Price</p><p>This chart shows the strike price with the most concentrated open interest for different expiration dates, also known as the \"Max Pain\" price.</p>',\n    ivSkew: 'IV Skew',\n    iVSkewTips:\n      '<p>IV Skew (Implied Volatility Skew Curve)</p><p>This chart shows the skew curve formed by IV for options with different exercise prices.</p>',\n    optionTradeVolume: 'Option Trade Volume',\n    optionTradeVolumeTips:\n      '<p>Option Trade Volume</p><p>This chart shows the distribution of option trading volume over time, both in the Buy and Sell directions. You can switch between different time granularities in the upper-right corner.</p>',\n    periodLabel: 'Period:',\n    vrp: 'VRP',\n    vrpTips:\n      '<p>VRP（Volatility Risk Premium）</p><p>VRP, or Volatility Risk Premium, represents the difference between implied volatility (IV) and realized volatility (RV), where VRP = IV - RV.</p><p>Volatility traders care not only about what is expected (Implied Volatility) but also what actually transpired (Realized Volatility). VRP serves as a metric to measure the fluctuation in the difference between these two.</p>',\n    volTenor: 'Vol Tenor:',\n    samplePeriod: 'Sample Period:',\n    ivSurface: 'Implied Volatility Surface',\n    impliedVolatilitySurfaceTips:\n      '<p>Implied Volatility Surface</p><p>This 3D chart shows a surface formed by the implied volatility (IV) of options with different expiration dates and strike prices. It supports mouse dragging, as well as zooming in and out.</p>',\n    tradeScatterPlot: 'Trade Scatter Plot',\n    tradeScatterPlotTips:\n      '<p>Trade Scatter Plot</p><p>This scatter plot shows the distribution of trades across time and Mark Price spread (SFM), where dot size represents the number of contracts traded.</p>',\n    contracts: 'Contracts',\n    spotsEtfNetInflow: 'Spots ETF Net Inflow',\n    spotsEtfNetInflowTips:\n      '<p>Spots ETF Net Inflow</p><p>This chart shows the market spot ETF net inflows and net assets.</p>',\n    optionSkewTable: 'Option Skew Table',\n    optionSkewTableTips:\n      '<p>Option Skew Table</p><p>This table shows volatility skew values for contracts with different expiration dates across various Delta values.</p>',\n\n    expiryIn: 'Expiry In',\n    chg1dTips: 'Changes in the Last Day',\n    chg2dTips: 'Changes in the Last 2 Days',\n    chg1wTips: 'Changes in the Last Week',\n    chg2wTips: 'Changes in the Last 2 Weeks',\n    chg1mTips: 'Changes in the last Month',\n\n    colon: ':',\n    algorithm: 'Algorithm',\n    day: 'day',\n    rv: 'Realized volatility',\n    unbiasedHv: 'Unbiased estimator of volatility',\n    parkinsonHv: 'Parkinson volatility',\n    klineResolution: 'Resolution',\n    period: 'Period',\n    hour: 'Hours',\n    minute: 'Mins',\n    calc: 'CALCULATE',\n    kLinePeriodStatement: '* Maximum 1000 cycles.',\n    tooManyRequest: 'invalid param, param resolution is required',\n    tips: 'Notifications',\n    buy: 'Buy',\n    sell: 'Sell',\n    long: 'Long',\n    short: 'Short',\n    range: 'Range:',\n    time: 'Time:',\n    contractsLabel: 'Contracts:',\n    mode: 'Mode:',\n    natural: 'Natural',\n    settlement: 'Settlement',\n    naturalModeTips:\n      '<p>Natural Time Comparison Mode shows the change of the value between the current time and a specified natural time period in the past (1 day/2 days/1 week, etc.). For example, Chg-1D displays the change between the current value and the value from 24 hours ago.</p>',\n    settlementModeTips:\n      '<p>Settlement Time Comparison Mode shows the change of the value between the current time and the most recent settlement time. For example, Chg-1D displays the change between the current value and the value at the previous settlement time. Useful for analyzing the value changes within settlement cycles.</p>',\n    deltaTotal: 'Delta Total',\n    optionsDelta: 'Options Delta',\n    expiry: 'Expiry',\n  },\n};\n"],"names":["en"],"mappings":"wBAAA,IAAeA,EAAA,CACb,KAAM,KACN,QAAS,CACP,IAAK,uBACL,QAAS,wXACT,YAAa,oBACb,gBAAiB,gYACjB,yBAA0B,6BAC1B,6BACE,sLACF,2BAA4B,+BAC5B,+BACE,mJACF,YAAa,gBACb,WACE,sKACF,cAAe,UACf,iBAAkB,qBAClB,kBAAmB,aACnB,mBAAoB,gBACpB,yBAA0B,sBAC1B,yBAA0B,sBAC1B,uBAAwB,cACxB,yBAA0B,gBAC1B,gCAAiC,QACjC,uCAAwC,UACxC,yCAA0C,aAC1C,uCAAwC,UACxC,0CACE,wDACF,+CACE,sEACF,+CACE,+CACF,oDACE,+CACF,+CACE,2CACF,sCACE,mDACF,wCAAyC,kCACzC,OAAQ,SACR,kBAAmB,yCACnB,UACE,yZACF,cACE,kMACF,OAAQ,eACR,WACE,2OACF,uBAAwB,mRACxB,2BAA4B,gCAC5B,+BAAgC,4fAChC,WAAY,cACZ,eACE,oRACF,KAAM,SACN,MAAO,SACP,oBAAqB,uBACrB,wBACE,uIACF,QAAS,4DACT,wBAAyB,4BACzB,4BACE,uGACF,aAAc,iBACd,iBACE,6KACF,OAAQ,UACR,WACE,gJACF,kBAAmB,sBACnB,sBACE,6NACF,YAAa,UACb,IAAK,MACL,QACE,uaACF,SAAU,aACV,aAAc,iBACd,UAAW,6BACX,6BACE,uOACF,iBAAkB,qBAClB,qBACE,wLACF,UAAW,YACX,kBAAmB,uBACnB,sBACE,qGACF,gBAAiB,oBACjB,oBACE,oJAEF,SAAU,YACV,UAAW,0BACX,UAAW,6BACX,UAAW,2BACX,UAAW,8BACX,UAAW,4BAEX,MAAO,IACP,UAAW,YACX,IAAK,MACL,GAAI,sBACJ,WAAY,mCACZ,YAAa,uBACb,gBAAiB,aACjB,OAAQ,SACR,KAAM,QACN,OAAQ,OACR,KAAM,YACN,qBAAsB,yBACtB,eAAgB,8CAChB,KAAM,gBACN,IAAK,MACL,KAAM,OACN,KAAM,OACN,MAAO,QACP,MAAO,SACP,KAAM,QACN,eAAgB,aAChB,KAAM,QACN,QAAS,UACT,WAAY,aACZ,gBACE,6QACF,mBACE,uTACF,WAAY,cACZ,aAAc,gBACd,OAAQ,QACV,CACF"}
+{"version":3,"file":"en.min.mjs","sources":["../../../../packages/locale/lang/en.ts"],"sourcesContent":["export default {\n  name: 'en',\n  message: {\n    gex: 'GEX (Gamma Exposure)',\n    gexTips: `<p>GEX (Gamma Exposure)</p><p>This chart shows the aggregated net gamma exposure of option dealers at each strike price. Positive gamma (green) indicates dealer hedging dampens price movement; negative gamma (red) indicates dealer hedging amplifies price movement.</p><p>GEX = Σ(Option Gamma × Open Interest × Contract Multiplier × Spot Price) per $1 move</p>`,\n    gexByExpiry: 'GEX by Expiration',\n    gexByExpiryTips: `<p>GEX by Expiration</p><p>This chart breaks down gamma exposure at each strike price by expiration date. Each color represents a different expiry, allowing users to identify which expirations contribute most to the gamma profile at specific strikes.</p><p>GEX per Expiry = Σ(Option Gamma × Open Interest × Contract Multiplier × Spot Price) for a given expiration</p>`,\n    sabrCalibratedParameters: 'SABR Calibrated Parameters',\n    sabrCalibratedParametersTips:\n      '<p>SABR Calibrated Parameters</p><p>Displays the calibrated SABR model parameters (Alpha, Rho, Nu) and Forward price for each expiry. Used to assess volatility smile dynamics.</p>',\n    sabrCalibrationDiagnostics: 'SABR Calibration Diagnostics',\n    sabrCalibrationDiagnosticsTips:\n      '<p>SABR Calibration Diagnostics</p><p>Diagnostic metrics evaluating the quality and stability of the SABR model calibration for each expiry.</p>',\n    sabrIVTitle: 'SABR IV Curve',\n    sabrIVTips:\n      '<p>SABR IV Curve</p><p>Compares the continuous SABR implied volatility curve against actual market Mid IV across different strike prices for a selected expiry.</p>',\n    sabrIVStrikes: 'Strikes',\n    sabrIVYAxisLabel: 'Implied Volatility',\n    sabrIVLegendModel: 'SABR Model',\n    sabrIVLegendMarket: 'Market Mid IV',\n    sabrIVLegendInterpolated: 'Interpolated Strike',\n    sabrIVInterpolatedStrike: 'Interpolated Strike',\n    sabrIVTooltipSabrAtmIv: 'SABR ATM IV',\n    sabrIVTooltipMarketMidIv: 'Market Mid IV',\n    sabrCalibrationDiagnosticsState: 'State',\n    sabrCalibrationDiagnosticsStateApplied: 'Applied',\n    sabrCalibrationDiagnosticsStateWarmingUp: 'Warming up',\n    sabrCalibrationDiagnosticsStateInvalid: 'Invalid',\n    sabrCalibrationDiagnosticsReasonWarmingUp:\n      'Gathering data points (Min requirement: 1440 points).',\n    sabrCalibrationDiagnosticsReasonExpiryTooShort:\n      'Expiry is less than 7 days, or SABR surface parameters are invalid.',\n    sabrCalibrationDiagnosticsReasonMissingSurface:\n      'SABR surface data not found for this expiry.',\n    sabrCalibrationDiagnosticsReasonProviderUnavailable:\n      'Skew data provider is currently unavailable.',\n    sabrCalibrationDiagnosticsReasonMissingHistory:\n      'Historical data missing for this expiry.',\n    sabrCalibrationDiagnosticsReasonStale:\n      'Surface data is stale (delayed over 60 seconds).',\n    sabrCalibrationDiagnosticsReasonUnknown: 'Unknown SABR calibration error.',\n    strike: 'Strike',\n    contractsPer1Move: 'Nr contracts for $1 move in underlying',\n    atmIVTips:\n      '<p>ATM IV (At-the-Money Implied Volatility)</p><p>This chart displays the changes in implied volatility (IV) of at-the-money options (ATM) over time. It also overlays Realized Volatility (RV) for comparison.</p><p>By default, it shows the IV for 1 month, 3 months, and 6 months, along with 7-day RV. You can also choose to overlay different RV periods through column management in the top right corner.</p>',\n    deltaSkewTips:\n      '<p>25Δ Skew (25-Delta Skew)</p><p>This chart shows the degree of volatility skewness between Call and Put options with a Delta of 0.25.</p><p>25Δ Skew = 25d Call IV - 25d Put IV</p>',\n    volFly: '25Δ Fly',\n    volFlyTips:\n      \"<p>25Δ Fly (25 Delta Fly)</p><p>This chart shows volatility surface convexity, measuring the market's pricing differential for extreme market conditions.</p><p>Fly = Avg(25Δ Call IV, 25Δ Put IV) - 50Δ Call IV</p>\",\n    realizedVolatilityTips: `<p>Realized Volatility (RV)</p><p>This chart displays the realized volatility for options with different expiration dates. You can use the calculator view in the upper-right corner to customize.</p><p>Realized Volatility (RV), also known as Historical Volatility (HV).</p>`,\n    atmVolatilityTermStructure: 'ATM Volatility Term Structure',\n    atmVolatilityTermStructureTips: `<p>ATM Volatility Term Structure</p><p>This chart simultaneously shows the implied volatility for at-the-money options (ATM IV) and forward volatility (FWD IV) with different expiration dates.</p><p>FWD IV, for Forward IV. Divide the time period into near-term and far-term, and the IV after excluding near-term IV adjustments is the forward IV (similar to forward rates).</p><p>Learn More: <a href=\"https://en.wikipedia.org/wiki/Forward_volatility\" target=\"_blank\"> Forward volatility - Wikipedia</a></p>`,\n    optionFlow: 'Option Flow',\n    optionFlowTips:\n      '<p>Option Flow (Option Trading Ratio)</p><p>This chart shows the trading volume and ratio of buy and sell orders, as well as block trades, for call and put options in the last 1 hour and 24 hours. You can switch between different time periods in the upper-right corner.</p>',\n    upto: 'Up to:',\n    total: 'Total:',\n    optionsOpenInterest: 'Option Open Interest',\n    optionsOpenInterestTips:\n      '<p>Options Open Interest</p><p>This chart displays the open interest for options at different strike prices or expiration dates.</p>',\n    cprTips: '<p>PCR = Total number of Puts / Total number of Calls</p>',\n    historicalDeliveryPrice: 'Historical Delivery Price',\n    historicalDeliveryPriceTips:\n      '<p>Historical Delivery Price</p><p>This chart shows the recent daily historical delivery prices.</p>',\n    maxPainPrice: 'Max Pain Price',\n    maxPainPriceTips:\n      '<p>Max Pain Price</p><p>This chart shows the strike price with the most concentrated open interest for different expiration dates, also known as the \"Max Pain\" price.</p>',\n    ivSkew: 'IV Skew',\n    iVSkewTips:\n      '<p>IV Skew (Implied Volatility Skew Curve)</p><p>This chart shows the skew curve formed by IV for options with different exercise prices.</p>',\n    optionTradeVolume: 'Option Trade Volume',\n    optionTradeVolumeTips:\n      '<p>Option Trade Volume</p><p>This chart shows the distribution of option trading volume over time, both in the Buy and Sell directions. You can switch between different time granularities in the upper-right corner.</p>',\n    periodLabel: 'Period:',\n    vrp: 'VRP',\n    vrpTips:\n      '<p>VRP（Volatility Risk Premium）</p><p>VRP, or Volatility Risk Premium, represents the difference between implied volatility (IV) and realized volatility (RV), where VRP = IV - RV.</p><p>Volatility traders care not only about what is expected (Implied Volatility) but also what actually transpired (Realized Volatility). VRP serves as a metric to measure the fluctuation in the difference between these two.</p>',\n    vrpMean: 'Mean VRP: ',\n    vrpRangeStats: 'Range VRP Stats',\n    statMean: 'Mean: ',\n    statMax: 'Max: ',\n    statMin: 'Min: ',\n    statDays: 'Days: ',\n    volTenor: 'Vol Tenor:',\n    samplePeriod: 'Sample Period:',\n    ivSurface: 'Implied Volatility Surface',\n    impliedVolatilitySurfaceTips:\n      '<p>Implied Volatility Surface</p><p>This 3D chart shows a surface formed by the implied volatility (IV) of options with different expiration dates and strike prices. It supports mouse dragging, as well as zooming in and out.</p>',\n    tradeScatterPlot: 'Trade Scatter Plot',\n    tradeScatterPlotTips:\n      '<p>Trade Scatter Plot</p><p>This scatter plot shows the distribution of trades across time and Mark Price spread (SFM), where dot size represents the number of contracts traded.</p>',\n    contracts: 'Contracts',\n    spotsEtfNetInflow: 'Spots ETF Net Inflow',\n    spotsEtfNetInflowTips:\n      '<p>Spots ETF Net Inflow</p><p>This chart shows the market spot ETF net inflows and net assets.</p>',\n    optionSkewTable: 'Option Skew Table',\n    optionSkewTableTips:\n      '<p>Option Skew Table</p><p>This table shows volatility skew values for contracts with different expiration dates across various Delta values.</p>',\n\n    expiryIn: 'Expiry In',\n    chg1dTips: 'Changes in the Last Day',\n    chg2dTips: 'Changes in the Last 2 Days',\n    chg1wTips: 'Changes in the Last Week',\n    chg2wTips: 'Changes in the Last 2 Weeks',\n    chg1mTips: 'Changes in the last Month',\n\n    colon: ':',\n    algorithm: 'Algorithm',\n    day: 'day',\n    rv: 'Realized volatility',\n    unbiasedHv: 'Unbiased estimator of volatility',\n    parkinsonHv: 'Parkinson volatility',\n    klineResolution: 'Resolution',\n    period: 'Period',\n    hour: 'Hours',\n    minute: 'Mins',\n    calc: 'CALCULATE',\n    kLinePeriodStatement: '* Maximum 1000 cycles.',\n    tooManyRequest: 'invalid param, param resolution is required',\n    tips: 'Notifications',\n    buy: 'Buy',\n    sell: 'Sell',\n    long: 'Long',\n    short: 'Short',\n    range: 'Range:',\n    time: 'Time:',\n    contractsLabel: 'Contracts:',\n    mode: 'Mode:',\n    natural: 'Natural',\n    settlement: 'Settlement',\n    naturalModeTips:\n      '<p>Natural Time Comparison Mode shows the change of the value between the current time and a specified natural time period in the past (1 day/2 days/1 week, etc.). For example, Chg-1D displays the change between the current value and the value from 24 hours ago.</p>',\n    settlementModeTips:\n      '<p>Settlement Time Comparison Mode shows the change of the value between the current time and the most recent settlement time. For example, Chg-1D displays the change between the current value and the value at the previous settlement time. Useful for analyzing the value changes within settlement cycles.</p>',\n    deltaTotal: 'Delta Total',\n    optionsDelta: 'Options Delta',\n    expiry: 'Expiry',\n  },\n};\n"],"names":["en"],"mappings":"wBAAA,IAAeA,EAAA,CACb,KAAM,KACN,QAAS,CACP,IAAK,uBACL,QAAS,wXACT,YAAa,oBACb,gBAAiB,gYACjB,yBAA0B,6BAC1B,6BACE,sLACF,2BAA4B,+BAC5B,+BACE,mJACF,YAAa,gBACb,WACE,sKACF,cAAe,UACf,iBAAkB,qBAClB,kBAAmB,aACnB,mBAAoB,gBACpB,yBAA0B,sBAC1B,yBAA0B,sBAC1B,uBAAwB,cACxB,yBAA0B,gBAC1B,gCAAiC,QACjC,uCAAwC,UACxC,yCAA0C,aAC1C,uCAAwC,UACxC,0CACE,wDACF,+CACE,sEACF,+CACE,+CACF,oDACE,+CACF,+CACE,2CACF,sCACE,mDACF,wCAAyC,kCACzC,OAAQ,SACR,kBAAmB,yCACnB,UACE,yZACF,cACE,kMACF,OAAQ,eACR,WACE,2OACF,uBAAwB,mRACxB,2BAA4B,gCAC5B,+BAAgC,4fAChC,WAAY,cACZ,eACE,oRACF,KAAM,SACN,MAAO,SACP,oBAAqB,uBACrB,wBACE,uIACF,QAAS,4DACT,wBAAyB,4BACzB,4BACE,uGACF,aAAc,iBACd,iBACE,6KACF,OAAQ,UACR,WACE,gJACF,kBAAmB,sBACnB,sBACE,6NACF,YAAa,UACb,IAAK,MACL,QACE,uaACF,QAAS,aACT,cAAe,kBACf,SAAU,SACV,QAAS,QACT,QAAS,QACT,SAAU,SACV,SAAU,aACV,aAAc,iBACd,UAAW,6BACX,6BACE,uOACF,iBAAkB,qBAClB,qBACE,wLACF,UAAW,YACX,kBAAmB,uBACnB,sBACE,qGACF,gBAAiB,oBACjB,oBACE,oJAEF,SAAU,YACV,UAAW,0BACX,UAAW,6BACX,UAAW,2BACX,UAAW,8BACX,UAAW,4BAEX,MAAO,IACP,UAAW,YACX,IAAK,MACL,GAAI,sBACJ,WAAY,mCACZ,YAAa,uBACb,gBAAiB,aACjB,OAAQ,SACR,KAAM,QACN,OAAQ,OACR,KAAM,YACN,qBAAsB,yBACtB,eAAgB,8CAChB,KAAM,gBACN,IAAK,MACL,KAAM,OACN,KAAM,OACN,MAAO,QACP,MAAO,SACP,KAAM,QACN,eAAgB,aAChB,KAAM,QACN,QAAS,UACT,WAAY,aACZ,gBACE,6QACF,mBACE,uTACF,WAAY,cACZ,aAAc,gBACd,OAAQ,QACV,CACF"}

package/dist/locale/en.mjs

@@ -59,6 +59,12 @@ var en = {
     periodLabel: "Period:",
     vrp: "VRP",
     vrpTips: "<p>VRP\uFF08Volatility Risk Premium\uFF09</p><p>VRP, or Volatility Risk Premium, represents the difference between implied volatility (IV) and realized volatility (RV), where VRP = IV - RV.</p><p>Volatility traders care not only about what is expected (Implied Volatility) but also what actually transpired (Realized Volatility). VRP serves as a metric to measure the fluctuation in the difference between these two.</p>",
+    vrpMean: "Mean VRP: ",
+    vrpRangeStats: "Range VRP Stats",
+    statMean: "Mean: ",
+    statMax: "Max: ",
+    statMin: "Min: ",
+    statDays: "Days: ",
     volTenor: "Vol Tenor:",
     samplePeriod: "Sample Period:",
     ivSurface: "Implied Volatility Surface",