/ES futures-options quote finder

Status: first version shipped. Sidebar Options is a lazy-load snapshot finder. It does not stream, poll, or place orders.

Purpose

Find /ES futures options faster than the thinkorswim chain UI: pick a nearby expiration, filter by approximate delta or mark, list the matches, and copy a thinkorswim contract string. The user reviews and enters every order in thinkorswim.

UI

Same sidebar level as Tools and Drawings. Closed by default.

Until opened: no calendar work, no HTTP, no Schwab.
On first open: GET /api/es-options/expirations (calendar only).
On Search/Refresh only: GET /api/es-options/search → batched get_quotes().

Controls: next 3 dailies, next Friday weekly, next monthly; Puts/Calls (default Puts); Delta or Price from/to; Search. Results show strike, mark, Δ ≈, and Copy. Last expiration, side, mode, and ranges persist in localStorage.

Schwab API status

Checked against the configured live credentials on 2026-08-14. Read-only.

Capability	Result	Implication
OAuth token and Schwab client	Available	The app already authenticates and streams `/ES`.
`get_quotes(["/ES"])`	Works: `/ESU26`, `assetMainType: FUTURE`	Use the plural quote endpoint.
`get_option_expiration_chain("/ES")`	Works, but only four standard `ES` monthlies	Not used. Dailies/weeklies are built from a calendar.
`get_option_chain("/ES")` / `("/ESU26")`	HTTP 400	No chain discovery.
`get_quotes(["./E3AQ26P7780:XCME"])`	HTTP 200 + `errors.invalidSymbols`	TOS text is not the REST symbol.
`get_quotes(["./E3AQ26P7780"])`	`FUTURE_OPTION`; description is the TOS form	REST symbol = TOS text without `:XCME`.
Futures-option quote fields	bid, ask, mark, last, volume, OI; no Greeks	Delta is Black-76, labeled approximate.
Weekday 5-point grids	81/81 valid for `EW2`, `E3A`, `E3B`, `EW3`	Daily/weekly search uses a ±200 / 5-point grid.
Monthly `ESU26`	18/81 at 5-point; 25-point strikes quote	Monthly `ES` roots use a ±600 / 25-point grid.
`LEVEL_ONE_FUTURES_OPTIONS`	Not used	Snapshots only.
History / order entry	Not available	Current quotes; execute in thinkorswim.

Symbol construction

Verified August 2026 weekday roots:

Weekday	Root	Example
Mon	`E{n}A`	`E3AQ26` = Aug 17
Tue	`E{n}B`	`E3BQ26` = Aug 18
Wed	`E{n}C`	`E3CQ26` = Aug 19
Thu	`E{n}D`	`E3DQ26` = Aug 20
Fri	`EW{n}`	`EW2Q26` = Aug 14
Quarterly monthly	`ES{month}{yy}`	`ESU26` = Sep 18
Serial monthly	that 3rd Friday's `EW{n}`	`EW3Q26` = Aug 21

API: ./{root}{C\|P}{strike}. TOS copy: that string plus :XCME.

Implementation

app/market/es_options.py — calendar, symbols, Black-76, filters. No I/O.
app/market/schwab_quotes.py — REST get_quotes via the existing token.
GET /api/es-options/expirations and GET /api/es-options/search
Search runs in asyncio.to_thread so Schwab I/O does not block the loop.
IV is implied from the ATM mid; |Δ| is computed. Label Δ ≈.
Broker code stays in app/market/. No stream subscription.

Out of scope

Spreads, streaming, prefetch on page load, order entry.

3.2 KiB Raw Blame History