/**
 * Options trading type definitions
 */
/**
 * Option type
 */
export type OptionType = 'call' | 'put';
/**
 * Option contract data
 */
export interface OptionContract {
    contractSymbol: string;
    strike: number;
    currency: string;
    lastPrice: number;
    change: number;
    percentChange: number;
    volume: number;
    openInterest: number;
    bid: number;
    ask: number;
    contractSize: string;
    expiration: Date;
    lastTradeDate: Date;
    impliedVolatility: number;
    inTheMoney: boolean;
}
/**
 * Options chain data
 */
export interface OptionsChain {
    symbol: string;
    expirationDate: Date;
    calls: OptionContract[];
    puts: OptionContract[];
    underlyingPrice: number;
    timestamp: Date;
}
/**
 * Greeks for an option contract
 */
export interface OptionGreeks {
    delta: number;
    gamma: number;
    theta: number;
    vega: number;
    rho: number;
}
/**
 * Complete option data with Greeks
 */
export interface OptionWithGreeks extends OptionContract {
    greeks: OptionGreeks;
}
/**
 * Greeks calculation parameters
 */
export interface GreeksParams {
    symbol: string;
    strike: number;
    expirationDate: string | Date;
    optionType: OptionType;
    underlyingPrice?: number;
    riskFreeRate?: number;
    dividendYield?: number;
}
/**
 * Historical volatility result
 */
export interface HistoricalVolatilityResult {
    symbol: string;
    periods: Array<{
        days: number;
        volatility: number;
        annualized: number;
    }>;
    currentPrice: number;
    calculatedAt: Date;
}
/**
 * Earnings calendar entry
 */
export interface EarningsEvent {
    symbol: string;
    companyName: string;
    earningsDate: Date;
    earningsCallTime: string;
    epsEstimate?: number;
    reportedEPS?: number;
    surprise?: number;
    surprisePercent?: number;
}
/**
 * Dividend information
 */
export interface DividendInfo {
    symbol: string;
    dividendRate?: number;
    dividendYield?: number;
    exDividendDate?: Date;
    payoutRatio?: number;
    fiveYearAvgDividendYield?: number;
    trailingAnnualDividendRate?: number;
    trailingAnnualDividendYield?: number;
    lastDividendValue?: number;
    lastDividendDate?: Date;
}
/**
 * Max pain calculation result
 */
export interface MaxPainResult {
    symbol: string;
    expirationDate: Date;
    maxPainPrice: number;
    currentPrice: number;
    totalOpenInterest: number;
    putCallRatio: number;
    pricePoints: Array<{
        price: number;
        totalPain: number;
        callPain: number;
        putPain: number;
    }>;
}
/**
 * Implied volatility data
 */
export interface ImpliedVolatilityData {
    symbol: string;
    currentIV: number;
    ivRank?: number;
    ivPercentile?: number;
    historicalVolatility: number;
    ivVsHV: number;
    atmCallIV?: number;
    atmPutIV?: number;
    ivByExpiration: Array<{
        expirationDate: Date;
        daysToExpiration: number;
        iv: number;
    }>;
}
/**
 * Options strategy leg
 */
export interface OptionLeg {
    strike: number;
    optionType: OptionType;
    action: 'buy' | 'sell';
    quantity: number;
    premium?: number;
}
/**
 * Options strategy types
 */
export type OptionsStrategy = 'call' | 'put' | 'covered_call' | 'protective_put' | 'bull_call_spread' | 'bear_put_spread' | 'bull_put_spread' | 'bear_call_spread' | 'long_straddle' | 'short_straddle' | 'long_strangle' | 'short_strangle' | 'iron_condor' | 'iron_butterfly' | 'butterfly_spread' | 'calendar_spread' | 'diagonal_spread';
/**
 * Options strategy analysis result
 */
export interface StrategyAnalysis {
    strategy: OptionsStrategy;
    symbol: string;
    expirationDate: Date;
    legs: OptionLeg[];
    underlyingPrice: number;
    maxProfit: number;
    maxLoss: number;
    breakEvenPoints: number[];
    netPremium: number;
    netDebit: number;
    greeks: OptionGreeks;
    probabilityOfProfit?: number;
    expectedValue?: number;
    profitLossChart: Array<{
        price: number;
        profitLoss: number;
        profitLossPercent: number;
    }>;
}
/**
 * Options screener criteria
 */
export interface OptionsScreenerCriteria {
    minIV?: number;
    maxIV?: number;
    minVolume?: number;
    minOpenInterest?: number;
    daysToExpiration?: [number, number];
    deltaRange?: [number, number];
    strikeRange?: [number, number];
    moneyness?: 'ITM' | 'ATM' | 'OTM';
    minBidAskSpread?: number;
    maxBidAskSpread?: number;
}
/**
 * Options screener result
 */
export interface OptionsScreenerResult {
    contracts: OptionWithGreeks[];
    totalFound: number;
    criteria: OptionsScreenerCriteria;
}
/**
 * Unusual options activity
 */
export interface UnusualOptionsActivity {
    symbol: string;
    contract: OptionContract;
    volumeOIRatio: number;
    premium: number;
    unusual: boolean;
    signals: string[];
    timestamp: Date;
}
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