check-chain

Verify that the tastytrade option chain and delta-based strike selection are working for the relevant trading session, for every symbol in config.json's symbols list. Tests today's expiration if before 16:00 ET on a trading day; otherwise tests the next trading day. Repeat Steps 2–4 below once per symbol; report one row per symbol in the final table plus an overall verdict.

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Step 1: Determine target expiration and symbol list

python -c "
import datetime, pytz, json
et = pytz.timezone('America/New_York')
now = datetime.datetime.now(et)
with open('config.json') as f:
    cfg = json.load(f)
year = str(now.year)
holidays = set(cfg.get('nyse_holidays_' + year, []))
def next_trading_day(d):
    d += datetime.timedelta(days=1)
    while d.weekday() >= 5 or str(d) in holidays:
        d += datetime.timedelta(days=1)
    return d
today = now.date()
today_is_trading = today.weekday() < 5 and str(today) not in holidays
if today_is_trading and now.hour < 16:
    target = today
    reason = 'today (market open or pre-cutoff)'
else:
    target = next_trading_day(today)
    reason = 'next trading day (market closed or after 16:00 ET)'
dte = (target - today).days
test_width = max(1, cfg['max_wing_width'] // 2)
symbols = cfg.get('symbols') or ([cfg['symbol']] if cfg.get('symbol') else ['XSP'])
print(json.dumps({'now_et': now.strftime('%H:%M %Z'), 'target_date': str(target), 'dte': dte, 'reason': reason, 'symbols': symbols, 'delta_target': cfg['delta_target'], 'test_wing_width': test_width}))
"

Record: target_date, dte, symbols (the full list to test), delta_target, test_wing_width, reason. Run Steps 2–4 once for each entry in symbols.

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Step 2: Market overview

Call get_market_overview with symbols: [<symbol>].

Extract:

• iv_rank and iv_percentile (strings — convert with float())
• last underlying price to use as around_price in Steps 3 and 4

If last is absent or null (common after hours): proceed without around_price and note the omission — the chain window will center on the median strike rather than ATM.