v1.11.0

Backward-incompatible changes

Note that this release includes a backward-incompatible change to handling the decision for when to write new contracts (see #412 for details).

The default settings should be as follows:

[write_when.calls]
# Optionally, only write calls when the underlying is green
green = true
red   = false

[write_when.puts]
# Optionally, only write puts when the underlying is red
green = false
red   = true

It's recommended that you check your configuration for write_when.*.(green|red) when upgrading.

What's Changed

• Bump version by @brndnmtthws in #406
• Avoid float values for qty_to_roll by @brndnmtthws in #408
• Bump the deps group with 3 updates by @dependabot in #407
• Ensure we keep the minimum credit on roll by @brndnmtthws in #409
• Bump the deps group with 2 updates by @dependabot in #411
• Refactor handling of red/green for new contracts by @brndnmtthws in #412
• Bump minor version by @brndnmtthws in #413

Full Changelog: v1.10.7...v1.11.0

v1.10.7

What's Changed

• Bump version by @brndnmtthws in #398
• Bump ruff from 0.3.7 to 0.4.1 in the deps group by @dependabot in #399
• Make the price update handling more robust by @brndnmtthws in #400
• Did not mean to do this by @brndnmtthws in #402
• Refactor the net option calc by @brndnmtthws in #404

Full Changelog: v1.10.6...v1.10.7

v1.10.6

What's Changed

• Bump version by @brndnmtthws in #394
• Don't increase price spreads by @brndnmtthws in #395
• Bump deps by @brndnmtthws in #396

Full Changelog: v1.10.5...v1.10.6

v1.10.5

What's Changed

• Bump the deps group with 1 update by @dependabot in #389
• Bump ruff from 0.3.4 to 0.3.5 in the deps group by @dependabot in #390
• Don't delay if all trades fill by @brndnmtthws in #391
• Bump the deps group with 2 updates by @dependabot in #392

Full Changelog: v1.10.4...v1.10.5

v1.10.4

What's Changed

• Bump the deps group with 2 updates by @dependabot in #384
• Filter VIX weeklies too by @brndnmtthws in #385
• Filter VIX positions this way instead by @brndnmtthws in #386

Full Changelog: v1.10.3...v1.10.4

v1.10.3

What's Changed

• Fix rolling deep ITM contracts by @brndnmtthws in #376
• Bump the deps group with 4 updates by @dependabot in #377
• Fail gracefully when there are no valid exp by @brndnmtthws in #378
• CC strike should be >= market price by @brndnmtthws in #379
• Bump the deps group with 2 updates by @dependabot in #380
• Allow setting max_dte per-symbol by @brndnmtthws in #381

Full Changelog: v1.10.2...v1.10.3

v1.10.2

What's Changed

• Skip NaN market prices by @brndnmtthws in #373
• Bump the deps group with 2 updates by @dependabot in #374

Full Changelog: v1.10.1...v1.10.2

v1.10.1

What's Changed

• Bump the deps group with 2 updates by @dependabot in #367
• Return 0.0 if market price is NaN. by @brndnmtthws in #369
• Use a lambda for minimum price by @brndnmtthws in #370
• Bump the deps group with 3 updates by @dependabot in #371

Full Changelog: v1.10.0...v1.10.1

v1.10.0

What's Changed

• Bump abatilo/actions-poetry from 2 to 3 by @dependabot in #353
• Bump the deps group with 2 updates by @dependabot in #354
• Optionally calculate net shorts by @brndnmtthws in #355
• Annotate all the things (beta) by @brndnmtthws in #356
• Display the weighted average p/c strikes by @brndnmtthws in #357
• Bump actions/cache from 3 to 4 by @dependabot in #358
• Better table output by @brndnmtthws in #359
• Better readability for pos summary table by @brndnmtthws in #360
• Optionally specify a max target DTE by @brndnmtthws in #361
• Bump the deps group with 2 updates by @dependabot in #363
• Fix handling for net short edge case by @brndnmtthws in #364
• Bump the deps group with 2 updates by @dependabot in #365

Full Changelog: v1.9.2...v1.10.0

v1.9.2

What's Changed

• Set call cap per symbol by @brndnmtthws in #351

Full Changelog: v1.9.1...v1.9.2