TR IV Surface

//@version=6
// =============================================================================
// TR IV Surface — VIOP option implied-vol surface snapshot table on chart.
// Shows the ATM term structure, 25-delta skew (front month), and the front /
// back vol slope. Static snapshot — refresh via the MCP to update.
//
// Placeholders filled by the MCP at generation time:
//   {{UNDERLYING}}           — VIOP underlying, e.g. "XU030"
//   {{SPOT}}                 — spot price at snapshot time
//   {{ATM_TERM_JSON}}        — JSON array of {expiry, dte, atm_iv_pct}
//   {{SKEW_25D_PUT_PCT}}     — 25-delta put IV %
//   {{SKEW_25D_CALL_PCT}}    — 25-delta call IV %
//   {{SKEW_VOL_PTS}}         — put_iv - call_iv (vol points)
//   {{TERM_SLOPE_VOL_PTS}}   — front ATM - back ATM (vol points)
//   {{AS_OF_DATE}}           — YYYY-MM-DD snapshot
// =============================================================================
indicator("TR IV Surface — {{UNDERLYING}} ({{AS_OF_DATE}})", overlay = true)

spotPx        = {{SPOT}}
put25Pct      = {{SKEW_25D_PUT_PCT}}
call25Pct     = {{SKEW_25D_CALL_PCT}}
skewVolPts    = {{SKEW_VOL_PTS}}
termSlopePts  = {{TERM_SLOPE_VOL_PTS}}

// --- ATM term structure rows ------------------------------------------------
var string[] expiries = array.new<string>(0)
var float[]  dtes     = array.new<float>(0)
var float[]  atmIvs   = array.new<float>(0)

if barstate.isfirst
    {{ATM_TERM_LOADER}}

// --- Snapshot table ---------------------------------------------------------
var table iv = table.new(position.top_right, 3, 12, frame_color = color.gray,
                          border_color = color.gray)

if barstate.islast
    table.cell(iv, 0, 0, "Expiry",  bgcolor = color.new(color.gray, 60),
               text_color = color.white)
    table.cell(iv, 1, 0, "DTE",     bgcolor = color.new(color.gray, 60),
               text_color = color.white)
    table.cell(iv, 2, 0, "ATM IV%", bgcolor = color.new(color.gray, 60),
               text_color = color.white)

    n = math.min(array.size(expiries), 10)
    for i = 0 to n - 1
        table.cell(iv, 0, i + 1, array.get(expiries, i))
        table.cell(iv, 1, i + 1, str.tostring(array.get(dtes, i), "#"))
        table.cell(iv, 2, i + 1, str.tostring(array.get(atmIvs, i), "#.##"))

    rowSkew = n + 1
    table.cell(iv, 0, rowSkew, "25Δ Skew", bgcolor = color.new(color.orange, 60),
               text_color = color.white)
    table.cell(iv, 1, rowSkew, str.tostring(skewVolPts, "+#.##;-#.##"))
    table.cell(iv, 2, rowSkew, "vol pts")

    rowTerm = rowSkew + 1
    table.cell(iv, 0, rowTerm, "Term Slope", bgcolor = color.new(color.orange, 60),
               text_color = color.white)
    table.cell(iv, 1, rowTerm, str.tostring(termSlopePts, "+#.##;-#.##"))
    table.cell(iv, 2, rowTerm, "front-back")