# Momentum Score & Moneyness Context - Implementation Complete ✅

## What Was Implemented

### ✅ Backend Changes

1. **Momentum Score Calculation** (`backend/src/services/momentumScore.js`)
   - Calculates 0-100 score based on:
     - Rocket score (0-30 points)
     - Flow trend (SURGING/FADING/STABLE) (0-25 points)
     - Volume spikes (0-15 points)
     - Tape alignment (0-10 points)
     - Catalyst presence (0-10 points)
     - Flow recency (0-10 points)
     - Premium size (0-5 points)

2. **Moneyness Context** (`backend/src/utils/moneynessHelper.js`)
   - Detects ITM/OTM/ATM status
   - Calculates distance from strike to spot
   - Identifies gamma squeeze setups (Deep OTM calls + full badges)
   - Provides display labels

3. **Enhanced Flow Trend Detection** (`backend/src/services/flowTrendDetector.js`)
   - Added volume spike detection
   - Volume ratio calculation
   - Stronger signals when SURGING + volume spike

4. **Updated Trade Signal Generator** (`backend/src/services/tradeSignalGenerator.js`)
   - Detects gamma squeeze setups
   - Special signal type: `GAMMA_SQUEEZE_SETUP`
   - Boosted confidence (+10 points) for gamma setups
   - Enhanced reasoning with moneyness details

5. **Updated Options Flow Route** (`backend/src/routes/optionsFlow.js`)
   - Calculates momentum score for each row
   - Adds moneyness context to each row
   - Detects gamma squeeze setups
   - Includes all new fields in API response

### ✅ Frontend Changes

1. **Momentum Column** (`frontend/src/components/dashboard/OptionsFlowPanel.jsx`)
   - Visual progress bar (0-100)
   - Color-coded badges (green/yellow/orange/red)
   - Sortable by momentum score
   - Added to default visible columns

2. **Moneyness Column**
   - Shows ITM/OTM/ATM status with distance %
   - Color-coded badges
   - Gamma squeeze indicator badge
   - Added to option group

3. **Enhanced Trade Signal Display**
   - Shows "⚡ GAMMA BUY" for gamma squeeze setups
   - Gamma squeeze badge indicator
   - Better visual distinction

4. **New Quick Filters**
   - 🔥 High Momentum (70+) - Filter by momentum score
   - ⚡ Gamma Squeeze - Filter for gamma setups only

---

## New Data Fields Available

Each flow row now includes:

```javascript
{
  // Momentum Score
  momentumScore: 75,           // 0-100
  momentumLabel: 'VERY HIGH',   // EXTREME, VERY HIGH, HIGH, MODERATE, LOW, VERY LOW
  momentumColor: 'green',       // green, yellow, orange, red
  momentumIcon: '🔥',           // 🔥🔥, 🔥, 🟢, 🟡, 🟠, 🔴
  
  // Moneyness Context
  moneynessContext: {
    category: 'DEEP_OTM',       // DEEP_ITM, ITM, NEAR_ATM, OTM, DEEP_OTM, EXTREME_OTM
    distance: 2.5,              // Absolute distance from strike
    distancePct: 5.2,           // Percentage distance
    isITM: false,
    isOTM: true,
    isATM: false,
    strike: 150,
    spot: 142.5
  },
  moneynessLabel: 'Deep OTM (+5.2%)',
  isGammaSqueezeSetup: true,    // true if gamma squeeze detected
  
  // Enhanced Trade Signal
  tradeSignal: {
    signal: 'BUY',
    type: 'GAMMA_SQUEEZE_SETUP', // NEW TYPE
    confidence: 85,              // Boosted for gamma setups
    reasoning: 'Gamma squeeze setup: Deep OTM calls (5.2% OTM) + full institutional flow...',
    // ... rest of signal
  }
}
```

---

## How to Test

### 1. Restart Backend
```bash
cd backend
npm run dev
```

### 2. Check API Response
```bash
curl http://localhost:3010/api/options/flow?startDate=2024-01-15&endDate=2024-01-15 | jq '.data[0] | {momentumScore, momentumLabel, moneynessLabel, isGammaSqueezeSetup, tradeSignal}'
```

You should see:
- `momentumScore`: Number 0-100
- `momentumLabel`: String like "VERY HIGH"
- `moneynessLabel`: String like "Deep OTM (+5.2%)"
- `isGammaSqueezeSetup`: Boolean
- `tradeSignal.type`: May be "GAMMA_SQUEEZE_SETUP" for deep OTM calls

### 3. Check Frontend
1. Open your app
2. Look for new **Momentum** column (should be visible by default)
3. Look for **Moneyness** column (in column selector)
4. Try the new filters:
   - Click "🔥 High Momentum (70+)" - should filter to high momentum flows
   - Click "⚡ Gamma Squeeze" - should show only gamma setups

### 4. Test Gamma Squeeze Detection
Look for flows with:
- Deep OTM calls (5%+ OTM)
- Full badges: 🟢 + 💎 + ⭐ + 💰 + ⚡
- Should show "⚡ GAMMA BUY" in Trade Signal column
- Should have purple "⚡ GAMMA" badge in Moneyness column

---

## What You'll See

### Momentum Column
- **Progress bar** showing 0-100 score
- **Badge** with icon and score number
- **Colors:**
  - Green (80+): EXTREME momentum
  - Green (70-79): VERY HIGH momentum
  - Green (60-69): HIGH momentum
  - Yellow (50-59): MODERATE momentum
  - Orange (40-49): LOW momentum
  - Red (<40): VERY LOW momentum

### Moneyness Column
- **Badge** showing ITM/OTM status
- **Distance percentage** (e.g., "+5.2%" for OTM)
- **Gamma badge** (purple) if gamma squeeze detected

### Trade Signal
- **"⚡ GAMMA BUY"** label for gamma squeezes
- **Purple badge** indicating gamma setup
- **Higher confidence** (boosted by +10 points)

---

## Expected Results

After implementation, you should:

1. ✅ See momentum scores (0-100) for every flow
2. ✅ See moneyness labels (ITM/OTM/etc) for every flow
3. ✅ See gamma squeeze detection when conditions are met
4. ✅ Be able to filter by momentum and gamma squeezes
5. ✅ See enhanced trade signals with gamma squeeze reasoning

---

## Troubleshooting

### No momentum scores showing?
- Check backend logs for errors
- Verify `momentumScore.js` is imported correctly
- Check that flow trend data is available

### No gamma squeezes detected?
- Gamma squeezes require:
  - Deep OTM calls (5%+ OTM)
  - Full badges (🟢 + 💎 + ⭐ + 💰 + ⚡)
- Check if you have any flows matching these criteria

### Frontend not showing new columns?
- Hard refresh browser (Ctrl+Shift+R)
- Check browser console for errors
- Verify column is in `DEFAULT_VISIBLE_COLUMNS`

---

## Next Steps

Now that momentum and moneyness are working:

1. **Test with real data** - See which flows get high momentum scores
2. **Filter by momentum** - Find the strongest signals
3. **Watch for gamma squeezes** - These are high-probability setups
4. **Compare signals** - See how momentum correlates with price movement

---

**Implementation Time:** ~15 minutes
**Status:** ✅ Complete and ready to test!

