Add Greeks and local volatility analytics to dashboard

[CameronScarpati]

Summary

Extends the volatility surface dashboard with three new analytical panels: Black-Scholes Greeks surfaces, Dupire local volatility computation, and delta-space volatility smile analysis. Reorganizes the dashboard into a tab-based layout for cleaner navigation.

Key Changes

New Components:

• dashboard/components/greeks.py — Computes and visualizes Delta, Gamma, Vega, and Theta surfaces from the fitted SVI surface using Black-Scholes formulas. Includes both 3D surface and cross-sectional slice views with interactive Greek selection.
• dashboard/components/local_vol.py — Implements Dupire's formula to derive local volatility from the fitted SVI surface. Handles finite-difference computation of dw/dT across expiry slices with forward/backward/central difference schemes depending on position in the time grid.
• dashboard/components/delta_smile.py — Plots implied volatility in delta-space (the standard practitioner quoting convention) rather than strike-space. Includes skew and convexity metrics (25Δ risk-reversals and butterflies) in a summary table.

Dashboard Reorganization:

• Converted linear layout to tab-based navigation with six tabs: Volatility Surface, Smile Analysis, Greeks, Local Volatility, Arbitrage Diagnostics, and Term Structure.
• Added methodology overview explaining the complete pipeline from data ingestion through Greeks and local vol derivation.
• Enhanced summary metrics row to include average R² and RMSE across fitted slices.
• Moved delta-smile and mispricing analysis into the "Smile Analysis" tab alongside each other.

Supporting Changes:

• Updated dashboard/components/__init__.py to export the three new render functions.
• Enhanced dashboard/components/term_structure.py with delta and log-moneyness columns in the mispricing table for hedging context.
• Updated dashboard/app.py to integrate new components and reorganize layout with tabs.
• Updated README.md to reflect the extended pipeline and new analytical capabilities.
• Added Dupire (1994) reference to sidebar citations.

Implementation Details

• Local volatility computation uses analytical SVI derivatives (w', w'') in the moneyness direction and finite differences in time, with fallback to w/T when adjacent slices are unavailable.
• Greeks calculation vectorizes Black-Scholes formulas across strike and expiry grids, with per-day theta and per-1%-vol vega conventions.
• Delta conversion uses Black-Scholes d1 to map strikes to call deltas, enabling practitioner-standard delta-space visualization.
• All new panels follow existing component patterns: accept chain/slice_params/market parameters, validate data availability, and render Plotly figures with Streamlit integration.

https://claude.ai/code/session_01QrYW5B7Q9eKjnaN78BVJXm