Create app.py (#1)

- Create app.py (a52149e8fa4d90b7a130f90f1264f1b870a17816)

app.py

@@ -0,0 +1,41 @@
+import streamlit as st
+import yfinance as yf
+from datetime import datetime, timedelta
+
+st.set_page_config(page_title="Options Scanner", layout="wide")
+
+st.title("Naked Options Play Finder")
+
+ticker = st.text_input("Enter Ticker Symbol (e.g. GME, SPY, TSLA)", "GME")
+max_price = st.slider("Max Option Price ($)", 5, 200, 50)
+days_out = st.slider("Days Until Expiration", 1, 14, 7)
+
+if st.button("Find Options"):
+    stock = yf.Ticker(ticker)
+    today = datetime.today().date()
+
+    try:
+        expirations = stock.options
+        st.success(f"Found {len(expirations)} expirations")
+
+        for exp in expirations:
+            exp_date = datetime.strptime(exp, "%Y-%m-%d").date()
+            if (exp_date - today).days > days_out:
+                continue
+
+            calls = stock.option_chain(exp).calls
+            puts = stock.option_chain(exp).puts
+
+            cheap_calls = calls[calls['lastPrice'] <= max_price]
+            cheap_puts = puts[puts['lastPrice'] <= max_price]
+
+            if not cheap_calls.empty:
+                st.subheader(f"Calls under ${max_price} expiring {exp}")
+                st.dataframe(cheap_calls[['strike', 'lastPrice', 'volume', 'impliedVolatility']])
+
+            if not cheap_puts.empty:
+                st.subheader(f"Puts under ${max_price} expiring {exp}")
+                st.dataframe(cheap_puts[['strike', 'lastPrice', 'volume', 'impliedVolatility']])
+
+    except Exception as e:
+        st.error(f"Error: {e}")