Update to match new mac version features. Larger graph areas on first tab of the app.

Allow the user to run an American options pricing computation on each option data point from market data, using reported implied volatility. This lets us then compute the estimated probability of each option being "in the money" at some point up to and including expiration. We show a market versus model dot plot to see how well the model is doing at forecasting market prices. App allows you to filter out old option trades and show only recently traded options, because the pricing computation assumes "current day" in this first release. We had done some trials on our data source with this type of model, and it seems that the reported ivol assumes zero dividend yield and zero risk free rate, so that is the assumption here. As such, these estimates are approximate. User can then type a percent "in the money" level, and options which came to that percent level within +- 0.5% will be displayed as a series of line segments connected with dots on the contour map of weighted option prices, for both puts and calls. You can pan on the charts with your finger or stylus to see details of each data point on all charts. We use a Longstaff-Schwartz method for American option pricing with Geometric Brownian Motion of prices for this cut of the app. Such probability estimates of "money-ness" may be useful for "protective put" and "protective call" uses of options for "insurance" against wide swings (in the direction you don't want) in the underlying asset price. The percentage computed is the chance for an option to be "in the money" at any time up to and including expiration, but not the chance of the option *staying* in the money (which is a different probability). This method has not been backtested yet. Bear in mind that one should consult an investment advisor when investing.