id: GCF-001
title: GC=F Options Data Source
status: backlog
priority: P2
size: L
depends_on:
  - DATA-004
tags: [data-source, options, futures]
summary: Wire GC=F futures options data for users who choose GC=F as primary underlying.
acceptance_criteria:
  - GC=F underlying fetches live options chain from CME or equivalent source
  - Options chain includes: strikes, expirations, bid/ask, IV, delta
  - Options displayed in futures contract units (100 oz per contract)
  - Strike selection in GC=F mode uses futures prices directly
  - Fallback to estimated options if live data unavailable
notes:
  - GC=F is COMEX Gold Futures, contract size = 100 troy oz
  - Options on futures have different quoting than equity options
  - May need paid data feed (CME, ICE, broker API)
  - Alternative: estimate from GLD options + basis
implementation_hints:
  - Add `get_gcf_options_chain()` to `DataService`
  - Contract size: 100 oz per futures option
  - Explore yfinance GC=F options (limited) vs paid sources
  - Cache aggressively to minimize API calls