Anyone else read the title and think someone found a way to spot early stock market sentiment shifts by analyzing options patterns?

Nice tool, thanks for building and releasing it.

What I wish existed is smarter handling of megamorphic call sites. In practice most dyn sites only ever see a handful of concrete types, so tracking which types actually get coerced to dyn Trait in reachable code could prune a lot of the vtable fan-out. Probably not easy, but does not have to be perfect. It's also OK to acknowledge that this sometimes fails and handle that gracefully in visuslization.

And a view that overlays coverage data, so you can see which paths are actually exercised. Could be especially useful with panics, so you can see which panic paths tests actually hit.