New Age Greeks

Huge thanks to wateryan/greeks for the initial greeks repo

Break down power perpetuals and concentrated liquididty positions in their respective greeks

Supported Calculations

Greeks [From wateryan/greeks]

First Order

• Delta
• Lambda
• Rho
• Theta
• Vega

Second Order

• Gamma

Pricing

• European call option
• European put option

Valution

• Call option at expiry
• Put option at expiry

Squeeks

• Delta
• Gamma
• Theta
• Vega

Concentrated Liquidity Shares

see this gist for formulas, and resources

• Delta
• Gamma