## Functions

Calculates the value of a call option at Expiry

Calculates delta of a concentrated liquidity share Refer to https://gist.github.com/0xperp/fe5327d05b59c9122332d860adf2ba42 for a python notebook on the formulas

Calculates gamma of a concentrated liquidity share Refer to https://gist.github.com/0xperp/fe5327d05b59c9122332d860adf2ba42 for a python notebook on the formulas

Calculates the delta of a call option.

Calculates the delta of a put options

Evaluates the price of a European call option on an underlying which does not pay dividends before expiry of the option using the Black-Scholes model

Evaluate the price of a European put option on an underlying which does not pay dividents before expiry of the option using the Black-Scholes model

Calculates the Gamma for an option

Calculates the lambda of a call option, also known as Omega

Calculates the lambda of a put option, also known as Omega

Calculates the value of a put option at Expiry

Calculates the Rho of a call option

Calculates the Rho of a put option

Calculates delta of a sqth position

Calculates gamma of a sqth position

Calculates theta of a sqth position / yr

Calculates squeeth price in USD

Calculates vega of a sqth position / yr

Calculates the Theta of a call option

Calculates the Theta of a put option

Calculates the Vega of a given option

Calculates virtual liquidity of a concentrated liquidity share Refer to https://gist.github.com/0xperp/fe5327d05b59c9122332d860adf2ba42 for a python notebook on the formulas