# `ZenQuant.Helpers.Greeks`
[🔗](https://github.com/ZenHive/zen_quant/blob/v0.8.1/lib/zen_quant/helpers/greeks.ex#L1)

Options-related calculation helpers.

Pure functions for calculating days to expiry and moneyness for options
contracts. Useful for options trading strategies and filtering.

## Example

    # Days until option expires
    expiry_ms = 1_735_689_600_000  # 2025-01-01 00:00:00 UTC
    ZenQuant.Helpers.Greeks.days_to_expiry(expiry_ms)
    # => 5.5 (days from now)

    # Determine moneyness
    ZenQuant.Helpers.Greeks.moneyness(50_000.0, 48_000.0, :call)
    # => :itm (in the money)

# `moneyness`

```elixir
@type moneyness() :: :itm | :atm | :otm
```

# `days_to_expiry`

```elixir
@spec days_to_expiry(integer()) :: float()
```

Calculates days until expiry from a timestamp in milliseconds.

Returns a float representing the number of days (can be fractional).
Negative values indicate the option has already expired.

## Examples

    # 1 day in the future
    future_ms = System.system_time(:millisecond) + 86_400_000
    ZenQuant.Helpers.Greeks.days_to_expiry(future_ms)
    # => ~1.0

    # Already expired (returns negative)
    past_ms = System.system_time(:millisecond) - 86_400_000
    ZenQuant.Helpers.Greeks.days_to_expiry(past_ms)
    # => ~-1.0

# `days_to_expiry_from_datetime`

```elixir
@spec days_to_expiry_from_datetime(DateTime.t()) :: float()
```

Calculates days until expiry from now to a given DateTime.

## Example

    expiry = ~U[2025-01-01 00:00:00Z]
    ZenQuant.Helpers.Greeks.days_to_expiry_from_datetime(expiry)

# `moneyness`

```elixir
@spec moneyness(number(), number(), :call | :put) :: moneyness()
```

Determines the moneyness of an option.

Returns `:itm` (in the money), `:atm` (at the money), or `:otm` (out of the money).

ATM threshold: spot price within 0.1% of strike is considered at-the-money.

## Call Options
- ITM: spot > strike
- OTM: spot < strike

## Put Options
- ITM: spot < strike
- OTM: spot > strike

## Examples

    iex> ZenQuant.Helpers.Greeks.moneyness(50_000.0, 48_000.0, :call)
    :itm

    iex> ZenQuant.Helpers.Greeks.moneyness(50_000.0, 52_000.0, :call)
    :otm

    iex> ZenQuant.Helpers.Greeks.moneyness(50_000.0, 48_000.0, :put)
    :otm

    iex> ZenQuant.Helpers.Greeks.moneyness(50_000.0, 52_000.0, :put)
    :itm

    iex> ZenQuant.Helpers.Greeks.moneyness(50_000.0, 50_000.0, :call)
    :atm

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*Consult [api-reference.md](api-reference.md) for complete listing*