@fullstackcraftllc/floe 0.0.14 → 0.0.16

package/dist/types/index.d.ts

@@ -172,6 +172,52 @@ export interface StrikeExposure {
     /** Net exposure (gamma + vanna + charm) */
     netExposure: number;
 }
+/**
+ * Input options for exposure calculations.
+ */
+export interface ExposureCalculationOptions {
+    /**
+     * Reference timestamp in milliseconds.
+     * If omitted, Date.now() is used.
+     */
+    asOfTimestamp?: number;
+}
+/**
+ * Exposure vector used by variant outputs.
+ */
+export interface ExposureVector {
+    gammaExposure: number;
+    vannaExposure: number;
+    charmExposure: number;
+    netExposure: number;
+}
+/**
+ * Per-strike exposure variants (canonical, state-weighted, and flow delta).
+ */
+export interface StrikeExposureVariants {
+    strikePrice: number;
+    canonical: ExposureVector;
+    stateWeighted: ExposureVector;
+    flowDelta: ExposureVector;
+}
+/**
+ * Full exposure breakdown for one mode.
+ */
+export interface ExposureModeBreakdown {
+    totalGammaExposure: number;
+    totalVannaExposure: number;
+    totalCharmExposure: number;
+    totalNetExposure: number;
+    strikeOfMaxGamma: number;
+    strikeOfMinGamma: number;
+    strikeOfMaxVanna: number;
+    strikeOfMinVanna: number;
+    strikeOfMaxCharm: number;
+    strikeOfMinCharm: number;
+    strikeOfMaxNet: number;
+    strikeOfMinNet: number;
+    strikeExposures: StrikeExposure[];
+}
 /**
  * Exposure metrics per expiration
  */
@@ -207,6 +253,26 @@ export interface ExposurePerExpiry {
     /** Per-strike exposures */
     strikeExposures: StrikeExposure[];
 }
+/**
+ * Exposure variants per expiration.
+ * canonical: classic per-1% / per-vol-point / per-day definitions
+ * stateWeighted: level-weighted vanna/charm (gamma remains canonical)
+ * flowDelta: exposure deltas from intraday OI changes (liveOpenInterest - openInterest)
+ */
+export interface ExposureVariantsPerExpiry {
+    /** Current spot price */
+    spotPrice: number;
+    /** Expiration timestamp in milliseconds */
+    expiration: number;
+    /** Canonical exposure mode */
+    canonical: ExposureModeBreakdown;
+    /** State-weighted exposure mode */
+    stateWeighted: ExposureModeBreakdown;
+    /** Flow-delta exposure mode */
+    flowDelta: ExposureModeBreakdown;
+    /** Per-strike variants */
+    strikeExposureVariants: StrikeExposureVariants[];
+}
 /**
  * Dealer Gamma Exposure (GEX) metrics
  */

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@fullstackcraftllc/floe",
-  "version": "0.0.14",
+  "version": "0.0.16",
   "description": "Production-ready options analytics toolkit. Normalize broker data structures and calculate Black-Scholes, Greeks, and exposures with a clean, type-safe API. Built for trading platforms and fintech applications.",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",