Option Replication Vault on Perpetual Protocol
Last updated
Last updated
First on-chain Option Replication Vault, in calibration with Perpetual Protocol
Our founding team, with extensive experience in derivatives and decentralized finance, is thrilled to launch the FIRST on-chain Option Replication Vault in collaboration with Perpetual Protocol.
The Vault aims to replicate an ETHUSD Long Straddle option strategy's payoff, featuring a two-week expiration and an at-the-money strike. We achieve this through a dynamic delta hedging mechanism using the Black-Scholes model.
Targeting users seeking long volatility exposure or anticipating volatile price movements in ETHUSD, especially after its current record low levels
Designed for all participants with an interest in crypto non-linear products such as crypto options
Our solution reduces risk by making all transactions on the blockchain itself, trades matched on Perpetual Protocol’s decentralized exchange, rather than through a centralized venue. This makes trading safer and more reliable
Subscribe now at optionvault.dvol.finance
