Option Replication Vault on Perpetual Protocol

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

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