Panoptic Blog
Discover the latest product features, cutting-edge technology, solutions, and news on our blog!
2min read
Featured
October 5, 2026
Your Uniswap LP Is a Short Option (Interactive Charts)
A Uniswap LP position has short-gamma exposure while in range. Interactive charts show how loans, put spreads, and selling options hedge impermanent loss.
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10min read
March 11, 2026
Onchain Gamma Scalping Backtests — Block Scholes Part II
The combination of short LP positions and continuous delta-hedging permits Panoptic-native traders to scalp gamma, capture a unique risk premium, and bridge the onchain convexity gap.
15min read
August 20, 2025
Perpetual Options — A Block Scholes Research Report (Part I)
Perpetual options transform AMM liquidity into continuously rolled options that never expire—eliminating costly rollovers, reducing gamma risk, and unlocking a more efficient, onchain volatility market.
16min read
August 4, 2025
How to Price Perpetual Options: Five Models Compared
This paper compares perpetual option pricing frameworks with Panoptic’s oracle-free, DeFi-native model on Uniswap v3/v4, detailing mathematical foundations, pricing mechanics, and applicability to decentralized markets.
9min read
July 22, 2025
Variance Trading With Onchain Synthetic Perps
Discover how variance can be traded through synthetic perps on Panoptic.
11min read
June 30, 2025
Straddles vs Strangles: Which Short Vol Strategy Wins
A data-driven comparison of short straddle vs short strangle strategies on Panoptic, revealing key risk-reward tradeoffs in neutral DeFi markets.
6min read
June 26, 2025
Vol-of-Vol & Butterflies With Onchain Options
Observe how volga or vol-of-vol is presented in Panoptions through the trading of butterflies.
8min read
June 12, 2025
Long Straddles vs Long Strangles: A Delta-Neutral Backtest
A data-driven comparison of straddle vs strangle strategies on Panoptic, revealing key risk-reward tradeoffs in neutral DeFi markets.
5min read
June 10, 2025
Spot-Vol Correlation & Risk Reversals With Onchain Options
Analyze how vanna or spot-vol correlation manifests itself in Panoptions through the trading of risk reversals.