6 posts tagged with "IV"
View All Posts
17min read
November 18, 2024
From CEX to DEX: Comparing Uniswap and Deribit Implied Volatilities - Part 3
Comparative analysis of implied volatility between Uniswap and Deribit highlight the reliability of a Uniswap IV and reveals arbitrage opportunities between DeFi and CeFi options.
9min read
August 21, 2024
From CEX to DEX: A New Formulation For Implied Volatility - Part 2
Explore a novel approach to calculating implied volatility (IV) in DeFi by leveraging LP positions in Uniswap v3, offering a new formula that aligns with the LPDfi ecosystem.
6min read
July 22, 2024
Reverse Gamma Scalping
Reverse Gamma Scalping in DeFi involves selling gamma with delta-hedging to profit from market volatility, leveraging strategies from traditional finance with perpetual options trading.
9min read
July 11, 2024
From CEX to DEX: How Decentralization is Revolutionizing Options - Part 1
Explore the core differences between centralized exchanges (CEX) and decentralized exchanges (DEX). Understanding these differences helps traders and investors better navigate the crypto markets, leverage strengths, and mitigate challenges of each exchange type. Learn foundational DeFi vocabulary and discover how protocols like Panoptic are revolutionizing options trading by eliminating expiration dates and introducing innovative pricing models.
5min read
June 12, 2024
Gamma Scalping
Gamma scalping in Panoptic uses continuous delta-hedging and at-the-money options to profit from market volatility, integrating traditional finance strategies with perpetual options trading.
2min read
February 15, 2023
Good Pools and Bad Pools on Uniswap V3
We analyze the most profitable (and unprofitable) pools to LP on Uniswap.
Read