The DeFi options market is very young and cumulatively has less than $200m in total value locked....This ranged from 11-26% across all vaults....These oTokens are tokenized call options that can be traded like any other ERC-20 token....investment objective of each vault and allowing users to express more complex views on the market. 2)...

On April 23rd, Hegic announced the V1 launch of its protocol, which allows users to buy or sell American...put/call options on Ethereum....We first wrote about Hegic on March 20th in our Thematic Report on Insurance Products....Hegic has two types of users – 1) holders of options (buyers) and 2) liquidity providers (sellers)....put/call options on […]...

[pdf-embedder url=”https://storage.googleapis.com/members-portal-bucket/uploads/2020/07/Research-Report-Reserve-Celo-Part...-2-5-31-2020.pdf” title=”Research Report – Reserve & Celo – Part 2 – 5 31 2020″]...Simulation 2 and 3 did breach this Type something threshold, but only in 2% of iterations for the former...

However, volatile market conditions in 2022 led to yield erosion....Currently, on-chain options only account for 0.19% of notional open interest (OI), with a high of 2%...OI in April 2022....Withdrawals from the Aevo rollup to Ethereum mainnet take only 2-3 hours, a much shorter confirmation...DeFi options have failed to take off.

...commences, buying that option at seven days out (a 28 day option)....Reflecting on Lyra v1 and Unpacking Avalon Lyra v1 launched in Nov. 2021 and enjoyed moderate success...Lyra’s Avalon update was released on Jun. 27, delivering several improvements over v1...., and 28 day options, with negligible liquidity towards the end of the window.

SLP supply peaked at 584mil on 29th May and had a short period of deflation....On 28th June it stood at 484mil, a 100mil(-17%) supply decrease in 30 days....Small Love Potion (SLP) has seen a significant growth in price of +712% YTD as of June 28th....Axie floor prices increased from 0.03 ETH to around ~0.066 ETH, and MEO 2 Axie prices rose from 0.084...

In this report, we look at how the Layer 2 ecosystem is shaping up and dive into the varying rollup solutions...In order to unlock the next phase of growth, the scaling torch has been passed over to Layer 2s, led...

The Secret Sauce Part 2: Collateral Management and Liquidations Zeta’s collateral framework resembles...Chad buys 10 contracts of SOL $60 LONG CALL for $2 each and pays $20 Options Chad sells 10 contracts...~$5.6M notional open interest (+687%) in Jul. 2022....in Jul. 2022....Zeta FLEX does just around 28k SOL less volume than Friktion.

Option Skews Don’t Look Too Hot Implied volatility for near-term options are skewed towards puts, indicating...Option expiries slightly further out at the end of the year (Jan. – Feb. 2022) are less skewed, indicating...A tweet by options exchange Deribit also stated that most option premiums have been from call writing...

DOVs mainly have two strategies – 1) writing Covered Calls and 2) Cash-Secured Puts....Conditions: ETH is at $1800 when the covered call is sold, with a strike price of $2200, and an option...price (premium) of $200....+$800 Covered call sellers go short @ $2200 strike price, making break-even price $2400 ($2200 + $200...

Key Takeaways Monthly options for BTC and ETH are set to expire tomorrow at 8 AM UTC (4 AM EST)....majority of calls expiring this month will expire worthless, which could prompt fresh purchases for June’s options...Notable Tweets Uniswap Labs supports the community-led Arbitrum deployment effort. 2/ Assuming the snapshot..., 2021...

...and then encourage liquidity providers to move over from the main pool to the layer 2 equivalent....Ideally a user executing a swap on the ETH-USDC pool on Unipig (Uniswap fork on the Optimism layer 2)...Ideally as a user, regardless of whether interacting with the ETH-USDC pool on layer 1 or on layer 2,...

...means the cost of buying these options is going up too....investor alert list by Singapore regulatorhttps://t.co/OJcpz1sAWO — The Block (@TheBlock__) September 2,...pic.twitter.com/zNGf9uf7AX — korpi (@korpi87) September 2, 2021 Patrick O’Shaugnessy talks to Yield...2021...

As mentioned in our recent Market Insights Piece, the 2022 yearly VWAP (pictured above in white) was...Option Vaults Drop in TVL and Performance in January TVL in option protocols has dropped across the...board since the start of the year, with the exception of Opyn (+21% YTD).

...looks like it will mimic the range that occurred between July and September 2020....would imply a confirmation of BTC’s head and shoulders pattern we’ve been noting recently. 42.6% of Option...OI Wiped Out on June Expiry At the end of every month, when options expire, open interest reduces by...

[pdf-embedder url=”http://cdn.delphidigital.io/uploads/2020/07/Macro-_Option-on-Digital-Gold_-Proving-It-Can-Walk-the-Walk...-7-8-2019.pdf” title=”Macro – _Option on Digital Gold_ Proving It Can Walk the Walk – 7 8 2019″]...| (585) 269-0786 Total Public Market Value (ex-BTC) 12-Month Performance (Normalized) "Option on Digital...

From 2021 to 2024, crypto options protocols died quite spectacularly....A single ETH options series may require liquidity for 4 expirations, 10 strikes, and 2 types, totalling...Traditional structured notes markets exceed 2 trillion globally, and blockchain structured products offer...

Part 2 – Applications In Part 1 we have overviewed Anoma’s intents and seen how they compare to Ethereum-style...“Part 2: WTF are intent-based apps?”...has 2 sections; First, we take a look at some existing intent-based apps across various verticals that...It has 2 modes of operation; fast and slow.

...that hardly seems to be the case; its latest move could be explained by a lack of trading activity on options...Near-Term Options Skews Don’t Inspire Hope BTC’s market price was roughly $57K when this data snapshot...Mar. 2022 and Sep. 2022 skews, while not pictured, look more positive than these near-term expiries....(@distorcean) November 28, 2021...