Desk
Price a week of noise.
Pick the strike you would take the other side of, size it in USDG per vol point, and read what every settlement is worth. Spot comes off the pool live.
Market
Side
Term
Strike volatility
vol points
Size
USDG / point
Band
points either way
The band caps the transfer and sets the escrow each side posts. A wider band means more to win and more at risk.
Your escrow—
Max gain—
Max loss—
Break-even RV—
| Settles at | Average day | Move on spot | Your P&L |
|---|
◆
Checking the contract…
| Market | Side | Term | Strike | Band | USDG / pt | Escrow | |
|---|---|---|---|---|---|---|---|
| loading | |||||||
| Market | Side | Strike ± band | RV so far | Marked P&L | Expiry | |
|---|---|---|---|---|---|---|
| loading | ||||||
