A little pet project for now. FTX US Derivatives (formerly LedgerX) is the only regulated platform that allows options trading on crypto in the U.S. I am curious as to how the options are priced on such a volatile asset. This project uses Black Scholes formula to determine whether market prices are significantly different from what the Black Scholes model says the price should be.
A little pet project for now. FTX US Derivatives (formerly LedgerX) is the only regulated platform that allows options trading on crypto in the U.S. I am curious as to how the options are priced on such a volatile asset. This project uses Black Scholes formula to determine whether market prices are significantly different from what the Black Scholes model says the price should be.