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un.Block Weekly
4 Jan 2022, 08:05
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https://twitter.com/unblock256/status/1478034920702300160?s=20
un.Block
@opyn_ @paradigm 【永续合约，期权玩家的新玩具】 Paradigm 提出了永续期权的概念，无到期日的期权。实现方式与永续合约类似，一方给另一方资金费率。资金费率的计算方式为 mark – payoff ，永续期权价格Premium- 立即行权的利润。 Opyn 基于此开发了平方永续合约。合约价格跟随现货价格的平方。
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