Volatility Oracle
Markets with Off-chain data source
To provide reliable and market-driven implied volatility for traders on IVX, the protocol will depend on a built-in volatility oracles, associated with Laevitas.ch as the main data provider. This will push off-chain volatility indexes determined between multiple high liquid centralized option exchanges, to on-chain data pipelines in order price IVX option markets.
CEX option exchanges supported
Deribit
Binance
Bybit
OKX
CoinCall
Deactivate any volatility feed which there have been no data updates for the last 1 minute
Terminate any options market with less than two valid volatility sources for the last 5 minutes
By that the index volatility for each side will be calculated as follows:
The price feed will be updated on chain every 15 minutes or every specific increase in IV percentage, this will be dependent on the activity of the token-supported
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