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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