Use 120% of BVE volaility for gamma scalping - Githubissues

Dual-Finance / risk-manager

Risk management for Dual Finance protocol DIP positions

MIT License

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Use 120% of BVE volaility for gamma scalping #15

Closed DonDuala closed 2 years ago

DonDuala commented 2 years ago

As discussed scalper hedging IV will be independent of contract IV