valorem-labs-inc / clear

Valorem Clear is a DeFi money lego, enabling writing covered calls and cash-secured puts, physically settled or cash settled, American, European, and Exotic options.
https://valorem.xyz/docs/clear-overview/
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chore: add audit report #216

Closed 0xAlcibiades closed 1 year ago

linear[bot] commented 1 year ago
VAL-848 Valorem Clear fees and duration

The minimum option duration must be 1 minute, the fee basis points on notional must be 15, fees must only be charged on exercise, and on the underlying at redemption.