Otto Protocol Docs
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  • Introduction
    • Abstract
    • Overview
  • USDO Design
    • Main difference with other stable assets
    • Hedging System
      • Principle and need
      • Hedging Process
    • Stablecoin Issuer Flow of Funds
    • Pegging system
    • Fees Structure
  • Eonian Option AMM Design
    • Principle and need
    • Description of the Eonian Option
    • Description of the AMM
      • Pool Structure
      • Option AMM Mechanism
        • Pricing with Black-Sholes Model
        • Trade Impact on price quoted by the AMM
        • Risk Management for the Liquidity Providers
        • Final price quoted by the Pool
      • Rolling Cost of the Eonian Option
  • Other Protocoles Modules and Details
    • Oracles
  • References
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  1. Eonian Option AMM Design
  2. Description of the AMM
  3. Option AMM Mechanism

Final price quoted by the Pool

The final price per option (FFF) offered to the trader is:

F=E−fF = E - fF=E−f

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Last updated 2 years ago