2. Can we have some illustrations on the mark price methodology?
Mark price will be calculated using Blackscholes formula with current settings as below:
Interest rate of 0.0.
Volatility surface is updated by the exchange periodically referencing Deribit marked IV.
Spot price will taken *near real-time from ChainLink price-oracle.
Previous1. What is the methodology to calculate the mark price (or reference price)?Next3. Noticed the first spread level is 0, how does it help?
Last updated