2023

• December 18, 2023 - Introduction to Synthetic Perpetual Futures
• December 12, 2023 - Buying Power, Collateral, and Leverage
• December 9, 2023 - Option Legs: The Building Blocks of Advanced Strategies
• December 8, 2023 - Panoptic’s Markets
• December 7, 2023 - How To Open a Position on Panoptic
• November 28, 2023 - Streamia vs. Black-Scholes Model: A Comparative Study
• October 31, 2023 - How does LPing in Uniswap V3 compare to selling options in Panoptic?
• October 11, 2023 - 0DTEs on Uniswap – Insights from On-Chain LP data
• September 7, 2023 - Introducing Panoptic's Smart Contracts
• August 21, 2023 - Panoptic Options Trading Strategies Series: Part II — The Covered Call and Active Position Management
• August 5, 2023 - Demystifying IL, LVR, JIT, and MEV
• July 20, 2023 - Options Market Making in Panoptic
• July 6, 2023 - Expirationless Options (XPOs) – Will They Replace Perps In Crypto?
• June 14, 2023 - Reality Check: Retail Doesn't Want 100x Leverage
• June 6, 2023 - Why Options Will Overtake DeFi
• May 30, 2023 - How Much Options Trading Volume Is Retail?
• May 23, 2023 - The Evolution of Financial Systems: From Spot to Derivatives and Beyond
• May 12, 2023 - Panoptic Insights: Betting on Volatility
• May 11, 2023 - 8 Advantages of DeFi over TradFi
• May 10, 2023 - Volatility Bets - Straddles vs. Strangles
• May 2, 2023 - Whale Watching - Uniswap v3 LPs
• April 27, 2023 - Maximizing Profits: Long vs. Short Straddles
• April 25, 2023 - Options Trading 101: Straddles
• April 17, 2023 - Streamia: How Panoptic Prices Perpetual Options
• April 15, 2023 - Panoptic Options Trading Strategies Series: Part I — The Basics
• April 14, 2023 - 8 Reasons Why Concentrated Liquidity (and Panoptic) is the FUTURE
• April 11, 2023 - How Concentrated is Concentrated Liquidity in Uniswap V3
• April 7, 2023 - What's the Most Capital Efficient Options Selling Strategy?
• April 4, 2023 - Implied Volatility and Volatility Smile in Uni v3
• March 31, 2023 - Maximizing Profits: Naked Calls vs. Covered Calls
• March 29, 2023 - Panoptic: Unleashing the Power of 0DTE Options
• March 24, 2023 - The 'Father of Options': How Illicit Moneylending via Put-Call Parity Made a Millionaire
• March 20, 2023 - Composability, Perpetuity, and Oracle-Freeness in Panoptic
• March 15, 2023 - Maximizing Profits: Buying ETH Call Options on Uniswap
• March 14, 2023 - Understanding The Greeks of Options Trading
• March 8, 2023 - Maximizing Profits: Buying Put Options on 16 Uniswap Pools
• February 26, 2023 - How 'The Merge' Impacted Ethereum's Gas Fee Market
• February 25, 2023 - 18 Options Strategies Every Trader Should Know (With Emojis)
• February 17, 2023 - Forward Testing with Monte Carlo
• February 15, 2023 - Good Pools and Bad Pools on Uniswap V3
• February 10, 2023 - 8 Reasons to Be Bullish on Financial NFTs
• February 8, 2023 - Maximizing Profits on Uniswap V3: 21 Popular Pools LPed
• February 6, 2023 - HODL or LP - What's Riskier?
• February 2, 2023 - Optimal LP Width in Bull/Bear Markets
• February 1, 2023 - Understanding Financial Greeks: Beta
• January 25, 2023 - How to hedge ANYTHING (including Uni v3 LP positions) with options
• January 23, 2023 - Stablepools Are Boring? You're Wrong.
• January 20, 2023 - LP Profits: Staying 'In Range' on Uniswap v3
• January 18, 2023 - How to Calculate your Price Range on Uniswap v3
• January 10, 2023 - Pulling Uniswap V3 On-Chain Swap Data
• January 5, 2023 - Does Uniswap's Most Traded Asset Violate Geometric Brownian Motion?
• January 1, 2023 - About

2024

• December 6, 2024 - Election Volatility: BTC & ETH IV on Deribit vs. Uniswap
• November 18, 2024 - From CEX to DEX: Comparing Uniswap and Deribit Implied Volatilities - Part 3
• November 12, 2024 - How Derivatives Solve The Uniswap 'Doom Loop'
• September 25, 2024 - Panoptic Solves LVR
• August 21, 2024 - From CEX to DEX: A New Formulation For Implied Volatility - Part 2
• August 2, 2024 - 21 Reasons Why Options Are Important In The Crypto Market
• July 22, 2024 - Reverse Gamma Scalping
• July 11, 2024 - From CEX to DEX: How Decentralization is Revolutionizing Options - Part 1
• June 12, 2024 - Gamma Scalping
• May 10, 2024 - Understanding Timescales in Panoptic
• May 8, 2024 - Navigating Liquidity in Panoptic
• May 1, 2024 - Closing a Position
• March 18, 2024 - Position Management
• March 11, 2024 - Understanding Delta Risk
• February 16, 2024 - The Liquidity Spread: Navigating Perpetual Options Pricing
• February 5, 2024 - Streamia (Streaming Premia)
• January 22, 2024 - Leverage

2025

• August 4, 2025 - How to Price Perpetual Options: Five Models Compared
• July 22, 2025 - Variance Trading With Onchain Synthetic Perps
• June 30, 2025 - Straddles vs Strangles: Which Short Vol Strategy Wins
• June 26, 2025 - Vol-of-Vol & Butterflies With Onchain Options
• June 12, 2025 - Straddles vs Strangles: Who Wins in a Delta-Neutral Fight
• June 10, 2025 - Spot-Vol Correlation & Risk Reversals With Onchain Options
• May 20, 2025 - Short Put vs Long Call: Who Wins the Bull Fight
• May 16, 2025 - Relief Risk Premium: IV & Call Wing Premia
• May 13, 2025 - Base vs Ethereum Blockchains: Implied Volatility and Market Analysis
• April 29, 2025 - Put Wing Premia: Base vs. Ethereum
• April 14, 2025 - Short Call vs Long Put: Who Wins in a Bear Fight?
• April 9, 2025 - Volatility Risk Premium: IV & Put Wing Premia
• March 25, 2025 - The Magnificent Seven Gamma Traps of Crypto
• February 25, 2025 - Loss Versus Panoptic: Why LPs Are Leaving Money on the Table—and How to Get It Back