Panoptic Blog
Discover the latest product features, cutting-edge technology, solutions, and news on our blog!
16min read
Featured
August 4, 2025
How to Price Perpetual Options: Five Models Compared
This paper compares perpetual option pricing frameworks with Panoptic’s oracle-free, DeFi-native model on Uniswap v3/v4, detailing mathematical foundations, pricing mechanics, and applicability to decentralized markets.
9min read
July 22, 2025
Variance Trading With Onchain Synthetic Perps
Discover how variance can be traded through synthetic perps on Panoptic.
11min read
June 30, 2025
Straddles vs Strangles: Which Short Vol Strategy Wins
A data-driven comparison of short straddle vs short strangle strategies on Panoptic, revealing key risk-reward tradeoffs in neutral DeFi markets.
6min read
June 26, 2025
Vol-of-Vol & Butterflies With Onchain Options
Observe how volga or vol-of-vol is presented in Panoptions through the trading of butterflies.
8min read
June 12, 2025
Straddles vs Strangles: Who Wins in a Delta-Neutral Fight
A data-driven comparison of straddle vs strangle strategies on Panoptic, revealing key risk-reward tradeoffs in neutral DeFi markets.
5min read
June 10, 2025
Spot-Vol Correlation & Risk Reversals With Onchain Options
Analyze how vanna or spot-vol correlation manifests itself in Panoptions through the trading of risk reversals.
7min read
May 20, 2025
Short Put vs Long Call: Who Wins the Bull Fight
A data-driven comparison of long call vs short put strategies on Panoptic, revealing key risk-reward tradeoffs in bullish DeFi markets.
4min read
May 16, 2025
Relief Risk Premium: IV & Call Wing Premia
Dive into how the relief risk premium manifests itself in OTM call options as well as how this premium can be exploited on the Panoptic platform.
5min read
May 13, 2025
Base vs Ethereum Blockchains: Implied Volatility and Market Analysis
Comparison between the Ethereum and Base blockchains, evaluating ETH/USDC pool pricing, implied volatility, and Panoptions strategy performance.