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Antony-SS/FTX-Derivatives-Pricing-Analysis
A little pet project for now. FTX US Derivatives (formerly LedgerX) is the only regulated platform that allows options trading on crypto in the U.S. I am curious as to how the options are priced on such a volatile asset. This project uses Black Scholes formula to determine whether market prices are significantly different from what the Black Scholes model says the price should be.
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