/0dte

0 day to expiry option vaults

Primary LanguageSolidity

0DTE options

Buyers get access to long option positions for 1 day upto 10% otm with set strike increments (matching deribit/bybit).

Writers deposit 50% USDC and WETH.

ERC-4626 LP tokens for LPs continously accruing base and quote assets with anytime withdrawals subject to available liquidity.

Development

(Optional) Setup the .env file with the vars mentioned in the .env.sample file.

Compiling

yarn compile

Running tests

Run all tests like this:

yarn test