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Black-Scholes research formulas on your inputs · M funding / FG / flow · greeks & Monte Carlo · research only, not an OMS
| Venue | Rate | Annualized |
|---|---|---|
| bybit | 0.0100% | 0.00% |
| okx | 0.0100% | 0.00% |
Fear & Greed
0
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Research candles from live venue klines. No invented candles.
Black-Scholes on your inputs — research model, not venue mids, not order execution
Research formulas (r = 0, q = 0): T = DTE / 365.25 · σ = IV / 100 · greeks = calcExtendedGreeks(S, K, T, σ, C|P) · null if any input ≤ 0
Need S, K, DTE, σ > 0. calcExtendedGreeks returns null until then — never a fake 0.5Δ, not a price, not an OMS quote.
Illustrative hedge size from model delta — research only, not an OMS order
hedge = −Δ × qty
Formula output, not an order
500 simulated paths — research toy, not a forecast
S_T = S · exp((−½σ²)T + σ√T Z) · Z ~ Box-Muller · PoP = ITM share of paths (no premium)