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New Vault
🦄 Extremely Bearish, Extremely Bullish
This strategy is good for: 📉Extremely Bearish, Extremely Bullish
Not ideal for: 📈 Kangaroo or crab
Current Deposits
29,591 sUSD
Max Capacity
50,000 sUSD
Vault Strategy
Gamma Vault runs a fully on-chain delta-neutral strategy combining options and futures. Vault tries to profit from short-term volatility by taking advantage of option’s gamma. In order to effectively compound the returns for depositors over time, the vault reinvests the yield gained back into the strategy.
Take Deposits
The vault receives sUSD from depositors and processes them in a queue. Depositors receive ERC20 token.
Create Delta Neutral Position
Vault buys a near at-the-money call option with highest gamma and shorts perpetual futures equal to the delta of the option.
Vault Makes Profit
If the market moved in either direction outside a given range taking advantage of short-term volatility.
Vault Incurs Loss
If the market stays idle, the vault starts losing money due to the option's time decay. Vault rebalances if the market stagnates for three days or reaches the stop loss.
Process Withdrawal
A user can request to withdraw at any point in time. Withdrawals will be processed within 5- 6 hours, and the user can claim anytime to avail of their share.
Connect your wallet
You need to first connect your wallet to access the vault.
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Connect Wallet