Keep3r Network: Black Scholes, The Greeks, and Realized Volatility

Andre Cronje
Nov 10, 2020

We previously wrote about Keep3r Network’s on-chain oracles

Given that Keep3r’s price feeds allow for sampling multiple points over a fixed window we can expand this to include realized volatility between pairs.

We have released a new oracle candidate which includes;

  • Sampling arbitrary fixed windows
  • hourly/daily/weekly fixed pricing
  • hourly/daily/weekly realized volatility
  • Black Scholes estimates

For integration & documentation;

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