Derivative Strategies
10 hook contracts deployed on Arbitrum and Sepolia, each encoding a unique financial derivative into Uniswap V4 fee structures
Earn premium income on ETH holdings in sideways/mildly bullish markets
Encodes call option payoff into the fee structure. Above strike, fees increase to simulate option assignment. Premium collected via elevated base fees.
Protect ETH positions against sharp downside moves
Reduces fees when price drops below put strike, effectively compensating LPs for downside. Cost is embedded in slightly higher fees during normal conditions.
Express a directional view with capped risk on both sides
Defines three fee regimes: below lower strike, between strikes, above upper strike. Each regime has independent fee parameters for directional exposure.
Gain leveraged-like directional exposure without liquidation risk
Modulates fees asymmetrically based on a funding rate signal. Long-biased swaps pay higher fees when funding is positive, creating synthetic perpetual economics.
Trade volatility as an asset — go long or short vol
Computes EWMA realized volatility on-chain and compares against a strike volatility. Fees adjust based on the vol spread, rewarding correct vol predictions.
Place on-chain limit orders that execute when price crosses your target
Detects when price crosses specific tick boundaries and adjusts fees to zero in that direction, effectively filling a limit order when the target price is reached.
Participate in upside while guaranteeing no loss of deposited ETH value
Fee structure ensures that in worst-case scenarios, the position returns at least the original principal. Upside participation is reduced as the cost of protection.
Provide stablecoin liquidity with near-zero slippage for traders
Implements a Curve-style invariant within Uniswap V4, concentrating liquidity around the 1:1 peg for stablecoin pairs. Extremely tight spreads.
Capture trending markets with fees that accelerate in your favor
Fees ratchet in one direction: as price moves in the predicted direction, fees decrease (rewarding the LP). Counter-moves face increasing friction.
Lock in a future exchange rate with defined settlement windows
Restricts swaps to specific time phases: accumulation (deposit), settlement (execute at agreed rate), and expiry. Mimics traditional forward contracts on-chain.