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Why Now?

To date, no options protocol has sustainably captured the imagination of DeFi users. The most popular optinos protocol, Aevo, reached less than $100mm cumulative volume. Meanwhile, CeFi options venues such as Deribit and PowerTrade transact billions of notional each month.

NameCumulative Volume
Aevo Aevo$66.48m
Thales Thales$51.72m
Lyra Lyra$44.36m
Premia Premia$16.74m
Hegic Hegic$8.58m
Moby Moby$6.35m
Stryke Stryke$715,523
Typus Finance Typus Finance$656,377
Ithaca Protocol Ithaca Protocol$87,511
Jasper Vault Jasper Vault$1,909
Source: https://defillama.com/options

Ethena Revolution

Ethena, the "internet bond", has revolutionized the availability of CeFi liquidity in DeFi products. By innovatively separating the functions of minting/redemption and trading, Ethena offers a new model for tokenized representations of derivative instruments. The existing Ethena product is a fully-collateralized short perp positions. This same model can be expanded to include both different collateral types and different derivatives instruments.

Suitability for On-Chain

Options are particularly suited for DeFi. Blockchains can move slow, but because of the inherent leverage in options, speed is less of a constraint. Further, complex instruments like perpetual swaps have proven difficult to port on-chain without introducing novel trust requirements.

Hedging portfolios for abrupt market moves is a common use case for options and should be made available to on-chain users.