On-chain Volatility and Uniswap v3

Liquidity of the ETH-USDC-0.3% pool. The green bars show the 7-day expected move, computed using on-chain implied volatility measurements.

Computing the Implied Volatility from Uniswap v3

Check it out at http://info.yewbow.org

Using IV to help effectively deploy liquidity

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Asst professor in Applied Physics at Cornell. LambertLab.io PI and proud father. Interests: Biophysics, Math, Crypto, and Options (often all at the same time).

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Guillaume Lambert

Guillaume Lambert

Asst professor in Applied Physics at Cornell. LambertLab.io PI and proud father. Interests: Biophysics, Math, Crypto, and Options (often all at the same time).

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