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

How accurate is the assumption that all DeFi users are “rational”. It may be very low depending on who you ask, but let’s consider this more carefully.

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

Using IV to help effectively deploy liquidity

Why should we care about IV? Actually, implied volatility is very useful for estimating the expected price move of any asset according to:



Get the Medium app

A button that says 'Download on the App Store', and if clicked it will lead you to the iOS App store
A button that says 'Get it on, Google Play', and if clicked it will lead you to the Google Play store
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).