Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Improved handling of low liquidity cases for deep out-of-money options #3152

Open
wants to merge 1 commit into
base: main
Choose a base branch
from

Conversation

vladi-coti
Copy link
Contributor

Improved handling of situations with low liquidity by employing the mark price.

Copy link

changeset-bot bot commented Jan 15, 2024

🦋 Changeset detected

Latest commit: 6abd789

The changes in this PR will be included in the next version bump.

This PR includes changesets to release 1 package
Name Type
@chainlink/crypto-volatility-index-adapter Patch

Not sure what this means? Click here to learn what changesets are.

Click here if you're a maintainer who wants to add another changeset to this PR

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

1 participant