Quant calculation

Discussion in 'Trading' started by misterkel, May 5, 2019.

  1. I'm looking for how to calculate quant outcomes on deribit. The ETH options are funded by ETH, settled in ETH, and calculated in $$.
    I can't get a good handle on how that works and am looking for a mathematical formula and accompanying P/L chart to do some investigations.
    If anybody can explain, in brief, how such options would work with rising/falling price and put/call, I would appreciate it.