Deri GammaSwap Position Calculator

Symbol

Funding Scenario Analysis

Keep the live market fixed and compare two hypothetical position-and-parameter sets.

1-day LP funding earned

Index price —

DVOL —

Effective liquidity —

Funding period —

Scenario Power volume Real futures volume Power alpha Futures alpha LP funding earned / 1 day Daily funding / +1 GammaSwap

Current real Live market position

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Hypothetical 1 Target position and parameters

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Hypothetical 2 Target position and parameters

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Each hypothetical row is independent. Enter its desired after-trade power volume directly; the implied trade and real-futures hedge are calculated from the current position. Leave any editable cell blank to inherit its value from the current row. The hypothetical power and futures alphas apply to that row's post-trade pricing and funding, while the current row keeps the live protocol values. Daily funding per GammaSwap is the funding of a very small positive GammaSwap position divided by its volume, including the paired real-futures hedge and excluding that position's own price impact. A positive value means long pays short; a negative value means short pays long.

Current LP funding earned / 1 day $0

Hypothetical 1 LP funding earned / 1 day $0

Hypothetical 2 LP funding earned / 1 day $0

Hypothetical 2 − Hypothetical 1 / 1 day $0

Hypothetical 1 Trade Impact

Detailed position, funding, pricing, and cost changes for the first hypothetical row.

Gamma.sol approximation

Hypothetical 1 Funding Calculation Trace

LP funding earned / 1 day

Price, DVOL, and effective liquidity are fixed for one day. Positive LP funding is earned; negative LP funding is paid.

Hypothetical 2 Funding Calculation Trace

LP funding earned / 1 day

Blank scenario inputs inherit the current row. Daily funding per GammaSwap remains trader-side: positive means long pays short.