AAVE Analytic Review
Macro: AAVE — decentralized credit and liquidity distribution protocol, wehich is operating with a wide range of available assets. Right now, the total value locked in all protocol pools is equal to 27 billion USD. The platform operates on Ethereum, Polygon Ethereum sidechain, and Avalanche. AAVE token is used to encourage platform use with partial rates sibsidation. Also, AAVE can be used as a voting token in the protocol DAO.
Table of estimated option premiums for AAVE Liquidity Suppliers
Calculations of theoretical premiums are based on average historical volatility (10, 30, and 60 days), while placing the orders on January 5, 2022 and expiration date of January 7, 2022.