Vaults

volUSDC Vault

Long VolatilityDelta-NeutralEthereumEthereum
Pips APY

Strategy

volUSDC Vault is a USDC-denominated long-volatility strategy designed to monetize large moves in ETH without taking a directional view. The vault buys options on Panoptic, delta-hedges them dynamically as the underlying moves, and lends idle USDC to Panoptic traders to offset the cost of carry. Returns come from hedging gains that exceed the premium paid; in calm markets the premium is a known, bounded drag on the share price. The vault also receives protocol fee rebates. Every position, hedge and transaction is executed on-chain and visible below.

Curator

Unknown

-- vaults managed
APY
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TVL
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Performance fee
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No management fee
Capacity
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Performance

Scroll to zoom; drag left or right to pan
No share price history available

7D APY

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30D APY

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Since Inception

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30D return

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Inception date

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TVL

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How it works

Overlay · Buys ETH options

1

Deposit USDC

Your USDC is pooled with other depositors and posted as collateral.

2

Buy ETH options

The vault buys at-the-money ETH straddles on Panoptic and pays streamia while they stay open.

3

Hedge

The vault buys or sells ETH to stay delta-neutral, locking in gains each time ETH moves.

4

Earn on big moves

Large moves in either direction produce more hedging gains than the streamia paid.

Long Straddle

Auto-loop demo
PricePnLΔ = 0.00Δ(hedge) = 0.00
Start: delta-neutral around strike.

Base · Lends USDC

1

Lend idle USDC

USDC not needed as option collateral is lent to Panoptic traders.

2

Earn lending fees

Borrowers pay fees that soften the cost of holding options in quiet markets.

Composition

HoldingTypeValueShareShare bar

No allocation data available.

Transaction history

DateActionAmountUserTx Hash
No history available.
1 of 1

What would a move mean for my deposit?

Reading current portfolio…

APY

Reading current portfolio sensitivity…

ETH price (USDC) · Scroll to zoom · Drag to pan

What does it cost to hold?

Percentage of vault NAV over 7 days.

Option premiums
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Net lending income
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Net holding cost
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Loading the 30-day fee-based cost estimate independently of sensitivity…

How have individual weeks performed?

Annualized vault return for each complete week with position activity.

Loading weekly performance…

Roles & vault info

Roles

Owner
Not assigned
Manager
Not assigned
Accountant
Not assigned
Fee Wallet
Not assigned
Manager Allowed Actions
View

Vault Info

Address
0x236d...4D18
Underlying Asset
Not assigned
Performance Fee
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Version
v0.2.0
Created
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