- Bumper, a DeFi platform, has unveiled findings of their comprehensive simulation which shows new pricing efficiencies over traditional options desks.
- The report details Bumper’s dynamic pricing based on forward volatility rather than the usual implied volatility and its potential to disrupt the $13 trillion derivatives market.
- The release of the report is a significant validation of Bumper’s innovative approach and marks what could be one of the most substantial challenges to Black-Scholes derived pricing in half a century.
Bumper’s Breakthrough DeFi Protocol Set To Reshape Options Pricing
London, United Kingdom – May 31, 2023
Bumper, a DeFi platform, today released findings of their comprehensive simulation which exhibits new pricing efficiencies over traditional options desks ahead of their protocol launch in August 2023. This report marks a milestone in financial technology and showcases an altogether new financial instrument that consistently outperforms existing options desks in generating both competitive premia and sustainable yields.
Key Highlights From The Simulation Report
- On average, Bumper takers paid 9.3% cheaper premia than buyers of traditional put options.