@volare.finance/volare.js
Version:
The SDK for Volare Protocol
18 lines • 631 B
JavaScript
;
/**
* @file mm.ts
* @author astra <astra@volare.finance>
* @date 2022
*/
Object.defineProperty(exports, "__esModule", { value: true });
const src_1 = require("../src");
const vol = 0.8200805;
const s = 1289.3;
const k = 1600;
const t = (1665734400 - 1665219930) / 365 / 86400;
const r = 0.0;
const [callBid, callAsk] = (0, src_1.price)(vol, s, k, t, r, false);
const [putBid, putAsk] = (0, src_1.price)(vol, s, k, t, r, true);
console.log('call bid/ask for strike ', k, ' : ', callBid, '/', callAsk);
console.log('put bid/ask for strike ', k, ' : ', putBid, '/', putAsk);
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