Skip to main content

Module polymarket_oracle

Module polymarket_oracle 

Source
Expand description

Polymarket-derived Volatility Oracle for pre-IPO assets (e.g., SPCX).

Polls Polymarket’s Gamma API for digital-option-style probability markets (e.g., “SpaceX IPO closing market cap above $2T?”), converts market cap thresholds to per-share strike prices, and inverts Black-Scholes digital call pricing to extract an implied volatility smile.

Structs§

PolymarketVolOracle
PolymarketVolOracleConfig