Module polymarket_oracle 

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

GammaEvent 🔒

GammaMarket 🔒

PolymarketSurfaceState 🔒

PolymarketVolOracle

PolymarketVolOracleConfig

Constants

GAMMA_API_BASE 🔒

Functions

bs_digital_call_price 🔒

Price of a digital (binary) call: pays $1 if S_T > K.

estimate_spot_from_cdf 🔒

Estimate spot price from the CDF by finding where P(above) ≈ 0.50.

norm_cdf 🔒

parse_market_cap_from_question 🔒

Parse a market cap dollar amount from a Polymarket question. E.g., “SpaceX IPO closing market cap above $2T?” → 2_000_000_000_000.0

parse_yes_probability 🔒

Parse the “Yes” probability from a Polymarket outcomePrices JSON string. The field is double-encoded: "[\"0.705\",\"0.295\"]".

solve_digital_iv 🔒

Solve for the Black-Scholes implied volatility of a digital call option given its market probability. Returns None if the inversion fails.