Implied Volatility

Implied Volatility is how much a market estimates the likelihood of large movements in an asset. It is implied because it is derived from the trading price of the asset. Power perpetuals have option-like properties, meaning the volatility of the underlying asset plays a crucial role in pricing the derivative.
IV=f×24×365IV = \sqrt{f \times 24 \times 365}IV=f×24×365​
where:
f is the hourly funding rate

Powers funding

Powers specs

Last modified 3mo ago

Copy link