Pricing

Learn how option prices are determined on CallPut using AMM-based models and hybrid price feeds designed for transparent and reliable onchain options pricing.

Mark Price and Execution Price Mechanism

Option pricing on CallPut is based on a model-derived Mark Price, combined with a dynamically adjusted spread.

The Mark Price represents the theoretical value of an option, calculated using key inputs such as the underlying asset price, time to expiry, and implied volatility.

The Execution Price reflects the actual tradable price and incorporates additional risk premiums to account for liquidity conditions and exposure within the Options Liquidity Pool.

By separating theoretical valuation from execution-level adjustments, CallPut delivers transparent pricing while remaining responsive to real-time market conditions.

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Robust Price Indices

Underlying asset prices on CallPut are sourced from robust price indices built using trusted external data providers.

For BTC and ETH options, the protocol aggregates futures prices, implied volatility, and options pricing data from multiple major centralized exchanges, applying a weighted average updated on a per-second basis to ensure accuracy and resilience.

For U.S. equity options, pricing references data from multiple reputable U.S. market data sources.

Using multiple independent inputs reduces reliance on any single data source and improves resistance to abnormal market conditions or data irregularities.