Riskless Earn

Earn yield on your collateralized loan

( no margin liquidation risk ).

Description

Pay Capital (USDC) Now -> {Receive Capital (USDC) + Return (USDC)} @ <Expiry>

Pay [+ Put | - Call | + Next Auction Forward]

equal to capital outlay of

(Forward Strike - (Call price - Put Price) ) = capital

pay USDC Now, Receive forward strike @ <Expiry>

Riskless Return {Forward Strike/ Capital}