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Ithaca Docs
  • Overview
    • Ithaca Overview
    • Official Links
  • Architecture
    • Pre-Match Processing
      • Frequent Batch Auctions (FBA)
        • Auction Specifications
        • Common Product Specifications
        • Orders
      • Risk Sharing Building Blocks (RSBB)
      • Mixed Integer Linear Programming (MILP) Optimization
      • Portfolio Dominance
      • Matching Process Summary
    • Post-Match Processing
      • Settlement
      • User Funds
      • Collateral Optimization Engine
        • Trade Collateralization
        • Portfolio Collateralization
          • Example 1
          • Example 2
  • Ithaca App
    • Get Started
      • Connect to the Ithaca App
      • Depositing Arbitrum USDC and WETH
      • Depositing Other Funds and Funds From Other Chains
      • Choose Your Journey and Get Started
    • App Overview
    • Dashboard
    • Trading
      • Market
        • Options
        • Digital Options
        • Forwards
      • Stories
        • Bet
        • Risky Earn
        • Riskless Earn
        • No Gain, No Payin’
        • Bonus | Twin-Win
        • Barriers
          • Up-and-In Call Option
          • Up-and-Out Call Option
          • Down-and-In Put Option
          • Down-and-Out Put Option
      • Position Builder
      • Dynamic Option Strategies
        • Spreads
        • Risk Reversal
        • Ladders
        • Straddles & Strangles
        • Condors
        • Butterflies
    • Analytics
    • Staking
  • Ecosystem
    • Progressive Decentralization
    • Airdrops
      • Season One
        • Earning Points
        • Trading Points
          • Fills
          • Orders
          • Bespoke Trading Incentives
        • Engagement Points
          • Social Engagement
          • Referrals
        • Badges and Special Points
        • Point Activation - Sybil Resistance
        • Halvings
        • Get Started - Points
      • $ITHACA Airdrop Claim Instructions
    • Fees
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On this page
  • Ithaca 1.0 Product Range
  • Common Product Specifications
  • Underliers
  • Exercise Style
  • Ithaca Strikes
  • Ithaca Expiries

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  1. Architecture
  2. Pre-Match Processing
  3. Frequent Batch Auctions (FBA)

Common Product Specifications

Ithaca 1.0 Product Range

  • Vanilla Products (Options, Digital Options, Forwards)

  • Dynamic Option Strategies (e.g. Spreads, Straddles, Condors, Risk Reversals, etc.)

  • Stories (Twin-win, Barriers, etc.)

More detailed specs on specific products can be found in the Trading section.

Common Product Specifications

Underliers

Ithaca 1.0 will launch with WETH/USDC as underlying with more pairs to be added in the future.

The premium currency is USDC.

Exercise Style

European, auto-exercised (a European option can be exercised only at expiration).

Ithaca Strikes

  • Central strike: Closest rounded to the nearest $100 ETH price.

  • 4 lower strikes: ($) 100, 200, 300, 400 lower than central strike.

  • 4 higher strikes: ($) 100, 200, 300, 400 higher than central strike.

  • Barrier strikes (Knock-In/Knock-Out) will only be chosen among these 9 strikes.

Ithaca Expiries

  • Every Friday within the same month.

  • Every Friday that is less than 31 days away.

PreviousAuction SpecificationsNextOrders

Last updated 1 year ago

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