Delta One

Auction

The epoch tranche sells in a Dutch auction. Price falls until someone takes it.

Cleared at
$3.79
model $3.06, start $3.98
Tranche
3,234
cvxAAPL-7 minted at open
Sold
30.9%
999 of 3,234 tokens
Premium to One
$3,599
after the 5% protocol fee

Price decay, AAPL epoch 7

130% to 85% over 2h in 30s steps
veDONE first 15 min$2.60$3.29$3.98open30m60m90m120m130% of modelreserve, 85%187312500

There is no pricing formula in the protocol. The auction starts above what any model says the convexity is worth and falls until someone disagrees. Whatever does not sell is burned, and that convexity stays with One.

Fills

AtBuyerTokensPricePaid
41m0x4Ae0…c118187$3.43$641.41
19m0x71C3…B9c0312$3.71$1,157.52
3mpriority0x9C41…6b2D500$3.98$1,990.00

Auction closed

This epoch sold 999 of 3,234 tokens for $3,788.93. The next tranche is auctioned when epoch 7 settles, in 19.0 days.

Strike this epoch $296.52

Convex book

Where the money goes

  • Proceeds$3,788.93
  • Protocol fee, 5%$189.45
  • Premium to One holders$3,599.48

The premium reaches One at settlement, in USDG or as compounded stock. The fee joins the hourly sweep and is split four ways.