Delta One

The Split

Deposit a stock token, choose a cap, see both books before you sign.

Amount, AAPL
Connect a wallet to see your balance.
Cap preset
Strike $306.18. Model premium 1.08% of notional; the auction sets the real one.
Premium mode
Premium buys more stock into the vault. You receive extra One.
Split fee (10 bps)
0.0010 AAPL
You receive
1.0540 oneAAPL
0.9990 cvxAAPL-7
Entry, per share
$288.44 + $3.16

Both books at settlement

Epoch 7 settles in 19d 0h 0m
-20%-10%0%+10%+20%+30%$98$195$293$391K $306.18$314.93
One$306.18+6.15%
Convex$8.75+177%

Scenario table

Per share. Entry: One $288.44, Convex $3.16. Model premium at IV 25%.

MoveP1OneOne %ConvexConvex %
-20%$233.28$233.28-19.12%$0.00-100.0%
-10%$262.44$262.44-9.01%$0.00-100.0%
-5%$277.02$277.02-3.96%$0.00-100.0%
0%$291.60$291.60+1.10%$0.00-100.0%
+5%$306.18$306.18+6.15%$0.00-100.0%
+8%$314.93$306.18+6.15%$8.75+176.9%
+12%$326.59$306.18+6.15%$20.41+546.0%
+20%$349.92$306.18+6.15%$43.74+1284.3%
+30%$379.08$306.18+6.15%$72.90+2207.1%
Cap
+5%
K $306.18
Convex leverage
23.9x
at epoch open
One APR, flat
14.2%
if the premium repeats