Synchronized Liquidity Engine (SLE)

General

• SLE derives Mark Price and Risk Premium on a real-time basis to provide tradable option positions

How Pricer and Risk Manager Functions behind SLE

• Pricer: Derives Mark Price based on Futures Index and Implied Volatility Curve from real-time market data

• Risk Manager: Derives real-time Greeks Risk and Risk Premium (spread) based on the Options Position that Moby’s Options Liquidity Pool (OLP) possesses