BEHAVIOURAL RISK PRICING — DIP BUYER

DIP BUYER

A cash-secured put on a price dip. Deposit USDC and name the target you'd be willing to buy at; if the underlying settles at or below your target, your USDC converts to it at the strike. Otherwise, premium plus deposit returns. Same mechanism as Dual Currency BUY LOW, framed for accumulation.

EST. APR

—

at -8% strike

IMPLIED VOL

65%

ETH-USDC · annualised

TERM

3 DAYS

fixed · on-chain

SETTLES

6 JUN

08:00 UTC · Arbitrum

ASSET PAIR

AMOUNT

tUSDT

WALLET: 0 tUSDT · VAULT: 0

TARGET PRICE

TERM

6 JUN · 08:00 UTC

EST. APR

—%

Annualized over a 3-day cycle. Actual outcome depends on settlement; not a compounding return.

IMPLIED VOL65.0%

TERM RATE—

EST. PREMIUM—

Loading spot price…

MECHANISM

HOW IT WORKS

Three deterministic steps from deposit to settlement. No discretion, no early exit.

Deposit tUSDT into the Aquifer Vault on Arbitrum One. Pick a dip-buy target below spot. Funds lock immediately until settlement.

HOLD TO SETTLEMENT

Your position is recorded on-chain. Premium accrues from TreasuryReserve at the contractual term rate. The Guardian Layer enforces pre-settlement risk checks.

SETTLE

If tWETH ≤ target at 08:00 UTC, your tUSDT converts to tWETH at the strike. Otherwise, tUSDT returns in full. Premium credited in both cases.

ANALYTICS

PAYOFF AT SETTLEMENT

Position value at settlement for a 10,000 USDC cash-secured put. Below the strike, your USDC converts to tWETH.

STRATEGY PARAMETERS

INSTRUMENT: European Put (Cash-Secured)
UNDERLYING: tWETH / USDC
SPOT (S): —
STRIKE (K): —
IMPL. VOL (σ): 65%
TERM (T): 3d / 365 = 0.00822
MODEL: BSM, r = 0
THEO. PREMIUM: —
SETTLEMENT: Chainlink · 08:00 UTC

EXAMPLE

IF YOU SUBSCRIBE NOW

Deposit 10000 tUSDT · target — · premium —

SCENARIO A — TARGET REACHED

tWETH ≤ — at 08:00 UTC

—

Your 10000 tUSDT is assigned into tWETH at the strike. Premium is added on top. You now hold tWETH.

SCENARIO B — TARGET NOT REACHED

tWETH > — at 08:00 UTC

—

Your 10000 tUSDT returns unchanged. Premium is added on top. No assignment into tWETH.

TRACK RECORD

STRATEGY YIELD HISTORY

SIMULATED · TESTNET ONLY

MIN APR (7D)

—

AVG APR (7D)

—

MAX APR (7D)

—

Based on Aquifer testnet simulation. BSM-priced premiums against the same strike offset under the active IV table. Live data feed lands with mainnet.

PROTOCOL DETAIL

RISK DISCLOSURE

Irreversible. Settlement executes at 08:00 UTC with no early exit path.
Asset conversion. If the strike is reached, your deposit changes currency at the strike price — which may differ from market spot at settlement.
Smart contract. Funds are custodied in Vault.sol on Arbitrum One. The contracts are audited, not insured.
Oracle. Settlement price is the Chainlink mid at 08:00 UTC. Any oracle outage delays settlement.
Premium funding. Premium is paid from TreasuryReserve. The amount is guaranteed; the conversion direction is not.

PROTOCOL CONTRACTS

MANAGER: 0xa7CB…AA3b
VAULT: 0x0826…a2fD
RESERVE: 0x11df…BE72
NETWORK: Arbitrum One · 42161

All flows are public, traceable, and verifiable on Arbiscan.

FREQUENTLY ASKED