---
title: Implied Volatility in Decentralized Finance Pool
url: https://www.ml-quant.com/papers/ssrn/4792110/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4792110
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4792110
featured: 2024-04-17
citations: 1
topic: Crypto & DeFi
---


# Implied Volatility in Decentralized Finance Pool

The article introduces a breakeven implied volatility for decentralized finance pools, which aligns with a previous definition based on a market impact rule in traditional finance.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4792110
- Identifier: SSRN 4792110
- Released: 2024-04-11
- First featured: Quant Letter No. 45 (2024-04-17): https://www.ml-quant.com/issues/2024-04-17/
- Citations (Semantic Scholar): 1
- Published in: not yet
- Topic: Crypto & DeFi

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