Insurance Pricer
Modeled using Put Options via the Black Scholes Model
We welcome our community to test out different parts of our protocol as we release it piecemeal on testnet. If you spot any bugs or errors please don't hesitate to reach out to us in our discord and we will reward any worthy submissions.

Testnet L2 Deployment [Arbitrum Rinkeby]

CHAINID: 421611

Testing Inputs and Output

  1. 1.
    Step 1: Find the insurance pricer Smart Contract on Arbiscan​
  2. 2.
    Make sure you have selected "Contract" and "Read Contract"
  3. 3.
    Reference the following inputs
// function inputs:
All inputs must be multiplied by 10^18
All outputs must be divided by 10^18
spotPrice (uint256) : current floor price of an asset (NFT)
strikePrice (uint256): amount of that asset you would like to protect (must be < spotPrice)
iv (uint256): implied volatility (300% = 3)
time (uint256): month = 1/12 = .0833
riskFree (int256): 2.25% = 0.0225
4. Sample Inputs
spotPrice (uint256) : $35,761
strikePrice (uint256): $10,000
iv (uint256): 3
time (uint256): 0.0833
riskFree (int256): 0.0225
5. More Put Option Sample Sets for testing
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