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Fee Implied Volatility on Uniswap v3: A DEX Native Proxy and Its Limits
Narrow Uniswap v3 liquidity ranges resemble short dated options, and Panoptic's streaming premium echoes the short maturity concentration of Black-Scholes theta near the strike. This motivates a natural question: can implied volatility be extracted from Uniswap v3 and Panoptic using only on chain ob
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