AD Derivs. Podcast (Ep. 19) - Shaun Fernando - Chief Risk Officer & Head of Product Strategy @Deribit
AD Derivs: Insights from Crypto Option Traders
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What Are the Dairbit Marks?
The Dairbit marks are basically the fair value in your internal risk system. And so you can monitor what the value of an option position is if there's no market or if the market is super wide. The main difficulty with mark prices is what do you do when a market goes completely empty? We're looking at introducing also more kind of ways where we can reduce noise, like free call spreads and even negative calls by stuff like that.
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