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May 05, 2026

Implied volatility solver and gas optimizations

DeFiMath now ships an on-chain implied-volatility solver:

  • First implementation of impliedVolatility for vanilla options
  • Iterative optimization pass — gas and accuracy improvements for both call and put paths
  • Compiler-level tuning: viaIR and updated optimizer runs
  • Updated math reference tables with the new results

The IV solver completes the core options-pricing toolkit needed for protocols that mark positions, settle, or rebalance against live vol.