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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
impliedVolatilityfor vanilla options - Iterative optimization pass — gas and accuracy improvements for both call and put paths
- Compiler-level tuning:
viaIRand 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.