The options exchange for prediction markets.
Convexity on anything that resolves.
Prediction markets live on a line from zero to one. We let that line lift — into payoff, into convexity, into an entire surface of ways to express a view.
Strike by strike, expiry by expiry — every resolvable event becomes a volatility landscape. Take it long, take it short, take it curved.
Standard option primitives on any binary, scalar, or categorical market.
Implied vol and skew across strike and expiry, resolved on-chain.
Express views with defined risk, leverage, and payoff shape.
The first five hundred get live access, direct to the team, and early market-maker credits.