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Options on
Prediction Markets.
Convexity on anything that resolves.
01 — The Fold
One dimension
becomes two.
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.
02 — The Surface
A surface where
a binary used to be.
Strike by strike, expiry by expiry — every resolvable event becomes a volatility landscape. Take it long, take it short, take it curved.
03 — The Primitives
Convexity, composable.
Calls, puts, spreads
Standard option primitives on any binary, scalar, or categorical market.
Live vol surface
Implied vol and skew across strike and expiry, resolved on-chain.
Hedge, don't guess
Express views with defined risk, leverage, and payoff shape.