Pinned Tweet
Guys, we haven't launched any token.
Don't trust any contract, website, or anything related to a token claiming to be from our protocol.
Any official updates will always be announced on our social media first.
We love you all, stay safe ❤️
How big is the options market?
Options aren’t some niche corner of finance.
In traditional finance, the global listed options market handles trillions of dollars in notional value, with millions of contracts traded every day across equities, indices, commodities, rates, and FX.
And that’s just the listed market.
Banks, hedge funds, market makers, and institutions use options every day to hedge risk, leverage positions, trade volatility, generate yield, and express complex strategies.
The key idea?
Options are one of the core building blocks of modern financial markets.
Now imagine bringing that entire toolkit on-chain.
...and where are you gonna put all this alpha?
Yep. Longbow🏹
Join the waitlist: longbowoptions.com
LongBowOptions retweeted
Early RWA projects with potential (no CA) on @RobinhoodCrypto
@ownfinanceHQ – Lending protocol built specifically for tokenized assets
@LongBowOptions – Options trading on tokenized assets (or any asset)
@Quattrinixyz – The go-to terminal for tokenized assets, featuring live borrow & lend rates across 375+ RWAs to unlock their full potential
@splitmarkets – Unified platform for trading options, funding arbitrage, and seamless cross-market execution
@yieldrdotorg – Agent stack designed for onchain funds incluging tokenized stocks
@SealedFi – Private markets focused on collectibles
@sleuthintel – Swarm intelligence powering prediction markets and crypto insights
🤖 Made with AI
What's Black-Scholes?
Black-Scholes is one of the fundamental models used to price options.
Think of it as the math behind the premium: it estimates an option's value based on the underlying price, strike, time to expiration, volatility, and interest rates.
It also gives us the foundation for the Greeks.
Delta measures price sensitivity.
Gamma measures how quickly delta changes.
Theta measures time decay.
Vega measures volatility sensitivity.
The key idea? An option's value isn't just about direction. Time, volatility, and probability matter just as much.
Black-Scholes gives you the framework to understand all of it.
...and where are you gonna use all this alpha you just farmed?
Yep. Longbow 🏹
Join the waitlist: longbowoptions.com
What's a long straddle?
A long straddle is an options strategy that profits from big moves in either direction.
It consists of buying both a call and a put with the same strike price and expiration date.
Think of it as betting on volatility itself: you don't need to predict whether the market will go up or down, you just need it to move enough.
If the price explodes higher, the call gains value. If the market crashes, the put takes over. The biggest risk is when the asset barely moves and both options lose value as expiration approaches.
Long straddles are especially popular before major events, earnings releases, and important announcements, when traders expect volatility to increase dramatically.
Time decay works against the position every day, so the market needs to move quickly and decisively for the strategy to become profitable.
As implied volatility rises or falls, the value of the straddle can change significantly, making volatility just as important as direction.
Think of a long straddle as a way to monetize uncertainty itself.
Want leverage and asymmetric upside? Just remember: sometimes the best trade isn't choosing a direction, it's betting on movement.
...and where are you gonna use all this alpha you just farmed?
Yep. Longbow 🏹
Join the waitlist: longbowoptions.com
What's vega?
Vega measures how much an option's price changes when implied volatility moves.
Think of it as your option's sensitivity to volatility: if implied volatility increases by 1%, vega tells you approximately how much your option could gain or lose.
For both calls and puts, higher volatility usually means higher option prices. That's because bigger expected moves increase the chances of large profits before expiration.
Options with more time until expiration tend to have higher vega, while options close to expiry are generally less affected by changes in volatility.
Vega becomes especially important around major events, earnings releases, and market uncertainty, when implied volatility can rise or collapse in a matter of hours.
As the market evolves and expiration gets closer, vega changes constantly, making your position more or less exposed to volatility over time.
Think of vega as the force that turns uncertainty into opportunity.
Want leverage and asymmetric upside? Just remember: direction is only one piece of the trade.
...and where are you gonna use all this alpha you just farmed?
Yep. Longbow 🏹
Join the waitlist: longbowoptions.com
I like these kinds of posts because they make me sound like a financial genius 🤓
What's gamma?
Gamma measures how much an option's delta changes when the underlying asset moves.
Think of it as your option's acceleration: if the asset goes up by $1, gamma tells you how much delta will increase or decrease.
A high gamma means your exposure can change very quickly. Small moves in the market can suddenly make your option much more sensitive to future price action.
For both calls and puts, long options have positive gamma: when the market moves in your favor, your delta increases. When it moves against you, your delta decreases.
Gamma is usually highest for at-the-money options and becomes even more intense as expiration approaches. That's why short-dated options, especially 0DTEs, can experience explosive swings in value.
Deep in-the-money and far out-of-the-money options tend to have lower gamma, making their delta more stable.
As expiration approaches and the market moves, gamma changes constantly, making your exposure accelerate or slow down over time.
Think of gamma as the force that controls how quickly delta reacts to price movement.
Want leverage and asymmetric upside? Just remember: direction is only one piece of the trade.
...and where are you gonna use all this alpha you just farmed?
Yep. Longbow 🏹
Join the waitlist: longbowoptions.com
What's gamma?
Gamma measures how much an option's delta changes when the underlying asset moves.
Think of it as your option's acceleration: if the asset goes up by $1, gamma tells you how much delta will increase or decrease.
A high gamma means your exposure can change very quickly. Small moves in the market can suddenly make your option much more sensitive to future price action.
For both calls and puts, long options have positive gamma: when the market moves in your favor, your delta increases. When it moves against you, your delta decreases.
Gamma is usually highest for at-the-money options and becomes even more intense as expiration approaches. That's why short-dated options, especially 0DTEs, can experience explosive swings in value.
Deep in-the-money and far out-of-the-money options tend to have lower gamma, making their delta more stable.
As expiration approaches and the market moves, gamma changes constantly, making your exposure accelerate or slow down over time.
Think of gamma as the force that controls how quickly delta reacts to price movement.
Want leverage and asymmetric upside? Just remember: direction is only one piece of the trade.
...and where are you gonna use all this alpha you just farmed?
Yep. Longbow 🏹
Join the waitlist: longbowoptions.com
LongBowOptions retweeted
Your portfolio already loves taking risks
Now give it better options.
Join the waitlist
longbowoptions.com






