Educational content, not investment advice. Crypto-asset values fluctuate.

Modulis 7 Β· Dynamic management
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LP Ladder and Options Hedge

LP Ladder β€” 3-Tier Structure

Instead of one large LP β€” three narrow $5 tiers:

How it works: as the price swings between $80–$85, the active tier keeps converting SOL ↔ USDC, earning fees (~0.05–0.30%) on every swap.

Asymmetric alternative

You can concentrate capital into the active tier:

  • Lower: $650
  • Active: $1,300 (2x capital β†’ 2x fees in the active range)
  • Upper: $650

The side tiers act like thinner β€œlimit order” layers β€” ready for rotation but generating fewer fees.

Which Platform? SOL

The choice comes down to chain, not fees: Ethereum gas is cheap today (a swap costs ~$0.03; it moves with network load and can spike several times higher during peaks β€” worth checking etherscan.io/gastracker before a larger operation). Uniswap V3 doesn't fit here simply because the strategy's assets β€” the SOL collateral on Kamino and the SOL/USDC pair β€” live in the Solana ecosystem.

Options PUT Spread

With 80 SOL of collateral + LP delta β‰ˆ 93 SOL effective long position. This position needs protection against a crash.

Structure on Deribit:

Numbers:

Hedge Ratio Validation

If SOL drops to $70:

The protection fully covers the collateral loss and still leaves a reserve for LP IL.

When to Buy Options? (DTE Strategy)

Up Rotation β€” Strike Adjustment

When the price rises $5 ($85 β†’ $90):

Result: the spread widens $20 β†’ $25, max payout $2,000 β†’ $2,500.

Every up rotation increases protection as the price rises β€” this is asymmetric hedge growth.

Roll Mechanics at 30 DTE

  1. Close the old spread (close long + buy-to-close short)
  2. Check the current SOL price
  3. New long leg = ATM (at-the-money β€” at the current price) or +$5 OTM (out-of-the-money β€” slightly above the market) if in an uptrend
  4. New short leg = $20–$25 OTM
  5. Open a new 120 DTE spread

Roll cost: ~2–4% of premium (bid/ask spread).

A strategic nuance worth recognizing

If the long leg is deep ITM (in-the-money β€” the strike price is far above the market, meaning the option's value is large) after a SOL crash to ~$75–80 within 30 DTE β€” don't roll right away. Keep the protection in place until expiry or until the price recovers. Rolling a deep-ITM position would lock in the accumulated protection value as a loss β€” so you'll recognize this moment yourself and let the protection keep working to the end.

The Bottom Line

LP and options = complementary:

One without the other: either high return with large downside (LP alone), or expensive insurance with no carry to offset it (options alone). The combination = risk-adjusted return that neither component reaches on its own.

Once you grasp this interaction, you become able to tell at a glance which component is currently earning and which is standing guard β€” and to manage the whole position as one system, not a pile of separate trades.

Quick check
Why is Orca Whirlpools recommended as the main LP platform for this strategy?
Practice task
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Plan an LP ladder and PUT spread on paper

Before putting real capital to work β€” a paper plan. You'll pick your own ranges and protection levels based on the current SOL price. ~20 minutes, no trades.

This is a paper plan only β€” don't open real LP or options positions. Deribit options and concentrated LP can lose a significant share of capital.

This is learning, not investing β€” use only small amounts you treat as tuition.

You just designed an LP ladder and validated the hedge ratio on paper with your own numbers β€” for most people, options and LP stay two disconnected worlds all the way through.