Zavara is a proprietary trading firm specialising in digital asset options market making, implied volatility arbitrage, and institutional block flow pricing.
Systematic quoting across the BTC/ETH volatility surface with eSSVI calibration, adverse selection filtering, and real-time Greek management.
Exploiting structural pricing dislocations between onshore equity-settled and offshore inverse-settled options markets.
Automated pricing and risk transfer for institutional block flow via Paradigm, with intelligent toxicity screening and delta hedge optimisation.
Systematic harvesting of the implied-to-realised volatility spread with regime-conditional sizing and tail risk overlays.
Co-located at Equinix LD4. Sub-account architecture via prime broker layer.
Proprietary eSSVI surface fitting with stochastic volatility model calibration.
Per-tenor vega limits, MMP circuit breakers, and 24/7 automated position monitoring.