highLogic errorEVM-Solidity
Velocimeter: Exercising a large amount of options gives significantly higher discounts than supposed to.
- Payout
- $0
- Protocol
- Velocimeter
- Disclosed
- Jul 25, 2024
- Source
- sherlock
Velocimeter's OptionTokenV4 priced option exercises using getTimeWeightedAveragePrice, which averages the AMM pair's amountOut over four TWAP points rather than reading the true TWAP price. Because amountOut is the marginal swap output, a larger exercise moves …
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References
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