Strategy Monitor
Live view of all active positions across 4 layers.
Layer 1: Lending Router
Total: $3.72MWeighted APR: 5.8%Delta: 0.000
| Protocol | Chain | Allocated | Supply Rate | Weight |
|---|---|---|---|---|
| Morpho Blue | Arbitrum | $1.42M | 6.2% | 38% |
| Aave V3 | Arbitrum | $1.19M | 4.5% | 32% |
| Compound V3 | Base | $0.74M | 5.1% | 20% |
| Euler V2 | Ethereum | $0.37M | 5.8% | 10% |
Layer 2: Basis Trading
Total: $4.96MWeighted Funding: +68.1% ann.Delta: +0.003
| Venue | Funding Rate | Annualized | Short Notional | Weight |
|---|---|---|---|---|
| Hyperliquid | +0.0082%/h | +71.8% | $2.48M | 50% |
| GMX V2 | +0.0065%/h | +56.9% | $1.49M | 30% |
| Jupiter Perps | +0.0091%/h | +79.7% | $0.99M | 20% |
+ 3.5% staking yield on wstETH spot side. Next venue rotation check: 47min
Layer 3: Options Engine
Total: $2.48MNet Theta: +$1,345/dayDelta: -0.001
| Strategy | Venue | Expiry | Premium | Delta | Theta/day |
|---|---|---|---|---|---|
| Iron Condor | Ithaca | Apr 25 | +$12.4K | -0.002 | +$418/d |
| Short Strangle | Aevo | Apr 25 | +$8.2K | +0.008 | +$312/d |
| Calendar Spread | Derive | Apr 25/May 2 | +$3.1K | -0.001 | +$95/d |
| Basis+Options | Derive | Apr 25 | +$15.8K | -0.004 | +$520/d |
Portfolio Vega: -$2.1KPortfolio Gamma: -$0.3KATM IV 30d: 48.2%Next roll: 5 days
Layer 4: Leverage Loops
Total: $1.24MNet APR: 8.4%Effective Leverage: 2.0x
Total Supplied
$2.48M
Total Borrowed
$1.24M
Health Factor
2.14
Supply - Borrow Spread
+4.2%
Aave supply (5.8%) → Morpho borrow (3.2%) → Compound supply (5.1%). Auto-deleverage at HF < 1.8