Prism Options.
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Options research · Scenario tools

Understand the carry
of your hedge.

Compare funding rates on a common time basis before evaluating a perpetual hedge alongside options.

Illustrative inputs · No live feedThese tools calculate scenarios. Volatility and funding-basis contracts are not available to trade.

Funding spread scenario

01 / Inputs

Enter your own observations. Switching the underlying does not load prices or rates.

BTC scenario

02 / Results
A minus B · Normalized daily spread

0.0060%

Simple annualized spread
2.19%
Daily carry estimate
$0.60

Assumes short A and long B with equal USD notional, positive funding paid by longs, and unchanged rates. Negative carry is a cost. Excludes fees, slippage, price P&L, margin costs and liquidation risk. Annualization is not a yield forecast.

Explore BTC options ↗
Why it belongs with options

A hedge has a carrying cost.

A perpetual position can offset some of an option position’s price exposure. Its funding payments can change the combined result even when the hedge offsets price moves. Funding basis measures differences between funding rates; it is not an option itself.

Tradable funding-basis contracts require a defined benchmark, verified feeds, liquidity and settlement infrastructure. This comparison does not place a hedge or a trade.