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Collateral model

Every position is collateralized for its maximum obligation at the moment it opens. No liquidation price exists.

Every position is collateralized for its maximum obligation at the moment it opens. That single rule is why Vanterra has no liquidator.

What backs each position#

PositionCollateral held
Covered call (written)The tokenized share itself
Cash-secured put (written)Strike × size in USDC
Long call / long putThe premium, paid up front
Defined-risk spreadThe spread's maximum loss
CollarThe share. The put funds the call's floor.

Why nothing gets liquidated#

Because the maximum loss is locked in when you enter, no position ever needs to be closed by a third party.

  • No liquidation price exists.
  • There is no auto-deleveraging.
  • The worst case is known before you sign.

Cross-margin keeps the rule#

With cross-margin, offsetting defined-risk legs are netted, so a hedged book needs less collateral than the sum of its parts. Every position's maximum loss stays reserved, so cross-margin never introduces a liquidation price.

The credit line keeps the rule#

The options-backed credit line is sized to a position's protected floor, so it never needs a liquidator either.