How Would the Risk of a 51% Attack Affect the Collateral Requirements for a Decentralized Options Protocol?

A high risk of a 51% attack on the underlying asset would force a decentralized options protocol to significantly increase its collateral requirements. This is a necessary defense against the risk of the underlying asset's price being manipulated or a double-spend occurring.

Higher collateral acts as a safety buffer to absorb potential losses from sudden, artificial price movements, protecting the protocol's solvency and the integrity of its options contracts.

How Do Dynamic Margin Requirements Adapt to Sudden Market Shifts?
What Is the Specific Mechanism by Which Physical Delivery Deters Price Manipulation at Expiry?
How Can DeFi Protocols Mitigate the Risks of Oracle Manipulation?
What Mechanisms Do Centralized Exchanges (CEXs) Use to Manage Liquidation Risk and Prevent Platform Insolvency?
How Does the Lack of a Traditional CCP in Many DeFi Derivatives Protocols Increase Protocol Risk?
How Can Decentralized Insurance Protocols Protect Users against Oracle Attack Losses?
Define the Term ‘Short Squeeze’ and How It Can Impact Options Writers
How Do Protocols That Offer Single-Sided Liquidity Provisioning Manage the Risk of Impermanent Loss for Their Users?

Glossar