Why Do Crypto Exchanges Prefer European-Style Options for Settlement?

Crypto exchanges often prefer European-style options because their fixed expiration date simplifies the settlement process. It eliminates the need for continuous monitoring and management of potential early exercise, streamlining operations and reducing computational overhead.

This allows for a clean, single-point settlement.

What Operational Challenges Would American-Style Exercise Pose for a Crypto Futures Exchange?
What Is the Benefit of a European-Style Exercise for a Large Institutional Hedger Using Options on Futures?
How Does the European Vs. American Options Distinction Affect Execution Algorithms?
Why Is the Black-Scholes Model Less Accurate for American-Style Options?
Why Do Centralized Crypto Exchanges Prefer to List European-Style Options?
How Does “American Style” Options Settlement Differ from “European Style” in a PoC Context?
How Do American-Style Options Differ from European-Style Options in Terms of Early Exercise and Delta?
Is Execution Risk Higher for an American-Style Option or a European-Style Option?

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