Why Is a Sudden, Large Price Change More Detrimental than a Gradual One for Impermanent Loss?

The magnitude of impermanent loss is determined solely by the final divergence of the price ratio from the initial deposit ratio, not the speed of the change. Therefore, a sudden, large price change is detrimental because it immediately results in a large price divergence.

A gradual change reaching the same final divergence would result in the same total impermanent loss. However, a sudden change might mean less time for fees to accumulate to offset the loss.

What Is the Concept of “Divergence Loss” in Relation to Impermanent Loss?
What Is the Relationship between the Volatility of a Token Pair and the Magnitude of Impermanent Loss?
How Does the Concept of “Divergence Loss” Relate to Impermanent Loss?
What Is “Divergence Loss” and How Is It Related to Impermanent Loss?
Does a Flash Crash or Sudden Price Spike Lead to Higher or Lower Impermanent Loss than a Gradual Change?
Can Impermanent Loss Occur If One of the Tokens Is a Stablecoin Pegged to a Fiat Currency?
In Which Scenarios Is Pre-Trade Price Transparency Detrimental to an Institutional Trader?
What Factors Determine the Magnitude of Impermanent Loss for a Liquidity Provider?

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