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Thetanuts Options Protocol Smart Contract Audit

6 min read

Partnership Overview

Client

Thetanuts Finance

Platform

Ethereum / EVM

Service

Smart Contract Security Audit

Scope

Options & Vault Contracts

About Thetanuts Finance

Thetanuts Finance is building a decentralized onchain options protocol that enables DeFi users to create, trade, and settle options contracts on the blockchain. The protocol is designed for both institutional and retail participants, featuring full collateralization for counterparty risk-free trading, multiple settlement methods, and support for complex options strategies.

Security Requirements

As Thetanuts prepared to expand their onchain options infrastructure, ensuring the security and reliability of their smart contract ecosystem was paramount. The team engaged FailSafe to conduct a comprehensive security audit focused on their vault and options contracts.

The audit scope encompassed critical security considerations including options settlement logic, collateralization mechanics, access controls, and protection against common DeFi vulnerabilities such as flash loan attacks and price manipulation.

Audit Methodology

FailSafe's security team conducted a multi-layered audit approach tailored to the complexity of options protocol mechanics and Thetanuts' specific architecture:

Threat Modeling

Identified critical assets including collateral pools, settlement logic, and enumerated potential threats specific to options protocols and derivatives trading.

Manual Code Review

Line-by-line analysis of options pricing logic, settlement mechanisms, collateralization requirements, and EVM-specific security considerations.

Financial Logic Verification

Validated payoff calculations for all option types including spreads, butterflies, condors, and iron condors to ensure mathematical correctness.

Anti-Front-Running Analysis

Rigorous review of the commit-reveal scheme in the RFQ system and order book mechanics to ensure fair execution and prevent MEV exploitation.

Confidential Partnership

In accordance with Thetanuts' security and business requirements, the detailed findings and specific vulnerabilities identified during this audit remain confidential. Our partnership focused on addressing critical security considerations across multiple severity levels, with the development team implementing fixes and documented acknowledgments for all identified issues.

The audit process included comprehensive validation of fixes, multiple rounds of review, and collaborative remediation support to ensure the protocol met production security standards.

Partnership Impact

Through close collaboration with Thetanuts' development team, FailSafe provided comprehensive security guidance that strengthened the protocol's security posture. The engagement covered:

  • Security architecture review for vault and options contract design patterns
  • Identification and remediation of vulnerabilities in settlement logic and collateralization mechanics
  • Validation of anti-front-running mechanisms and order execution fairness
  • Best practices for DeFi derivatives and yield-bearing collateral integration

Interested in Learning More?

If you're building DeFi derivatives, options protocols, or vault infrastructure and need comprehensive smart contract security services, our team can share more about our approach and how we've helped projects like Thetanuts secure their platforms.

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