Algorithm challenge

Our inhabitants really like volcanic rock. So much even, that they invented a new tradable good, VOLCANIC ROCK VOUCHERS. The vouchers will give you the right but not obligation to buy VOLCANIC ROCK at a certain price (strike price) at voucher expiry timestamp. These vouchers can be traded as a separate item on the island’s exchange. Of course you will have to pay a premium for these vouchers, but if your strategy is solid as a rock, SeaShells spoils will be waiting for you on the horizon.

There are five Volcanic Rock Vouchers, each with their own strike price and premium.

At beginning of Round 1, all the Vouchers have 7 trading days to expire. By end of Round 5, vouchers will have 2 trading days left to expire.

Position limits for the newly introduced products:

• VOLCANIC_ROCK: 400

VOLCANIC_ROCK_VOUCHER_9500 :

• Position Limit: 200
• Strike Price: 9,500 SeaShells
• Expiration deadline: 7 days (1 round = 1 day) starting from round 1

VOLCANIC_ROCK_VOUCHER_9750 :

• Position Limit: 200
• Strike Price: 9,750 SeaShells
• Expiration deadline: 7 days (1 round = 1 day) starting from round 1

VOLCANIC_ROCK_VOUCHER_10000 :

• Position Limit: 200