SOL Staking & Capital Structure Optimization

A comprehensive framework for permanent SOL accumulation through staking, convertible bonds, and strategic capital deployment.

Project Overview

This project provides tools and analysis for institutional SOL treasury strategies, combining:

Staking Yield

7-9% APY

Native staking rewards + MEV tips via Jito

Validator Business

+1-3%

Commission revenue + MEV participation

Options Overlay

+5-15%

Covered calls for yield enhancement

Current Solana Metrics (January 2026)

Staking APY
7.5%
Staked Supply
68.6%
Inflation Rate
4.07%
LST TVL
$10.7B
Jito Market Share
44%
Terminal Inflation
1.5%

Interactive Calculators

All calculators run entirely client-side. No data is sent to servers.

Validator Economics

Calculate profitability by stake level, commission rate, and infrastructure costs.

Open Calculator

Convertible Bond Analyzer

Price convertible bonds, calculate Greeks, and analyze payoff diagrams.

Open Calculator

Options Strategy Builder

Design covered calls, puts, and collars for yield enhancement.

Open Calculator

Monte Carlo Simulator

Simulate SOL price paths and compare DCA vs lump sum strategies.

Open Calculator

Capital Structure Optimizer

Find optimal leverage ratio and WACC for SOL acquisition.

Open Calculator

Presentation Slides

40-slide Beamer presentation covering all aspects of the SOL treasury strategy.

Topics Covered

  • 1. Solana Staking Fundamentals
  • 2. Validator Business Model
  • 3. Corporate Finance for SOL Accumulation
  • 4. Capital Structure Optimization
  • 5. Options Strategies for Yield Enhancement
  • 6. Monte Carlo Simulations
  • 7. Opportunistic Acquisition Framework
  • 8. Hybrid Model: Validator + Corp Finance

Download

PDF presentation with full mathematical derivations.

Download PDF View Source

Mathematical Framework

Full derivations included for rigorous analysis.

Stochastic Process

dS = (mu - lambda*kappa)*S*dt + sigma*S*dW + S*dJ

Merton Jump-Diffusion for crypto price dynamics

Convertible Valuation

V_CB = V_bond + V_call_option

Bond + embedded call decomposition

Capital Structure

V_L = V_U + Tax_Shield - Distress_Cost

Modigliani-Miller with crypto modifications

WACC

WACC = (E/V)*r_e + (D/V)*r_d*(1-tau)

Weighted Average Cost of Capital

Open Source

All code is open source under MIT license.

Python Models
6 files
Charts
12+ charts
Calculators
5 tools
View on GitHub