DeriveDeribit
Trade on DeriveADA options expiring 25DEC26, 104 days out, with the forward at $0.21. Open interest is $23K in calls and $18K in puts, put/call 0.80, and max pain is $0.1. At-the-money implied volatility is 78.1%. Where a strike is listed on both venues the cheaper ask and richer bid are visible side by side; the arb scanner flags any gap that exceeds fees. Strikes shown are within 60% of the forward. All ADA expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – / – 84% | – | 0.15 | – | – / – 84% | 87000 |
| 1220 | – / – 78% | – | 0.2 | – | – / – 78% | 0 |
| 650 | – / – 79% | – | 0.24 | – | – / – 79% | 0 |
| 2000 | – / – 79% | – | 0.25 | – | – / – 79% | 0 |
| 17000 | – / – 84% | – | 0.3 | – | – / – 84% | 0 |
| 0 | – / – 86% | – | 0.32 | – | – / – 86% | 0 |
| 0 | – / – 88% | – | 0.34 | – | – / – 88% | 0 |
| 1000 | – / – 90% | – | 0.36 | – | – / – 90% | 0 |
| 0 | – / – 92% | – | 0.38 | – | – / – 92% | 0 |