DeriveDeribit
Trade on DeriveADA options expiring 25SEP26, 13 days out, with the forward at $0.21. Open interest is $3K in calls and $0 in puts, put/call 0.00, and max pain is $0.1. At-the-money implied volatility is 74.8%. 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 |
|---|---|---|---|---|---|---|
| 100 | – / – 105% | – | 0.15 | – | – / – 105% | 0 |
| 0 | – / – 75% | – | 0.2 | – | – / – 75% | 0 |
| 0 | – / – 75% | – | 0.22 | – | – / – 75% | 0 |
| 0 | – / – 83% | – | 0.24 | – | – / – 83% | 0 |
| 0 | – / – 88% | – | 0.25 | – | – / – 88% | 0 |
| 0 | – / – 92% | – | 0.26 | – | – / – 92% | 0 |
| 10000 | – / – 101% | – | 0.28 | – | – / – 101% | 0 |
| 2500 | – / – 109% | – | 0.3 | – | – / – 109% | 0 |
| 0 | – / – 116% | – | 0.32 | – | – / – 116% | 0 |
| 0 | – / – 123% | – | 0.34 | – | – / – 123% | 0 |
| 3250 | – / – 126% | – | 0.35 | – | – / – 126% | 0 |
| 0 | – / – 128% | – | 0.36 | – | – / – 128% | 0 |
| 0 | – / – 129% | – | 0.38 | – | – / – 129% | 0 |