Derive Live
AVAX options expiring 18SEP26, 11 days out, with the forward at $8.06. Open interest is $2K in calls and $10K in puts, put/call 6.00, and max pain is $7.6. At-the-money implied volatility is 58.6%. 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 AVAX expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – | – / – 82% | 5 | – / $0.00 82% | – | 0 |
| 0 | – | – / – 81% | 5.5 | – / $0.00 81% | – | 0 |
| 0 | – | – / – 77% | 6 | $0.00 / $0.01 77% | – | 0 |
| 0 | – | – / – 73% | 6.5 | $0.01 / $0.02 73% | – | 900 |
| 0 | – | – / – 69% | 6.8 | $0.03 / $0.03 69% | – | 0 |
| 0 | – | – / – 67% | 7 | $0.04 / $0.05 67% | – | 0 |
| 0 | – | – / – 63% | 7.2 | $0.06 / $0.07 63% | – | 0 |
| 0 | – | $0.75 / $0.77 61% | 7.4 | $0.09 / $0.10 61% | – | 100 |
| 100 | – | $0.59 / $0.61 60% | 7.6 | $0.14 / $0.15 60% | – | 100 |
| 0 | – | $0.46 / $0.48 58% | 7.8 | $0.20 / $0.21 58% | – | 0 |
| 100 | – | $0.35 / $0.36 59% | 8 | $0.28 / $0.30 59% | – | 100 |
| 0 | – | $0.25 / $0.27 59% | 8.2 | $0.39 / $0.41 59% | – | 0 |
| 0 | – | $0.19 / $0.20 59% | 8.4 | $0.52 / $0.54 59% | – | 0 |
| 0 | – | $0.16 / $0.17 60% | 8.5 | $0.59 / $0.61 60% | – | 0 |
| 0 | – | $0.07 / $0.08 64% | 9 | – / – 64% | – | 0 |
| 0 | – | $0.04 / $0.05 71% | 9.5 | – / – 71% | – | 0 |
| 0 | – | $0.02 / $0.03 77% | 10 | – / – 77% | – | 0 |
| 0 | – | $0.01 / $0.01 88% | 11 | – / – 88% | – | 0 |