Derive Live
AVAX options expiring 25DEC26, 109 days out, with the forward at $8.09. Open interest is $3M in calls and $2M in puts, put/call 0.68, and max pain is $7.5. At-the-money implied volatility is 54.9%. 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 |
|---|---|---|---|---|---|---|
| 3100 | – | – / – 68% | 5 | $0.11 / $0.11 68% | – | 36200 |
| 2200 | – | – / – 65% | 5.5 | $0.17 / $0.17 65% | – | 8400 |
| 16200 | – | – / – 59% | 6 | $0.21 / $0.22 59% | – | 19900 |
| 6500 | – | $1.92 / $1.94 57% | 6.5 | $0.32 / $0.33 57% | – | 13700 |
| 20500 | – | $1.57 / $1.59 56% | 7 | $0.47 / $0.48 56% | – | 16200 |
| 46800 | – | $1.26 / $1.29 55% | 7.5 | $0.66 / $0.68 55% | – | 33800 |
| 36900 | – | $1.01 / $1.03 55% | 8 | $0.91 / $0.92 55% | – | 35700 |
| 11300 | – | $0.80 / $0.82 55% | 8.5 | $1.20 / $1.21 55% | – | 15200 |
| 21000 | – | $0.64 / $0.65 56% | 9 | $1.53 / $1.54 56% | – | 15800 |
| 5200 | – | $0.51 / $0.52 57% | 9.5 | $1.89 / $1.91 57% | – | 10500 |
| 49100 | – | $0.41 / $0.42 57% | 10 | $2.28 / $2.31 57% | – | 12500 |
| 24200 | – | $0.27 / $0.28 59% | 11 | – / – 59% | – | 1000 |
| 34700 | – | $0.19 / $0.20 62% | 12 | – / – 62% | – | 0 |
| 17400 | – | $0.14 / $0.15 64% | 13 | – / – 64% | – | 0 |
| 45900 | – | $0.10 / $0.11 66% | 14 | – / – 66% | – | 0 |