Derive Live
AVAX options expiring 30OCT26, 53 days out, with the forward at $8.07. Open interest is $278K in calls and $264K in puts, put/call 0.95, and max pain is $7.4. At-the-money implied volatility is 54.3%. 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 | – | – / – 75% | 4.5 | $0.01 / $0.02 75% | – | 0 |
| 0 | – | – / – 71% | 5 | $0.02 / $0.03 71% | – | 0 |
| 0 | – | – / – 66% | 5.5 | $0.04 / $0.05 66% | – | 0 |
| 0 | – | – / – 63% | 6 | $0.08 / $0.09 63% | – | 600 |
| 0 | – | – / – 59% | 6.5 | $0.14 / $0.15 59% | – | 7100 |
| 0 | – | $1.47 / $1.49 57% | 6.8 | $0.19 / $0.20 57% | – | 7000 |
| 0 | – | $1.31 / $1.34 56% | 7 | $0.24 / $0.25 56% | – | 9000 |
| 0 | – | $1.17 / $1.19 56% | 7.2 | $0.29 / $0.30 56% | – | 3000 |
| 4500 | – | $1.03 / $1.06 55% | 7.4 | $0.36 / $0.37 55% | – | 3000 |
| 7500 | – | $0.91 / $0.93 55% | 7.6 | $0.43 / $0.45 55% | – | 3000 |
| 6000 | – | $0.80 / $0.82 54% | 7.8 | $0.52 / $0.53 54% | – | 0 |
| 4500 | – | $0.70 / $0.72 54% | 8 | $0.62 / $0.63 54% | – | 0 |
| 0 | – | $0.61 / $0.62 55% | 8.2 | $0.73 / $0.74 55% | – | 0 |
| 0 | – | $0.53 / $0.54 55% | 8.4 | $0.85 / $0.86 55% | – | 0 |
| 3000 | – | $0.49 / $0.51 55% | 8.5 | $0.91 / $0.93 55% | – | 0 |
| 4500 | – | $0.35 / $0.36 56% | 9 | $1.26 / $1.28 56% | – | 0 |
| 600 | – | $0.25 / $0.26 58% | 9.5 | $1.65 / $1.68 58% | – | 0 |
| 0 | – | $0.18 / $0.19 59% | 10 | – / – 59% | – | 0 |
| 0 | – | $0.13 / $0.14 61% | 10.5 | – / – 61% | – | 0 |
| 0 | – | $0.10 / $0.11 63% | 11 | – / – 63% | – | 0 |
| 0 | – | $0.08 / $0.09 65% | 11.5 | – / – 65% | – | 0 |
| 0 | – | $0.06 / $0.07 68% | 12 | – / – 68% | – | 0 |
| 3900 | – | $0.04 / $0.05 71% | 13 | – / – 71% | – | 0 |
| 0 | – | $0.02 / $0.03 74% | 14 | – / – 74% | – | 0 |