AVAX options expiring 8 Nov

5h left · settles 8 Nov, 08:00 UTC · quotes in USD from Deribit

Forward

$8.18

Price this expiry implies for settlement

ATM IV

41.6%

Under two days left: noisy

Max pain

$8.30

1.5% above the forward

Put/call (OI)

0.63

Put vs call contracts open

Open interest

$249K

18,700 calls · 11,800 puts

Chain

Calls left, puts right; each price is the better of Derive and Deribit. Shaded cells are in the money. Wider screens show each venue separately.Calls left, puts right, Derive next to the strike and Deribit outside it. Where both venues quote, the better price is bright and the other dimmed. Shaded cells are in the money. OI is open contracts on both venues.

Jump to the money Jump to the money Trade on Derive

Call OI	Call IV	Call bid	Call ask	Strike	Put bid	Put ask	Put IV	Put OI
0	173%	1.17	1.19	7	—	0.0065	173%	1,000
0	173%	0.97	0.988	7.2	—	0.0065	173%	1,000
0	139%	0.77	0.788	7.4	—	0.0065	139%	1,000
0	123%	0.67	0.688	7.5	—	0.0065	123%	0
0	112%	0.57	0.588	7.6	—	0.0065	112%	1,000
0	95%	0.47	0.488	7.7	—	0.0065	95%	1,000
0	90%	0.372	0.388	7.8	0.0005	0.0065	90%	0
0	69%	0.276	0.288	7.9	0.0005	0.007	69%	0
0	60%	0.18	0.19	8	0.001	0.0055	60%	0
0	49%	0.0875	0.093	8.1	0.0065	0.0135	49%	0
Forward $8.18 · calls above this line and puts below it are in the money					Forward $8.18 · calls above this line and puts below it are in the money
1,000	42%	0.019	0.0255	8.2	0.039	0.0485	42%	1,500
3,000	46%	0.0015	0.005	8.3	0.114	0.128	46%	3,200
4,600	55%	0.0005	0.0065	8.4	0.212	0.224	55%	1,100
2,100	74%	0.0005	0.0065	8.5	0.312	0.328	74%	0
1,000	74%	—	0.0065	8.6	0.412	0.43	74%	1,000
1,000	89%	—	0.0065	8.7	0.512	0.53	89%	0
1,000	89%	—	0.0065	8.8	0.612	0.63	89%	0
1,000	89%	—	0.0065	8.9	0.712	0.73	89%	0
1,000	89%	—	0.0065	9	0.812	0.83	89%	0
1,000	89%	—	0.0065	9.2	1.01	1.03	89%	0
1,000	89%	—	0.0065	9.4	1.21	1.23	89%	0
1,000	92%	—	0.0065	9.5	1.31	1.33	92%	0
0	97%	—	0.0065	10	1.81	1.83	97%	0

Calls		Deribit		Derive			Derive		Deribit		Puts
OI	IV	Bid	Ask	Bid	Ask	Strike	Bid	Ask	Bid	Ask	IV	OI
0	173%	1.17	1.19	—	—	7	—	—	—	0.0065	173%	1,000
0	173%	0.97	0.988	—	—	7.2	—	—	—	0.0065	173%	1,000
0	139%	0.77	0.788	—	—	7.4	—	—	—	0.0065	139%	1,000
0	123%	0.67	0.688	—	—	7.5	—	—	—	0.0065	123%	0
0	112%	0.57	0.588	—	—	7.6	—	—	—	0.0065	112%	1,000
0	95%	0.47	0.488	—	—	7.7	—	—	—	0.0065	95%	1,000
0	90%	0.372	0.388	—	—	7.8	—	—	0.0005	0.0065	90%	0
0	69%	0.276	0.288	—	—	7.9	—	—	0.0005	0.007	69%	0
0	60%	0.18	0.19	—	—	8	—	—	0.001	0.0055	60%	0
0	49%	0.0875	0.093	—	—	8.1	—	—	0.0065	0.0135	49%	0
Forward $8.18 · calls above this line and puts below it are in the money
1,000	42%	0.019	0.0255	—	—	8.2	—	—	0.039	0.0485	42%	1,500
3,000	46%	0.0015	0.005	—	—	8.3	—	—	0.114	0.128	46%	3,200
4,600	55%	0.0005	0.0065	—	—	8.4	—	—	0.212	0.224	55%	1,100
2,100	74%	0.0005	0.0065	—	—	8.5	—	—	0.312	0.328	74%	0
1,000	74%	—	0.0065	—	—	8.6	—	—	0.412	0.43	74%	1,000
1,000	89%	—	0.0065	—	—	8.7	—	—	0.512	0.53	89%	0
1,000	89%	—	0.0065	—	—	8.8	—	—	0.612	0.63	89%	0
1,000	89%	—	0.0065	—	—	8.9	—	—	0.712	0.73	89%	0
1,000	89%	—	0.0065	—	—	9	—	—	0.812	0.83	89%	0
1,000	89%	—	0.0065	—	—	9.2	—	—	1.01	1.03	89%	0
1,000	89%	—	0.0065	—	—	9.4	—	—	1.21	1.23	89%	0
1,000	92%	—	0.0065	—	—	9.5	—	—	1.31	1.33	92%	0
0	97%	—	0.0065	—	—	10	—	—	1.81	1.83	97%	0

Strikes within 60% of the forward. IV is Derive's mark IV where it lists the strike, Deribit's otherwise. A dash means no quote on that side.

How to use this chain

Where a strike is listed on both venues, compare the bright prices: buying at one venue's ask and selling at the other's bid only pays if the gap beats both venues' fees, which the arb scanner checks for you. Max pain ($8.30) is the settlement price at which option holders, weighted by open interest, would collect the least; it is a description of open interest, not a forecast. All AVAX expiries.

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