Derive Live
AVAX options expiring 8SEP26, 1 days out, with the forward at $8.06. Open interest is $32K in calls and $40K in puts, put/call 1.25, and max pain is $7.7. At-the-money implied volatility is 57.5%. 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 | – | – / – 90% | 6.5 | – / $0.00 90% | – | 0 |
| 0 | – | – / – 90% | 6.6 | – / $0.00 90% | – | 0 |
| 0 | – | – / – 90% | 6.8 | – / $0.00 90% | – | 0 |
| 0 | – | – / – 90% | 7 | – / $0.00 90% | – | 0 |
| 0 | – | – / – 81% | 7.1 | – / $0.00 81% | – | 0 |
| 0 | – | – / – 80% | 7.2 | – / $0.00 80% | – | 0 |
| 0 | – | – / – 80% | 7.3 | – / $0.00 80% | – | 0 |
| 2500 | – | – / – 80% | 7.4 | $0.00 / $0.00 80% | – | 0 |
| 300 | – | – / – 75% | 7.5 | $0.00 / $0.01 75% | – | 0 |
| 0 | – | – / – 75% | 7.6 | $0.00 / $0.01 75% | – | 2000 |
| 0 | – | $0.36 / $0.38 69% | 7.7 | $0.00 / $0.01 69% | – | 3000 |
| 0 | – | $0.27 / $0.28 62% | 7.8 | $0.01 / $0.02 62% | – | 0 |
| 0 | – | $0.18 / $0.20 58% | 7.9 | $0.02 / $0.03 58% | – | 0 |
| 0 | – | $0.11 / $0.13 58% | 8 | $0.05 / $0.06 58% | – | 0 |
| 1100 | – | $0.06 / $0.07 58% | 8.1 | $0.10 / $0.12 58% | – | 0 |
| 0 | – | $0.03 / $0.04 59% | 8.2 | – / – 59% | – | 0 |
| 0 | – | $0.01 / $0.03 64% | 8.3 | – / – 64% | – | 0 |
| 0 | – | $0.01 / $0.02 69% | 8.4 | – / – 69% | – | 0 |
| 0 | – | $0.00 / $0.01 89% | 8.6 | – / – 89% | – | 0 |
| 0 | – | $0.00 / $0.01 99% | 8.8 | – / – 99% | – | 0 |
| 100 | – | – / $0.00 112% | 9 | – / – 112% | – | 0 |