BTC options expiring 10 Nov

2d left · settles 10 Nov, 08:00 UTC · quotes in USD from Derive and Deribit

Forward

$75,720

Price this expiry implies for settlement

ATM IV

35.1%

Strikes nearest the forward

Max pain

$76,000

0.4% above the forward

Put/call (OI)

0.96

Put vs call contracts open

Open interest

$71.4M

482 calls · 461 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	66%	9,610.00	11,701	65,000	—	22.00	66%	0
0	72%	8,592.69	8,857.66	67,000	15.14	30.28	72%	17.9
0	67%	7,570.65	7,873.48	68,000	22.71	37.85	67%	2.1
0	62%	6,586.47	6,889.29	69,000	30.28	45.42	62%	0.6
0	57%	5,618.00	5,767.00	70,000	50.00	60.57	57%	50.1
0	53%	4,618.10	4,958.78	71,000	68.14	83.28	53%	3.3
0	47%	3,699.00	3,826.00	72,000	109.00	121.00	47%	78.01
0	45%	3,141.82	3,482.50	72,500	128.70	143.84	45%	30.8
0	43%	2,687.58	3,028.26	73,000	158.98	189.27	43%	55.5
0	41%	2,233.34	2,574.02	73,500	211.98	242.26	41%	18.2
27	39%	1,930.52	2,022.00	74,000	295.00	310.40	39%	36.91
0	37%	1,551.98	1,703.40	74,500	378.53	416.39	37%	9.9
6	36%	1,211.30	1,250.00	75,000	533.00	567.80	36%	6.34
10.7	35%	908.48	984.18	75,500	681.36	757.07	35%	68
Forward $75,720 · calls above this line and puts below it are in the money					Forward $75,720 · calls above this line and puts below it are in the money
38.51	34%	681.36	670.00	76,000	960.00	984.18	34%	38.31
12.1	34%	454.24	492.09	76,500	1,173.45	1,324.86	34%	0
5.2	34%	317.97	319.00	77,000	1,600.00	1,665.54	34%	28.8
20.4	35%	211.98	227.12	77,500	1,930.52	2,081.93	35%	15
23.72	36%	143.84	155.00	78,000	2,427.00	2,472.00	36%	1.02
66.7	37%	98.42	113.56	78,500	2,687.58	3,103.97	37%	0
9.7	38%	75.71	81.00	79,000	3,414.00	3,416.00	38%	0.02
38.6	42%	45.00	50.00	80,000	4,362.00	4,454.00	42%	0
65.2	45%	24.00	34.00	81,000	5,365.00	5,424.00	45%	0
38.7	49%	18.00	26.00	82,000	6,295.00	6,419.00	49%	0
60.3	53%	11.00	20.00	83,000	7,277.00	7,422.00	53%	0
5.8	57%	5.00	15.00	84,000	8,271.00	8,421.00	57%	0
53.7	57%	2.00	7.57	85,000	9,160.49	9,463.31	57%	0
0	57%	1.00	10.00	86,000	9,362.00	11,366	57%	0
0	57%	—	7.00	88,000	11,182	13,546	57%	0
0	57%	—	5.00	90,000	13,002	15,726	57%	0
0	57%	—	3.00	95,000	17,552	21,176	57%	0

Calls		Deribit		Derive			Derive		Deribit		Puts
OI	IV	Bid	Ask	Bid	Ask	Strike	Bid	Ask	Bid	Ask	IV	OI
0	66%	—	—	9,610.00	11,701	65,000	—	22.00	—	—	66%	0
0	72%	8,592.69	8,857.66	—	—	67,000	—	—	15.14	30.28	72%	17.9
0	67%	7,570.65	7,873.48	—	—	68,000	—	—	22.71	37.85	67%	2.1
0	62%	6,586.47	6,889.29	—	—	69,000	—	—	30.28	45.42	62%	0.6
0	57%	5,602.28	5,905.11	5,618.00	5,767.00	70,000	50.00	62.00	45.42	60.57	57%	50.1
0	53%	4,618.10	4,958.78	—	—	71,000	—	—	68.14	83.28	53%	3.3
0	47%	3,633.91	3,936.74	3,699.00	3,826.00	72,000	109.00	121.00	98.42	121.13	47%	78.01
0	45%	3,141.82	3,482.50	—	—	72,500	—	—	128.70	143.84	45%	30.8
0	43%	2,687.58	3,028.26	—	—	73,000	—	—	158.98	189.27	43%	55.5
0	41%	2,233.34	2,574.02	—	—	73,500	—	—	211.98	242.26	41%	18.2
27	39%	1,930.52	2,081.93	1,873.00	2,022.00	74,000	295.00	326.00	280.11	310.40	39%	36.91
0	37%	1,551.98	1,703.40	—	—	74,500	—	—	378.53	416.39	37%	9.9
6	36%	1,211.30	1,324.86	1,135.00	1,250.00	75,000	533.00	582.00	492.09	567.80	36%	6.34
10.7	35%	908.48	984.18	—	—	75,500	—	—	681.36	757.07	35%	68
Forward $75,720 · calls above this line and puts below it are in the money
38.51	34%	681.36	719.21	638.00	670.00	76,000	960.00	1,043.00	908.48	984.18	34%	38.31
12.1	34%	454.24	492.09	—	—	76,500	—	—	1,173.45	1,324.86	34%	0
5.2	34%	317.97	333.11	289.00	319.00	77,000	1,600.00	1,730.00	1,514.13	1,665.54	34%	28.8
20.4	35%	211.98	227.12	—	—	77,500	—	—	1,930.52	2,081.93	35%	15
23.72	36%	143.84	166.55	136.00	155.00	78,000	2,427.00	2,472.00	2,233.34	2,649.73	36%	1.02
66.7	37%	98.42	113.56	—	—	78,500	—	—	2,687.58	3,103.97	37%	0
9.7	38%	75.71	83.28	67.00	81.00	79,000	3,414.00	3,416.00	3,217.53	3,558.21	38%	0.02
38.6	42%	37.85	52.99	45.00	50.00	80,000	4,362.00	4,454.00	4,163.86	4,504.54	42%	0
65.2	45%	22.71	37.85	24.00	34.00	81,000	5,365.00	5,424.00	5,185.90	5,488.72	45%	0
38.7	49%	15.14	30.28	18.00	26.00	82,000	6,295.00	6,419.00	6,170.08	6,472.91	49%	0
60.3	53%	7.57	22.71	11.00	20.00	83,000	7,277.00	7,422.00	7,116.41	7,457.09	53%	0
5.8	57%	—	15.14	5.00	15.00	84,000	8,271.00	8,421.00	8,138.45	8,479.13	57%	0
53.7	57%	—	7.57	2.00	12.00	85,000	8,453.00	10,276	9,160.49	9,463.31	57%	0
0	57%	—	—	1.00	10.00	86,000	9,362.00	11,366	—	—	57%	0
0	57%	—	—	—	7.00	88,000	11,182	13,546	—	—	57%	0
0	57%	—	—	—	5.00	90,000	13,002	15,726	—	—	57%	0
0	57%	—	—	—	3.00	95,000	17,552	21,176	—	—	57%	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 ($76,000) 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 BTC expiries.

Page calculated 8 Nov, 03:00 UTC. Quotes and synced statistics may be older. Reload to check for updates; a cached page may appear while a newer snapshot is prepared.