BTC 27NOV26 Options Chain

BTC options expiring 27NOV26, 81 days out, with the forward at $80,243. Open interest is $257M in calls and $105M in puts, put/call 0.41, and max pain is $78,000. At-the-money implied volatility is 38.3%. 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 BTC expiries.

Chain

Derive bid / ask (IV) · Deribit bid / ask (IV) · open interest in contracts, both venues combined.

Call OI	Derive call	Deribit call	Strike	Deribit put	Derive put	Put OI
0	$29971 / $30461 54%	–	50000	–	$164 / $266 54%	1
0	–	$22508 / $22949 47%	58000	$441 / $522 47%	–	14
0	$20431 / $20902 46%	$20703 / $21024 46%	60000	$562 / $642 46%	$555 / $644 46%	43
0	–	$18857 / $19178 44%	62000	$722 / $802 44%	–	107
0	–	$17052 / $17373 43%	64000	$923 / $1003 43%	–	23
1	$15940 / $16410 43%	–	65000	–	$1045 / $1106 43%	5
0	–	$15326 / $15647 42%	66000	$1164 / $1244 42%	–	186
0	–	$14524 / $14725 41%	67000	$1324 / $1404 41%	–	20
0	–	$13721 / $13922 41%	68000	$1484 / $1565 41%	–	40
0	–	$12919 / $13120 41%	69000	$1685 / $1765 41%	–	25
4	$11882 / $12262 40%	$12117 / $12317 40%	70000	$1886 / $1966 40%	$1889 / $1956 40%	62
0	–	$11354 / $11555 40%	71000	$2126 / $2207 40%	–	20
0	–	$10632 / $10793 40%	72000	$2407 / $2488 40%	–	29
0	–	$9910 / $10111 39%	73000	$2688 / $2768 39%	–	18
0	–	$9228 / $9429 39%	74000	$3009 / $3089 39%	–	31
265	$8443 / $8724 39%	$8586 / $8787 39%	75000	$3370 / $3450 39%	$3339 / $3428 39%	282
11	–	$7984 / $8145 39%	76000	$3731 / $3812 39%	–	43
3	–	$7382 / $7583 39%	77000	$4173 / $4253 39%	–	29
35	–	$6861 / $6981 39%	78000	$4614 / $4694 39%	–	57
50	–	$6339 / $6460 38%	79000	$5095 / $5176 38%	–	76
839	$5762 / $5864 38%	$5858 / $5938 38%	80000	$5577 / $5657 38%	$5552 / $5631 38%	56
112	–	$5416 / $5497 38%	81000	$6139 / $6219 38%	–	21
53	–	$4975 / $5055 38%	82000	$6700 / $6780 38%	–	26
17	–	$4574 / $4654 38%	83000	$7302 / $7382 38%	–	45
25	–	$4213 / $4293 39%	84000	$7904 / $8024 39%	–	3
530	$3806 / $3882 38%	$3852 / $3932 39%	85000	$8586 / $8666 39%	$8531 / $8675 38%	11
130	–	$3531 / $3611 39%	86000	$9228 / $9428 39%	–	30
60	–	$3250 / $3330 39%	87000	$9910 / $10151 39%	–	4
79	–	$2969 / $3049 39%	88000	$10632 / $10873 39%	–	0
180	–	$2728 / $2808 39%	89000	$11394 / $11635 39%	–	0
29	$2463 / $2540 39%	$2488 / $2568 39%	90000	$12117 / $12397 39%	$12029 / $12375 39%	0
70	–	$2287 / $2367 39%	91000	$12879 / $13200 39%	–	0
52	–	$2086 / $2167 39%	92000	$13681 / $14042 39%	–	2
28	–	$1926 / $2006 40%	93000	$14484 / $14885 40%	–	2
49	–	$1765 / $1846 40%	94000	$15326 / $15728 40%	–	0
36	$1588 / $1665 40%	$1605 / $1685 40%	95000	$16169 / $16570 40%	$16095 / $16512 40%	0
34	–	$1484 / $1565 40%	96000	$17011 / $17453 40%	–	0
52	–	$1244 / $1324 41%	98000	$18777 / $19218 41%	–	0
101	$1040 / $1112 41%	$1043 / $1123 41%	100000	$20582 / $21024 41%	$20465 / $20969 41%	0
95	–	$883 / $963 41%	102000	$22428 / $22909 41%	–	0
10	–	$762 / $843 42%	104000	$24273 / $24755 42%	–	0
18	–	$722 / $762 42%	105000	$25236 / $25718 42%	–	0
15	–	$682 / $722 43%	106000	$26159 / $26681 43%	–	0
12	–	$562 / $642 43%	108000	$28085 / $28566 43%	–	0
83	$487 / $545 44%	$481 / $522 44%	110000	$29971 / $30492 44%	$29814 / $30347 44%	0
26	–	$369 / $401 45%	115000	$34785 / $35748 45%	–	0
99	$206 / $347 46%	$265 / $305 47%	120000	$39680 / $40563 47%	$39489 / $40056 46%	0
0	– / – 51%	–	140000	–	$59138 / $59796 51%	0