ETH options expiring 17 Nov

4d left · settles 17 Nov, 08:00 UTC · quotes in USD from Derive and Deribit

Forward

$1,960

Price this expiry implies for settlement

ATM IV

46.5%

Strikes nearest the forward

Max pain

$2,025

3.3% above the forward

Put/call (OI)

119.46

Put vs call contracts open

Open interest

$500K

2.12 calls · 253 puts

Open contracts by strike

Calls and puts open on Derive and Deribit within 20% of the forward. Tall bars are the strikes price tends to stick to into expiry. Dashed: forward; amber: max pain.

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	92%	355.70	361.10	1,600	0.7	3.50	92%	0
0	88%	306.50	311.60	1,650	1.50	2.20	88%	0
0	80%	258.62	262.50	1,700	2.55	2.94	80%	0
0	73%	209.64	213.40	1,750	3.72	4.31	73%	0
0	69%	180.25	189.07	1,780	4.90	5.49	69%	0
0	65%	161.64	165.70	1,800	6.00	6.47	65%	0
0	62%	143.03	150.86	1,820	7.05	7.84	62%	0
0	60%	125.39	132.25	1,840	8.82	9.40	60%	0
0	58%	116.10	119.40	1,850	10.20	11.20	58%	0.6
0	57%	106.78	114.62	1,860	10.78	11.76	57%	0
0	55%	94.40	97.90	1,875	13.50	14.60	55%	0.55
0	54%	90.13	98.94	1,880	13.71	14.69	54%	0
0.4	52%	74.45	77.80	1,900	18.00	18.61	52%	1.11
0	50%	60.74	65.64	1,920	22.53	23.51	50%	0
0.3	49%	55.60	59.20	1,925	24.00	26.00	49%	63
0	48%	48.00	50.94	1,940	28.41	30.37	48%	0
0	47%	40.80	43.30	1,950	32.80	35.20	47%	63
Forward $1,960 · calls above this line and puts below it are in the money					Forward $1,960 · calls above this line and puts below it are in the money
0	47%	36.25	38.21	1,960	37.23	38.21	47%	0
0	45%	27.80	30.20	1,975	44.90	47.40	45%	63
0	45%	26.45	27.43	1,980	46.04	48.98	45%	0
0.6	44%	18.61	19.60	2,000	59.60	62.70	44%	31
0	45%	12.74	14.69	2,020	71.51	77.39	45%	0
0	44%	11.60	12.30	2,025	77.70	81.30	44%	31
0	45%	9.01	9.80	2,040	87.19	93.07	45%	0
0.52	44%	7.20	7.50	2,050	97.80	102.50	44%	0
0	45%	6.27	6.86	2,060	101.88	111.68	45%	0
0.3	46%	4.60	5.40	2,075	120.20	124.90	46%	0
0	46%	4.31	5.09	2,080	119.52	130.29	46%	0
0	48%	3.33	3.60	2,100	144.00	148.30	48%	0
0	50%	2.30	3.00	2,125	167.60	172.40	50%	0
0	53%	1.80	2.35	2,150	192.20	196.60	53%	0
0	60%	1.37	1.70	2,200	241.50	246.10	60%	0
0	68%	0.9	1.50	2,250	291.20	296.10	68%	0
0	75%	0.8	—	2,300	340.70	345.90	75%	0
0	83%	0.7	—	2,350	391.10	395.60	83%	0
0	84%	0.4	—	2,400	440.90	445.80	84%	0
0	84%	0.2	—	2,450	—	—	84%	0
0	84%	—	—	2,500	—	—	84%	0

Calls		Deribit		Derive			Derive		Deribit		Puts
OI	IV	Bid	Ask	Bid	Ask	Strike	Bid	Ask	Bid	Ask	IV	OI
0	92%	—	—	355.70	361.10	1,600	0.7	3.50	—	—	92%	0
0	88%	—	—	306.50	311.60	1,650	1.50	2.20	—	—	88%	0
0	80%	258.62	266.46	257.40	262.50	1,700	2.20	3.10	2.55	2.94	80%	0
0	73%	209.64	217.48	208.20	213.40	1,750	3.60	4.40	3.72	4.31	73%	0
0	69%	180.25	189.07	—	—	1,780	—	—	4.90	5.49	69%	0
0	65%	161.64	169.48	160.30	165.70	1,800	6.00	6.80	5.88	6.47	65%	0
0	62%	143.03	150.86	—	—	1,820	—	—	7.05	7.84	62%	0
0	60%	125.39	132.25	—	—	1,840	—	—	8.82	9.40	60%	0
0	58%	—	—	116.10	119.40	1,850	10.20	11.20	—	—	58%	0.6
0	57%	106.78	114.62	—	—	1,860	—	—	10.78	11.76	57%	0
0	55%	—	—	94.40	97.90	1,875	13.50	14.60	—	—	55%	0.55
0	54%	90.13	98.94	—	—	1,880	—	—	13.71	14.69	54%	0
0.4	52%	74.45	80.33	73.90	77.80	1,900	18.00	19.20	17.63	18.61	52%	1.11
0	50%	60.74	65.64	—	—	1,920	—	—	22.53	23.51	50%	0
0.3	49%	—	—	55.60	59.20	1,925	24.00	26.00	—	—	49%	63
0	48%	48.00	50.94	—	—	1,940	—	—	28.41	30.37	48%	0
0	47%	—	—	40.80	43.30	1,950	32.80	35.20	—	—	47%	63
Forward $1,960 · calls above this line and puts below it are in the money
0	47%	36.25	38.21	—	—	1,960	—	—	37.23	38.21	47%	0
0	45%	—	—	27.80	30.20	1,975	44.90	47.40	—	—	45%	63
0	45%	26.45	27.43	—	—	1,980	—	—	46.04	48.98	45%	0
0.6	44%	18.61	20.57	18.20	19.60	2,000	59.60	63.20	57.80	62.70	44%	31
0	45%	12.74	14.69	—	—	2,020	—	—	71.51	77.39	45%	0
0	44%	—	—	11.60	12.30	2,025	77.70	81.30	—	—	44%	31
0	45%	9.01	9.80	—	—	2,040	—	—	87.19	93.07	45%	0
0.52	44%	—	—	7.20	7.50	2,050	97.80	102.50	—	—	44%	0
0	45%	6.27	6.86	—	—	2,060	—	—	101.88	111.68	45%	0
0.3	46%	—	—	4.60	5.40	2,075	120.20	124.90	—	—	46%	0
0	46%	4.31	5.09	—	—	2,080	—	—	119.52	130.29	46%	0
0	48%	3.33	3.72	3.20	3.60	2,100	144.00	148.30	138.13	148.90	48%	0
0	50%	—	—	2.30	3.00	2,125	167.60	172.40	—	—	50%	0
0	53%	1.76	2.35	1.80	2.40	2,150	192.20	196.60	187.11	196.91	53%	0
0	60%	1.37	1.76	1.20	1.70	2,200	241.50	246.10	237.07	247.85	60%	0
0	68%	—	—	0.9	1.50	2,250	291.20	296.10	—	—	68%	0
0	75%	—	—	0.8	—	2,300	340.70	345.90	—	—	75%	0
0	83%	—	—	0.7	—	2,350	391.10	395.60	—	—	83%	0
0	84%	—	—	0.4	—	2,400	440.90	445.80	—	—	84%	0
0	84%	—	—	0.2	—	2,450	—	—	—	—	84%	0
0	84%	—	—	—	—	2,500	—	—	—	—	84%	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 ($2,025) 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 ETH expiries.

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