SOL 8SEP26 Options Chain

SOL options expiring 8SEP26, 1 days out, with the forward at $105. Open interest is $474K in calls and $534K in puts, put/call 1.13, and max pain is $107. At-the-money implied volatility is 51.0%. 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 SOL 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	– / – 70%	–	85	–	– / – 70%	0
0	– / – 70%	–	90	–	– / – 70%	0
0	–	$0.10 / – 94%	92	– / – 94%	–	0
0	– / – 70%	$0.10 / – 94%	94	– / – 94%	– / – 70%	0
0	– / – 70%	–	95	–	– / – 70%	0
0	– / – 69%	$0.10 / – 86%	96	– / – 86%	– / – 69%	0
0	–	$0.10 / – 79%	97	– / – 79%	–	0
0	– / – 65%	$0.10 / – 72%	98	– / – 72%	– / – 65%	200
0	– / – 63%	$0.10 / – 72%	99	– / $0.20 72%	– / – 63%	600
0	$4.80 / $6.30 61%	$0.10 / – 65%	100	– / $0.10 65%	– / – 61%	530
0	$3.60 / $5.30 59%	$0.10 / – 61%	101	– / $0.20 61%	– / – 59%	200
0	$3.30 / $3.80 57%	$0.10 / – 56%	102	$0.10 / $0.20 56%	– / $0.40 57%	200
1000	$2.40 / $3.00 55%	$0.10 / – 53%	103	$0.20 / $0.40 53%	$0.10 / $0.50 55%	0
310	$1.50 / $2.20 54%	$1.80 / $2.00 55%	104	$0.40 / $0.60 55%	$0.20 / $0.80 54%	0
450	$0.70 / $1.60 52%	$1.10 / $1.30 51%	105	$0.70 / $0.90 51%	$0.50 / $1.20 52%	0
140	$0.30 / $1.00 52%	$0.60 / $0.90 48%	106	$1.20 / $1.50 48%	$0.90 / $1.80 52%	520
1350	$0.10 / $0.70 55%	$0.30 / $0.50 55%	107	$1.90 / $2.20 55%	$1.70 / $2.50 55%	2750
200	$0.10 / $0.50 59%	$0.20 / $0.40 59%	108	$0.10 / – 59%	$2.70 / $3.30 59%	70
100	– / $0.40 64%	$0.10 / $0.30 59%	109	$0.10 / – 59%	$3.00 / $4.80 64%	0
250	– / $0.30 68%	$0.10 / $0.20 68%	110	$0.10 / – 68%	$4.10 / $5.70 68%	0
400	–	– / $0.20 79%	111	$0.10 / – 79%	–	0
300	– / – 76%	– / $0.20 85%	112	$0.10 / – 85%	– / – 76%	0
0	–	– / $0.30 89%	113	$0.10 / – 89%	–	0
0	– / – 83%	– / $0.20 98%	114	$0.10 / – 98%	– / – 83%	0
0	– / – 86%	–	115	–	– / – 86%	0
0	– / – 89%	– / $0.20 109%	116	$0.10 / – 109%	– / – 89%	0
0	– / – 90%	– / $0.20 109%	118	$0.10 / – 109%	– / – 90%	0
0	– / – 90%	– / $0.20 109%	120	$0.10 / – 109%	– / – 90%	0
0	–	– / $0.20 109%	122	$0.10 / – 109%	–	0
0	– / – 90%	–	125	–	– / – 90%	0