DeriveDeribit
Trade on DeriveXAUT options expiring 18SEP26, 6 days out, with the forward at $4,352. Open interest is $165K in calls and $487K in puts, put/call 2.96, and max pain is $5,500. At-the-money implied volatility is 22.7%. 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 XAUT expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – / – 33% | – | 3000 | – | – / – 33% | 0 |
| 0 | – / – 33% | – | 3400 | – | – / – 33% | 0 |
| 0 | – / – 33% | – | 3500 | – | – / – 33% | 0 |
| 0 | – / – 33% | – | 3600 | – | – / – 33% | 0 |
| 0 | – / – 33% | – | 3800 | – | – / – 33% | 0 |
| 0 | $346 / $372 31% | – | 4000 | – | – / – 31% | 0 |
| 0 | $158 / $195 27% | – | 4200 | – | $5.00 / $34.00 27% | 9 |
| 1 | $81.90 / $121 25% | – | 4300 | – | $30.30 / $64.40 25% | 2 |
| 1 | $28.30 / $65.20 23% | – | 4400 | – | $75.10 / $114 23% | 1 |
| 0 | $7.20 / $31.00 24% | – | 4500 | – | $150 / $172 24% | 0 |
| 0 | – / – 26% | – | 4600 | – | $243 / $274 26% | 41 |
| 36 | – / – 31% | – | 4800 | – | – / – 31% | 0 |
| 0 | – / – 33% | – | 5000 | – | – / – 33% | 9 |
| 0 | – / – 33% | – | 5200 | – | – / – 33% | 0 |
| 0 | – / – 33% | – | 5400 | – | – / – 33% | 0 |
| 0 | – / – 33% | – | 5500 | – | – / – 33% | 50 |
| 0 | – / – 33% | – | 5600 | – | – / – 33% | 0 |
| 0 | – / – 33% | – | 6000 | – | – / – 33% | 0 |
| 0 | – / – 33% | – | 7000 | – | – / – 33% | 0 |