DeriveDeribit
Trade on DeriveXAUT options expiring 25DEC26, 104 days out, with the forward at $4,394. Open interest is $310K in calls and $171K in puts, put/call 0.55, and max pain is $4,500. At-the-money implied volatility is 24.3%. 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 XAUT expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – / – 33% | – | 3000 | – | – / – 33% | 0 |
| 0 | – / – 29% | – | 3500 | – | – / – 29% | 0 |
| 0 | – / – 27% | – | 3800 | – | $32.30 / $41.50 27% | 0 |
| 0 | $450 / $485 25% | – | 4000 | – | $67.30 / $78.70 25% | 0 |
| 0 | $321 / $339 25% | – | 4200 | – | $128 / $141 25% | 0 |
| 12 | $218 / $221 24% | – | 4400 | – | $219 / $233 24% | 0 |
| 49 | $176 / $188 24% | – | 4500 | – | $275 / $292 24% | 39 |
| 0 | $142 / $153 25% | – | 4600 | – | $337 / $358 25% | 0 |
| 2 | $98.00 / $101 26% | – | 4800 | – | $479 / $509 26% | 0 |
| 3 | $57.20 / $67.80 27% | – | 5000 | – | $635 / $683 27% | 0 |
| 3 | $19.10 / $26.60 31% | – | 5500 | – | – / – 31% | 0 |
| 1 | – / – 34% | – | 6000 | – | – / – 34% | 0 |
| 0 | – / – 39% | – | 7000 | – | – / – 39% | 0 |
| 0 | – / – 41% | – | 8000 | – | – / – 41% | 0 |