XAUT options expiring 25 Dec

47d left · settles 25 Dec, 08:00 UTC · quotes in USD from Derive

Forward

$4,089

Price this expiry implies for settlement

ATM IV

22.0%

Strikes nearest the forward

Max pain

$4,000

2.2% below the forward

Put/call (OI)

0.19

Put vs call contracts open

Open interest

$7.12M

1,461 calls · 279 puts

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	42%	—	—	2,000	—	—	42%	0
0.05	39%	1,066.30	1,100.10	3,000	—	—	39%	0
0	31%	674.00	706.60	3,400	5.60	—	31%	0
11.83	29%	577.80	610.30	3,500	4.00	12.10	29%	31.32
1.54	27%	497.70	516.10	3,600	13.90	17.90	27%	0
6.93	26%	392.80	424.90	3,700	20.80	27.30	26%	1
78.7	25%	321.80	370.00	3,800	33.10	41.50	25%	19.49
21.88	23%	236.50	260.10	3,900	53.70	63.80	23%	29.15
404	23%	171.90	172.00	4,000	85.50	96.70	23%	67.53
Forward $4,089 · calls above this line and puts below it are in the money					Forward $4,089 · calls above this line and puts below it are in the money
182	22%	119.00	147.90	4,100	111.20	142.70	22%	70.33
106	22%	78.80	91.80	4,200	188.00	203.00	22%	8.35
2.64	22%	50.60	62.50	4,300	258.30	276.30	22%	0
199	22%	31.60	42.70	4,400	339.10	360.00	22%	14.5
105	23%	19.50	29.60	4,500	427.10	450.50	23%	15.77
150	24%	13.80	21.20	4,600	519.70	545.70	24%	11.82
84.73	27%	3.60	9.50	4,800	711.40	746.10	27%	9.9
84.3	30%	2.50	6.30	5,000	907.10	942.20	30%	0
21	39%	2.50	14.90	5,500	1,401.20	1,439.00	39%	0
1	45%	—	—	6,000	—	—	45%	0

Calls		Deribit		Derive			Derive		Deribit		Puts
OI	IV	Bid	Ask	Bid	Ask	Strike	Bid	Ask	Bid	Ask	IV	OI
0	42%	—	—	—	—	2,000	—	—	—	—	42%	0
0.05	39%	—	—	1,066.30	1,100.10	3,000	—	—	—	—	39%	0
0	31%	—	—	674.00	706.60	3,400	5.60	—	—	—	31%	0
11.83	29%	—	—	577.80	610.30	3,500	4.00	12.10	—	—	29%	31.32
1.54	27%	—	—	497.70	516.10	3,600	13.90	17.90	—	—	27%	0
6.93	26%	—	—	392.80	424.90	3,700	20.80	27.30	—	—	26%	1
78.7	25%	—	—	321.80	370.00	3,800	33.10	41.50	—	—	25%	19.49
21.88	23%	—	—	236.50	260.10	3,900	53.70	63.80	—	—	23%	29.15
404	23%	—	—	171.90	172.00	4,000	85.50	96.70	—	—	23%	67.53
Forward $4,089 · calls above this line and puts below it are in the money
182	22%	—	—	119.00	147.90	4,100	111.20	142.70	—	—	22%	70.33
106	22%	—	—	78.80	91.80	4,200	188.00	203.00	—	—	22%	8.35
2.64	22%	—	—	50.60	62.50	4,300	258.30	276.30	—	—	22%	0
199	22%	—	—	31.60	42.70	4,400	339.10	360.00	—	—	22%	14.5
105	23%	—	—	19.50	29.60	4,500	427.10	450.50	—	—	23%	15.77
150	24%	—	—	13.80	21.20	4,600	519.70	545.70	—	—	24%	11.82
84.73	27%	—	—	3.60	9.50	4,800	711.40	746.10	—	—	27%	9.9
84.3	30%	—	—	2.50	6.30	5,000	907.10	942.20	—	—	30%	0
21	39%	—	—	2.50	14.90	5,500	1,401.20	1,439.00	—	—	39%	0
1	45%	—	—	—	—	6,000	—	—	—	—	45%	0

Strikes within 60% of the forward; 5 further out are not shown. 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 ($4,000) 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 XAUT expiries.

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