DeriveDeribit
Trade on DeriveXAUT options expiring 2OCT26, 20 days out, with the forward at $4,360. Open interest is $0 in calls and $0 in puts, put/call 0.00, and max pain is $3,000. At-the-money implied volatility is 24.0%. 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 XAUT expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – / – 31% | – | 3000 | – | – / – 31% | 0 |
| 0 | – / – 31% | – | 3500 | – | – / – 31% | 0 |
| 0 | $360 / $394 26% | – | 4000 | – | $3.80 / $10.40 26% | 0 |
| 0 | $195 / $207 25% | – | 4200 | – | $36.90 / $43.80 25% | 0 |
| 0 | $79.30 / $89.20 24% | – | 4400 | – | $119 / $130 24% | 0 |
| 0 | $24.00 / $33.20 25% | – | 4600 | – | $257 / $283 25% | 0 |
| 0 | $3.60 / $10.60 27% | – | 4800 | – | $438 / $472 27% | 0 |
| 0 | – / – 28% | – | 5000 | – | $631 / $660 28% | 0 |
| 0 | – / – 32% | – | 5500 | – | – / – 32% | 0 |
| 0 | – / – 32% | – | 6000 | – | – / – 32% | 0 |
| 0 | – / – 32% | – | 7000 | – | – / – 32% | 0 |