DeriveDeribit
Trade on DeriveXAUT options expiring 30OCT26, 48 days out, with the forward at $4,373. Open interest is $21M in calls and $452K in puts, put/call 0.02, and max pain is $4,500. At-the-money implied volatility is 24.5%. 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 | – / – 34% | – | 3000 | – | – / – 34% | 0 |
| 1 | $861 / $896 31% | – | 3500 | – | – / – 31% | 0 |
| 0 | $573 / $613 28% | – | 3800 | – | $7.10 / $13.70 28% | 0 |
| 1 | $396 / $441 26% | – | 4000 | – | $30.70 / $36.50 26% | 5 |
| 1 | $246 / $261 25% | – | 4200 | – | $76.70 / $86.90 25% | 5 |
| 33 | $140 / $149 24% | – | 4400 | – | $163 / $178 24% | 31 |
| 26 | $99.30 / $111 25% | – | 4500 | – | $223 / $241 25% | 20 |
| 8 | $76.00 / $81.60 26% | – | 4600 | – | $291 / $314 26% | 1 |
| 269 | $34.20 / $43.60 27% | – | 4800 | – | $452 / $485 27% | 40 |
| 2155 | $17.20 / $24.10 29% | – | 5000 | – | $633 / $676 29% | 0 |
| 100 | $7.10 / $13.70 31% | – | 5200 | – | $821 / $862 31% | 0 |
| 315 | – / – 33% | – | 5500 | – | $1113 / $1151 33% | 0 |
| 1842 | – / – 36% | – | 6000 | – | – / – 36% | 0 |
| 0 | – / – 37% | – | 6500 | – | – / – 37% | 0 |
| 50 | – / – 37% | – | 7000 | – | – / – 37% | 0 |