DeriveDeribit
Trade on DeriveZEC options expiring 25SEP26, 13 days out, with the forward at $1,156. Open interest is $1M in calls and $816K in puts, put/call 0.80, and max pain is $900. At-the-money implied volatility is 107.0%. 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 ZEC expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 2 | – / – 172% | – | 650 | – | – / – 172% | 8 |
| 0 | – / – 168% | – | 675 | – | – / – 168% | 8 |
| 4 | $447 / $462 163% | – | 700 | – | – / – 163% | 8 |
| 0 | $424 / $440 158% | – | 725 | – | – / – 158% | 6 |
| 50 | $399 / $418 154% | – | 750 | – | – / – 154% | 53 |
| 0 | $374 / $393 150% | – | 775 | – | – / – 150% | 1 |
| 2 | $349 / $365 143% | – | 800 | – | – / $13.70 145% | 101 |
| 0 | $303 / $319 137% | – | 850 | – | $3.60 / $17.70 137% | 2 |
| 100 | $261 / – 129% | – | 900 | – | $9.70 / $23.80 129% | 10 |
| 40 | $215 / $263 122% | – | 950 | – | $18.50 / $25.40 122% | 45 |
| 200 | $167 / $193 121% | – | 1000 | – | $30.30 / $36.60 116% | 0 |
| 138 | $115 / $127 108% | – | 1100 | – | $63.90 / $71.10 108% | 30 |
| 86 | $72.50 / $79.30 107% | – | 1200 | – | $115 / $124 107% | 0 |
| 104 | $43.10 / $49.50 111% | – | 1300 | – | $180 / $194 111% | 0 |
| 45 | $25.50 / $31.00 120% | – | 1400 | – | $260 / $275 118% | 0 |
| 84 | $13.90 / $23.80 128% | – | 1500 | – | $351 / $368 125% | 0 |
| 0 | – / – 163% | – | 2000 | – | $834 / $854 163% | 0 |