ZEC options expiring 27 Nov

19d left · settles 27 Nov, 08:00 UTC · quotes in USD from Derive

Forward

$1,247

Price this expiry implies for settlement

ATM IV

110.4%

Strikes nearest the forward

Max pain

$1,200

3.7% below the forward

Put/call (OI)

0.35

Put vs call contracts open

Open interest

$3.65M

2,164 calls · 766 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
34.7	145%	—	—	500	—	—	145%	10
35.4	134%	—	—	600	—	—	134%	30
35.8	125%	—	569.30	700	1.60	—	125%	8.5
31.9	119%	—	474.20	800	3.80	—	119%	0
0	114%	365.60	383.40	900	7.50	—	114%	212
3	111%	280.70	299.60	1,000	22.20	38.20	111%	68
110	110%	167.60	227.20	1,100	53.70	65.80	110%	135
100	110%	117.20	168.30	1,200	90.20	135.00	110%	114
Forward $1,247 · calls above this line and puts below it are in the money					Forward $1,247 · calls above this line and puts below it are in the money
330	112%	78.50	122.20	1,300	145.90	161.70	112%	58.4
242	113%	49.80	89.30	1,400	210.80	269.90	113%	32
344	115%	42.00	70.50	1,450	247.20	311.80	115%	49.2
97.3	116%	31.50	61.80	1,500	284.70	355.70	116%	32.4
33	116%	27.10	60.20	1,525	305.70	323.20	116%	15.6
51	117%	23.90	55.60	1,550	326.00	343.80	117%	0
72	118%	34.40	51.60	1,575	345.40	365.00	118%	0
71	119%	30.70	47.80	1,600	366.70	385.70	119%	0
97.8	122%	11.00	35.90	1,700	454.00	474.70	122%	0
70.3	125%	6.40	23.20	1,800	543.80	563.50	125%	0
82	128%	6.60	22.00	1,900	641.60	661.10	128%	0

Calls		Deribit		Derive			Derive		Deribit		Puts
OI	IV	Bid	Ask	Bid	Ask	Strike	Bid	Ask	Bid	Ask	IV	OI
34.7	145%	—	—	—	—	500	—	—	—	—	145%	10
35.4	134%	—	—	—	—	600	—	—	—	—	134%	30
35.8	125%	—	—	—	569.30	700	1.60	—	—	—	125%	8.5
31.9	119%	—	—	—	474.20	800	3.80	—	—	—	119%	0
0	114%	—	—	365.60	383.40	900	7.50	—	—	—	114%	212
3	111%	—	—	280.70	299.60	1,000	22.20	38.20	—	—	111%	68
110	110%	—	—	167.60	227.20	1,100	53.70	65.80	—	—	110%	135
100	110%	—	—	117.20	168.30	1,200	90.20	135.00	—	—	110%	114
Forward $1,247 · calls above this line and puts below it are in the money
330	112%	—	—	78.50	122.20	1,300	145.90	161.70	—	—	112%	58.4
242	113%	—	—	49.80	89.30	1,400	210.80	269.90	—	—	113%	32
344	115%	—	—	42.00	70.50	1,450	247.20	311.80	—	—	115%	49.2
97.3	116%	—	—	31.50	61.80	1,500	284.70	355.70	—	—	116%	32.4
33	116%	—	—	27.10	60.20	1,525	305.70	323.20	—	—	116%	15.6
51	117%	—	—	23.90	55.60	1,550	326.00	343.80	—	—	117%	0
72	118%	—	—	34.40	51.60	1,575	345.40	365.00	—	—	118%	0
71	119%	—	—	30.70	47.80	1,600	366.70	385.70	—	—	119%	0
97.8	122%	—	—	11.00	35.90	1,700	454.00	474.70	—	—	122%	0
70.3	125%	—	—	6.40	23.20	1,800	543.80	563.50	—	—	125%	0
82	128%	—	—	6.60	22.00	1,900	641.60	661.10	—	—	128%	0

Strikes within 60% of the forward; 11 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 ($1,200) 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 ZEC expiries.

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