DeriveDeribit
Trade on DeriveZEC options expiring 27NOV26, 76 days out, with the forward at $1,164. Open interest is $13K in calls and $23K in puts, put/call 1.82, and max pain is $600. At-the-money implied volatility is 113.8%. 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 |
|---|---|---|---|---|---|---|
| 0 | – / – 124% | – | 700 | – | $38.60 / $52.70 124% | 0 |
| 0 | $384 / $481 120% | – | 800 | – | $65.10 / $79.10 120% | 0 |
| 0 | $328 / $408 117% | – | 900 | – | $98.40 / $114 117% | 0 |
| 0 | $284 / $339 115% | – | 1000 | – | $140 / $159 115% | 0 |
| 10 | $242 / $285 114% | – | 1100 | – | $190 / $211 114% | 0 |
| 0 | $205 / $239 114% | – | 1200 | – | $247 / $270 114% | 0 |
| 0 | $174 / $202 114% | – | 1300 | – | $311 / $336 114% | 0 |
| 0 | $147 / $172 114% | – | 1400 | – | $378 / $410 114% | 0 |
| 0 | $125 / $148 115% | – | 1500 | – | $449 / $492 115% | 0 |
| 1 | $106 / $127 116% | – | 1600 | – | $521 / $578 116% | 0 |
| 0 | $90.30 / $111 117% | – | 1700 | – | $596 / $668 117% | 0 |
| 0 | $77.60 / $96.60 118% | – | 1800 | – | $674 / $762 118% | 0 |
| 0 | $58.20 / $74.40 121% | – | 2000 | – | $828 / $964 121% | 0 |