ZEC 2OCT26 Options Chain

ZEC options expiring 2OCT26, 20 days out, with the forward at $1,157. Open interest is $93K in calls and $58K in puts, put/call 0.63, and max pain is $1,250. At-the-money implied volatility is 106.9%. 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.

Chain

Derive bid / ask (IV) · Deribit bid / ask (IV) · open interest in contracts, both venues combined.

Call OI	Derive call	Deribit call	Strike	Deribit put	Derive put	Put OI
0	$457 / $474 137%	–	700	–	– / – 137%	0
0	$363 / $381 129%	–	800	–	$6.10 / $20.20 129%	0
0	$319 / $337 125%	–	850	–	$13.80 / $25.10 125%	0
0	$276 / $294 121%	–	900	–	$22.00 / $33.20 121%	0
0	$236 / $254 117%	–	950	–	$32.80 / $43.30 117%	0
0	$216 / $233 115%	–	975	–	$39.10 / $49.30 115%	0
0	$198 / $216 113%	–	1000	–	$46.00 / $56.10 113%	0
0	$180 / $198 112%	–	1025	–	$54.00 / $63.30 112%	50
0	$164 / $181 110%	–	1050	–	$62.80 / $71.30 110%	0
0	$150 / $164 109%	–	1075	–	$72.70 / $80.30 109%	0
0	$137 / $149 108%	–	1100	–	$83.60 / $90.10 108%	0
0	$125 / $135 107%	–	1125	–	$95.40 / $101 107%	0
0	$114 / $122 107%	–	1150	–	$108 / $114 107%	0
0	$104 / $111 107%	–	1175	–	$122 / $127 107%	0
0	$95.00 / $101 108%	–	1200	–	$136 / $142 108%	0
0	$86.00 / $92.00 109%	–	1225	–	$151 / $158 109%	0
0	$77.70 / $84.50 110%	–	1250	–	$166 / $176 110%	0
0	$70.20 / $77.90 111%	–	1275	–	$182 / $195 111%	0
30	$63.60 / $72.10 112%	–	1300	–	$200 / $213 112%	0
0	$51.90 / $62.50 114%	–	1350	–	$238 / $255 114%	0
0	$42.80 / $54.60 117%	–	1400	–	$280 / $297 117%	0
0	$35.70 / $48.00 119%	–	1450	–	$324 / $341 119%	0
0	$29.70 / $42.20 121%	–	1500	–	$339 / $414 121%	0
0	$20.20 / $32.50 125%	–	1600	–	$461 / $478 125%	0
50	$14.70 / $25.40 128%	–	1700	–	$556 / $572 128%	0
0	$6.40 / $20.50 132%	–	1800	–	$650 / $671 132%	0
0	$3.10 / $17.10 135%	–	1900	–	$748 / $767 135%	0
0	$0.60 / $14.70 138%	–	2000	–	$844 / $865 138%	0
0	– / – 140%	–	2100	–	$942 / $963 140%	0