DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ETH | 2 | $5K | -$6 | short ETH 7k call, 26 Mar 27 ×1 · long ETH 5k call, 26 Mar 27 ×1 | 26 Mar 27 |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 13 Sep 19:55 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 1 | $32.6 | $2.5K | – |
| 2 Sep 13:00 | Bought long BTC 74k put, 11 Sep 26 | 0.7 | $630 | $53.6K | – |
| 31 Aug 00:03 | Bought long ETH 2.1k put, 4 Sep 26rfq | 300 | $1.6 | $725.5K | – |
| 30 Aug 23:27 | Bought long ETH 2.1k put, 4 Sep 262 fills | 100 | $1.6 | $244.2K | – |
| 30 Aug 23:25 | Bought long BTC 75k put, 4 Sep 26 | 2 | $236 | $155.9K | – |
| 30 Aug 23:25 | Bought long BTC 74k put, 4 Sep 26 | 0.12 | $140 | $9.4K | – |
| 30 Aug 23:24 | Bought long ETH 2.2k put, 4 Sep 26 | 50 | $3 | $122K | – |
| 24 Jul 12:51 | Sold short HYPE 50 put, 14 Aug 26rfq | 300 | $0.85 | $17.5K | – |
| 24 Jul 12:44 | Bought long HYPE 45 put, 14 Aug 26 | 500 | $0.4 | $29.1K | – |
| 23 Jul 16:12 | Bought long BTC 68k call, 24 Jul 262 fills | 2 | $13 | $129.6K | – |
PnL is our own accounting: average-cost realized plus open positions at the live mark, net of fees, with expired options settled at intrinsic. Derive’s own per-fill realized figure would say $0; it books phantom amounts on RFQ opening legs and never settles expiries, so we do not use it.
Positions are reconstructed from public fills since 2026-06-09, so anything opened before that shows only the part traded since. The realized column on fills is Derive's per-fill figure, shown for reference only.