DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #72050 PM2 · BTC, ETH | $20.1K | WSTETH 55.53 · USDC -149.8K | 1 | $4.4K · 22% |
| #69234 PM2 · HYPE | $1.9 | USDC 1.90 | 1 | $1.9 · 99% |
| #68787 PM2 · BTC, ETH | $1.8 | USDC 1.63 | 1 | $1.4 · 79% |
| #69233 PM2 · BTC, ETH | $1.6 | USDC 1.40 | 1 | $1.4 · 89% |
| #62579 SM · 19 markets | $0.0 | none | 0 | no positions |
| #69928 PM2 · BTC, ETH | $0.0 | none | 0 | no positions |
Two-sided maker ratio 1% · 25 winning and 39 losing closes.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 5 | $234K | —0/5 marked | short ETH-PERP ×69.1 · short BTC-PERP ×0.29 · 3 more | – |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 29 Sep 15:41 | Sold short BTC perp | 0.0139 | $83,216.90 | $1.2K | +$27.5 |
| 28 Sep 15:39 | Sold short ETH perp30 fills | 3 | $2,678.92 | $8K | – |
| 28 Sep 11:07 | Sold short ETH perp20 fills | 2 | $2,649.45 | $5.3K | – |
| 28 Sep 08:25 | Sold short straddle BTC 83k/83k 2 Oct 26rfq · 2 legs | 0.02 | $2,396.93 | $1.7K | – |
| 20 Sep 01:40 | Bought long ETH perp | 5 | $2,618.35 | $13.1K | -$60.0 |
| 20 Sep 01:39 | Sold short ETH perp28 fills | 65 | $2,618.13 | $170.1K | – |
| 19 Sep 08:19 | Bought long BTC perp | 0.0139 | $81,184.90 | $1.1K | – |
| 18 Sep 12:00 | Sold short BTC perp | 0.0429 | $77,933.40 | $3.3K | – |
| 18 Sep 12:00 | Bought long BTC perp | 0.0429 | $77,974.50 | $3.3K | -$2.2 |
| 18 Sep 11:59 | Sold short BTC perp2 fills | 0.0429 | $77,969.49 | $3.3K | – |
| 18 Sep 11:59 | Bought long BTC perp2 fills | 0.0429 | $77,969.60 | $3.3K | -$7.1 |
| 18 Sep 09:30 | Sold short straddle BTC 78k/78k 25 Sep 26rfq · 2 legs | 0.02 | $2,640.00 | $1.6K | – |
| 18 Sep 08:32 | Sold short BTC perp | 0.0429 | $77,851.50 | $3.3K | – |
| 18 Sep 08:31 | Bought long BTC perp2 fills | 0.057 | $77,874.38 | $4.4K | -$102.6 |
| 17 Sep 10:04 | Sold short ETH perp | 4.103 | $2,430.37 | $10K | – |
| 17 Sep 07:59 | Bought long BTC perp2 fills | 0.0813 | $76,362.41 | $6.2K | -$10.1 |
| 17 Sep 06:31 | Sold short BTC perp | 0.0394 | $76,384.50 | $3K | – |
| 17 Sep 02:39 | Sold short BTC perp | 0.0415 | $76,327.10 | $3.2K | – |
| 17 Sep 02:10 | Bought long BTC perp | 0.0402 | $76,079.90 | $3.1K | +$1.5 |
| 17 Sep 00:17 | Sold short BTC perp | 0.0404 | $76,326.50 | $3.1K | – |
| 16 Sep 23:21 | Sold short BTC perp | 0.04 | $76,023.60 | $3K | – |
| 16 Sep 22:02 | Bought long BTC perp2 fills | 0.0524 | $75,719.02 | $4K | +$12.0 |
| 16 Sep 20:03 | Sold short BTC perp | 0.0402 | $76,093.70 | $3.1K | – |
| 16 Sep 18:51 | Bought long BTC perp | 0.0407 | $75,754.10 | $3.1K | -$0.7 |
| 16 Sep 18:39 | Sold short BTC perp | 0.0619 | $75,781.60 | $4.7K | +$1.5 |
| 16 Sep 18:37 | Bought long BTC perp | 0.0454 | $75,146.20 | $3.4K | +$140.6 |
| 16 Sep 09:16 | Bought long BTC perp | 0.0111 | $75,715.10 | $840.8 | +$30.1 |
| 16 Sep 09:16 | Bought long straddle BTC 76k/76k 17 Sep 26rfq · 2 legs | 0.1 | $1,482.00 | $7.6K | – |
| 16 Sep 08:25 | Sold short BTC perp | 0.0107 | $75,347.30 | $806.7 | – |
| 11 Sep 13:25 | Bought long straddle BTC 77.5k/77.5k 12 Sep 26rfq · 2 legs | 0.04 | $1,055.00 | $3.1K | – |
| 11 Sep 12:37 | Sold short straddle BTC 77k/77k 18 Sep 26rfq · 2 legs | 0.02 | $3,144.93 | $1.5K | – |
| 11 Sep 08:22 | Bought long BTC perp | 0.0136 | $77,181.90 | $1.1K | +$15.0 |
| 10 Sep 12:02 | Sold bear put spread BTC 74k/77k 14 Sep 26rfq · 2 legs | 0.02 | $321.00 | $4.7K | – |
| 10 Sep 11:58 | Bought long BTC 86k call, 18 Sep 26rfq | 1 | $183.00 | $77.9K | – |
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 $28; it books phantom amounts on RFQ opening legs and never settles expiries, so we do not use it.
Derive shows this account under its owner address 0x1c59ac9a11e64b3d78981a658c71fedb562cee86; trades are reported under the smart-wallet address above. Either works in the URL.
The 7-day follow estimate uses marked taker fills, before fees and slippage, divided by traded notional. Missing marks are excluded; expired options use an estimated settlement from the latest stored underlying price. It is not a return on account capital.
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.
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