DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #7309 SM · 16 markets | $3.9 | DRV 11.88 · USDC 0.00 | 0 | no positions |
Two-sided maker ratio 0% · 6 winning and 8 losing closes.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 1 | $67K | +$397 | short BTC 90k call, 25 Dec 26 ×1 | 25 Dec | ||
| 1 | $35K | -$776 | long HYPE 110 call, 25 Dec 26 ×385 | 25 Dec |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 5 Oct 03:06 | Bought long HYPE 110 call, 25 Dec 26 | 110 | $5.00 | $10K | – |
| 28 Sep 20:50 | Bought long HYPE 110 call, 25 Dec 26 | 5 | $5.00 | $439.2 | – |
| 28 Sep 19:21 | Bought long HYPE 110 call, 25 Dec 26 | 270 | $5.00 | $23.7K | – |
| 20 Sep 15:53 | Sold short HYPE 100 call, 25 Dec 26 | 336 | $8.40 | $30.9K | +$1K |
| 20 Sep 12:40 | Sold short HYPE 100 call, 25 Dec 26 | 80 | $8.40 | $7.3K | +$243.6 |
| 16 Sep 18:48 | Bought long HYPE 100 call, 25 Dec 26 | 16 | $5.12 | $1.3K | – |
| 16 Sep 13:22 | Bought long HYPE 100 call, 25 Dec 262 fills | 400 | $5.31 | $31.2K | – |
| 16 Sep 10:59 | Sold short SOL 95 put, 30 Oct 262 fills | 301 | $5.60 | $29.2K | -$28.2 |
| 16 Sep 10:57 | Sold short HYPE 85 put, 30 Oct 26 | 45 | $11.03 | $3.5K | +$35.1 |
| 15 Sep 13:45 | Bought long SOL 95 put, 30 Oct 26 | 126 | $5.40 | $12.6K | – |
| 14 Sep 18:11 | Sold short HYPE 70 put, 30 Oct 264 fills | 300 | $2.41 | $24.5K | -$290.5 |
| 10 Sep 21:19 | Bought long HYPE 85 put, 30 Oct 26 | 45 | $10.18 | $3.6K | – |
| 10 Sep 21:19 | Bought long SOL 95 put, 30 Oct 26 | 175 | $5.80 | $17.5K | – |
| 10 Sep 21:08 | Bought long HYPE 70 put, 30 Oct 263 fills | 300 | $3.35 | $24.1K | – |
| 23 Aug 13:27 | Sold short BTC 72k put, 4 Sep 262 fills | 1 | $479.12 | $77.6K | -$149.4 |
| 21 Aug 16:53 | Sold short ETH 3k call, 25 Dec 26 | 5.25 | $128.60 | $12.6K | +$454.2 |
| 21 Aug 16:51 | Bought long BTC 72k put, 4 Sep 26 | 1 | $581.00 | $77.5K | – |
| 21 Aug 16:50 | Sold short ETH 3k call, 25 Dec 26 | 5.25 | $129.50 | $12.6K | +$459.0 |
| 20 Aug 14:25 | Sold short ETH 3k call, 25 Dec 26 | 26.58 | $87.10 | $60.5K | +$1.2K |
| 20 Aug 03:25 | Sold short BTC 85k call, 25 Sep 26rfq | 4 | $189.55 | $275.9K | +$347.1 |
| 19 Aug 04:57 | Sold short HYPE 50 put, 28 Aug 26rfq | 300 | $0.0200 | $17.6K | -$444.1 |
| 19 Aug 04:57 | Bought long ETH 3k call, 25 Dec 26 | 2.08 | $28.30 | $4K | – |
| 19 Aug 04:56 | Sold short HYPE 50 put, 28 Aug 26 | 50 | $0.100 | $2.9K | -$70.9 |
| 12 Aug 19:37 | Bought long BTC 85k call, 25 Sep 26 | 0.4041 | $73.00 | $25.6K | – |
| 12 Aug 15:57 | Bought long BTC 85k call, 25 Sep 26 | 3.5959 | $73.00 | $228.1K | – |
| 12 Aug 15:56 | Sold short ETH 2.5k call, 25 Dec 26rfq | 4 | $74.40 | $7.6K | -$188.2 |
| 31 Jul 02:35 | Bought long ETH 3k call, 25 Dec 26 | 35 | $41.40 | $66.6K | – |
| 27 Jul 21:14 | Sold short HYPE 55 put, 7 Aug 265 fills | 1,163 | $1.27 | $66.4K | -$118.2 |
| 21 Jul 16:51 | Bought long HYPE 55 put, 7 Aug 263 fills | 1,163 | $1.35 | $71.8K | – |
| 21 Jul 15:19 | Bought long HYPE 50 put, 28 Aug 269 fills | 350 | $1.49 | $21.7K | – |
| 21 Jul 15:06 | Sold short BTC 90k call, 25 Dec 26rfq | 1 | $1,361.40 | $66.7K | -$876.9 |
| 2 Jul 15:12 | Sold short HYPE 90 call, 31 Jul 2614 fills | 1,205 | $0.72407 | $78.7K | -$2.1K |
| 24 Jun 15:22 | Bought long HYPE 50 put, 31 Jul 26 | 23 | $2.35 | $1.4K | – |
| 21 Jun 09:20 | Bought long HYPE 90 call, 31 Jul 26 | 605 | $2.25 | $41.1K | – |
| 16 Jun 18:05 | Bought long ETH 2.5k call, 25 Dec 26 | 4 | $120.10 | $7.2K | – |
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.
Derive shows this account under its owner address 0x28839a9fc4a6465000c5c5775983742545ce5ca5; 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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