DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| HYPE | 2 | $354K | +$5K | long HYPE 90 call, 30 Oct 26 ×2,250 · short HYPE 105 call, 30 Oct 26 ×2,250 | 30 Oct | |
| ZEC | 2 | $206K | +$2K | long ZEC 1.6k call, 30 Oct 26 ×80 · short ZEC 2k call, 30 Oct 26 ×80 | 30 Oct |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 16 Sep 19:59 | Bought bull call spread ZEC 1.6k/2k 30 Oct 26rfq · 2 legs | 80 | $65.54 | $103.1K | – |
| 16 Sep 11:12 | Bought bull call spread HYPE 90/105 30 Oct 26rfq · 2 legs | 250 | $2.28 | $19.7K | – |
| 15 Sep 20:06 | Bought bull call spread HYPE 90/105 30 Oct 26rfq · 2 legs | 2,000 | $2.12 | $153.8K | – |
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.