DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #71617 SM · 16 markets | $0.0 | none | 0 | no positions |
Two-sided maker ratio 0%.
No open positions from fills in the backfill window.
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 2 Oct 08:55 | Sold short HYPE 85 put, 30 Oct 26rfq | 400 | $3.29 | $36.1K | – |
| 15 Sep 16:29 | Sold short HYPE 85 put, 2 Oct 26rfq | 100 | $9.07 | $7.7K | – |
| 14 Sep 16:31 | Sold short HYPE 85 put, 2 Oct 26rfq | 350 | $6.84 | $28.2K | – |
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 0x95d108a2d2210868c94f01e4847c6db9efd8f515; 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.
Page calculated . Quotes and synced statistics may be older. Reload to check for updates; a cached page may appear while a newer snapshot is prepared.