DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #66041 SM · 19 markets | $5K | USDC 743 | 1 | $742.9 · 15% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 1 | $827K | -$2K | long ETH 2.8k call, 24 Sep 26 ×300 | 24 Sep |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 22 Sep 19:13 | Bought long ETH 2.8k call, 24 Sep 26rfq | 300 | $19.93 | $827.1K | – |
| 22 Sep 08:30 | Sold short ETH 2.8k put, 30 Oct 26rfq | 18.97 | $182.10 | $51.7K | +$299.8 |
| 21 Sep 22:36 | Bought long ETH 2.8k put, 30 Oct 26 | 18.97 | $164.60 | $52.7K | – |
| 21 Sep 22:33 | Sold short ETH 2.8k call, 30 Oct 26rfq | 15 | $196.79 | $41.6K | +$107.6 |
| 21 Sep 19:45 | Sold short XRP 1.4 put, 30 Oct 26rfq | 10,000 | $0.0533 | $15K | -$536.2 |
| 21 Sep 19:45 | Sold short XRP 1.35 put, 30 Oct 26rfq | 10,000 | $0.0472 | $15K | -$534.7 |
| 21 Sep 18:38 | Bought long ETH 2.8k call, 30 Oct 26rfq | 15 | $187.90 | $41.2K | – |
| 18 Sep 23:22 | Bought 2-leg XRP packagerfq · 2 legs | 10,000 | $0.2057 | $14K | – |
| 18 Sep 16:36 | Sold short ETH 2.5k put, 25 Sep 26rfq | 5.72 | $20.18 | $14.9K | -$370.2 |
| 18 Sep 16:36 | Sold short XRP 1.3 put, 9 Oct 26rfq | 10,670 | $0.0331 | $14.8K | -$166.6 |
| 18 Sep 16:14 | Bought long XRP 1.3 put, 9 Oct 26 | 670 | $0.0479 | $925.1 | – |
| 18 Sep 15:31 | Bought long XRP 1.3 put, 9 Oct 26 | 10,000 | $0.0478 | $13.8K | – |
| 14 Sep 11:43 | Bought long ETH 2.5k put, 25 Sep 26 | 5.72 | $83.20 | $14.4K | – |
| 13 Sep 21:40 | Sold short ETH 2.4k call, 25 Sep 26rfq | 2.52 | $160.60 | $6.3K | -$89.5 |
| 4 Sep 08:38 | Bought long ETH 2.4k call, 25 Sep 26 | 2.52 | $194.20 | $6.3K | – |
| 27 Aug 17:59 | Sold short SOL 82 call, 4 Sep 26 | 40.5 | $26.30 | $4.4K | +$899.8 |
| 19 Aug 19:25 | Bought long SOL 82 call, 4 Sep 26 | 40.5 | $4.00 | $3.3K | – |
| 11 Jul 23:22 | Bought long SOL 78 call, 24 Jul 26rfq | 77.7 | $4.00 | $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 -$390; 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 0xf635aaee995e61102dd237fd3ae66eeaf7ea7054; 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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