DeriveDeribit
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 2 | $5M | +$7K | short ETH 7k call, 26 Mar 27 ×1,000 · long ETH 5k call, 26 Mar 27 ×1,000 | 26 Mar 27 |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 18 Sep 10:27 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 900 | $31.00 | $2.3M | – |
| 18 Sep 09:25 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 50 | $32.10 | $125.6K | – |
| 18 Sep 08:18 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 50 | $30.90 | $124.4K | – |
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 0xc3f5f88dfbc75e5169a3828f37b8fc266ad3bab6; 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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