DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ZEC | 4 | $103K | +$13K | long ZEC 1.5k call, 25 Sep 26 ×52.3 · long ZEC 1.3k call, 25 Sep 26 ×28.9 · 2 more | 25 Sep |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 25 Aug 13:51 | Bought long ZEC 1.1k call, 25 Sep 26 | 19.5 | $27.5 | $15.9K | – |
| 25 Aug 13:16 | Bought long ZEC 1.1k call, 25 Sep 26 | 4.4 | $28.8 | $3.6K | – |
| 25 Aug 13:10 | Bought long ZEC 1.2k call, 25 Sep 26 | 16.3 | $20.1 | $13.6K | – |
| 23 Aug 22:06 | Bought long ZEC 1.4k call, 11 Sep 26 | 8.8 | $12.3 | $7.5K | – |
| 23 Aug 21:57 | Bought long ZEC 1.3k call, 25 Sep 262 fills | 28.9 | $18.42 | $25K | – |
| 23 Aug 21:46 | Bought long ZEC 1.5k call, 25 Sep 26 | 10 | $22.3 | $8.6K | – |
| 23 Aug 21:43 | Bought long ZEC 1.4k call, 11 Sep 26 | 10 | $12.7 | $8.6K | – |
| 23 Aug 21:39 | Bought long ZEC 1.1k call, 28 Aug 26 | 10 | $7.3 | $8.6K | – |
| 23 Aug 20:57 | Bought long ZEC 900 call, 28 Aug 26 | 13.9 | $21.2 | $11.8K | – |
| 23 Aug 20:54 | Bought long ZEC 1.4k call, 11 Sep 264 fills | 38.7 | $11.68 | $32.8K | – |
| 23 Aug 20:16 | Bought long ZEC 1.2k call, 4 Sep 26 | 10 | $12.5 | $8.4K | – |
| 23 Aug 20:11 | Bought long ZEC 1.5k call, 25 Sep 262 fills | 17.6 | $20.89 | $15K | – |
| 23 Aug 19:44 | Bought long ZEC 1.1k call, 28 Aug 265 fills | 50 | $7.56 | $43.2K | – |
| 22 Aug 15:18 | Bought long ZEC 1.5k call, 25 Sep 26 | 3.4 | $12.2 | $2.7K | – |
| 22 Aug 14:17 | Bought long ZEC 1k call, 4 Sep 26 | 9 | $20.8 | $7.1K | – |
| 22 Aug 14:14 | Bought long ZEC 1.2k call, 4 Sep 26 | 10 | $7 | $7.9K | – |
| 22 Aug 13:26 | Bought long ZEC 1.5k call, 25 Sep 26 | 3.2 | $11.8 | $2.5K | – |
| 22 Aug 13:00 | Sold short ZEC 1.3k call, 25 Sep 26 | 3.1 | $12.8 | $2.5K | -$25.7 |
| 22 Aug 12:48 | Bought long ZEC 1.3k call, 25 Sep 26 | 3.1 | $20.3 | $2.5K | – |
| 22 Aug 12:45 | Bought long ZEC 1.5k call, 25 Sep 262 fills | 18.1 | $13.1 | $14.5K | – |
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 -$26; 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.