DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #49674 SM · 18 markets | $19.8K | USDC 1.4K | 3 | $1.4K · 7% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 3 | $495K | +$9K | long ETH 2.7k call, 2 Oct 26 ×100 · long ETH 2.7k call, 30 Oct 26 ×50 · 1 more | 25 Sep |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 17 Sep 14:38 | Bought long ETH 2.7k call, 2 Oct 26 | 17.2 | $28.50 | $42.5K | – |
| 17 Sep 14:38 | Bought long ETH 2.7k call, 30 Oct 26 | 50 | $93.50 | $123.7K | – |
| 17 Sep 14:37 | Bought long ETH 2.6k call, 25 Sep 262 fills | 50 | $28.99 | $123.6K | – |
| 17 Sep 14:37 | Bought long ETH 2.7k call, 2 Oct 26 | 82.8 | $28.50 | $204.5K | – |
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 $0; it books phantom amounts on RFQ opening legs and never settles expiries, so we do not use it.
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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