DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ETH | 2 | $43K | -$1 | long ETH 5k call, 26 Mar 27 ×9 · short ETH 7k call, 26 Mar 27 ×9 | 26 Mar 27 |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 16 Sep 02:46 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 9 | $26.46 | $21.6K | – |
| 16 Sep 02:43 | Sold bear call spread XAUT 4.6k/4.8k 25 Sep 26rfq · 2 legs | 4 | $2.22 | $17.2K | -$150.4 |
| 16 Sep 02:43 | Sold bear call spread XAUT 4.6k/4.8k 25 Sep 26rfq · 2 legs | 1 | $4.1 | $4.3K | -$36.5 |
| 31 Aug 03:31 | Bought bull call spread XAUT 4.6k/4.8k 25 Sep 26rfq · 2 legs | 5 | $37.83 | $22.1K | – |
| 31 Aug 03:28 | Bought bull put spread HYPE 75/77.5 4 Sep 26rfq · 2 legs | 20 | $0.73 | $1.6K | -$4.2 |
| 26 Aug 14:06 | Sold bear put spread HYPE 75/77.5 4 Sep 26rfq · 2 legs | 20 | $0.62 | $1.6K | – |
PnL is our own accounting: average-cost realized plus open positions at the live mark, net of fees, with expired options settled at intrinsic.
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.