DeriveDeribit
Two-sided maker ratio 0%.
No open positions from fills in the backfill window.
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 2 Oct 21:25 | Sold short HYPE 120 call, 25 Dec 26rfq | 4,963 | $2.44 | $429K | -$18K |
| 22 Sep 21:44 | Bought long HYPE 120 call, 25 Dec 26rfq | 435 | $6.25 | $42.1K | – |
| 22 Sep 21:41 | Bought long HYPE 120 call, 25 Dec 26rfq | 1,000 | $6.23 | $96.8K | – |
| 22 Sep 21:40 | Bought long HYPE 120 call, 25 Dec 26 | 9 | $5.90 | $871.4 | – |
| 22 Sep 21:38 | Bought long HYPE 120 call, 25 Dec 26rfq | 2,500 | $6.13 | $241.8K | – |
| 22 Sep 16:16 | Bought long HYPE 120 call, 25 Dec 265 fills | 1,019 | $5.40 | $96.6K | – |
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 shows this account under its owner address 0x197d0b8d520667f6a14ce98215c2f945e6cd3ccc; 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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