DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #69232 SM · 19 markets | $20.2K | ETH 5.00 · USDC 9.3K | 1 | $17.6K · 87% |
Two-sided maker ratio 0% · 54 winning and 6 losing closes.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 1 | $5K | -$177 | short ETH 2.3k put, 27 Nov 26 ×2 | 27 Nov |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 6 Oct 01:55 | Sold short HYPE 87.5 put, 23 Oct 26 | 35 | $1.81 | $3.3K | – |
| 6 Oct 01:52 | Sold short HYPE 91 put, 9 Oct 26 | 30 | $0.660 | $2.8K | – |
| 5 Oct 02:21 | Sold short ETH 2.7k put, 9 Oct 26 | 3 | $25.00 | $8.2K | – |
| 4 Oct 19:13 | Sold short HYPE 100 call, 16 Oct 26 | 50 | $1.06 | $4.5K | – |
| 4 Oct 19:09 | Sold short HYPE 87.5 put, 9 Oct 26 | 25 | $1.15 | $2.3K | – |
| 4 Oct 11:25 | Sold short ETH 2.5k put, 30 Oct 26 | 3 | $52.20 | $8.1K | – |
| 3 Oct 13:50 | Sold short ETH 2.5k put, 9 Oct 26 | 2.2 | $10.00 | $5.9K | – |
| 3 Oct 00:35 | Sold short ETH 2.5k put, 23 Oct 26 | 2 | $41.90 | $5.4K | – |
| 3 Oct 00:31 | Sold short HYPE 82.5 put, 16 Oct 26 | 30 | $1.16 | $2.7K | – |
| 2 Oct 18:21 | Sold short ETH 2.6k put, 9 Oct 26 | 3 | $21.70 | $8K | – |
| 2 Oct 04:03 | Sold short ETH 2.5k put, 9 Oct 26 | 5 | $14.60 | $13.6K | – |
| 2 Oct 04:01 | Sold short ETH 2.5k put, 16 Oct 26 | 2 | $25.10 | $5.4K | – |
| 2 Oct 04:00 | Sold short HYPE 80 put, 16 Oct 26 | 25 | $1.01 | $2.2K | – |
| 29 Sep 06:02 | Sold short HYPE 80 put, 9 Oct 262 fills | 20 | $0.780 | $1.8K | – |
| 27 Sep 21:31 | Sold short ETH 2.3k put, 27 Nov 26 | 2 | $69.00 | $5.4K | – |
| 26 Sep 03:37 | Sold short ETH 2.4k put, 16 Oct 26 | 3 | $21.30 | $8.1K | – |
| 26 Sep 03:27 | Sold short ETH 2.4k put, 30 Oct 26 | 2 | $45.20 | $5.4K | – |
| 25 Sep 11:18 | Sold short HYPE 87.5 put, 16 Oct 26 | 20 | $2.44 | $1.9K | – |
| 25 Sep 11:15 | Sold short ETH 2.5k put, 30 Oct 26 | 2 | $75.70 | $5.5K | – |
| 24 Sep 22:16 | Sold short ETH 2.6k put, 2 Oct 26 | 2 | $32.40 | $5.4K | – |
| 24 Sep 03:08 | Sold short HYPE 82.5 put, 9 Oct 26 | 24 | $1.14 | $2.2K | – |
| 23 Sep 18:55 | Sold short HYPE 87.5 put, 2 Oct 26 | 20 | $1.02 | $1.9K | – |
| 23 Sep 18:53 | Sold short ETH 2.5k put, 30 Oct 26 | 2 | $72.60 | $5.3K | – |
| 22 Sep 02:59 | Sold short ETH 2.5k put, 2 Oct 26 | 2 | $24.10 | $5.5K | – |
| 21 Sep 11:07 | Sold short ETH 2.6k put, 25 Sep 26 | 2 | $17.20 | $5.4K | – |
| 21 Sep 02:30 | Sold short ETH 2.5k put, 2 Oct 26 | 2 | $31.60 | $5.3K | – |
| 21 Sep 01:26 | Sold short ETH 2.5k put, 9 Oct 26 | 2 | $43.60 | $5.4K | – |
| 19 Sep 02:40 | Sold short HYPE 85 put, 2 Oct 26 | 20 | $1.04 | $1.9K | – |
| 19 Sep 01:07 | Sold short HYPE 90 put, 25 Sep 26 | 15 | $1.51 | $1.4K | – |
| 18 Sep 20:27 | Bought long HYPE 85 call, 25 Sep 262 fills | 50 | $8.19 | $4.6K | – |
| 18 Sep 15:52 | Bought long HYPE 66 call, 25 Sep 26 | 15 | $27.80 | $1.4K | -$399.5 |
| 18 Sep 14:04 | Sold short ETH 2.5k put, 25 Sep 26 | 2 | $33.60 | $5.1K | – |
| 18 Sep 14:00 | Bought long ETH 2.6k call, 25 Sep 26 | 2 | $49.30 | $5.1K | -$61.3 |
| 18 Sep 13:59 | Bought long ETH 2.7k call, 25 Sep 26 | 1 | $22.00 | $2.6K | +$6.8 |
| 18 Sep 12:57 | Sold short HYPE 85 put, 9 Oct 26 | 15 | $2.81 | $1.4K | – |
| 18 Sep 10:04 | Sold short HYPE 80 put, 2 Oct 26 | 10 | $0.930 | $891.1 | – |
| 16 Sep 03:39 | Sold short ETH 2.6k call, 25 Sep 26 | 2 | $19.90 | $4.8K | – |
| 13 Sep 23:14 | Sold short ETH 2k put, 2 Oct 26 | 3 | $11.00 | $7.4K | – |
| 13 Sep 02:11 | Sold short ETH 2.8k call, 25 Sep 26 | 2 | $19.60 | $5K | – |
| 12 Sep 01:45 | Sold short ETH 2.7k call, 25 Sep 26 | 1 | $31.30 | $2.5K | – |
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.
Derive shows this account under its owner address 0x9831bb48e27a6b74260823c10d15b577e891a37b; 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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