DeriveDeribit
Two-sided maker ratio 0%.
No open positions from fills in the backfill window.
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 24 Sep 06:48 | Sold short ZEC 1.2k call, 25 Sep 26 | 10.7 | $305.00 | $16.3K | +$3K |
| 16 Sep 18:39 | Sold short ZEC 1.2k call, 18 Sep 26 | 5 | $130.50 | $6.7K | +$552.7 |
| 31 Aug 18:46 | Bought long ZEC 1.2k call, 18 Sep 26 | 5 | $19.10 | $4.3K | – |
| 25 Aug 08:54 | Bought long ZEC 1.2k call, 25 Sep 262 fills | 10.7 | $23.00 | $9K | – |
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 $3K; 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 0x4a41a60fabdeb983ab865ea4214f2e280c6c004a; 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.
Page calculated . Quotes and synced statistics may be older. Reload to check for updates; a cached page may appear while a newer snapshot is prepared.