DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ETH | 2 | $240K | -$52 | long ETH 5k call, 26 Mar 27 ×50 · short ETH 7k call, 26 Mar 27 ×50 | 26 Mar 27 | |
| HYPE | 1 | $9K | -$88 | long HYPE 120 call, 25 Sep 26 ×100 | 25 Sep |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 16 Sep 16:19 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 50 | $27.45 | $119.8K | – |
| 10 Sep 10:17 | Bought long ETH 2.3k put, 13 Sep 262 fills | 20 | $4.3 | $49.4K | – |
| 10 Sep 10:15 | Bought long BTC 74k put, 13 Sep 262 fills | 1 | $100 | $78K | – |
| 6 Sep 14:18 | Bought long HYPE 120 call, 25 Sep 26 | 100 | $0.91 | $8.9K | – |
PnL is our own accounting: average-cost realized plus open positions at the live mark, net of fees, with expired options settled at intrinsic.
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.