DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ETH | 7 | $3M | +$201 | long ETH 2.8k call, 25 Sep 26 ×337 · short ETH 3k call, 25 Sep 26 ×337 · 5 more | 25 Sep | |
| SOL | 2 | $505K | +$1K | long SOL 110 call, 25 Sep 26 ×3,000 · short SOL 120 call, 25 Sep 26 ×2,000 | 25 Sep | |
| HYPE | 2 | $35K | -$191 | long HYPE 74 put, 25 Sep 26 ×370 · long HYPE 70 put, 25 Sep 26 ×60 | 25 Sep |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 18 Sep 08:25 | Bought bull call spread ETH 2.8k/3k 2 Oct 26rfq · 2 legs | 70 | $11.74 | $175.1K | – |
| 18 Sep 08:22 | Bought bull call spread ETH 2.6k/3k 2 Oct 26rfq · 2 legs | 30 | $48.74 | $75.1K | – |
| 18 Sep 08:21 | Bought bull call spread ETH 2.8k/3k 2 Oct 26rfq · 2 legs | 120 | $12.08 | $299.9K | – |
| 18 Sep 08:13 | Bought bull call spread ETH 2.6k/3k 25 Sep 26rfq · 2 legs | 50 | $20.9 | $124.3K | – |
| 18 Sep 08:05 | Sold short ETH 2.8k call, 25 Sep 26 | 7 | $4.8 | $17.4K | -$0.4 |
| 18 Sep 08:04 | Bought long ETH 2.8k call, 25 Sep 26 | 7 | $6 | $17.4K | – |
| 17 Sep 21:18 | Bought bull call spread ETH 2.8k/3k 25 Sep 26rfq · 2 legs | 25 | $2.8 | $61.2K | – |
| 17 Sep 21:17 | Bought bull call spread ETH 2.8k/3k 25 Sep 26rfq · 2 legs | 300 | $3 | $734.8K | – |
| 17 Sep 20:43 | Bought bull call spread ETH 2.8k/3k 25 Sep 26rfq · 2 legs | 12 | $2.8 | $29.4K | – |
| 17 Sep 19:21 | Bought long HYPE 74 put, 25 Sep 26 | 370 | $0.69 | $30.4K | – |
| 17 Sep 19:00 | Bought long HYPE 70 put, 25 Sep 26 | 60 | $0.34 | $4.9K | – |
| 17 Sep 18:44 | Bought bull call spread SOL 110/120 25 Sep 26rfq · 2 legs | 2,000 | $0.65 | $202.2K | – |
| 17 Sep 18:43 | Bought long SOL 110 call, 25 Sep 26rfq | 1,000 | $0.85 | $101K | – |
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.
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.