DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #65579 SM · 19 markets | $49.1K | ETH 16.52 · USDT 10.0K · USDC -505 | 11 | $34.3K · 70% |
Two-sided maker ratio 0% · 29 winning and 44 losing closes.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 7 | $64K | +$555 | short ETH 1.4k put, 30 Oct 26 ×8 · short ETH 1.2k put, 25 Dec 26 ×6 · 5 more | 30 Oct |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 5 Oct 09:13 | Bought long ETH 1.4k put, 25 Dec 26 | 0.1 | $8.00 | $271.7 | +$5.1 |
| 2 Oct 12:41 | Bought long ETH 3.3k call, 30 Oct 26 | 2 | $23.00 | $5.5K | +$4.9 |
| 2 Oct 12:40 | Bought long ETH 3.0k call, 30 Oct 26 | 3 | $55.00 | $8.3K | +$4.4 |
| 2 Oct 12:40 | Bought long ETH 3.0k call, 9 Oct 26 | 2 | $16.00 | $5.5K | +$15.9 |
| 2 Oct 12:38 | Bought long ETH 3.2k call, 30 Oct 26 | 2 | $34.00 | $5.5K | -$0.5 |
| 1 Oct 13:23 | Bought long ETH 2.8k call, 2 Oct 26 | 4 | $2.30 | $10.7K | +$90.6 |
| 29 Sep 12:49 | Sold short ETH 3.3k call, 30 Oct 26 | 2 | $26.00 | $5.5K | – |
| 29 Sep 11:46 | Sold short ETH 3.0k call, 30 Oct 26 | 3 | $57.00 | $8.2K | – |
| 29 Sep 11:46 | Sold short ETH 3.2k call, 30 Oct 26 | 2 | $35.10 | $5.5K | – |
| 28 Sep 17:23 | Bought long ETH 3.0k call, 9 Oct 26 | 2 | $17.20 | $5.4K | +$11.9 |
| 27 Sep 07:40 | Bought long ETH 2k put, 30 Oct 262 fills | 4 | $9.00 | $10.8K | +$101.9 |
| 27 Sep 05:34 | Bought long ETH 1.5k put, 30 Oct 26 | 3 | $2.00 | $8.1K | +$138.2 |
| 25 Sep 18:19 | Bought long ETH 2.1k put, 30 Oct 26 | 3 | $14.00 | $8.1K | +$106.5 |
| 25 Sep 16:02 | Bought long ETH 2.6k put, 9 Oct 26 | 2 | $75.00 | $5.4K | – |
| 25 Sep 13:28 | Sold short ETH 2.8k call, 2 Oct 26 | 4 | $25.50 | $10.8K | – |
| 25 Sep 13:26 | Bought long ETH 1.4k put, 30 Oct 26 | 1 | $1.00 | $2.7K | +$28.0 |
| 25 Sep 13:24 | Sold short ETH 3.0k call, 9 Oct 26 | 4 | $24.50 | $10.8K | – |
| 25 Sep 01:01 | Bought long ETH 2.2k put, 2 Oct 26 | 2 | $3.00 | $5.4K | +$36.0 |
| 24 Sep 21:58 | Bought long ETH 2.7k call, 25 Sep 266 fills | 12 | $10.00 | $32.2K | – |
| 20 Sep 03:00 | Bought long ETH 2.1k call, 25 Sep 26 | 1 | $450.00 | $2.6K | -$418.9 |
| 20 Sep 03:00 | Bought long ETH 2.5k call, 25 Sep 26 | 5 | $120.00 | $12.9K | -$534.7 |
| 19 Sep 01:19 | Bought long ETH 2.4k call, 25 Sep 26 | 2 | $220.00 | $5.2K | -$410.6 |
| 18 Sep 22:43 | Bought long ETH 2.3k call, 25 Sep 26 | 3 | $330.00 | $7.9K | -$926.5 |
| 18 Sep 19:17 | Bought long ETH 2.4k call, 25 Sep 26 | 5 | $250.00 | $13.1K | -$1.2K |
| 18 Sep 18:27 | Bought long ETH 2.6k put, 21 Sep 26 | 1 | $25.00 | $2.6K | – |
| 18 Sep 17:54 | Bought long ETH 2.6k put, 21 Sep 262 fills | 2 | $28.00 | $5.2K | – |
| 18 Sep 17:18 | Bought long ETH 2.6k put, 21 Sep 26 | 2 | $19.00 | $5.2K | – |
| 18 Sep 17:00 | Bought long ETH 2.6k put, 21 Sep 262 fills | 4 | $33.25 | $10.4K | – |
| 18 Sep 16:57 | Bought long ETH 2.5k put, 21 Sep 26 | 2 | $11.60 | $5.2K | – |
| 18 Sep 16:54 | Bought long ETH 2.6k put, 21 Sep 26 | 2 | $32.00 | $5.2K | – |
| 18 Sep 16:51 | Bought long ETH 2.6k call, 21 Sep 26 | 2 | $13.50 | $5.2K | – |
| 18 Sep 16:47 | Bought long ETH 2.6k call, 21 Sep 26 | 2 | $29.00 | $5.2K | – |
| 18 Sep 14:09 | Bought long ETH 2.1k put, 25 Sep 26 | 3 | $2.00 | $7.7K | +$37.0 |
| 17 Sep 03:30 | Bought long ETH 2.1k put, 2 Oct 26 | 2 | $12.00 | $4.9K | – |
| 16 Sep 21:21 | Bought long ETH 2.1k put, 2 Oct 26 | 3 | $15.10 | $7.2K | – |
| 16 Sep 02:28 | Bought long ETH 2.2k put, 25 Sep 26 | 2 | $22.00 | $4.8K | -$1.0 |
| 15 Sep 14:35 | Bought long ETH 2.3k call, 25 Sep 26 | 4 | $170.00 | $9.7K | -$595.2 |
| 15 Sep 14:34 | Sold short ETH 1.9k put, 30 Oct 26 | 2 | $24.00 | $4.9K | – |
| 15 Sep 14:23 | Sold short ETH 2k put, 30 Oct 263 fills | 4 | $35.00 | $9.8K | – |
| 15 Sep 13:38 | Sold short ETH 2.1k put, 30 Oct 26 | 3 | $50.00 | $7.3K | – |
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 $543; 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 0xe96621cecf10f79cd87e3ef748834f9bf721ff1b; 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.