DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #71672 SM · 18 markets | $20.5K | USDC 25.42 | 6 | $25.4 · 0% |
Two-sided maker ratio 0% · 5 winning and 5 losing closes.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 2 | $41K | -$36 | short ETH 2.1k put, 9 Oct 26 ×7.85 · long ETH 2.4k put, 9 Oct 26 ×7.85 | 9 Oct | ||
| 2 | $41K | -$126 | short HYPE 85 put, 25 Sep 26 ×220 · long HYPE 90 put, 25 Sep 26 ×220 | 25 Sep |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 20 Sep 17:16 | Bought bull put spread HYPE 85/90 25 Sep 26rfq · 2 legs | 110 | $1.12 | $10.2K | – |
| 20 Sep 12:31 | Bought bull put spread HYPE 85/90 25 Sep 26rfq · 2 legs | 110 | $1.81 | $10K | – |
| 19 Sep 07:07 | Bought bull put spread ETH 2.1k/2.4k 9 Oct 26rfq · 2 legs | 7.85 | $29.87 | $20.6K | – |
| 18 Sep 21:44 | Sold bear call spread ETH 2.6k/3.2k 30 Oct 26rfq · 2 legs | 64.5 | $151.34 | $169.7K | +$4.4K |
| 18 Sep 21:40 | Sold bear call spread ETH 2.4k/3k 30 Oct 26rfq · 2 legs | 32.2 | $247.10 | $84.7K | +$3.2K |
| 18 Sep 16:32 | Bought bull put spread ETH 2.5k/2.6k 20 Sep 26rfq · 2 legs | 18 | $21.46 | $46.8K | – |
| 18 Sep 16:21 | Sold bear call spread ETH 2.5k/2.5k 20 Sep 26rfq · 2 legs | 37 | $70.65 | $96.2K | +$1.7K |
| 18 Sep 01:25 | Bought bull call spread ETH 2.5k/2.5k 20 Sep 26rfq · 2 legs | 37 | $23.47 | $90.6K | – |
| 18 Sep 01:15 | Sold bear call spread ETH 2.4k/2.5k 18 Sep 26rfq · 2 legs | 45 | $20.23 | $110.1K | -$85.8 |
| 16 Sep 07:18 | Bought bull call spread ETH 2.4k/2.5k 18 Sep 26rfq · 2 legs | 45 | $20.66 | $108K | – |
| 16 Sep 02:04 | Bought bull call spread ETH 2.4k/3k 30 Oct 26rfq · 2 legs | 32.2 | $145.30 | $77.1K | – |
| 16 Sep 02:01 | Bought bull call spread ETH 2.6k/3.2k 30 Oct 26rfq · 2 legs | 64.5 | $81.14 | $154.1K | – |
PnL is our own accounting: average-cost realized plus open positions at the live mark, net of fees, with expired options settled at intrinsic.
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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