DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #64563 SM · 19 markets | $0.0 | none | 0 | no positions |
Two-sided maker ratio 0% · 11 winning and 12 losing closes.
No open positions from fills in the backfill window.
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 5 Oct 19:34 | Sold bear call spread BTC 90k/94k 30 Oct 26rfq · 2 legs | 0.25 | $775.61 | $21.4K | – |
| 2 Oct 13:26 | Sold bear call spread ETH 3k/3.2k 30 Oct 26rfq · 2 legs | 4.7 | $30.36 | $12.9K | – |
| 2 Oct 06:14 | Sold bear put spread ETH 2.5k/2.5k 30 Oct 26rfq · 2 legs | 5 | $24.17 | $13.6K | – |
| 16 Sep 07:27 | Bought bull call spread ETH 2.6k/2.8k 25 Sep 26rfq · 2 legs | 4.73 | $13.40 | $11.3K | +$74.1 |
| 10 Sep 18:53 | Sold bear call spread ETH 2.6k/2.8k 25 Sep 26rfq · 2 legs | 4.73 | $30.73 | $11.7K | – |
| 4 Sep 12:01 | Bought bull put spread ETH 2.1k/2.3k 25 Sep 26rfq · 2 legs | 5 | $13.16 | $12.6K | +$38.3 |
| 2 Sep 18:56 | Sold short straddle ETH 2.4k/2.4k 11 Sep 26rfq · 2 legs | 1 | $125.30 | $2.4K | -$42.6 |
| 2 Sep 14:51 | Sold bear put spread ETH 2.1k/2.3k 25 Sep 26rfq · 2 legs | 5 | $22.50 | $12K | – |
| 1 Sep 19:06 | Sold short straddle ETH 2.5k/2.5k 4 Sep 26rfq · 2 legs | 1 | $67.95 | $2.4K | -$37.0 |
| 1 Sep 19:05 | Bought bull call spread ETH 2.4k/2.6k 4 Sep 26rfq · 2 legs | 12 | $41.60 | $29K | -$268.0 |
| 29 Aug 17:14 | Bought long ETH 2.6k call, 4 Sep 26 | 12 | $13.00 | $29.4K | – |
| 29 Aug 11:28 | Bought long straddle ETH 2.4k/2.4k 11 Sep 26rfq · 2 legs | 1 | $165.50 | $2.4K | – |
| 29 Aug 11:28 | Bought long straddle ETH 2.5k/2.5k 4 Sep 26rfq · 2 legs | 1 | $102.51 | $2.4K | – |
| 27 Aug 09:26 | Sold short ETH 2.6k call, 29 Aug 26 | 4 | $25.00 | $10.2K | – |
| 27 Aug 08:30 | Sold short ETH 2.6k call, 29 Aug 26 | 4 | $19.00 | $10.1K | – |
| 26 Aug 14:41 | Bought long straddle ETH 2.5k/2.5k 28 Aug 26rfq · 2 legs | 1 | $66.67 | $2.4K | – |
| 21 Aug 08:46 | Sold short ETH 2.4k call, 4 Sep 26 | 2 | $112.00 | $4.8K | – |
| 19 Aug 20:56 | Sold short ETH 2.4k call, 4 Sep 26 | 10 | $17.80 | $22.1K | – |
| 19 Aug 15:06 | Bought long ETH 1.8k put, 28 Aug 262 fills | 13 | $4.18 | $25.7K | +$217.6 |
| 19 Aug 08:38 | Bought long ETH 1.8k put, 28 Aug 26 | 7 | $6.00 | $13.4K | +$104.4 |
| 12 Aug 14:56 | Sold short ETH 1.8k put, 28 Aug 26 | 20 | $21.30 | $37.7K | – |
| 5 Aug 16:27 | Bought long ETH 1.8k put, 14 Aug 26 | 10 | $9.90 | $18.9K | +$241.3 |
| 1 Aug 18:45 | Sold short ETH 1.8k put, 14 Aug 26 | 10 | $34.40 | $18.2K | – |
| 31 Jul 18:51 | Bought long ETH 2k call, 7 Aug 26rfq | 10 | $8.40 | $18.7K | +$144.0 |
| 30 Jul 19:26 | Sold short ETH 2k call, 7 Aug 26 | 10 | $23.60 | $19.2K | – |
| 21 Jul 12:37 | Sold short BTC 68k call, 25 Jul 26 | 0.15 | $461.00 | $10K | – |
| 21 Jul 06:32 | Sold short ETH 2k call, 24 Jul 26 | 20 | $9.20 | $38.7K | – |
| 14 Jul 22:33 | Sold short ETH 1.9k call, 18 Jul 26 | 20 | $10.50 | $37.7K | – |
| 4 Jul 15:29 | Sold short BTC 65k call, 10 Jul 26 | 0.25 | $350.00 | $15.7K | – |
| 4 Jul 14:17 | Sold short ETH 1.9k call, 10 Jul 26 | 10 | $12.50 | $17.7K | – |
| 1 Jul 22:21 | Bought long ETH 1.5k put, 3 Jul 264 fills | 18 | $1.70 | $29.5K | +$207.1 |
| 1 Jul 21:17 | Bought long BTC 58k put, 3 Jul 26 | 0.5 | $105.00 | $30.2K | +$198.8 |
| 24 Jun 15:44 | Sold short ETH 1.5k put, 3 Jul 26 | 6 | $18.80 | $9.8K | – |
| 24 Jun 14:13 | Sold short BTC 58k put, 3 Jul 26 | 0.17 | $660.00 | $10.4K | – |
| 23 Jun 06:21 | Sold short BTC 58k put, 3 Jul 26 | 0.33 | $440.00 | $20.6K | – |
| 23 Jun 06:21 | Sold short ETH 1.5k put, 3 Jul 26 | 12 | $10.90 | $20.2K | – |
| 22 Jun 13:47 | Bought long ETH 1.4k put, 26 Jun 26 | 20 | $0.600 | $35.4K | +$87.9 |
| 18 Jun 18:15 | Sold short ETH 1.4k put, 26 Jun 26 | 20 | $5.60 | $33.5K | – |
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 shows this account under its owner address 0xc2c53b1b9c4ecdced7c545795a9cfa3f7912baec; 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.
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