DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ETH | 4 | $1M | -$2K | short ETH 7k call, 26 Mar 27 ×150 · long ETH 5k call, 26 Mar 27 ×150 · 2 more | 26 Mar 27 |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 16 Sep 03:59 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 50 | $26.64 | $120K | – |
| 14 Sep 04:24 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 100 | $33.94 | $251.5K | – |
| 14 Sep 04:16 | Bought bull call spread ETH 4.5k/6k 26 Mar 27rfq · 2 legs | 100 | $41.19 | $251K | – |
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.