DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #61617 SM · 18 markets | $171K | USDC 306 | 6 | $306.1 · 0% |
| #71186 PM2 · BTC, ETH | $102K | USDC -47.8K | 2 | $27.2K · 27% |
Two-sided maker ratio 0% · 4 winning and 7 losing closes.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 4 | $4M | +$8K | long BTC 90k call, 25 Jun 27 ×20 · long BTC 90k call, 25 Jun 27 ×14 · 2 more | 25 Jun 27 | ||
| 4 | $333K | +$16K | long ETH 2.6k call, 26 Mar 27 ×50 · long ETH 2.4k call, 26 Mar 27 ×35 · 2 more | 26 Mar 27 |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 9 Sep 01:05 | Bought long ETH 3k call, 25 Jun 27rfq | 20 | $353.55 | $49.9K | – |
| 9 Sep 01:03 | Bought bull call spread BTC 90k/125k 25 Jun 27rfq · 2 legs | 2 | $14,590.71 | $315K | – |
| 9 Sep 01:01 | Bought bull call spread BTC 90k/125k 25 Jun 27rfq · 2 legs | 2 | $14,569.50 | $315K | – |
| 9 Sep 00:59 | Bought bull call spread BTC 90k/125k 25 Jun 27rfq · 2 legs | 2 | $14,579.81 | $315K | – |
| 9 Sep 00:57 | Bought bull call spread BTC 90k/125k 25 Jun 27rfq · 2 legs | 2 | $14,580.81 | $315.1K | – |
| 9 Sep 00:54 | Bought bull call spread BTC 90k/125k 25 Jun 27rfq · 2 legs | 2 | $14,574.85 | $315.1K | – |
| 9 Sep 00:42 | Bought bull call spread BTC 90k/125k 25 Jun 27rfq · 2 legs | 2 | $14,475.75 | $314.5K | – |
| 9 Sep 00:39 | Bought bull call spread BTC 90k/125k 25 Jun 27rfq · 2 legs | 2 | $14,499.46 | $314.6K | – |
| 9 Sep 00:37 | Bought bull call spread BTC 90k/125k 25 Jun 27rfq · 2 legs | 3 | $14,477.28 | $471.7K | – |
| 21 Aug 05:23 | Bought long ETH 2.5k call, 26 Mar 27rfq | 5 | $361.79 | $11.8K | – |
| 21 Aug 05:22 | Bought long ETH 2.6k call, 26 Mar 27 | 50 | $324.90 | $117.8K | – |
| 21 Aug 05:20 | Bought long ETH 2.5k call, 26 Mar 27rfq | 15 | $364.11 | $35.4K | – |
| 21 Aug 05:18 | Bought long ETH 2.4k call, 26 Mar 27rfq | 10 | $403.03 | $23.6K | – |
| 21 Aug 05:05 | Bought long ETH 2.4k call, 26 Mar 27rfq | 5 | $397.58 | $11.8K | – |
| 21 Aug 05:03 | Bought long ETH 2.4k call, 26 Mar 27rfq | 5 | $399.28 | $11.8K | – |
| 21 Aug 05:01 | Bought long ETH 2.4k call, 26 Mar 27rfq | 5 | $398.64 | $11.8K | – |
| 21 Aug 04:59 | Bought long ETH 2.5k call, 26 Mar 27rfq | 5 | $359.20 | $11.8K | – |
| 21 Aug 04:56 | Bought long ETH 2.5k call, 26 Mar 27rfq | 10 | $359.21 | $23.5K | – |
| 21 Aug 04:54 | Bought long ETH 2.4k call, 26 Mar 27rfq | 10 | $399.60 | $23.5K | – |
| 15 Jul 19:46 | Bought 2-leg BTC packagerfq · 2 legs | 5 | $746.00 | $324.5K | +$316.6 |
| 15 Jul 19:37 | Bought 2-leg BTC packagerfq · 2 legs | 5 | $757.00 | $324.3K | +$261.6 |
| 15 Jul 19:28 | Sold short BTC 67k call, 17 Jul 26rfq | 7 | $45.00 | $453.6K | -$620.1 |
| 15 Jul 19:27 | Sold short BTC 67k call, 17 Jul 26rfq | 5 | $45.00 | $323.9K | -$443.1 |
| 15 Jul 19:24 | Sold 2-leg BTC packagerfq · 2 legs | 5 | $773.00 | $323.8K | – |
| 15 Jul 19:21 | Bought 2-leg BTC packagerfq · 2 legs | 5 | $855.70 | $323.8K | +$145.4 |
| 15 Jul 19:21 | Bought 2-leg BTC packagerfq · 2 legs | 5 | $852.00 | $323.6K | +$163.9 |
| 14 Jul 18:07 | Bought long BTC 64k put, 31 Jul 26 | 0.0033 | $1,740.00 | $212.9 | -$1.0 |
| 14 Jul 18:07 | Bought long BTC 67k call, 17 Jul 2610 fills | 7 | $114.86 | $451.7K | – |
| 14 Jul 18:04 | Bought long BTC 67k call, 17 Jul 26rfq | 5 | $115.00 | $322.8K | – |
| 14 Jul 17:53 | Sold short BTC 64k put, 31 Jul 26rfq | 0.67 | $1,554.00 | $43.3K | – |
| 14 Jul 17:53 | Bought long BTC 68k call, 31 Jul 26rfq | 5 | $688.00 | $322.8K | – |
| 14 Jul 17:52 | Bought long BTC 68k call, 31 Jul 26rfq | 5 | $685.00 | $322.9K | – |
| 14 Jul 17:52 | Sold short BTC 64k put, 31 Jul 26rfq | 5 | $1,581.81 | $323K | – |
| 14 Jul 17:50 | Sold short BTC 64k put, 31 Jul 26 | 4.3333 | $1,630.00 | $279.4K | – |
| 14 Jul 17:40 | Bought long BTC 68k call, 31 Jul 26rfq | 5 | $656.00 | $322.1K | – |
| 14 Jul 17:39 | Sold short BTC 64k put, 31 Jul 26rfq | 5 | $1,657.09 | $322.1K | – |
PnL is our own accounting: average-cost realized plus open positions at the live mark, net of fees, with expired options settled at intrinsic. 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.
Derive shows this account under its owner address 0xd90a4d7d72f7a5ddbe1d5e135220aa1de3315721; 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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