DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #71373 SM · 27 markets | $21.9K | USDC 24.0K | 4 | $15.7K · 72% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 4 | $41K | —0/4 marked | short ZEC 1.5k call, 27 Nov 26 ×10 · short ZEC 1k put, 27 Nov 26 ×10 · 2 more | 27 Nov |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 2 Oct 23:56 | Sold short ZEC 1k put, 27 Nov 26 | 10 | $90.30 | $13K | – |
| 2 Oct 00:56 | Sold short ZEC 1.5k call, 27 Nov 26 | 10 | $204.80 | $13.4K | – |
| 2 Oct 00:56 | Bought long ZEC 1.4k call, 30 Oct 26 | 10 | $169.10 | $13.4K | -$787.4 |
| 1 Oct 07:47 | Sold short ZEC 1.1k put, 27 Nov 26 | 1.1 | $103.00 | $1.6K | – |
| 1 Oct 05:25 | Sold short ZEC 1.1k put, 27 Nov 26 | 3.9 | $103.00 | $5.6K | – |
| 29 Sep 03:41 | Sold short ZEC 1.5k put, 27 Nov 26 | 10 | $333.70 | $13.8K | +$671.8 |
| 28 Sep 12:08 | Bought long ZEC 1.5k put, 27 Nov 26 | 10 | $265.90 | $15.9K | – |
| 28 Sep 01:30 | Bought long ZEC 1.5k put, 27 Nov 26 | 10 | $266.40 | $15.8K | -$2.3 |
| 20 Sep 23:08 | Sold short ZEC 1.2k put, 27 Nov 262 fills | 5 | $130.12 | $7.5K | – |
| 20 Sep 22:44 | Sold short ZEC 1.5k put, 27 Nov 26 | 10 | $267.20 | $15.2K | – |
| 13 Sep 08:16 | Sold short ZEC 1.4k call, 30 Oct 26 | 10 | $91.20 | $11.3K | – |
| 13 Sep 02:23 | Sold short ZEC 1.3k call, 30 Oct 26 | 0.1 | $130.80 | $112.9 | – |
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 -$787; 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 0xe3317a3d6f1b99ea62c4e72f1a01de45def6e88f; 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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