DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ZEC | 1 | $171K | +$15K | long ZEC 1.5k call, 25 Dec 26 ×150 | 25 Dec |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 15 Sep 09:55 | Bought long ZEC 1.5k call, 25 Dec 26 | 20 | $183 | $22.8K | – |
| 11 Sep 20:49 | Bought long ZEC 1.5k call, 25 Dec 263 fills | 30 | $203.8 | $35.4K | – |
| 11 Sep 02:34 | Bought long ZEC 1.5k call, 25 Dec 26 | 40 | $160 | $42.4K | – |
| 10 Sep 19:13 | Bought long ZEC 1.5k call, 25 Dec 267 fills | 60 | $189.99 | $68.1K | – |
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.
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.