DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #72149 SM · 18 markets | $6.7K | USDC 3.93 | 3 | $3.9 · 0% |
| #72044 SM · 17 markets | $4.2K | USDC 6.47 | 1 | $6.5 · 0% |
| #72137 SM · 17 markets | $2.9K | USDC 49.53 | 4 | $49.5 · 2% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 3 | $267K | +$5K | long ETH 2.7k call, 25 Sep 26 ×76 · long ETH 2.5k call, 25 Sep 26 ×17.7 · 1 more | 25 Sep | ||
| 5 | $75K | +$4K | long HYPE 80 call, 25 Sep 26 ×294 · long HYPE 105 call, 30 Oct 26 ×150 · 3 more | 25 Sep |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 18 Sep 03:52 | Bought long ETH 2.7k call, 25 Sep 26 | 1 | $11.50 | $2.5K | – |
| 18 Sep 03:47 | Bought long ETH 2.6k call, 25 Sep 262 fills | 14 | $21.60 | $34.6K | – |
| 18 Sep 03:46 | Bought long ETH 2.5k call, 25 Sep 262 fills | 7.7 | $50.01 | $19.1K | – |
| 18 Sep 03:46 | Bought long ETH 2.7k call, 25 Sep 26 | 75 | $9.50 | $185.6K | – |
| 18 Sep 03:45 | Bought long ETH 2.6k call, 25 Sep 26 | 0.3 | $20.60 | $742.3 | – |
| 18 Sep 03:45 | Bought long ETH 2.5k call, 25 Sep 262 fills | 10 | $50.00 | $24.8K | – |
| 18 Sep 03:25 | Bought long HYPE 100 call, 30 Oct 26 | 150 | $3.91 | $13K | – |
| 18 Sep 03:20 | Bought long HYPE 107.5 call, 30 Oct 26 | 150 | $2.61 | $13K | – |
| 18 Sep 03:20 | Bought long HYPE 105 call, 30 Oct 26 | 150 | $2.99 | $13K | – |
| 18 Sep 03:19 | Bought long HYPE 102.5 call, 30 Oct 26 | 150 | $3.39 | $13K | – |
| 17 Sep 08:43 | Bought long HYPE 80 call, 25 Sep 262 fills | 184 | $3.38 | $14.7K | – |
| 17 Sep 08:41 | Bought long HYPE 80 call, 25 Sep 26rfq | 100 | $3.39 | $8K | – |
| 17 Sep 08:40 | Bought long HYPE 80 call, 25 Sep 26rfq | 10 | $3.42 | $801.2 | – |
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.
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.
Page calculated . Quotes and synced statistics may be older. Reload to check for updates; a cached page may appear while a newer snapshot is prepared.