DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #70939 SM · 27 markets | $9.1 | USDC 0.00 | 1 | $0.0 · 0% |
Two-sided maker ratio 0% · 17 winning and 45 losing closes.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 1 | $2K | -$84 | long SOL 150 call, 25 Dec 26 ×17.5 | 25 Dec | ||
| 1 | $191 | —0/1 marked | long HYPE 62.5 call, 28 Aug 26 ×3 | – |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 4 Oct 10:29 | Sold short ETH 2.8k put, 30 Oct 263 fills | 8 | $182.50 | $21.6K | -$175.2 |
| 4 Oct 10:28 | Sold short ETH 2.9k put, 30 Oct 262 fills | 4.5 | $250.20 | $12.2K | -$14.2 |
| 4 Oct 10:28 | Sold short ETH 2.9k put, 30 Oct 262 fills | 8.8 | $214.30 | $23.8K | -$123.4 |
| 3 Oct 06:35 | Sold short HYPE 80 call, 30 Oct 26 | 19 | $10.56 | $1.7K | -$15.3 |
| 3 Oct 05:49 | Bought long ETH 2.6k put, 5 Oct 26 | 3.8 | $4.70 | $10.2K | – |
| 2 Oct 07:03 | Bought long ETH 2.9k put, 30 Oct 26 | 4.5 | $252.00 | $12.3K | – |
| 1 Oct 06:16 | Bought long ETH 2.9k put, 30 Oct 26 | 8.8 | $227.10 | $23.9K | – |
| 29 Sep 10:39 | Bought long ETH 2.8k put, 30 Oct 26 | 4.03 | $200.80 | $10.9K | – |
| 29 Sep 09:12 | Bought long ETH 2.8k put, 30 Oct 26 | 3.97 | $205.30 | $10.7K | – |
| 29 Sep 06:32 | Bought long HYPE 80 call, 30 Oct 26 | 19 | $11.26 | $1.7K | – |
| 29 Sep 06:20 | Sold short SOL 120 call, 25 Dec 26 | 6.1 | $12.00 | $725.1 | +$5.5 |
| 29 Sep 05:38 | Sold short SOL 100 call, 25 Dec 26 | 102 | $22.20 | $11.9K | +$831.4 |
| 29 Sep 05:36 | Sold short HYPE 55 call, 25 Dec 26 | 12 | $32.92 | $1K | +$216.8 |
| 29 Sep 05:36 | Sold short HYPE 90 call, 25 Dec 26 | 65 | $9.05 | $5.6K | -$82.9 |
| 29 Sep 05:35 | Sold short SOL 120 call, 25 Dec 26 | 197 | $11.20 | $23.1K | +$304.9 |
| 29 Sep 05:34 | Sold short SOL 100 call, 25 Dec 26 | 250 | $22.30 | $29.3K | +$2.1K |
| 29 Sep 05:33 | Sold short HYPE 85 call, 30 Oct 262 fills | 100 | $7.23 | $8.7K | -$237.1 |
| 29 Sep 05:33 | Sold short HYPE 80 call, 30 Oct 262 fills | 200 | $9.96 | $17.4K | -$141.8 |
| 29 Sep 05:30 | Sold short SOL 110 call, 30 Oct 26 | 100 | $11.60 | $11.8K | +$198.0 |
| 29 Sep 05:30 | Sold short HYPE 80 call, 30 Oct 26 | 200 | $10.33 | $17.5K | -$70.3 |
| 29 Sep 05:28 | Sold short SOL 100 call, 30 Oct 26 | 48 | $19.20 | $5.7K | +$403.1 |
| 29 Sep 05:28 | Sold short SOL 110 call, 30 Oct 26 | 34.6 | $11.60 | $4.1K | +$68.2 |
| 29 Sep 05:28 | Sold short HYPE 80 call, 30 Oct 26 | 12 | $10.33 | $1K | -$4.7 |
| 29 Sep 05:27 | Sold short HYPE 75 call, 30 Oct 26 | 28 | $14.04 | $2.4K | +$58.9 |
| 28 Sep 08:58 | Bought long SOL 150 call, 25 Dec 26 | 17.5 | $5.40 | $2.1K | – |
| 24 Sep 19:23 | Sold short HYPE 90 call, 25 Sep 262 fills | 24 | $4.00 | $2.3K | -$2.5 |
| 24 Sep 16:01 | Sold short HYPE 90 call, 25 Sep 26 | 47 | $3.18 | $4.4K | -$44.8 |
| 24 Sep 08:09 | Bought long HYPE 100 call, 25 Sep 267 fills | 90 | $0.21778 | $8.4K | – |
| 21 Sep 22:22 | Sold short SOL 120 call, 22 Sep 26 | 24 | $1.00 | $2.9K | -$5.1 |
| 21 Sep 09:37 | Bought long SOL 120 call, 22 Sep 26 | 24 | $1.10 | $2.8K | – |
| 21 Sep 08:50 | Sold short HYPE 80 call, 25 Sep 26 | 10 | $15.00 | $951.8 | +$59.2 |
| 18 Sep 10:04 | Bought long SOL 110 call, 30 Oct 26 | 44.6 | $7.00 | $4.7K | – |
| 18 Sep 09:59 | Sold short HYPE 70 call, 25 Sep 26 | 17 | $19.00 | $1.5K | +$302.5 |
| 18 Sep 09:57 | Bought long HYPE 110 call, 25 Sep 26 | 50 | $0.250 | $4.4K | – |
| 18 Sep 09:22 | Bought long SOL 120 call, 25 Dec 26 | 58.8 | $7.90 | $6.2K | – |
| 14 Sep 15:46 | Bought long SOL 100 call, 25 Dec 26 | 3 | $12.90 | $305.6 | – |
| 13 Sep 06:08 | Bought long SOL 100 call, 25 Dec 26 | 4.6 | $12.80 | $468.0 | – |
| 13 Sep 06:05 | Sold short SOL 105 call, 25 Sep 26 | 18.5 | $2.00 | $1.9K | -$61.3 |
| 13 Sep 06:04 | Bought long SOL 100 call, 25 Dec 26 | 62.5 | $12.80 | $6.4K | – |
| 13 Sep 06:02 | Sold short SOL 100 call, 25 Sep 26 | 193 | $4.30 | $19.7K | -$521.0 |
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 -$328; 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 0xb29a8ae5b3dec3e00e136fbbe0dd80fe53103215; 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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