DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ZEC | 1 | $541K | +$14K | long ZEC 2k call, 30 Oct 26 ×400 | 30 Oct |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 16 Sep 18:42 | Sold short ZEC 2k call, 30 Oct 26 | 100 | $50 | $135.2K | +$1.8K |
| 14 Sep 05:38 | Sold short ZEC 1.7k call, 30 Oct 26 | 200 | $44 | $228.4K | -$1.8K |
| 14 Sep 03:06 | Sold short ZEC 1.5k call, 30 Oct 262 fills | 300 | $63 | $332K | -$3.5K |
| 11 Sep 02:42 | Bought long ZEC 1.7k call, 30 Oct 26rfq | 200 | $52.42 | $213.7K | – |
| 11 Sep 02:39 | Bought long ZEC 1.5k call, 30 Oct 26rfq | 300 | $74.24 | $320.7K | – |
| 11 Sep 02:31 | Bought long ZEC 2k call, 30 Oct 26rfq | 500 | $31.65 | $530.1K | – |
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 -$3K; 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.