DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #50162 SM · 19 markets | $12.5K | USDC 328 | 3 | $328.0 · 3% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 3 | $108K | +$2K | long ETH 2.8k put, 27 Nov 26 ×29.95 · long ETH 3.0k call, 30 Oct 26 ×5 · 1 more | 30 Oct |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 30 Sep 17:30 | Bought long ETH 2.9k call, 27 Nov 26rfq | 5 | $141.94 | $13.4K | – |
| 24 Sep 21:38 | Bought long ETH 2.8k put, 27 Nov 26rfq | 7.35 | $284.96 | $19.8K | – |
| 24 Sep 20:56 | Bought long ETH 2.8k put, 27 Nov 26rfq | 22.6 | $286.67 | $60.7K | – |
| 21 Sep 12:25 | Bought long ETH 3.0k call, 30 Oct 26rfq | 5 | $107.20 | $13.6K | – |
| 21 Aug 19:35 | Bought long ETH 2.6k put, 25 Sep 26rfq | 0.2 | $272.29 | $482.9 | – |
| 21 Aug 18:58 | Bought long ETH 2.6k put, 25 Sep 26rfq | 0.1 | $272.70 | $241.4 | – |
| 21 Aug 01:57 | Bought long ETH 2.6k put, 25 Sep 26rfq | 1 | $310.00 | $2.4K | – |
| 21 Aug 01:56 | Bought long ETH 2.6k put, 25 Sep 26rfq | 25 | $308.10 | $59.1K | – |
| 26 Jul 19:19 | Bought long ETH 2.2k put, 28 Aug 26rfq | 0.3 | $320.00 | $573.3 | – |
| 26 Jul 19:13 | Bought long ETH 2.2k put, 28 Aug 26rfq | 26 | $320.30 | $49.7K | – |
| 26 Jul 19:11 | Sold short ETH 2k put, 28 Aug 26rfq | 26.3 | $162.20 | $50.3K | -$7.9K |
| 26 Jun 21:03 | Bought long ETH 2k put, 28 Aug 26rfq | 0.3 | $462.90 | $470.0 | – |
| 26 Jun 20:59 | Bought long ETH 2k put, 28 Aug 26rfq | 26 | $460.30 | $40.8K | – |
| 24 Jun 17:18 | Sold short ETH 1.8k put, 26 Jun 26rfq | 27.2 | $217.40 | $43K | +$195.8 |
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.
Derive shows this account under its owner address 0xa848042024ef74bc9183519dcd35494cec528fdd; 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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