DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #4935 SM · 18 markets | $36.9K | WSTETH 6.57 · USDC 18.6K | 2 | $22.2K · 60% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 12 | $464K | +$5K | long HYPE 80 call, 25 Dec 26 ×970 · short HYPE 90 call, 26 Mar 27 ×720 · 10 more | 25 Sep | ||
| 1 | $56K | +$7K | short ETH 2.5k put, 25 Sep 26 ×25 | 25 Sep |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 9 Sep 11:35 | Sold 2-leg HYPE packagerfq · 2 legs | 350 | $0.9529 | $30.1K | -$969.8 |
| 9 Sep 11:31 | Sold 2-leg HYPE packagerfq · 2 legs | 250 | $0.4003 | $21.5K | -$1K |
| 9 Sep 11:28 | Bought 2-leg HYPE packagerfq · 2 legs | 250 | $2.08 | $21.5K | -$1.3K |
| 9 Sep 11:26 | Bought 2-leg HYPE packagerfq · 2 legs | 250 | $0.2823 | $21.5K | -$1.3K |
| 9 Sep 11:23 | Bought 2-leg HYPE packagerfq · 2 legs | 470 | $0.2749 | $40.4K | -$2.5K |
| 9 Sep 11:21 | Sold 2-leg HYPE packagerfq · 2 legs | 250 | $1.75 | $21.5K | -$1.9K |
| 9 Sep 11:19 | Sold 2-leg HYPE packagerfq · 2 legs | 250 | $1.75 | $21.5K | -$1.9K |
| 20 Aug 08:06 | Sold short ETH 2.5k put, 25 Sep 26rfq | 25 | $293.32 | $56.3K | – |
| 20 Aug 08:06 | Bought long ETH 2.1k call, 28 Aug 26rfq | 50 | $134.37 | $112.5K | -$5.7K |
| 31 Jul 08:10 | Sold short HYPE 45 put, 28 Aug 26rfq | 250 | $0.8228 | $13.7K | – |
| 31 Jul 08:09 | Sold short HYPE 40 put, 26 Mar 27rfq | 250 | $5.65 | $13.7K | – |
| 31 Jul 08:08 | Sold short HYPE 45 put, 28 Aug 26 | 250 | $0.800 | $13.7K | – |
| 31 Jul 07:27 | Sold short ETH 2.1k call, 28 Aug 26rfq | 50 | $21.80 | $94.3K | – |
| 1 Jul 16:03 | Sold short HYPE 35 put, 25 Dec 26rfq | 250 | $2.47 | $16.2K | – |
| 1 Jul 16:02 | Sold short HYPE 40 put, 25 Sep 26rfq | 250 | $1.49 | $16.2K | – |
| 1 Jul 16:02 | Sold short HYPE 40 put, 28 Aug 26rfq | 250 | $0.790 | $16.2K | – |
| 1 Jul 16:01 | Sold short HYPE 50 put, 31 Jul 26rfq | 250 | $1.28 | $16.2K | – |
| 26 Jun 08:08 | Sold short HYPE 44 put, 31 Jul 26rfq | 250 | $0.770 | $16.2K | – |
| 26 Jun 08:08 | Sold short HYPE 30 put, 25 Dec 26rfq | 250 | $1.80 | $16.2K | – |
| 26 Jun 08:07 | Sold short HYPE 30 put, 25 Dec 26rfq | 250 | $1.56 | $16.2K | – |
| 26 Jun 08:06 | Sold short HYPE 40 put, 26 Mar 27rfq | 250 | $5.71 | $16.2K | – |
| 26 Jun 08:05 | Sold short HYPE 30 put, 25 Dec 26rfq | 250 | $1.53 | $16.2K | – |
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 -$11K; 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.
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