Rebuilding this wallet from Derive's public fills. The first visit can take a few seconds.
optionlyDerive status: checkingDeribit status: checking
optionlyRebuilding this wallet from Derive's public fills. The first visit can take a few seconds.
| Book | Positions | Notional | Unrealized | Largest positions | Next expiry |
|---|---|---|---|---|---|
| 1 | $135K | +$5K | short ETH 2.8K call, 27 Nov 26 ×53 | 27 Nov |
| When | Trade | Size | Avg price | Notional |
|---|---|---|---|---|
| 11 Oct, 16:28 | Sold ETH 2.8K call, 27 Nov 2652 @ $101.00 | 52 | $101.00 | $132.3K |
| 9 Oct, 10:30 | Sold ETH 2.8K call, 27 Nov 261 @ $90.00 | 1 | $90.00 | $2.5K |
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #116190 SM · 19 markets | $117.9K | ETH 53.00 · USDC 3.06 | 1 | $83.6K · 71% |
PnL is our own accounting from every public fill: average-cost realized plus open positions at the live mark, after fees, with expired options settled at what they paid out on Derive's official settlement price. 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.
Steadiness (Sortino) divides average daily PnL by how bad the losing days were; Sharpe divides it by all daily swings. Both are annualised. Return on size is 90-day PnL over the average gross size of the positions held, not a return on the account balance.
The 7-day copy estimate marks every trade this wallet initiated (as taker) at today's prices, before fees and slippage, and divides by traded size. 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 rebuilt from public fills since 9 Jun 2026, so anything opened before that shows only the part traded since.
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