DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| HYPE | 2 | $19K | +$6K | long HYPE 70 call, 25 Sep 26 ×229 · long HYPE 75 call, 25 Sep 26 ×123 | 25 Sep |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 20 Aug 10:43 | Sold short BTC 74k call, 28 Aug 26 | 0.5732 | $895 | $41.1K | +$151.0 |
| 2 Aug 20:58 | Bought long HYPE 70 call, 25 Sep 26 | 229 | $1.3 | $12K | – |
| 22 Jul 12:19 | Bought long HYPE 75 call, 25 Sep 262 fills | 123 | $2.38 | $7.2K | – |
| 10 Jul 12:05 | Bought long BTC 74k call, 28 Aug 26 | 0.5732 | $589 | $36.9K | – |
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 $151; 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.