DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #72165 SM · 18 markets | $37.1K | ETH 7.90 · USDC -14.7K | 3 | $2K · 5% |
Two-sided maker ratio 0% · 16 winning and 3 losing closes.
No open positions from fills in the backfill window.
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 19 Sep 21:47 | Sold short ETH 2.9k call, 2 Oct 262 fills | 220 | $21.46 | $577.6K | -$1.5K |
| 19 Sep 21:13 | Sold short ETH 3k call, 30 Oct 262 fills | 144 | $62.42 | $378.8K | +$3K |
| 19 Sep 21:13 | Sold short ETH 2.7k call, 2 Oct 262 fills | 74.8 | $62.00 | $196.3K | +$2.5K |
| 19 Sep 20:44 | Bought long ETH 2.9k call, 2 Oct 26rfq | 200 | $27.90 | $528K | – |
| 19 Sep 19:59 | Sold short ETH 2.7k call, 2 Oct 26 | 45.3 | $66.00 | $119.2K | +$1.7K |
| 19 Sep 19:58 | Sold short ETH 2.8k call, 2 Oct 263 fills | 150 | $38.80 | $394.9K | +$3.4K |
| 19 Sep 19:58 | Sold short ETH 2.7k call, 2 Oct 268 fills | 105 | $68.03 | $276.4K | +$4.2K |
| 18 Sep 13:57 | Bought long ETH 2.9k call, 2 Oct 26 | 20 | $17.00 | $51K | – |
| 18 Sep 06:26 | Bought long ETH 3k call, 30 Oct 26rfq | 75 | $40.50 | $186.4K | – |
| 18 Sep 06:25 | Bought long ETH 2.7k call, 2 Oct 26rfq | 50 | $27.30 | $124.2K | – |
| 18 Sep 06:24 | Bought long ETH 2.9k call, 2 Oct 26rfq | 50 | $10.23 | $124.2K | -$234.0 |
| 18 Sep 06:22 | Bought long ETH 2.7k call, 2 Oct 26rfq | 75 | $27.60 | $186.4K | – |
| 18 Sep 06:18 | Bought bull call spread ETH 2.8k/2.9k 2 Oct 26rfq · 2 legs | 50 | $7.29 | $124.1K | – |
| 18 Sep 06:08 | Bought long ETH 2.8k call, 2 Oct 26rfq | 100 | $15.70 | $248.4K | – |
| 18 Sep 06:01 | Bought long ETH 3k call, 30 Oct 26 | 69.26 | $39.30 | $172K | – |
| 18 Sep 05:57 | Bought long ETH 2.7k call, 2 Oct 26rfq | 100 | $26.10 | $247.8K | – |
PnL is our own accounting: average-cost realized plus open positions at the live mark, net of fees, with expired options settled at intrinsic.
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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