DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #72014 SM · 18 markets | $2.6K | USDT 1.8K · USDC -1.7K | 2 | $140.7 · 6% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 3 | $2M | -$133 | short ETH 7k call, 26 Mar 27 ×350 · long ETH 5k call, 26 Mar 27 ×240 · 1 more | 26 Mar 27 |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 20 Sep 03:50 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 240 | $38.54 | $620.5K | – |
| 17 Sep 06:05 | Bought bull call spread ETH 5.5k/7k 26 Mar 27rfq · 2 legs | 100 | $17.21 | $243.7K | – |
| 17 Sep 04:27 | Bought bull call spread ETH 5.5k/7k 26 Mar 27rfq · 2 legs | 10 | $16.69 | $24.2K | – |
PnL is our own accounting: average-cost realized plus open positions at the live mark, net of fees, with expired options settled at intrinsic.
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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