DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #70735 SM · 16 markets | $0.0 | none | 0 | no positions |
Two-sided maker ratio 0% · 149 winning and 63 losing closes.
No open positions from fills in the backfill window.
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 5 Oct 15:39 | Sold short SOL 122 call, 6 Oct 26 | 150 | $0.400 | $17.9K | – |
| 5 Oct 13:58 | Bought long HYPE 94 call, 6 Oct 263 fills | 120 | $0.500 | $11.1K | – |
| 5 Oct 09:25 | Sold bear call spread ETH 2.7k/2.8k 8 Oct 26rfq · 2 legs | 0.11 | $21.00 | $299.1 | -$1.4 |
| 5 Oct 09:06 | Bought bull call spread ETH 2.7k/2.8k 8 Oct 26rfq · 2 legs | 0.11 | $22.80 | $299.3 | – |
| 5 Oct 08:30 | Sold short HYPE 95 call, 6 Oct 264 fills | 304 | $0.900 | $28.4K | – |
| 5 Oct 06:35 | Sold short HYPE 90 call, 9 Oct 262 fills | 150 | $2.92 | $13.7K | +$166.4 |
| 5 Oct 06:32 | Bought long HYPE 90 call, 9 Oct 264 fills | 931 | $1.75 | $85.1K | – |
| 5 Oct 03:37 | Sold short SOL 121 call, 5 Oct 26 | 28 | $0.800 | $3.4K | – |
| 5 Oct 02:26 | Sold short HYPE 90 call, 6 Oct 26 | 60 | $2.01 | $5.5K | – |
| 4 Oct 22:25 | Bought long ETH 2.7k call, 5 Oct 266 fills | 33.3 | $7.00 | $91K | -$19.9 |
| 4 Oct 22:04 | Bought long ETH 2.7k call, 5 Oct 262 fills | 13.8 | $15.00 | $37.5K | – |
| 4 Oct 10:07 | Sold short HYPE 91 call, 5 Oct 26 | 150 | $1.08 | $13.6K | – |
| 4 Oct 08:31 | Sold short ETH 2.8k call, 6 Oct 26 | 5.1 | $6.80 | $13.8K | – |
| 4 Oct 08:20 | Sold short ETH 2.7k call, 5 Oct 26 | 4.8 | $4.40 | $13K | – |
| 4 Oct 08:19 | Sold short ETH 2.7k call, 6 Oct 26 | 13 | $14.40 | $35.1K | – |
| 3 Oct 15:29 | Sold short HYPE 89 call, 4 Oct 266 fills | 106 | $0.70472 | $9.4K | +$6.4 |
| 3 Oct 14:51 | Bought long HYPE 89 call, 4 Oct 26 | 40 | $0.460 | $3.6K | – |
| 3 Oct 11:47 | Sold short XRP 1.55 call, 16 Oct 26 | 1,440 | $0.0443 | $2.1K | – |
| 3 Oct 03:41 | Sold short BTC 85k put, 4 Oct 26 | 0.62 | $699.00 | $52.5K | – |
| 2 Oct 13:14 | Sold short HYPE 91 put, 4 Oct 26 | 16 | $1.66 | $1.5K | – |
| 2 Oct 08:34 | Sold short ETH 2.7k put, 3 Oct 26 | 2.9 | $5.70 | $8K | – |
| 2 Oct 08:13 | Sold short ETH 2.7k put, 3 Oct 26 | 4.8 | $16.80 | $13.2K | – |
| 1 Oct 14:33 | Bought long BTC 87k put, 9 Oct 26 | 1.6256 | $3,394.00 | $136.8K | +$474.8 |
| 1 Oct 14:33 | Sold short BTC 86k put, 9 Oct 26 | 1.6256 | $2,505.00 | $136.8K | +$636.1 |
| 1 Oct 10:04 | Sold short BTC 86k put, 9 Oct 268 fills | 3.3744 | $2,063.00 | $281.9K | -$113.1 |
| 1 Oct 09:07 | Sold short BTC 87k put, 9 Oct 26 | 1.6256 | $3,737.00 | $135.8K | – |
| 1 Oct 09:07 | Bought long BTC 86k put, 9 Oct 26 | 5 | $2,063.00 | $417.8K | – |
| 1 Oct 09:06 | Sold short ETH 2.7k call, 4 Oct 26 | 0.77 | $47.70 | $2.1K | – |
| 1 Oct 09:04 | Sold short BTC 86k put, 4 Oct 26 | 0.46 | $3,333.00 | $38.4K | – |
| 1 Oct 02:45 | Sold short SOL 118 put, 1 Oct 26 | 62 | $1.00 | $7.3K | – |
| 30 Sep 23:26 | Sold short HYPE 86 put, 1 Oct 26 | 10 | $0.250 | $906.5 | – |
| 30 Sep 14:34 | Bought long BTC 82k call, 1 Oct 26 | 0.12 | $1,652.00 | $10K | – |
| 29 Sep 18:36 | Sold short ETH 2.6k put, 30 Sep 26 | 3.2 | $4.40 | $8.6K | – |
| 29 Sep 06:09 | Sold short HYPE 88 put, 29 Sep 26 | 10 | $0.700 | $878.1 | – |
| 28 Sep 15:55 | Sold short HYPE 88 put, 29 Sep 26 | 10 | $1.08 | $881.8 | – |
| 28 Sep 09:18 | Sold short BTC 80k call, 2 Oct 26 | 1.11 | $3,874.00 | $91.9K | – |
| 28 Sep 09:18 | Bought long BTC 82k put, 2 Oct 26 | 0.64 | $521.00 | $53K | – |
| 28 Sep 08:07 | Sold short ETH 2.6k put, 29 Sep 262 fills | 8.6 | $7.34 | $22.7K | – |
| 27 Sep 06:45 | Sold short BTC 84k put, 28 Sep 26 | 0.78 | $319.00 | $65.9K | – |
| 27 Sep 06:45 | Sold short BTC 85k call, 28 Sep 26 | 1 | $299.00 | $84.5K | – |
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 $1K; it books phantom amounts on RFQ opening legs and never settles expiries, so we do not use it.
Derive shows this account under its owner address 0xb1e66d7b02e765913bb397b643bb2db5dd14522e; trades are reported under the smart-wallet address above. Either works in the URL.
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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