DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #63052 SM · 16 markets | $332.8K | HYPE 2.7K · USDC 109.9K | 4 | $197.8K · 59% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 3 | $322K | -$2K | short HYPE 100 call, 25 Dec 26 ×1,500 · short HYPE 95 call, 25 Dec 26 ×1,500 · 1 more | 25 Dec |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 1 Oct 14:39 | Sold short HYPE 60 put, 25 Dec 26rfq | 500 | $1.26 | $44.4K | – |
| 30 Sep 12:08 | Sold short HYPE 60 put, 25 Dec 26 | 500 | $1.35 | $43.2K | – |
| 15 Sep 17:21 | Bought long HYPE 60 call, 25 Sep 26rfq | 500 | $16.99 | $38.4K | -$6.9K |
| 13 Sep 08:59 | Bought long HYPE 60 call, 25 Sep 263 fills | 500 | $18.55 | $38.9K | -$7.7K |
| 2 Sep 17:07 | Bought long HYPE 60 call, 25 Sep 26rfq | 500 | $22.01 | $40.6K | -$9.4K |
| 22 Aug 03:08 | Sold short HYPE 100 call, 25 Dec 263 fills | 500 | $7.05 | $40.5K | – |
| 20 Aug 17:58 | Sold short HYPE 100 call, 25 Dec 26 | 1,000 | $5.02 | $73.9K | – |
| 20 Aug 09:10 | Sold short HYPE 95 call, 25 Dec 262 fills | 1,500 | $6.17 | $110.9K | – |
| 19 Aug 21:04 | Bought long HYPE 40 put, 25 Sep 263 fills | 3,000 | $0.110 | $210K | +$2.2K |
| 7 Aug 17:44 | Bought long HYPE 70 call, 25 Sep 262 fills | 560 | $1.12 | $30.3K | +$1.2K |
| 7 Aug 05:32 | Bought long HYPE 70 call, 25 Sep 26 | 150 | $1.12 | $8.3K | +$329.4 |
| 6 Aug 20:53 | Bought long HYPE 70 call, 25 Sep 26 | 250 | $1.12 | $14K | +$548.9 |
| 6 Aug 12:05 | Bought long HYPE 70 call, 25 Sep 263 fills | 540 | $1.12 | $29.9K | +$1.2K |
| 29 Jul 20:10 | Sold short HYPE 40 put, 25 Sep 264 fills | 3,000 | $0.860 | $160.5K | – |
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 $0; 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 0xd8770cd1681308381bb041802f922f4cf5e1bc4d; 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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