DeriveDeribit
AVAX options expiring 10SEP26, 2 days out, with the forward at $8.04. Open interest is $0 in calls and $0 in puts, put/call 0.00, and max pain is $7. At-the-money implied volatility is 56.0%. Where a strike is listed on both venues the cheaper ask and richer bid are visible side by side; the arb scanner flags any gap that exceeds fees. Strikes shown are within 60% of the forward. All AVAX expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – | – / – 81% | 7 | – / $0.00 81% | – | 0 |
| 0 | – | – / – 75% | 7.2 | $0.00 / $0.00 75% | – | 0 |
| 0 | – | – / – 67% | 7.4 | $0.00 / $0.01 67% | – | 0 |
| 0 | – | – / – 64% | 7.5 | $0.01 / $0.01 64% | – | 0 |
| 0 | – | – / – 61% | 7.6 | $0.01 / $0.02 61% | – | 0 |
| 0 | – | – / – 59% | 7.7 | $0.02 / $0.03 59% | – | 0 |
| 0 | – | $0.28 / $0.30 58% | 7.8 | $0.04 / $0.05 58% | – | 0 |
| 0 | – | $0.20 / $0.22 56% | 7.9 | $0.06 / $0.08 56% | – | 0 |
| 0 | – | $0.14 / $0.15 56% | 8 | $0.10 / $0.11 56% | – | 0 |
| 0 | – | $0.10 / $0.10 56% | 8.1 | $0.16 / $0.17 56% | – | 0 |
| 0 | – | $0.06 / $0.07 57% | 8.2 | $0.22 / $0.24 57% | – | 0 |
| 0 | – | $0.04 / $0.05 59% | 8.3 | $0.30 / $0.32 59% | – | 0 |
| 0 | – | $0.03 / $0.03 62% | 8.4 | – / – 62% | – | 0 |
| 0 | – | $0.02 / $0.03 65% | 8.5 | – / – 65% | – | 0 |
| 0 | – | $0.01 / $0.02 69% | 8.6 | – / – 69% | – | 0 |
| 0 | – | $0.01 / $0.02 75% | 8.7 | – / – 75% | – | 0 |
| 0 | – | $0.01 / $0.01 80% | 8.8 | – / – 80% | – | 0 |
| 0 | – | $0.01 / $0.01 88% | 9 | – / – 88% | – | 0 |
| 0 | – | $0.00 / $0.01 99% | 9.2 | – / – 99% | – | 0 |
| 0 | – | $0.00 / $0.01 109% | 9.5 | – / – 109% | – | 0 |