Derive Live
AVAX options expiring 11SEP26, 4 days out, with the forward at $8.08. Open interest is $875K in calls and $286K in puts, put/call 0.33, and max pain is $7.2. At-the-money implied volatility is 59.0%. 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 | – | – / – 91% | 5 | – / $0.00 91% | – | 1500 |
| 0 | – | – / – 91% | 5.5 | – / $0.00 91% | – | 0 |
| 0 | – | – / – 91% | 6 | – / $0.00 91% | – | 0 |
| 0 | – | – / – 86% | 6.5 | – / $0.00 86% | – | 0 |
| 0 | – | – / – 86% | 6.6 | – / $0.01 86% | – | 0 |
| 2500 | – | – / – 85% | 6.8 | $0.00 / $0.01 85% | – | 1200 |
| 0 | – | – / – 77% | 7 | $0.01 / $0.01 77% | – | 18700 |
| 5500 | – | – / – 71% | 7.2 | $0.01 / $0.02 71% | – | 6200 |
| 41500 | – | – / – 67% | 7.4 | $0.02 / $0.03 67% | – | 3000 |
| 0 | – | – / – 64% | 7.5 | $0.03 / $0.04 64% | – | 1200 |
| 31200 | – | $0.52 / $0.53 62% | 7.6 | $0.04 / $0.05 62% | – | 3500 |
| 1500 | – | $0.35 / $0.37 60% | 7.8 | $0.08 / $0.09 60% | – | 100 |
| 200 | – | $0.22 / $0.24 59% | 8 | $0.15 / $0.16 59% | – | 0 |
| 0 | – | $0.14 / $0.14 60% | 8.2 | $0.26 / $0.27 60% | – | 0 |
| 2000 | – | $0.06 / $0.07 64% | 8.5 | – / – 64% | – | 0 |
| 2500 | – | $0.03 / $0.03 79% | 9 | – / – 79% | – | 0 |
| 3000 | – | $0.02 / $0.02 96% | 9.5 | – / – 96% | – | 0 |
| 18400 | – | $0.01 / $0.01 107% | 10 | – / – 107% | – | 0 |