DeriveDeribit
AVAX options expiring 12SEP26, 2 days out, with the forward at $7.73. Open interest is $0 in calls and $0 in puts, put/call 0.00, and max pain is $6.5. At-the-money implied volatility is 54.4%. 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 | – | – / – 82% | 6.5 | – / – 82% | – | 0 |
| 0 | – | – / – 77% | 6.8 | – / – 77% | – | 0 |
| 0 | – | – / – 69% | 7 | – / – 69% | – | 0 |
| 0 | – | – / – 69% | 7.1 | $0.00 / $0.01 69% | – | 0 |
| 0 | – | – / – 63% | 7.2 | $0.00 / $0.01 63% | – | 0 |
| 0 | – | – / – 61% | 7.3 | $0.01 / $0.02 61% | – | 0 |
| 0 | – | – / – 58% | 7.4 | $0.02 / $0.03 58% | – | 0 |
| 0 | – | $0.26 / $0.28 56% | 7.5 | $0.03 / $0.05 56% | – | 0 |
| 0 | – | $0.19 / $0.21 55% | 7.6 | $0.06 / $0.08 55% | – | 0 |
| 0 | – | $0.13 / $0.15 54% | 7.7 | $0.10 / $0.11 54% | – | 0 |
| 0 | – | $0.08 / $0.10 55% | 7.8 | $0.15 / $0.17 55% | – | 0 |
| 0 | – | $0.05 / $0.07 57% | 7.9 | $0.22 / $0.24 57% | – | 0 |
| 0 | – | $0.03 / $0.05 59% | 8 | $0.30 / $0.32 59% | – | 0 |
| 0 | – | $0.02 / $0.04 62% | 8.1 | – / – 62% | – | 0 |
| 0 | – | $0.01 / $0.03 65% | 8.2 | – / – 65% | – | 0 |
| 0 | – | $0.01 / $0.02 67% | 8.3 | – / – 67% | – | 0 |
| 0 | – | $0.00 / $0.01 71% | 8.4 | – / – 71% | – | 0 |
| 0 | – | $0.00 / $0.01 80% | 8.6 | – / – 80% | – | 0 |
| 0 | – | – / – 85% | 8.8 | – / – 85% | – | 0 |
| 0 | – | – / – 85% | 9 | – / – 85% | – | 0 |