DeriveDeribit
AVAX options expiring 13SEP26, 2 days out, with the forward at $7.4. Open interest is $0 in calls and $0 in puts, put/call 0.00, and max pain is $6.4. At-the-money implied volatility is 53.5%. 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% | 6.4 | – / – 81% | – | 0 |
| 0 | – | – / – 77% | 6.6 | – / – 77% | – | 0 |
| 0 | – | – / – 67% | 6.8 | – / – 67% | – | 0 |
| 0 | – | – / – 62% | 6.9 | $0.01 / $0.01 62% | – | 0 |
| 0 | – | – / – 59% | 7 | $0.01 / $0.02 59% | – | 0 |
| 0 | – | – / – 58% | 7.1 | $0.02 / $0.03 58% | – | 0 |
| 0 | – | – / – 56% | 7.2 | $0.04 / $0.05 56% | – | 0 |
| 0 | – | $0.13 / $0.22 55% | 7.3 | $0.07 / $0.08 55% | – | 0 |
| 0 | – | $0.11 / $0.12 54% | 7.4 | $0.11 / $0.12 54% | – | 0 |
| 0 | – | $0.07 / $0.07 53% | 7.5 | $0.16 / $0.18 53% | – | 0 |
| 0 | – | $0.04 / $0.05 54% | 7.6 | – / – 54% | – | 0 |
| 0 | – | $0.02 / $0.03 55% | 7.7 | – / – 55% | – | 0 |
| 0 | – | $0.01 / $0.02 57% | 7.8 | – / – 57% | – | 0 |
| 0 | – | $0.01 / $0.01 60% | 7.9 | – / – 60% | – | 0 |
| 0 | – | $0.00 / $0.01 63% | 8 | – / – 63% | – | 0 |
| 0 | – | – / – 65% | 8.1 | – / – 65% | – | 0 |
| 0 | – | – / – 76% | 8.2 | – / – 76% | – | 0 |
| 0 | – | – / – 83% | 8.4 | – / – 83% | – | 0 |
| 0 | – | – / – 85% | 8.5 | – / – 85% | – | 0 |
| 0 | – | – / – 94% | 9 | – / – 94% | – | 0 |