DeriveDeribit
Trade on DeriveAVAX options expiring 19SEP26, 2 days out, with the forward at $7.54. 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 58.7%. 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.
| Strike | Call bid / ask | Put bid / ask | OI c / p |
|---|---|---|---|
| 6.5 | – | – | 0 / 0 |
| 6.6 | – | – | 0 / 0 |
| 6.8 | – | – | 0 / 0 |
| 6.9 | – | $0.00 / $0.01 | 0 / 0 |
| 7 | – | $0.00 / $0.02 | 0 / 0 |
| 7.1 | – | $0.01 / $0.02 | 0 / 0 |
| 7.2 | – | $0.02 / $0.03 | 0 / 0 |
| 7.3 | $0.28 / $0.30 | $0.03 / $0.05 | 0 / 0 |
| 7.4 | $0.20 / $0.22 | $0.06 / $0.08 | 0 / 0 |
| 7.5 | $0.14 / $0.16 | $0.10 / $0.11 | 0 / 0 |
| 7.6 | $0.09 / $0.11 | $0.15 / $0.17 | 0 / 0 |
| 7.7 | $0.06 / $0.08 | $0.21 / $0.23 | 0 / 0 |
| 7.8 | $0.04 / $0.05 | $0.28 / $0.31 | 0 / 0 |
| 7.9 | $0.02 / $0.04 | – | 0 / 0 |
| 8 | $0.01 / $0.03 | – | 0 / 0 |
| 8.1 | $0.01 / $0.02 | – | 0 / 0 |
| 8.2 | $0.00 / $0.01 | – | 0 / 0 |
| 8.4 | – | – | 0 / 0 |
| 8.6 | – | – | 0 / 0 |
| 9 | – | – | 0 / 0 |