DeriveDeribit
Trade on DeriveAVAX options expiring 21SEP26, 2 days out, with the forward at $8.99. Open interest is $27K in calls and $0 in puts, put/call 0.00, and max pain is $7.4. At-the-money implied volatility is 66.6%. 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 |
|---|---|---|---|
| 7.4 | – | – | 0 / 0 |
| 7.5 | – | – | 0 / 0 |
| 7.6 | – | – | 0 / 0 |
| 7.8 | – | – | 0 / 0 |
| 7.9 | – | – | 0 / 0 |
| 8 | – | – | 0 / 0 |
| 8.1 | – | – | 0 / 0 |
| 8.2 | – | – / $0.03 | 0 / 0 |
| 8.3 | – | – / $0.03 | 0 / 0 |
| 8.4 | – | $0.01 / $0.02 | 0 / 0 |
| 8.5 | – | $0.02 / $0.03 | 0 / 0 |
| 8.6 | – | $0.03 / $0.05 | 0 / 0 |
| 8.7 | – | $0.05 / $0.07 | 0 / 0 |
| 8.8 | – | $0.08 / $0.10 | 0 / 0 |
| 8.9 | $0.20 / $0.22 | $0.13 / $0.14 | 0 / 0 |
| 9 | $0.15 / $0.17 | $0.18 / $0.19 | 0 / 0 |
| 9.1 | $0.11 / $0.13 | $0.24 / $0.25 | 0 / 0 |
| 9.2 | $0.08 / $0.10 | – | 2000 / 0 |
| 9.4 | $0.04 / $0.07 | – | 0 / 0 |
| 9.6 | $0.02 / $0.04 | – | 1000 / 0 |
| 9.8 | $0.00 / $0.03 | – | 0 / 0 |
| 10 | – | – | 0 / 0 |
| 10.2 | – | – | 0 / 0 |
| 10.5 | – | – | 0 / 0 |