DeriveDeribit
Trade on DeriveAVAX options expiring 2OCT26, 15 days out, with the forward at $7.54. Open interest is $0 in calls and $8K in puts, put/call 0.00, and max pain is $6. At-the-money implied volatility is 58.4%. 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.
| Strike | Call bid / ask | Put bid / ask | OI c / p |
|---|---|---|---|
| 5 | – | – | 0 / 0 |
| 5.5 | – | – | 0 / 0 |
| 6 | – | $0.02 / $0.03 | 0 / 1000 |
| 6.5 | – | $0.05 / $0.06 | 0 / 0 |
| 7 | $0.68 / $0.71 | $0.13 / $0.15 | 0 / 0 |
| 7.2 | $0.54 / $0.57 | $0.19 / $0.21 | 0 / 0 |
| 7.4 | $0.42 / $0.44 | $0.26 / $0.29 | 0 / 0 |
| 7.6 | $0.32 / $0.34 | $0.36 / $0.39 | 0 / 0 |
| 7.8 | $0.24 / $0.26 | $0.48 / $0.51 | 0 / 0 |
| 8 | $0.18 / $0.20 | $0.62 / $0.64 | 0 / 0 |
| 8.2 | $0.13 / $0.15 | $0.77 / $0.80 | 0 / 0 |
| 8.5 | $0.09 / $0.10 | – | 0 / 0 |
| 9 | $0.04 / $0.06 | – | 0 / 0 |
| 9.5 | $0.02 / $0.04 | – | 0 / 0 |
| 10 | $0.01 / $0.02 | – | 0 / 0 |