Derive Live
AVAX options expiring 30OCT26, 53 days out, with the forward at $8.06. Open interest is $278K in calls and $263K in puts, put/call 0.95, and max pain is $7.4. 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 | – | – / – 75% | 4.5 | $0.01 / $0.02 75% | – | 0 |
| 0 | – | – / – 71% | 5 | $0.02 / $0.03 71% | – | 0 |
| 0 | – | – / – 67% | 5.5 | $0.05 / $0.05 67% | – | 0 |
| 0 | – | – / – 62% | 6 | $0.08 / $0.09 62% | – | 600 |
| 0 | – | – / – 59% | 6.5 | $0.14 / $0.15 59% | – | 7100 |
| 0 | – | $1.45 / $1.47 57% | 6.8 | $0.20 / $0.21 57% | – | 7000 |
| 0 | – | $1.30 / $1.32 56% | 7 | $0.24 / $0.25 56% | – | 9000 |
| 0 | – | $1.16 / $1.18 56% | 7.2 | $0.30 / $0.31 56% | – | 3000 |
| 4500 | – | $1.02 / $1.05 55% | 7.4 | $0.36 / $0.38 55% | – | 3000 |
| 7500 | – | $0.90 / $0.92 55% | 7.6 | $0.44 / $0.45 55% | – | 3000 |
| 6000 | – | $0.79 / $0.81 54% | 7.8 | $0.53 / $0.54 54% | – | 0 |
| 4500 | – | $0.69 / $0.71 54% | 8 | $0.63 / $0.64 54% | – | 0 |
| 0 | – | $0.60 / $0.62 55% | 8.2 | $0.74 / $0.75 55% | – | 0 |
| 0 | – | $0.53 / $0.54 55% | 8.4 | $0.86 / $0.87 55% | – | 0 |
| 3000 | – | $0.49 / $0.50 56% | 8.5 | $0.92 / $0.94 56% | – | 0 |
| 4500 | – | $0.34 / $0.35 56% | 9 | $1.27 / $1.30 56% | – | 0 |
| 600 | – | $0.24 / $0.25 58% | 9.5 | $1.67 / $1.69 58% | – | 0 |
| 0 | – | $0.18 / $0.19 60% | 10 | – / – 60% | – | 0 |
| 0 | – | $0.13 / $0.14 61% | 10.5 | – / – 61% | – | 0 |
| 0 | – | $0.10 / $0.11 63% | 11 | – / – 63% | – | 0 |
| 0 | – | $0.08 / $0.09 66% | 11.5 | – / – 66% | – | 0 |
| 0 | – | $0.06 / $0.07 68% | 12 | – / – 68% | – | 0 |
| 3900 | – | $0.04 / $0.05 71% | 13 | – / – 71% | – | 0 |
| 0 | – | $0.02 / $0.03 74% | 14 | – / – 74% | – | 0 |