DeriveDeribit
Trade on DeriveBTC options expiring 21SEP26, 4 days out, with the forward at $76,396. Open interest is $965K in calls and $3M in puts, put/call 3.27, and max pain is $76,500. At-the-money implied volatility is 25.8%. 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 BTC expiries.
| Strike | Call bid / ask | Put bid / ask | OI c / p |
|---|---|---|---|
| 65000 | – | – | 0 / 0 |
| 68000 | $8140 / $8680 | – / $15.00 | 0 / 0 |
| 69000 | $7160 / $7660 | – / $10.00 | 0 / 0 |
| 70000 | $6183 / $6422 | $5.00 / $15.00 | 0 / 0 |
| 71000 | $5160 / $5680 | $10.00 / $25.00 | 0 / 0 |
| 72000 | $4175 / $4456 | $33.00 / $34.00 | 0 / 1 |
| 73000 | $3240 / $3660 | $45.00 / $65.00 | 0 / 0 |
| 73500 | $2760 / $3160 | $70.00 / $90.00 | 0 / 0 |
| 74000 | $2347 / $2543 | $119 / $140 | 0 / 0 |
| 74500 | $1940 / $2220 | $170 / $210 | 0 / 0 |
| 75000 | $1560 / $1708 | $292 / $320 | 0 / 0 |
| 75500 | $1220 / $1400 | $405 / $460 | 0 / 0 |
| 76000 | $975 / $1008 | $615 / $650 | 0 / 0 |
| 76500 | $725 / $785 | $830 / $900 | 0 / 0 |
| 77000 | $515 / $549 | $1126 / $1200 | 0 / 0 |
| 77500 | $360 / $415 | $1400 / $1600 | 0 / 0 |
| 78000 | $250 / $275 | $1844 / $2020 | 0 / 0 |
| 78500 | $160 / $210 | $2140 / $2460 | 0 / 0 |
| 79000 | $110 / $137 | $2676 / $2896 | 1 / 0 |
| 80000 | $50.00 / $75.00 | $3614 / $3829 | 0 / 0 |
| 81000 | $20.00 / $50.00 | $4380 / $4880 | 0 / 0 |
| 82000 | $13.00 / $33.00 | $5556 / $5780 | 0 / 0 |
| 83000 | $5.00 / $25.00 | $6360 / $6860 | 0 / 0 |
| 84000 | – / $20.00 | $7340 / $7860 | 0 / 0 |
| 85000 | – / $10.00 | $8320 / $8880 | 0 / 0 |
| 90000 | – | – / $15035 | 0 / 0 |