DeriveDeribit
Trade on DeriveBTC options expiring 22SEP26, 4 days out, with the forward at $78,096. Open interest is $4M in calls and $164K in puts, put/call 0.05, and max pain is $77,000. At-the-money implied volatility is 27.4%. 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 BTC expiries.
| Strike | Call bid / ask | Put bid / ask | OI c / p |
|---|---|---|---|
| 65000 | $11856 / – | – / $12.00 | 0 / 0 |
| 69000 | $8780 / $9460 | – / $10.00 | 0 / 0 |
| 70000 | $7820 / $8460 | $5.00 / $15.00 | 0 / 0 |
| 71000 | $6800 / $7460 | $10.00 / $25.00 | 0 / 0 |
| 72000 | $6065 / $6286 | $15.00 / $30.00 | 0 / 0 |
| 73000 | $4820 / $5440 | $25.00 / $50.00 | 0 / 0 |
| 74000 | $4085 / $4319 | $40.00 / $60.00 | 0 / 0 |
| 75000 | $3151 / $3373 | $85.00 / $105 | 0 / 0 |
| 75500 | $2540 / $2920 | $125 / $150 | 0 / 0 |
| 76000 | $2231 / $2420 | $180 / $204 | 0 / 0 |
| 76500 | $1740 / $2000 | $265 / $310 | 0 / 0 |
| 77000 | $1476 / $1600 | $395 / $424 | 0 / 0 |
| 77500 | $1120 / $1260 | $570 / $625 | 0 / 0 |
| 78000 | $906 / $965 | $795 / $836 | 0 / 0 |
| 78500 | $675 / $735 | $1060 / $1140 | 0 / 0 |
| 79000 | $521 / $555 | $1340 / $1462 | 0 / 0 |
| 79500 | $375 / $420 | $1680 / $1920 | 0 / 0 |
| 80000 | $294 / $320 | $2071 / $2256 | 0 / 0 |
| 80500 | $205 / $245 | $2460 / $2820 | 0 / 0 |
| 81000 | $165 / $190 | $2907 / $3164 | 0 / 0 |
| 82000 | $95.00 / $115 | $3821 / $4031 | 0 / 0 |
| 83000 | $55.00 / $80.00 | $4720 / $5260 | 0 / 0 |
| 84000 | $35.00 / $55.00 | $5752 / $5977 | 0 / 0 |
| 85000 | $20.00 / $50.00 | $6743 / $6954 | 0 / 0 |
| 86000 | $15.00 / $40.00 | $7600 / $8220 | 0 / 0 |
| 87000 | $10.00 / $35.00 | $8600 / $9240 | 0 / 0 |
| 90000 | – | – / $13034 | 0 / 0 |