BTC 27NOV26 Options Chain

BTC options expiring 27NOV26, 81 days out, with the forward at $80,150. Open interest is $263M in calls and $110M in puts, put/call 0.42, and max pain is $78,000. At-the-money implied volatility is 38.6%. 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 BTC expiries.

Chain

Derive bid / ask (IV) · Deribit bid / ask (IV) · open interest in contracts, both venues combined.

Call OI	Derive call	Deribit call	Strike	Deribit put	Derive put	Put OI
0	$29839 / $30338 54%	–	50000	–	$170 / $273 54%	1
0	–	$22402 / $22923 48%	58000	$481 / $561 48%	–	14
0	$20320 / $20795 46%	$20558 / $20999 46%	60000	$601 / $681 46%	$576 / $664 46%	43
0	–	$18715 / $19196 45%	62000	$761 / $842 45%	–	107
0	–	$16912 / $17393 43%	64000	$962 / $1042 43%	–	23
1	$15868 / $16341 43%	–	65000	–	$1085 / $1140 43%	5
0	–	$15228 / $15589 42%	66000	$1202 / $1282 42%	–	186
0	–	$14467 / $14668 42%	67000	$1363 / $1443 42%	–	20
0	–	$13666 / $13866 41%	68000	$1523 / $1603 41%	–	40
0	–	$12824 / $13024 41%	69000	$1723 / $1803 41%	–	25
4	$11806 / $12186 41%	$12063 / $12263 40%	70000	$1964 / $2044 40%	$1946 / $2015 41%	62
0	–	$11301 / $11501 40%	71000	$2204 / $2284 40%	–	20
0	–	$10580 / $10780 40%	72000	$2445 / $2525 40%	–	29
0	–	$9898 / $10059 40%	73000	$2765 / $2845 40%	–	18
0	–	$9217 / $9378 39%	74000	$3086 / $3166 39%	–	41
265	$8398 / $8670 39%	$8576 / $8696 39%	75000	$3446 / $3527 39%	$3414 / $3497 39%	282
11	–	$7935 / $8095 39%	76000	$3807 / $3887 39%	–	53
23	–	$7374 / $7534 39%	77000	$4248 / $4328 39%	–	29
35	–	$6853 / $6933 39%	78000	$4689 / $4769 39%	–	66
60	–	$6292 / $6412 39%	79000	$5170 / $5250 39%	–	94
839	$5748 / $5812 38%	$5851 / $5931 39%	80000	$5651 / $5731 39%	$5640 / $5723 38%	56
112	–	$5370 / $5450 39%	81000	$6212 / $6292 39%	–	31
61	–	$4929 / $5049 39%	82000	$6773 / $6853 39%	–	26
27	–	$4528 / $4649 39%	83000	$7374 / $7454 39%	–	45
27	–	$4168 / $4248 39%	84000	$8015 / $8095 39%	–	3
530	$3793 / $3839 39%	$3847 / $3927 39%	85000	$8656 / $8776 39%	$8633 / $8767 39%	11
153	–	$3527 / $3607 39%	86000	$9297 / $9498 39%	–	30
60	–	$3246 / $3326 39%	87000	$10019 / $10219 39%	–	4
79	–	$2966 / $3046 39%	88000	$10740 / $10981 39%	–	0
180	–	$2725 / $2805 39%	89000	$11501 / $11742 39%	–	0
29	$2463 / $2520 39%	$2485 / $2565 39%	90000	$12223 / $12503 39%	$12125 / $12482 39%	0
70	–	$2284 / $2364 39%	91000	$12984 / $13305 39%	–	0
52	–	$2084 / $2164 40%	92000	$13706 / $14387 40%	–	2
28	–	$1924 / $2004 40%	93000	$14467 / $15189 40%	–	2
49	–	$1763 / $1843 40%	94000	$15308 / $16030 40%	–	0
36	$1585 / $1668 40%	$1603 / $1683 40%	95000	$16110 / $16711 40%	$16223 / $16645 40%	0
34	–	$1483 / $1563 40%	96000	$16992 / $17793 40%	–	0
52	–	$1242 / $1322 41%	98000	$18715 / $19517 41%	–	0
101	$1039 / $1121 42%	$1042 / $1122 41%	100000	$20559 / $21400 41%	$20599 / $21107 42%	0
95	–	$882 / $962 42%	102000	$22362 / $23283 42%	–	0
10	–	$761 / $842 42%	104000	$24245 / $25127 42%	–	0
18	–	$721 / $801 43%	105000	$25207 / $26089 43%	–	0
15	–	$641 / $721 43%	106000	$26129 / $26810 43%	–	0
12	–	$561 / $641 43%	108000	$28053 / $28974 43%	–	0
83	$499 / $558 44%	$481 / $561 44%	110000	$29896 / $30657 44%	$29955 / $30492 44%	0
26	–	$369 / $441 46%	115000	$34664 / $35586 46%	–	0
99	$215 / $359 47%	$273 / $313 47%	120000	$39554 / $40756 47%	$39628 / $40199 47%	0
0	– / – 51%	–	140000	–	$59277 / $59940 51%	0