DeriveDeribit
BTC options expiring 2OCT26, 22 days out, with the forward at $78,082. Open interest is $86K in calls and $8K in puts, put/call 0.09, and max pain is $65,000. At-the-money implied volatility is 38.2%. 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.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – | $13118 / $13469 47% | 65000 | $172 / $195 47% | – | 0 |
| 0 | – | $8433 / $8823 41% | 70000 | $508 / $547 41% | – | 0 |
| 0 | – | $6715 / $7145 40% | 72000 | $781 / $859 40% | – | 0 |
| 0 | – | $5192 / $5583 39% | 74000 | $1249 / $1327 39% | – | 0 |
| 0 | – | $4490 / $4880 39% | 75000 | $1562 / $1640 39% | – | 0 |
| 0 | – | $3826 / $4255 38% | 76000 | $1913 / $1991 38% | – | 0 |
| 0 | – | $3436 / $3514 38% | 77000 | $2342 / $2421 38% | – | 0 |
| 0 | – | $2928 / $3006 38% | 78000 | $2811 / $2889 38% | – | 0 |
| 0 | – | $2460 / $2538 38% | 79000 | $3358 / $3436 38% | – | 0 |
| 0 | – | $2069 / $2147 38% | 80000 | $3982 / $4060 38% | – | 0 |
| 0 | – | $1718 / $1796 39% | 81000 | $4412 / $4802 39% | – | 0 |
| 0 | – | $1445 / $1523 39% | 82000 | $5114 / $5622 39% | – | 0 |
| 0 | – | $1015 / $1093 40% | 84000 | $6754 / $7145 40% | – | 0 |
| 1 | – | $703 / $781 41% | 86000 | $8433 / $8823 41% | – | 0 |
| 0 | – | $344 / $367 43% | 90000 | $11986 / $12493 43% | – | 0 |