DeriveDeribit
Trade on DeriveCC options expiring 18SEP26, 6 days out, with the forward at $0.1. Open interest is $0 in calls and $0 in puts, put/call 0.00, and max pain is $0.08. At-the-money implied volatility is 51.3%. 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 CC expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – / – 92% | – | 0.08 | – | – / – 92% | 0 |
| 0 | – / – 66% | – | 0.09 | – | – / – 66% | 0 |
| 0 | – / – 54% | – | 0.095 | – | – / – 54% | 0 |
| 0 | – / – 51% | – | 0.1 | – | – / – 51% | 0 |
| 0 | – / – 58% | – | 0.105 | – | – / – 58% | 0 |
| 0 | – / – 65% | – | 0.11 | – | – / – 65% | 0 |
| 0 | – / – 79% | – | 0.12 | – | – / – 79% | 0 |
| 0 | – / – 88% | – | 0.13 | – | – / – 88% | 0 |
| 0 | – / – 88% | – | 0.14 | – | – / – 88% | 0 |
| 0 | – / – 88% | – | 0.15 | – | – / – 88% | 0 |
| 0 | – / – 88% | – | 0.16 | – | – / – 88% | 0 |
| 0 | – / – 88% | – | 0.18 | – | – / – 88% | 0 |