DeriveDeribit
Trade on DeriveCC options expiring 30OCT26, 48 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 $0.05. At-the-money implied volatility is 56.7%. 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 | – / – 84% | – | 0.06 | – | – / – 84% | 0 |
| 0 | – / – 64% | – | 0.08 | – | – / – 64% | 0 |
| 0 | – / – 58% | – | 0.09 | – | – / – 58% | 0 |
| 0 | – / – 57% | – | 0.1 | – | – / – 57% | 0 |
| 0 | – / – 58% | – | 0.11 | – | – / – 58% | 0 |
| 0 | – / – 61% | – | 0.12 | – | – / – 61% | 0 |
| 0 | – / – 64% | – | 0.13 | – | – / – 64% | 0 |
| 0 | – / – 68% | – | 0.14 | – | – / – 68% | 0 |
| 0 | – / – 70% | – | 0.15 | – | – / – 70% | 0 |
| 0 | – / – 73% | – | 0.16 | – | – / – 73% | 0 |
| 0 | – / – 78% | – | 0.18 | – | – / – 78% | 0 |