DeriveDeribit
Trade on DeriveETH options expiring 21SEP26, 4 days out, with the forward at $2,437. Open interest is $655K in calls and $308K in puts, put/call 0.47, and max pain is $2,380. At-the-money implied volatility is 38.5%. 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 ETH expiries.
| Strike | Call bid / ask | Put bid / ask | OI c / p |
|---|---|---|---|
| 1950 | – | – | 0 / 0 |
| 2000 | – | – | 0 / 0 |
| 2050 | – | – | 0 / 0 |
| 2100 | $327 / $346 | $0.20 / $1.00 | 0 / 0 |
| 2150 | – | $0.20 / $1.50 | 0 / 0 |
| 2200 | $227 / $248 | $1.00 / $1.80 | 0 / 0 |
| 2240 | $189 / $208 | $1.60 / $2.60 | 0 / 0 |
| 2250 | $179 / $199 | $1.80 / $2.70 | 0 / 0 |
| 2260 | $170 / $188 | $2.20 / $3.00 | 0 / 0 |
| 2280 | $150 / $169 | $3.00 / $3.80 | 0 / 0 |
| 2300 | $132 / $150 | $4.20 / $5.00 | 0 / 0 |
| 2320 | $114 / $131 | $5.80 / $6.80 | 0 / 0 |
| 2325 | $102 / $139 | $6.10 / $7.00 | 0 / 0 |
| 2340 | $98.00 / $112 | $8.00 / $9.20 | 0 / 0 |
| 2350 | $85.70 / $116 | $9.50 / $10.60 | 0 / 30 |
| 2360 | $82.00 / $94.00 | $11.40 / $12.40 | 0 / 0 |
| 2375 | $70.30 / $89.70 | $14.20 / $15.90 | 0 / 50 |
| 2380 | $68.00 / $78.00 | $15.80 / $17.20 | 0 / 0 |
| 2400 | $55.00 / $63.00 | $21.80 / $23.40 | 1 / 1 |
| 2420 | $46.40 / $48.20 | $29.60 / $31.60 | 0 / 0 |
| 2425 | $42.20 / $45.80 | $31.40 / $34.20 | 0 / 0 |
| 2440 | $36.40 / $38.00 | $39.00 / $41.60 | 0 / 0 |
| 2450 | $31.30 / $33.60 | $44.20 / $48.00 | 124 / 0 |
| 2460 | $28.00 / $29.40 | $50.00 / $54.00 | 0 / 0 |
| 2475 | $22.50 / $24.30 | $52.30 / $66.40 | 0 / 0 |
| 2480 | $21.60 / $22.40 | $60.00 / $69.00 | 0 / 0 |
| 2500 | $16.00 / $17.20 | $74.00 / $85.00 | 50 / 0 |
| 2520 | $12.40 / $13.00 | $89.00 / $102 | 0 / 0 |
| 2540 | $9.40 / $10.20 | $106 / $120 | 0 / 0 |
| 2550 | $8.30 / $9.60 | $103 / $135 | 0 / 0 |
| 2560 | $7.20 / $8.00 | $122 / $139 | 0 / 0 |
| 2580 | $5.40 / $6.20 | $140 / $158 | 0 / 0 |
| 2600 | $4.40 / $4.80 | $159 / $179 | 34 / 0 |
| 2620 | $3.60 / $4.00 | $178 / $196 | 0 / 0 |
| 2650 | $2.60 / $2.80 | $207 / $226 | 0 / 0 |
| 2700 | $1.20 / $1.80 | $256 / $275 | 0 / 0 |
| 2750 | $0.50 / $1.70 | – / $355 | 0 / 0 |
| 2800 | $0.40 / $0.80 | $355 / $374 | 0 / 0 |
| 2850 | – | – / $467 | 0 / 0 |
| 2900 | – | – / $523 | 0 / 0 |
| 2950 | – | – / $579 | 0 / 0 |