DeriveDeribit
ETH options expiring 2OCT26, 22 days out, with the forward at $2,472. Open interest is $5K in calls and $7K in puts, put/call 1.50, and max pain is $2,350. At-the-money implied volatility is 50.7%. 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 ETH expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – | $477 / $488 59% | 2000 | $9.64 / $10.38 59% | – | 0 |
| 0 | – | $298 / $308 53% | 2200 | $29.67 / $30.90 53% | – | 1 |
| 0 | – | $220 / $230 52% | 2300 | $51.92 / $54.39 52% | – | 1 |
| 0 | – | $187 / $195 51% | 2350 | $67.99 / $70.46 51% | – | 1 |
| 0 | – | $157 / $166 51% | 2400 | $86.53 / $89.00 51% | – | 0 |
| 0 | – | $132 / $135 51% | 2450 | $110 / $112 51% | – | 0 |
| 0 | – | $109 / $111 51% | 2500 | $136 / $138 51% | – | 0 |
| 0 | – | $88.99 / $91.46 51% | 2550 | $167 / $169 51% | – | 0 |
| 0 | – | $72.93 / $75.41 51% | 2600 | $193 / $206 51% | – | 0 |
| 0 | – | $48.21 / $50.68 53% | 2700 | $271 / $283 53% | – | 0 |
| 2 | – | $32.14 / $34.61 54% | 2800 | $350 / $370 54% | – | 0 |
| 0 | – | $14.83 / $16.07 58% | 3000 | $534 / $553 58% | – | 0 |