DeriveDeribit
Trade on DeriveLIT options expiring 2OCT26, 14 days out, with the forward at $4.97. Open interest is $0 in calls and $0 in puts, put/call 0.00, and max pain is $3. At-the-money implied volatility is 95.6%. 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 LIT expiries.
| Strike | Call bid / ask | Put bid / ask | OI c / p |
|---|---|---|---|
| 3 | – | – | 0 / 0 |
| 3.5 | – | – | 0 / 0 |
| 3.8 | – | – | 0 / 0 |
| 4 | – | – | 0 / 0 |
| 4.2 | – | – | 0 / 0 |
| 4.4 | – | – | 0 / 0 |
| 4.5 | – | – | 0 / 0 |
| 4.6 | – | – | 0 / 0 |
| 4.8 | – | – | 0 / 0 |
| 5 | – | – | 0 / 0 |
| 5.2 | – | – | 0 / 0 |
| 5.4 | – | – | 0 / 0 |
| 5.5 | – | – | 0 / 0 |
| 5.6 | – | – | 0 / 0 |
| 6 | – | – | 0 / 0 |
| 6.5 | – | – | 0 / 0 |
| 7 | – | – | 0 / 0 |
| 8 | – | – | 0 / 0 |