DeriveDeribit
Trade on DeriveSOL options expiring 19SEP26, 2 days out, with the forward at $100. Open interest is $20K in calls and $0 in puts, put/call 0.00, and max pain is $80. At-the-money implied volatility is 50.2%. 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 SOL expiries.
| Strike | Call bid / ask | Put bid / ask | OI c / p |
|---|---|---|---|
| 80 | – | – | 0 / 0 |
| 85 | – | – | 0 / 0 |
| 86 | $0.10 / – | – / $0.40 | 0 / 0 |
| 88 | $11.60 / $13.00 | – / $0.40 | 0 / 0 |
| 90 | $9.60 / $11.00 | – / $0.10 | 0 / 0 |
| 92 | $7.50 / $9.10 | – / $0.40 | 0 / 0 |
| 93 | $0.10 / – | – / $0.20 | 0 / 0 |
| 94 | $5.60 / $6.60 | $0.10 / $0.20 | 0 / 0 |
| 95 | $4.80 / $5.60 | $0.10 / $0.30 | 0 / 0 |
| 96 | $4.00 / $4.70 | $0.20 / $0.40 | 0 / 0 |
| 97 | $3.30 / $3.70 | $0.30 / $0.50 | 0 / 0 |
| 98 | $2.50 / $2.80 | $0.50 / $0.80 | 0 / 0 |
| 99 | $1.90 / $2.20 | $0.80 / $1.10 | 0 / 0 |
| 100 | $1.40 / $1.60 | $1.30 / $1.60 | 0 / 0 |
| 101 | $1.00 / $1.20 | $1.90 / $2.20 | 0 / 0 |
| 102 | $0.60 / $0.90 | $2.50 / $2.80 | 0 / 0 |
| 103 | $0.40 / $0.60 | $3.20 / $3.60 | 0 / 0 |
| 104 | $0.30 / $0.50 | $4.10 / $4.90 | 0 / 0 |
| 105 | $0.20 / $0.40 | $0.10 / – | 0 / 0 |
| 106 | $0.10 / $0.30 | $5.70 / $6.70 | 0 / 0 |
| 107 | $0.10 / $0.20 | $0.10 / – | 0 / 0 |
| 108 | – / $0.20 | $7.50 / $9.10 | 200 / 0 |
| 110 | – / $0.40 | $9.50 / $11.00 | 0 / 0 |
| 112 | – / $0.40 | $0.10 / – | 0 / 0 |
| 114 | – / $0.40 | $0.10 / – | 0 / 0 |
| 115 | – | – | 0 / 0 |
| 120 | – | – | 0 / 0 |