DeriveDeribit
Trade on DeriveSOL options expiring 20SEP26, 2 days out, with the forward at $106. Open interest is $1K in calls and $1K in puts, put/call 1.00, and max pain is $103. At-the-money implied volatility is 44.4%. 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 |
| 90 | – | – | 0 / 0 |
| 92 | $0.10 / – | – / $0.10 | 0 / 0 |
| 94 | $0.10 / – | – | 0 / 0 |
| 95 | $11.10 / $12.40 | – | 0 / 0 |
| 96 | $10.00 / $11.50 | – / $0.20 | 0 / 0 |
| 97 | $8.90 / $10.50 | – / $0.10 | 0 / 0 |
| 98 | $7.90 / $9.50 | – / $0.20 | 0 / 0 |
| 99 | $6.90 / $8.60 | – / $0.20 | 0 / 0 |
| 100 | $6.00 / $7.00 | $0.10 / $0.20 | 0 / 0 |
| 101 | $5.10 / $6.00 | $0.10 / $0.20 | 0 / 0 |
| 102 | $4.40 / $5.00 | $0.10 / $0.20 | 0 / 0 |
| 103 | $3.40 / $4.20 | $0.20 / $0.30 | 0 / 10 |
| 104 | $2.40 / $3.40 | $0.40 / $0.50 | 0 / 0 |
| 105 | $1.90 / $2.20 | $0.70 / $0.80 | 0 / 0 |
| 106 | $1.40 / $1.60 | $1.10 / $1.30 | 0 / 0 |
| 107 | $1.00 / $1.20 | $1.70 / $1.90 | 10 / 0 |
| 108 | $0.70 / $0.90 | $1.90 / $3.10 | 0 / 0 |
| 109 | $0.50 / $0.70 | $2.70 / $3.80 | 0 / 0 |
| 110 | $0.40 / $0.50 | $3.70 / $4.60 | 0 / 0 |
| 111 | $0.30 / $0.40 | $0.10 / – | 0 / 0 |
| 112 | $0.20 / $0.40 | $5.00 / $6.90 | 0 / 0 |
| 113 | $0.20 / $0.30 | $0.10 / – | 0 / 0 |
| 114 | $0.10 / $0.20 | $7.00 / $8.80 | 0 / 0 |
| 115 | – | $8.00 / $9.70 | 0 / 0 |
| 116 | $0.10 / $0.20 | $0.10 / – | 0 / 0 |
| 118 | – / $0.30 | $0.10 / – | 0 / 0 |
| 120 | – / $0.20 | $13.00 / $14.40 | 0 / 0 |
| 125 | – | – | 0 / 0 |