DeriveDeribit
Trade on DeriveSOL options expiring 21SEP26, 2 days out, with the forward at $112. Open interest is $4K in calls and $7K in puts, put/call 1.50, and max pain is $112. At-the-money implied volatility is 59.2%. 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 |
|---|---|---|---|
| 85 | – | – | 0 / 0 |
| 90 | – | – | 0 / 0 |
| 94 | – | – | 0 / 0 |
| 95 | – | – | 0 / 0 |
| 96 | $0.10 / – | – | 0 / 0 |
| 98 | $0.10 / – | – | 0 / 0 |
| 99 | – | – | 0 / 0 |
| 100 | $11.30 / $12.90 | – | 0 / 0 |
| 101 | $10.20 / $11.80 | – | 0 / 0 |
| 102 | $9.30 / $10.80 | – / $0.20 | 0 / 0 |
| 103 | $8.30 / $9.80 | – / $0.20 | 0 / 0 |
| 104 | $7.10 / $8.90 | – / $0.20 | 0 / 0 |
| 105 | $6.20 / $8.10 | – / $0.20 | 0 / 0 |
| 106 | $0.10 / – | – / $0.30 | 0 / 0 |
| 107 | $4.30 / $6.30 | $0.20 / $0.30 | 0 / 0 |
| 108 | $2.80 / – | $0.30 / $0.40 | 0 / 0 |
| 109 | $2.50 / $4.50 | $0.40 / $0.60 | 0 / 0 |
| 110 | $1.90 / $3.70 | $0.70 / $0.90 | 0 / 10 |
| 111 | $1.90 / $2.00 | $1.20 / $1.30 | 10 / 0 |
| 112 | $1.80 / $1.90 | $1.70 / $1.80 | 20 / 20 |
| 113 | $1.00 / $1.10 | $1.80 / $3.50 | 10 / 30 |
| 114 | $1.00 / $1.10 | $2.30 / $4.30 | 0 / 0 |
| 115 | $0.50 / $0.60 | $3.10 / $5.10 | 0 / 0 |
| 116 | $0.40 / $0.50 | $3.90 / $6.00 | 0 / 0 |
| 117 | $0.30 / $0.40 | $0.10 / – | 0 / 0 |
| 118 | $0.20 / $0.30 | $5.70 / $7.80 | 0 / 0 |
| 119 | $0.20 / $0.30 | $0.10 / – | 0 / 0 |
| 120 | $0.10 / $0.20 | $7.70 / $9.60 | 0 / 0 |
| 121 | – / $0.20 | $0.10 / – | 0 / 0 |
| 122 | – / $0.20 | $9.70 / $11.50 | 0 / 0 |
| 124 | – / $0.20 | $0.10 / – | 0 / 0 |
| 125 | – | – | 0 / 0 |
| 126 | – / $0.20 | $0.10 / – | 0 / 0 |
| 128 | – | $0.10 / – | 0 / 0 |
| 130 | – | – | 0 / 0 |
| 135 | – | – | 0 / 0 |