SOL 8SEP26 Options Chain

SOL options expiring 8SEP26, 1 days out, with the forward at $105. Open interest is $662K in calls and $578K in puts, put/call 0.87, and max pain is $107. At-the-money implied volatility is 53.7%. 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 SOL expiries.

Chain

Derive bid / ask (IV) · Deribit bid / ask (IV) · open interest in contracts, both venues combined.

Call OI	Derive call	Deribit call	Strike	Deribit put	Derive put	Put OI
0	– / – 72%	–	85	–	– / – 72%	0
0	– / – 68%	–	90	–	– / – 72%	0
0	–	$0.10 / – 94%	92	– / – 94%	–	0
0	– / – 68%	$0.10 / – 94%	94	– / – 94%	– / – 72%	0
0	– / – 68%	–	95	–	– / – 72%	0
0	– / – 66%	$0.10 / – 86%	96	– / – 86%	– / – 66%	0
0	–	$0.10 / – 79%	97	– / – 79%	–	0
0	– / – 63%	$0.10 / – 72%	98	– / $0.20 72%	– / – 67%	200
0	– / – 62%	$0.10 / – 72%	99	– / $0.20 72%	– / – 62%	600
0	$4.60 / $6.10 60%	$0.10 / – 65%	100	– / $0.20 65%	– / – 64%	530
0	$3.50 / $5.10 59%	$0.10 / – 62%	101	– / $0.20 62%	– / – 59%	200
0	$3.10 / $3.60 57%	$0.10 / – 58%	102	$0.10 / $0.30 58%	– / $0.40 57%	200
1000	$2.20 / $2.80 56%	$2.30 / $2.60 56%	103	$0.20 / $0.40 56%	$0.10 / $0.50 58%	0
310	$1.30 / $2.10 55%	$1.50 / $1.80 55%	104	$0.50 / $0.70 55%	$0.20 / $0.80 55%	0
450	$0.70 / $1.40 54%	$0.90 / $1.20 54%	105	$0.90 / $1.10 54%	$0.60 / $1.30 54%	0
140	$0.30 / $1.00 55%	$0.60 / $0.80 55%	106	$1.30 / $1.60 55%	$1.20 / $1.90 55%	520
1350	$0.10 / $0.80 58%	$0.30 / $0.50 58%	107	$2.10 / $2.40 58%	$2.00 / $2.70 58%	2750
200	$0.10 / $0.60 64%	$0.20 / $0.40 62%	108	$0.10 / – 62%	$2.90 / $3.50 64%	500
100	– / $0.40 71%	$0.10 / $0.30 70%	109	$0.10 / – 70%	$3.70 / $4.40 71%	0
250	– / $0.30 77%	$0.10 / $0.20 72%	110	$0.10 / – 72%	$4.40 / $5.80 77%	0
400	– / – 82%	$0.10 / $0.20 83%	111	$0.10 / – 83%	– / – 82%	0
1700	– / – 88%	– / $0.20 92%	112	$0.10 / – 92%	– / – 88%	0
400	–	– / $0.20 92%	113	$0.10 / – 92%	–	0
0	– / – 98%	– / $0.20 97%	114	$0.10 / – 97%	– / – 97%	0
0	– / – 102%	–	115	–	– / – 102%	0
0	– / – 106%	– / $0.20 109%	116	$0.10 / – 109%	– / – 106%	0
0	– / – 108%	– / $0.20 109%	118	$0.10 / – 109%	– / – 108%	0
0	– / – 108%	– / $0.20 109%	120	$0.10 / – 109%	– / – 108%	0
0	–	– / $0.20 109%	122	$0.10 / – 109%	–	0
0	– / – 108%	–	125	–	– / – 109%	0