DeriveDeribit
Trade on DeriveSOL options expiring 9OCT26, 21 days out, with the forward at $107. Open interest is $213 in calls and $0 in puts, put/call 0.00, and max pain is $60. At-the-money implied volatility is 50.3%. 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 |
|---|---|---|---|
| 60 | $43.40 / $49.60 | – / $0.30 | 0 / 0 |
| 70 | $34.10 / $39.10 | – / $0.50 | 0 / 0 |
| 80 | $26.60 / $28.40 | – / $1.00 | 0 / 0 |
| 85 | $21.90 / $22.50 | $0.20 / $0.70 | 0 / 0 |
| 90 | $17.10 / $18.00 | $0.60 / $1.10 | 0 / 0 |
| 94 | $13.50 / $14.50 | $1.10 / $1.70 | 0 / 0 |
| 95 | $12.60 / $13.70 | $1.30 / $1.80 | 0 / 0 |
| 96 | $11.80 / $12.90 | $1.50 / $2.00 | 0 / 0 |
| 98 | $10.30 / $11.30 | $1.90 / $2.50 | 0 / 0 |
| 100 | $9.00 / $9.80 | $2.50 / $3.10 | 0 / 0 |
| 102 | $7.70 / $8.50 | $3.20 / $3.80 | 0 / 0 |
| 104 | $6.50 / $7.30 | $4.00 / $4.60 | 0 / 0 |
| 106 | $5.50 / $6.20 | $4.90 / $5.50 | 0 / 0 |
| 108 | $4.60 / $5.30 | $6.00 / $6.70 | 0 / 0 |
| 110 | $3.90 / $4.60 | $7.20 / $8.00 | 0 / 0 |
| 112 | $3.20 / $3.90 | $8.50 / $9.30 | 0 / 0 |
| 114 | $2.70 / $3.30 | $10.00 / $10.80 | 0 / 0 |
| 115 | $2.40 / $3.10 | $10.70 / $11.60 | 0 / 0 |
| 116 | $2.20 / $2.80 | $11.50 / $12.30 | 0 / 0 |
| 120 | $1.60 / $2.10 | $14.70 / $15.80 | 0 / 0 |
| 125 | $1.00 / $1.50 | $19.10 / $20.20 | 0 / 0 |
| 130 | $0.60 / $1.20 | $23.70 / $24.80 | 0 / 0 |
| 135 | $0.40 / $0.90 | $28.50 / $29.50 | 2 / 0 |
| 140 | $0.20 / $0.70 | $33.30 / $34.40 | 0 / 0 |
| 150 | – / $0.90 | $42.50 / $44.20 | 0 / 0 |
| 160 | – / $0.60 | $50.00 / $57.20 | 0 / 0 |
| 170 | – / $0.50 | $62.30 / $63.90 | 0 / 0 |
| 180 | – | – | 0 / 0 |
| 190 | – | – | 0 / 0 |