DeriveDeribit
Trade on DeriveXAUT options expiring 18SEP26, 6 days out, with the forward at $4,355. Open interest is $165K in calls and $488K in puts, put/call 2.96, and max pain is $5,500. At-the-money implied volatility is 22.0%. 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 XAUT expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – / – 34% | – | 3000 | – | – / – 34% | 0 |
| 0 | – / – 34% | – | 3400 | – | – / – 34% | 0 |
| 0 | – / – 34% | – | 3500 | – | – / – 34% | 0 |
| 0 | – / – 34% | – | 3600 | – | – / – 34% | 0 |
| 0 | – / – 34% | – | 3800 | – | – / – 34% | 0 |
| 0 | $347 / $372 31% | – | 4000 | – | – / – 31% | 0 |
| 0 | $157 / $195 27% | – | 4200 | – | $5.00 / $12.40 26% | 9 |
| 1 | $81.70 / $92.50 24% | – | 4300 | – | $30.40 / $37.80 24% | 2 |
| 1 | $32.50 / $42.20 22% | – | 4400 | – | $75.10 / $89.50 22% | 1 |
| 0 | $8.90 / $17.30 23% | – | 4500 | – | $150 / $171 23% | 0 |
| 0 | $0.60 / $7.20 26% | – | 4600 | – | $242 / $273 26% | 41 |
| 36 | – / – 32% | – | 4800 | – | – / – 32% | 0 |
| 0 | – / – 34% | – | 5000 | – | – / – 34% | 9 |
| 0 | – / – 34% | – | 5200 | – | – / – 34% | 0 |
| 0 | – / – 34% | – | 5400 | – | – / – 34% | 0 |
| 0 | – / – 34% | – | 5500 | – | – / – 34% | 50 |
| 0 | – / – 34% | – | 5600 | – | – / – 34% | 0 |
| 0 | – / – 34% | – | 6000 | – | – / – 34% | 0 |
| 0 | – / – 34% | – | 7000 | – | – / – 34% | 0 |