DeriveDeribit
Trade on DeriveXAUT options expiring 25SEP26, 13 days out, with the forward at $4,358. Open interest is $14M in calls and $4M in puts, put/call 0.26, and max pain is $4,200. At-the-money implied volatility is 23.4%. 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 XAUT expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – / – 31% | – | 3000 | – | – / – 31% | 0 |
| 0 | – / – 31% | – | 3500 | – | – / – 31% | 0 |
| 0 | – / – 31% | – | 3600 | – | – / – 31% | 0 |
| 1 | – / – 29% | – | 3800 | – | – / – 29% | 12 |
| 0 | $452 / $478 28% | – | 3900 | – | – / – 28% | 12 |
| 11 | – / $384 27% | – | 4000 | – | – / – 27% | 251 |
| 6 | $264 / $296 25% | – | 4100 | – | $5.20 / $12.30 25% | 9 |
| 1000 | $180 / $194 24% | – | 4200 | – | $19.40 / $29.50 24% | 109 |
| 13 | $107 / $119 23% | – | 4300 | – | $49.50 / $61.30 23% | 23 |
| 59 | $58.90 / $69.00 23% | – | 4400 | – | $99.10 / $113 23% | 303 |
| 1045 | $28.20 / $37.90 25% | – | 4500 | – | $170 / $184 25% | 3 |
| 74 | $14.50 / $20.10 26% | – | 4600 | – | $242 / $292 26% | 99 |
| 625 | $4.00 / – 29% | – | 4800 | – | $439 / $468 29% | 0 |
| 235 | $2.00 / $9.00 32% | – | 5000 | – | $635 / $661 32% | 0 |
| 112 | – / $5.00 34% | – | 5200 | – | – / – 34% | 0 |
| 0 | – / $2.00 34% | – | 5500 | – | – / – 34% | 0 |
| 0 | – / – 34% | – | 6000 | – | – / – 34% | 0 |
| 0 | – / – 34% | – | 7000 | – | – / – 34% | 0 |