DeriveDeribit
Trade on DeriveXAUT options expiring 2OCT26, 19 days out, with the forward at $4,355. Open interest is $0 in calls and $0 in puts, put/call 0.00, and max pain is $3,000. At-the-money implied volatility is 24.6%. 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 | – / – 36% | – | 3000 | – | – / – 36% | 0 |
| 0 | – / – 36% | – | 3500 | – | – / – 36% | 0 |
| 0 | $356 / $391 27% | – | 4000 | – | $3.10 / $9.70 27% | 0 |
| 0 | $189 / $202 25% | – | 4200 | – | $37.30 / $42.50 25% | 0 |
| 0 | $74.70 / $84.80 25% | – | 4400 | – | $120 / $130 25% | 0 |
| 0 | $23.20 / $30.60 26% | – | 4600 | – | $262 / $284 26% | 0 |
| 0 | $2.50 / $9.10 28% | – | 4800 | – | $441 / $475 28% | 0 |
| 0 | – / – 30% | – | 5000 | – | $636 / $664 30% | 0 |
| 0 | – / – 35% | – | 5500 | – | – / – 35% | 0 |
| 0 | – / – 35% | – | 6000 | – | – / – 35% | 0 |
| 0 | – / – 35% | – | 7000 | – | – / – 35% | 0 |