DeriveDeribit
Trade on DeriveZEC options expiring 25DEC26, 104 days out, with the forward at $1,168. Open interest is $908K in calls and $63K in puts, put/call 0.07, and max pain is $800. At-the-money implied volatility is 114.2%. 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 ZEC expiries.
| Call OI | Derive call | Deribit call | Strike | Deribit put | Derive put | Put OI |
|---|---|---|---|---|---|---|
| 0 | – / – 123% | – | 700 | – | $58.70 / $72.80 123% | 0 |
| 37 | $411 / $513 119% | – | 800 | – | $90.20 / $105 119% | 0 |
| 24 | $360 / $446 117% | – | 900 | – | $128 / $145 117% | 2 |
| 31 | $319 / $380 116% | – | 1000 | – | $173 / $193 116% | 0 |
| 58 | $279 / $329 115% | – | 1100 | – | $225 / $247 115% | 0 |
| 34 | $244 / $285 114% | – | 1200 | – | $284 / $308 114% | 0 |
| 20 | $214 / $248 114% | – | 1300 | – | $348 / $374 114% | 2 |
| 32 | $188 / $216 114% | – | 1400 | – | $417 / $445 114% | 0 |
| 384 | $164 / $191 115% | – | 1500 | – | $487 / $524 115% | 0 |
| 0 | $144 / $169 116% | – | 1600 | – | $559 / $608 116% | 0 |
| 0 | $127 / $151 116% | – | 1700 | – | $634 / $695 116% | 0 |
| 2 | $112 / $134 117% | – | 1800 | – | $710 / $786 117% | 0 |
| 38 | $88.50 / $109 119% | – | 2000 | – | $868 / $975 119% | 0 |