DeriveDeribit
Trade on DeriveZEC options expiring 26MAR27, 191 days out, with the forward at $1,316. Open interest is $150K in calls and $0 in puts, put/call 0.00, and max pain is $500. At-the-money implied volatility is 115.2%. 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 | – / – 124% | – | 800 | – | – / – 124% | 0 |
| 0 | – / – 119% | – | 1000 | – | – / – 119% | 0 |
| 0 | – / – 116% | – | 1200 | – | – / – 116% | 0 |
| 0 | – / – 115% | – | 1300 | – | – / – 115% | 0 |
| 0 | – / – 115% | – | 1400 | – | – / – 115% | 0 |
| 0 | $300 / – 115% | – | 1500 | – | – / – 115% | 0 |
| 0 | – / – 115% | – | 1600 | – | – / – 115% | 0 |
| 57 | – / – 115% | – | 1700 | – | – / – 115% | 0 |
| 0 | – / – 116% | – | 1800 | – | – / – 116% | 0 |
| 0 | – / – 117% | – | 1900 | – | – / – 117% | 0 |
| 0 | – / – 117% | – | 2000 | – | – / – 117% | 0 |
| 0 | – / – 118% | – | 2100 | – | – / – 118% | 0 |
| 0 | – / – 119% | – | 2200 | – | – / – 119% | 0 |