DeriveDeribit
Trade on DeriveZEC options expiring 27NOV26, 76 days out, with the forward at $1,165. Open interest is $13K in calls and $23K in puts, put/call 1.82, and max pain is $600. At-the-money implied volatility is 113.8%. 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% | – | 700 | – | $38.50 / $52.50 125% | 0 |
| 0 | $385 / $482 120% | – | 800 | – | $64.90 / $78.90 120% | 0 |
| 0 | $329 / $409 117% | – | 900 | – | $98.20 / $114 117% | 0 |
| 0 | $285 / $340 115% | – | 1000 | – | $139 / $158 115% | 0 |
| 10 | $242 / $286 114% | – | 1100 | – | $189 / $211 114% | 0 |
| 0 | $206 / $240 114% | – | 1200 | – | $246 / $270 114% | 0 |
| 0 | $175 / $203 114% | – | 1300 | – | $310 / $336 114% | 0 |
| 0 | $148 / $173 114% | – | 1400 | – | $378 / $410 114% | 0 |
| 0 | $125 / $149 115% | – | 1500 | – | $448 / $491 115% | 0 |
| 1 | $106 / $128 116% | – | 1600 | – | $520 / $577 116% | 0 |
| 0 | $90.80 / $111 117% | – | 1700 | – | $596 / $668 117% | 0 |
| 0 | $77.90 / $97.00 118% | – | 1800 | – | $673 / $761 119% | 0 |
| 0 | $58.40 / $74.80 121% | – | 2000 | – | $828 / $963 121% | 0 |