ZEC options expiring 9OCT26, 21 days out, with the forward at $1,487. Open interest is $178K in calls and $149K in puts, put/call 0.83, and max pain is $1,400. At-the-money implied volatility is 109.0%. 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.
| Strike | Call bid / ask | Put bid / ask | OI c / p |
|---|---|---|---|
| 850 | – | – | 0 / 0 |
| 900 | – | – | 0 / 0 |
| 950 | – | – | 0 / 0 |
| 1000 | – | – | 0 / 0 |
| 1025 | – | – | 0 / 0 |
| 1050 | – | – | 0 / 0 |
| 1075 | $374 / $502 | $16.40 / $34.40 | 0 / 0 |
| 1100 | $355 / $479 | $20.30 / $38.30 | 0 / 0 |
| 1125 | $337 / $456 | $23.80 / $43.30 | 0 / 0 |
| 1150 | $319 / $434 | $28.00 / $48.90 | 0 / 0 |
| 1175 | $302 / $412 | $32.40 / $55.10 | 0 / 0 |
| 1200 | $285 / $391 | $37.60 / $62.00 | 0 / 0 |
| 1225 | $268 / $370 | $43.20 / $69.20 | 0 / 0 |
| 1250 | $252 / $350 | $49.40 / $77.20 | 0 / 0 |
| 1275 | $237 / $331 | $56.40 / $86.00 | 0 / 0 |
| 1300 | $233 / $301 | $64.10 / $95.10 | 0 / 0 |
| 1350 | $205 / $267 | $81.40 / $116 | 0 / 0 |
| 1400 | $180 / $236 | $102 / $139 | 0 / 100 |
| 1450 | $157 / $207 | $125 / $164 | 0 / 0 |
| 1500 | $136 / $182 | $151 / $192 | 0 / 0 |
| 1550 | $118 / $160 | $180 / $223 | 0 / 0 |
| 1600 | $101 / $141 | $210 / $258 | 20 / 0 |
| 1700 | $73.40 / $111 | $275 / $335 | 0 / 0 |
| 1800 | $53.50 / $86.50 | $345 / $420 | 0 / 0 |
| 1900 | $39.10 / $68.10 | $410 / $524 | 100 / 0 |
| 2000 | $28.80 / $53.90 | $489 / $621 | 0 / 0 |
| 2100 | $21.40 / $42.90 | $570 / $721 | 0 / 0 |
| 2200 | $16.10 / $34.60 | $653 / $824 | 0 / 0 |