DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #44349 SM · 19 markets | $26.6 | USDC -88.49 · ETH 0.03 · USDE 46.34 · +4 | 1 | $5.2 · 20% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 2 | $5K | -$25 | short ETH 7k call, 26 Mar 27 ×1 · long ETH 5k call, 26 Mar 27 ×1 | 26 Mar 27 | ||
| 1 | $135 | —0/1 marked | long ETH-PERP ×0.05 | – |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 4 Oct 16:11 | Bought long BTC 90k call, 9 Oct 262 fills | 0.1316 | $190.00 | $11.2K | – |
| 1 Oct 17:57 | Bought long ETH perp | 0.05 | $2,696.27 | $134.9 | – |
| 13 Sep 19:55 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 1 | $32.60 | $2.5K | – |
| 2 Sep 13:00 | Bought long BTC 74k put, 11 Sep 26 | 0.7 | $630.00 | $53.6K | – |
| 31 Aug 00:03 | Bought long ETH 2.1k put, 4 Sep 26rfq | 300 | $1.60 | $725.5K | – |
| 30 Aug 23:27 | Bought long ETH 2.1k put, 4 Sep 262 fills | 100 | $1.60 | $244.2K | – |
| 30 Aug 23:25 | Bought long BTC 75k put, 4 Sep 26 | 2 | $236.00 | $155.9K | – |
| 30 Aug 23:25 | Bought long BTC 74k put, 4 Sep 26 | 0.12 | $140.00 | $9.4K | – |
| 30 Aug 23:24 | Bought long ETH 2.2k put, 4 Sep 26 | 50 | $3.00 | $122K | – |
| 24 Jul 12:51 | Sold short HYPE 50 put, 14 Aug 26rfq | 300 | $0.850 | $17.5K | – |
| 24 Jul 12:44 | Bought long HYPE 45 put, 14 Aug 26 | 500 | $0.400 | $29.1K | – |
| 23 Jul 16:12 | Bought long BTC 68k call, 24 Jul 262 fills | 2 | $13.00 | $129.6K | – |
PnL is our own accounting: average-cost realized plus open positions at the live mark, net of fees, with expired options settled at intrinsic.
Derive shows this account under its owner address 0x867629a9311f70f2e2e9707a2597c91650014be6; trades are reported under the smart-wallet address above. Either works in the URL.
The 7-day follow estimate uses marked taker fills, before fees and slippage, divided by traded notional. Missing marks are excluded; expired options use an estimated settlement from the latest stored underlying price. It is not a return on account capital.
Positions are reconstructed from public fills since 2026-06-09, so anything opened before that shows only the part traded since. The realized column on fills is Derive's per-fill figure, shown for reference only.
Page calculated . Quotes and synced statistics may be older. Reload to check for updates; a cached page may appear while a newer snapshot is prepared.