DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ETH | 2 | $2M | +$212 | long ETH 2.5k put, 25 Dec 26 ×300 · short ETH 2.6k put, 25 Dec 26 ×300 | 25 Dec | |
| ZEC | 2 | $95K | -$4 | long ZEC 1.5k call, 30 Oct 26 ×31 · short ZEC 2.5k call, 30 Oct 26 ×31 | 30 Oct |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 19 Sep 04:24 | Bought bull call spread ZEC 1.5k/2.5k 30 Oct 26rfq · 2 legs | 13 | $208.13 | $19.9K | – |
| 19 Sep 04:01 | Bought bull call spread ZEC 1.5k/2.5k 30 Oct 26rfq · 2 legs | 18 | $207.42 | $27.6K | – |
| 19 Sep 03:52 | Sold bear put spread ETH 2.5k/2.6k 25 Dec 26rfq · 2 legs | 150 | $47.56 | $393.2K | – |
| 19 Sep 03:51 | Sold bear put spread ETH 2.5k/2.6k 25 Dec 26rfq · 2 legs | 150 | $47.65 | $393K | – |
| 15 Jul 16:28 | Sold bear call spread ETH 1.8k/2k 28 Aug 26rfq · 2 legs | 100 | $103.34 | $192K | +$5.6K |
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’s own per-fill realized figure would say $0; it books phantom amounts on RFQ opening legs and never settles expiries, so we do not use it.
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.