DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #47492 SM · 19 markets | $3.3K | USDC 60.41 · ETH 0.01 · DRV 0.00 | 3 | $78.5 · 2% |
No fills in the last 30 days.
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 2 | $2M | -$9K | long ETH 5k call, 26 Mar 27 ×400 · short ETH 7k call, 26 Mar 27 ×400 | 26 Mar 27 | ||
| 1 | $314K | -$3K | long BTC 120k call, 25 Dec 26 ×4 | 25 Dec |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 30 Sep 22:12 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 50 | $32.44 | $133.9K | – |
| 16 Sep 08:13 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 50 | $26.21 | $119.4K | – |
| 15 Sep 19:33 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 100 | $26.93 | $240.5K | – |
| 13 Sep 09:47 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 100 | $31.16 | $248.3K | – |
| 12 Sep 13:33 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 100 | $34.43 | $253.8K | – |
| 3 Sep 23:35 | Bought long HYPE 87 call, 11 Sep 262 fills | 643 | $3.24 | $55.9K | – |
| 26 Aug 20:54 | Bought long BTC 120k call, 25 Dec 26 | 4 | $753.00 | $313.7K | – |
| 26 Aug 20:51 | Bought long ETH 3k call, 30 Oct 26 | 30 | $77.00 | $74.1K | – |
| 18 Jun 06:38 | Sold short HYPE 66 call, 19 Jun 262 fills | 500 | $4.00 | $35.2K | +$381.0 |
| 16 Jun 05:12 | Sold short HYPE 70 call, 19 Jun 267 fills | 1,000 | $3.00 | $71.7K | +$1.3K |
| 15 Jun 23:12 | Bought long HYPE 66 call, 19 Jun 26 | 500 | $3.21 | $33.4K | – |
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 0xdffd8bbf8dcaf236c4e009ff6013bfc98407b6c0; 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.
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