DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #67743 PM2 · HYPE | $47.7K | HYPE 1.0K · USDC -14.7K | 7 | $20K · 42% |
Two-sided maker ratio 0% · 3391 winning and 3180 losing closes.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 11 | $5M | +$17K5/11 marked | long HYPE 58 put, 25 Dec 26 ×10,000 · short HYPE 64 put, 25 Dec 26 ×10,000 · 9 more | 30 Oct |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 3 Oct 00:28 | Bought long HYPE 75 put, 30 Oct 26rfq | 1,000 | $1.27 | $89.8K | – |
| 3 Oct 00:27 | Bought long HYPE 75 put, 30 Oct 26rfq | 1,000 | $1.25 | $89.8K | – |
| 2 Oct 14:05 | Bought long HYPE 75 put, 30 Oct 26rfq | 2,000 | $1.18 | $181.3K | – |
| 2 Oct 14:05 | Bought long HYPE 75 put, 30 Oct 26rfq | 1,000 | $1.17 | $90.6K | – |
| 2 Oct 13:42 | Bought long HYPE 75 put, 30 Oct 26rfq | 1,000 | $1.12 | $91.1K | – |
| 2 Oct 13:42 | Bought long HYPE 75 put, 30 Oct 26rfq | 1,000 | $1.12 | $91.2K | – |
| 2 Oct 13:32 | Bought long HYPE 66 put, 25 Dec 26rfq | 1,000 | $1.90 | $91.2K | +$1.7K |
| 24 Sep 07:30 | Sold short HYPE 92.5 call, 30 Oct 262 fills | 648 | $7.39 | $60.3K | -$667.5 |
| 23 Sep 15:20 | Bought bull call spread HYPE 110/125 30 Oct 26rfq · 2 legs | 793 | $1.93 | $75.2K | -$1.6K |
| 23 Sep 15:19 | Bought long HYPE 70 put, 30 Oct 26 | 420 | $0.840 | $39.9K | +$463.6 |
| 23 Sep 15:18 | Bought long HYPE 110 call, 30 Oct 262 fills | 842 | $3.25 | $80K | -$1.8K |
| 23 Sep 15:17 | Bought long HYPE 70 put, 30 Oct 268 fills | 80 | $0.890 | $7.6K | +$81.1 |
| 23 Sep 15:16 | Bought long HYPE 110 call, 30 Oct 263 fills | 1,260 | $3.26 | $119.8K | -$2.8K |
| 23 Sep 15:15 | Bought long HYPE 70 put, 30 Oct 26 | 500 | $0.830 | $47.5K | +$556.9 |
| 23 Sep 15:11 | Bought long HYPE 110 call, 30 Oct 265 fills | 2,105 | $3.22 | $200K | -$4.6K |
| 23 Sep 15:09 | Bought bull call spread HYPE 110/125 30 Oct 26rfq · 2 legs | 2,500 | $1.92 | $237.7K | -$5.1K |
| 23 Sep 14:58 | Bought bull call spread HYPE 110/125 25 Dec 26rfq · 2 legs | 2,100 | $2.70 | $199K | -$3.1K |
| 23 Sep 12:07 | Bought bull put spread HYPE 48/54 25 Dec 26rfq · 2 legs | 5,000 | $0.360 | $476.6K | +$11K |
| 19 Sep 09:47 | Bought long HYPE 115 call, 25 Dec 26 | 50 | $5.99 | $4.6K | -$167.3 |
| 19 Sep 09:43 | Bought long HYPE 65 put, 30 Oct 262 fills | 147 | $0.70197 | $13.6K | +$277.2 |
| 19 Sep 09:28 | Bought long HYPE 92.5 call, 30 Oct 263 fills | 648 | $8.36 | $59.8K | – |
| 16 Sep 23:59 | Bought long HYPE perp77 fills | 71.85 | $78.11 | $5.6K | +$44.2 |
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 -$6K; it books phantom amounts on RFQ opening legs and never settles expiries, so we do not use it.
Derive shows this account under its owner address 0xc75ad8f8d5798736243bc9344fec7945f5e3ef03; 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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