DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #72003 SM · 19 markets | $87.6K | USDC 48.8K | 8 | $48.8K · 56% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 2 | $5M | -$68K1/2 marked | long HYPE 110 call, 27 Nov 26 ×25,000 · short HYPE 150 call, 27 Nov 26 ×25,000 | 27 Nov | ||
| 2 | $2M | -$6K | long BTC 120k call, 26 Mar 27 ×15 · short BTC 200k call, 26 Mar 27 ×15 | 26 Mar 27 | ||
| 2 | $487K | -$2K | long ETH 5k call, 26 Mar 27 ×100 · short ETH 7k call, 26 Mar 27 ×100 | 26 Mar 27 | ||
| 2 | $60K | —0/2 marked | long XRP 1.7 call, 27 Nov 26 ×20,000 · short XRP 2.2 call, 27 Nov 26 ×20,000 | 27 Nov |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 6 Oct 17:29 | Bought bull call spread XRP 1.7/2.2 27 Nov 26rfq · 2 legs | 10,000 | $0.0578 | $15K | – |
| 6 Oct 17:28 | Bought bull call spread XRP 1.7/2.2 27 Nov 26rfq · 2 legs | 10,000 | $0.0632 | $15K | – |
| 2 Oct 17:18 | Bought bull call spread BTC 92k/95k 16 Oct 26rfq · 2 legs | 25 | $180.86 | $2.1M | – |
| 1 Oct 23:09 | Bought bull call spread BTC 92k/95k 16 Oct 26rfq · 2 legs | 25 | $199.15 | $2.1M | – |
| 30 Sep 22:40 | Bought bull call spread HYPE 110/150 27 Nov 26rfq · 2 legs | 25,000 | $3.00 | $2.3M | – |
| 18 Sep 21:23 | Bought 2-leg BTC packagerfq · 2 legs | 5 | $21.00 | $405.9K | – |
| 17 Sep 04:17 | Bought bull call spread BTC 120k/200k 26 Mar 27rfq · 2 legs | 15 | $869.32 | $1.1M | – |
| 17 Sep 03:40 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 100 | $28.91 | $243.5K | – |
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.
Derive shows this account under its owner address 0x1d639a688b78f3d7e57166e59d9a8886b1bfb5a5; 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.