DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ETH | 2 | $1M | -$2K | long ETH 5k call, 26 Mar 27 ×300 · short ETH 7k call, 26 Mar 27 ×300 | 26 Mar 27 |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 13 Sep 16:10 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 25 | $32.46 | $62.4K | – |
| 13 Sep 16:02 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 25 | $32.24 | $62.4K | – |
| 13 Sep 15:55 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 50 | $32.18 | $124.5K | – |
| 13 Sep 15:53 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 50 | $32.24 | $124.5K | – |
| 13 Sep 15:52 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 50 | $32.17 | $124.5K | – |
| 13 Sep 15:50 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 60 | $32.21 | $149.4K | – |
| 13 Sep 15:35 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 40 | $32.22 | $99.6K | – |
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.