DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ETH | 3 | $247K | -$402 | long ETH 5k call, 26 Mar 27 ×49 · short ETH 7k call, 26 Mar 27 ×49 · 1 more | 25 Dec | |
| BTC | 2 | $157K | -$2K | long BTC 85k call, 27 Nov 26 ×1 · long BTC 90k call, 25 Sep 26 ×1 | 25 Sep | |
| HYPE | 2 | $8K | -$15 | long HYPE 85 call, 30 Oct 26 ×50 · short HYPE 100 call, 30 Oct 26 ×50 | 30 Oct |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 15 Sep 04:01 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 49 | $34.5 | $122.4K | – |
| 13 Sep 01:22 | Bought bull call spread HYPE 85/100 30 Oct 26rfq · 2 legs | 50 | $3.42 | $4K | – |
| 1 Sep 12:30 | Bought long BTC 90k call, 25 Sep 26rfq | 1 | $394 | $77.9K | – |
| 1 Sep 04:33 | Bought long ETH 4k call, 25 Dec 26rfq | 1 | $32.52 | $2.5K | – |
| 31 Aug 21:57 | Bought long BTC 85k call, 27 Nov 26rfq | 1 | $3,881.39 | $79K | – |
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.