DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #54367 SM · 19 markets | $11K | USDC 9.7K | 8 | $7.1K · 65% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 8 | $596K | -$415 | short ETH 5k call, 25 Dec 26 ×100 · long ETH 4k call, 25 Dec 26 ×100 · 6 more | 30 Oct | ||
| 6 | $5K | +$111/6 marked | short HYPE 100 call, 30 Oct 26 ×10 · long HYPE 85 call, 30 Oct 26 ×10 · 4 more | 30 Oct | ||
| 2 | $5K | —0/2 marked | short ZEC 1.4k put, 30 Oct 26 ×2 · short ZEC 1.8k call, 30 Oct 26 ×1 | 30 Oct | ||
| 1 | $320 | —0/1 marked | long PUMP 0.005 call, 30 Oct 26 ×50,000 | 30 Oct |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 5 Oct 04:53 | Bought long PUMP 0.005 call, 30 Oct 26 | 50,000 | $0.001842 | $320.1 | – |
| 5 Oct 04:49 | Bought bull call spread ETH 4k/5k 25 Dec 26rfq · 2 legs | 100 | $22.05 | $270.6K | – |
| 1 Oct 17:43 | Sold 4-leg ETH packagerfq · 4 legs | 5 | $112.40 | $13.5K | – |
| 30 Sep 19:10 | Sold 4-leg HYPE packagerfq · 4 legs | 10 | $10.01 | $898.8 | – |
| 29 Sep 19:09 | Bought 2-leg ETH packagerfq · 2 legs | 0.1 | $11.20 | $269.8 | – |
| 25 Sep 17:48 | Bought bull call spread HYPE 85/100 30 Oct 26rfq · 2 legs | 10 | $6.68 | $913.6 | – |
| 25 Sep 01:51 | Sold bear put spread ETH 2.6k/2.8k 2 Oct 26rfq · 2 legs | 1 | $52.34 | $2.7K | +$14.2 |
| 24 Sep 21:58 | Sold short strangle ZEC 1.8k/1.4k 30 Oct 26rfq · 2 legs | 1 | $428.50 | $3.1K | – |
| 23 Sep 04:29 | Bought bull put spread ETH 2.6k/2.8k 2 Oct 26rfq · 2 legs | 1 | $35.55 | $2.8K | – |
| 23 Sep 04:24 | Bought long HYPE 95 put, 24 Sep 26 | 10 | $1.00 | $970.7 | – |
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 0xef7f2e81ea14538858d962df34eb1bfda83da395; 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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