DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #71951 PM2 · BTC, ETH | $4.8M | USDC 4.75M | 10 | $3.7M · 78% |
| #71950 PM2 · BTC, ETH | $0.0 | none | 0 | no positions |
Two-sided maker ratio 0% · 5 winning and 8 losing closes.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 2 | $5M | +$17K | short ETH 5k call, 26 Mar 27 ×900 · long ETH 7k call, 26 Mar 27 ×900 | 26 Mar 27 |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 3 Oct 17:28 | Sold 4-leg BTC packagerfq · 4 legs | 888 | $225.00 | $75.4M | – |
| 3 Oct 15:01 | Sold bear call spread BTC 87k/90k 9 Oct 26rfq · 2 legs | 250 | $425.00 | $21.2M | – |
| 1 Oct 19:03 | Sold bear call spread BTC 87k/90k 9 Oct 26rfq · 2 legs | 250 | $580.00 | $21.2M | – |
| 28 Sep 18:28 | Sold short ETH 2.4k call, 1 Oct 26 | 0.01 | $343.30 | $26.9 | -$0.1 |
| 28 Sep 18:27 | Bought long ETH 2.4k call, 1 Oct 26 | 0.01 | $352.80 | $27.0 | – |
| 21 Sep 20:56 | Sold 3-leg ETH packagerfq · 3 legs | 3,140 | $22.20 | $17.5M | – |
| 21 Sep 20:54 | Sold 3-leg ETH packagerfq · 3 legs | 15,000 | $21.90 | $83.5M | – |
| 18 Sep 16:11 | Sold bear call spread BTC 82k/90k 9 Oct 26rfq · 2 legs | 200 | $1,895.00 | $16.2M | – |
| 18 Sep 10:26 | Sold bear call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 900 | $31.00 | $2.3M | – |
| 17 Sep 15:36 | Sold bear call spread ETH 2.5k/2.6k 20 Sep 26rfq · 2 legs | 10,000 | $17.00 | $24.7M | – |
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 0x80dca3125961abd9d6e6b62b488fa3c6d6cfff2e; 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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