DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #67937 SM · 19 markets | $1.5K | USDC 21.29 | 2 | $21.3 · 1% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 2 | $252K | -$897 | long ETH 3.4k call, 25 Dec 26 ×80 · long ETH 3.3k call, 30 Oct 26 ×41.15 | 30 Oct |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 1 Oct 20:18 | Bought long ETH 3.3k call, 30 Oct 262 fills | 41.15 | $19.20 | $111.2K | – |
| 25 Sep 16:11 | Bought long ETH 3k call, 29 Sep 262 fills | 200 | $1.20 | $538.1K | – |
| 25 Sep 11:25 | Bought long ETH 3k call, 29 Sep 26 | 200 | $2.30 | $544.8K | – |
| 23 Sep 14:19 | Bought long ETH 3.1k call, 2 Oct 26 | 100 | $5.50 | $266.2K | – |
| 20 Sep 19:16 | Bought long ETH 3.2k call, 2 Oct 26 | 100 | $7.10 | $262.7K | – |
| 20 Sep 19:10 | Bought long ETH 3k call, 25 Sep 26 | 1 | $3.50 | $2.6K | – |
| 19 Sep 14:05 | Sold short ETH 2.6k call, 20 Sep 26 | 20 | $40.00 | $52.8K | +$699.4 |
| 18 Sep 08:10 | Bought long ETH 2.6k call, 20 Sep 26 | 92.8 | $4.50 | $230.6K | – |
| 18 Sep 08:06 | Bought long ETH 2.7k call, 25 Sep 262 fills | 2.5 | $11.00 | $6.2K | – |
| 18 Sep 07:47 | Bought long ETH 2.6k call, 20 Sep 26 | 7.2 | $4.40 | $17.9K | – |
| 6 Sep 22:07 | Bought long ETH 2.7k call, 9 Sep 26 | 0.8 | $4.80 | $2K | – |
| 6 Sep 21:35 | Bought long ETH 2.7k call, 9 Sep 262 fills | 14.4 | $4.80 | $36.1K | – |
| 21 Aug 22:11 | Sold short ETH 2.5k call, 25 Sep 263 fills | 60 | $160.00 | $150.5K | +$8.3K |
| 21 Aug 08:43 | Sold short ETH 2.5k call, 25 Sep 26 | 20 | $120.00 | $48.2K | +$2K |
| 21 Aug 07:02 | Sold short ETH 2.5k call, 25 Sep 26 | 20 | $100.00 | $47.5K | +$1.6K |
| 19 Aug 21:46 | Sold short ETH 2.5k call, 25 Sep 262 fills | 50 | $76.94 | $114.6K | +$2.8K |
| 4 Jul 18:36 | Bought long ETH 2.5k call, 25 Sep 26 | 50 | $21.80 | $89.7K | – |
| 4 Jul 17:52 | Sold short ETH 1.9k call, 6 Jul 2612 fills | 60 | $6.00 | $108.1K | +$171.5 |
| 3 Jul 23:41 | Bought long ETH 1.9k call, 6 Jul 262 fills | 60 | $2.30 | $105.5K | – |
| 3 Jul 22:10 | Bought long ETH 1.9k call, 6 Jul 269 fills | 45 | $3.00 | $79.2K | – |
| 3 Jul 21:31 | Bought long ETH 3.4k call, 25 Dec 26 | 80 | $19.80 | $140.9K | – |
| 3 Jul 21:30 | Bought long ETH 1.9k call, 6 Jul 262 fills | 10 | $3.00 | $17.6K | – |
| 3 Jul 21:21 | Bought long ETH 2.5k call, 25 Sep 26 | 100 | $20.40 | $176.5K | – |
| 3 Jul 21:18 | Bought long ETH 1.9k call, 6 Jul 269 fills | 45 | $3.00 | $79.4K | – |
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 0xb88444c26a4ed996ab30b241f2b582cfef46052d; 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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