DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #2641 SM · 16 markets | $66.5K | HYPE 750 · USDC 10.6K · KHYPE 20.00 | 2 | $22.1K · 33% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 3 | $77K | -$8781/3 marked | short HYPE 80 put, 23 Oct 26 ×500 · short HYPE 77.5 call, 24 Jul 26 ×250 · 1 more | 23 Oct |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 3 Oct 05:39 | Sold short HYPE 80 put, 23 Oct 26rfq | 500 | $1.46 | $44.4K | – |
| 30 Sep 12:43 | Sold short HYPE 100 call, 16 Oct 26rfq | 500 | $0.9921 | $43.6K | – |
| 23 Sep 17:33 | Sold short HYPE 80 put, 9 Oct 26rfq | 500 | $0.640 | $46.7K | – |
| 16 Sep 11:40 | Sold short HYPE 70 put, 2 Oct 26rfq | 500 | $0.850 | $39.7K | – |
| 11 Sep 13:45 | Sold short HYPE 70 put, 2 Oct 26rfq | 500 | $0.910 | $40.7K | – |
| 3 Sep 06:43 | Sold short HYPE 100 call, 25 Sep 26rfq | 500 | $0.8973 | $41.1K | – |
| 25 Aug 09:13 | Sold short HYPE 100 call, 11 Sep 26rfq | 1,000 | $1.04 | $81.3K | – |
| 24 Jul 12:44 | Sold short HYPE 45 put, 14 Aug 26 | 500 | $0.400 | $29.1K | -$117.2 |
| 24 Jul 12:38 | Bought long HYPE 45 put, 14 Aug 26rfq | 500 | $0.610 | $29.2K | – |
| 9 Jul 15:07 | Sold short HYPE 77.5 call, 24 Jul 26 | 250 | $1.10 | $17.1K | – |
| 2 Jul 09:23 | Sold short HYPE 77.5 call, 17 Jul 26 | 250 | $1.00 | $15.9K | – |
| 1 Jul 15:45 | Sold short HYPE 75 call, 10 Jul 26 | 10 | $0.860 | $643.5 | – |
| 1 Jul 14:26 | Sold short HYPE 75 call, 10 Jul 26 | 240 | $0.870 | $15.4K | – |
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 0xc28e23e7d7d6cc0c9c6f08146c71e7d168cae45a; 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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