DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0% · 7 winning and 6 losing closes.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| HYPE | 4 | $1M | +$12K | long HYPE 95 call, 25 Dec 26 ×4,850 · short HYPE 115 call, 25 Dec 26 ×4,850 · 2 more | 25 Dec |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 17 Sep 13:21 | Bought bull call spread HYPE 100/150 26 Mar 27rfq · 2 legs | 2,480 | $6.99 | $202.6K | – |
| 17 Sep 13:21 | Bought bull call spread HYPE 95/115 25 Dec 26rfq · 2 legs | 2,480 | $3.98 | $203.7K | – |
| 16 Sep 19:29 | Bought bull call spread HYPE 95/115 25 Dec 26rfq · 2 legs | 500 | $2.71 | $38.6K | – |
| 15 Sep 20:23 | Bought bull call spread HYPE 95/115 25 Dec 26rfq · 2 legs | 1,870 | $2.78 | $144.1K | – |
| 15 Sep 20:22 | Bought bull call spread HYPE 100/150 26 Mar 27rfq · 2 legs | 1,780 | $5.88 | $137.2K | – |
| 1 Sep 18:52 | Bought long HYPE 87 call, 3 Sep 26rfq | 100 | $0.4 | $8.2K | – |
| 27 Aug 15:15 | Sold short HYPE 65 put, 25 Sep 26rfq | 30 | $0.72 | $2.5K | -$40.0 |
| 26 Aug 12:10 | Sold short HYPE 66 put, 25 Sep 26rfq | 10 | $1.19 | $815.7 | -$4.9 |
| 25 Aug 16:10 | Bought long HYPE 66 put, 25 Sep 26rfq | 10 | $1.53 | $814.6 | – |
| 24 Aug 17:12 | Bought long HYPE 65 put, 25 Sep 26rfq | 30 | $1.97 | $2.4K | – |
| 24 Aug 16:58 | Sold short HYPE 65 put, 25 Sep 26 | 30 | $1.38 | $2.4K | -$10.4 |
| 24 Aug 01:29 | Bought long HYPE 65 put, 25 Sep 26rfq | 30 | $1.65 | $2.4K | – |
| 31 Jul 20:01 | Bought long HYPE 60 put, 28 Aug 26 | 10 | $9.15 | $523.6 | -$48.5 |
| 31 Jul 20:01 | Bought long HYPE 55 put, 28 Aug 26rfq | 10 | $5.46 | $522.6 | -$31.3 |
| 28 Jul 13:34 | Bought long HYPE 65 call, 28 Aug 26rfq | 100 | $1.29 | $5.4K | +$97.2 |
| 28 Jul 13:33 | Bought long HYPE 75 call, 28 Aug 26rfq | 5 | $0.55 | $270.7 | +$3.4 |
| 28 Jul 13:33 | Bought long HYPE 70 call, 28 Aug 26 | 5 | $0.78 | $270.4 | +$6.4 |
| 26 Jul 05:30 | Sold short HYPE 65 call, 28 Aug 26rfq | 100 | $2.31 | $5.9K | – |
| 20 Jul 21:44 | Sold 4-leg HYPE packagerfq · 4 legs | 5 | $4.46 | $312.8 | +$20.6 |
| 20 Jul 16:19 | Sold short HYPE 60 put, 28 Aug 26 | 5 | $4.3 | $311.3 | – |
| 20 Jul 16:19 | Sold short HYPE 55 put, 28 Aug 26 | 5 | $2.39 | $311.3 | – |
| 20 Jul 03:54 | Sold 2-leg HYPE packagerfq · 2 legs | 5 | $1.86 | $302.0 | +$17.1 |
| 20 Jul 03:53 | Sold 2-leg HYPE packagerfq · 2 legs | 5 | $1.34 | $302.0 | +$4.7 |
| 1 Jul 19:27 | Sold short HYPE 55 put, 31 Jul 26 | 5 | $2.61 | $318.0 | – |
| 1 Jul 19:27 | Sold short HYPE 60 put, 31 Jul 26 | 5 | $4.5 | $318.0 | – |
| 1 Jul 19:27 | Sold short HYPE 75 call, 31 Jul 26 | 5 | $1.19 | $318.0 | – |
| 1 Jul 19:27 | Sold short HYPE 70 call, 31 Jul 26 | 5 | $3.97 | $317.9 | – |
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 -$55; 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.