DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ETH | 3 | $70K | -$144 | short ETH 7k call, 26 Mar 27 ×14 · long ETH 5k call, 26 Mar 27 ×9 · 1 more | 26 Mar 27 | |
| HYPE | 2 | $14K | +$81 | short HYPE 100 call, 25 Dec 26 ×100 · long HYPE 80 call, 25 Dec 26 ×100 | 25 Dec |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 13 Sep 15:53 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 14 | $32.15 | $34.9K | -$14.0 |
| 13 Sep 15:46 | Bought bull call spread ETH 3.5k/5k 26 Mar 27rfq · 2 legs | 5 | $106.8 | $12.4K | – |
| 21 Aug 09:51 | Sold bear call spread SOL 80/100 25 Sep 26rfq · 2 legs | 120 | $9.15 | $11K | +$539.5 |
| 21 Jun 07:20 | Bought bull call spread HYPE 80/100 25 Dec 26rfq · 2 legs | 100 | $4.78 | $6.9K | – |
| 21 Jun 06:11 | Bought bull call spread SOL 80/100 25 Sep 26rfq · 2 legs | 120 | $4.6 | $8.8K | – |
PnL is our own accounting: average-cost realized plus open positions at the live mark, net of fees, with expired options settled at intrinsic.
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.