DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #60393 SM · 19 markets | $128K | USDC 128.0K | 1 | $120.7K · 94% |
Two-sided maker ratio 0% · 17 winning and 4 losing closes.
No open positions from fills in the backfill window.
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 6 Oct 16:07 | Bought long BTC 87k call, 7 Oct 26 | 1 | $75.00 | $85.8K | -$3.7 |
| 6 Oct 09:37 | Sold short BTC 87k call, 7 Oct 2613 fills | 1 | $100.16 | $85.9K | – |
| 6 Oct 07:22 | Bought long BTC 90k call, 9 Oct 26 | 1 | $78.00 | $85.3K | +$360.8 |
| 2 Oct 12:36 | Sold short BTC 90k call, 9 Oct 263 fills | 1 | $461.20 | $86.8K | – |
| 2 Oct 09:12 | Sold short BTC 88k call, 3 Oct 26 | 1 | $106.00 | $86.2K | – |
| 17 Sep 07:13 | Sold short BTC 80k call, 25 Sep 262 fills | 1 | $318.24 | $76.5K | – |
| 11 Sep 14:01 | Sold short BTC 84k call, 18 Sep 26 | 1 | $400.00 | $79.3K | – |
| 9 Sep 22:35 | Sold short BTC 80k call, 12 Sep 26 | 1 | $389.00 | $78K | – |
| 6 Sep 14:18 | Sold short BTC 84k call, 11 Sep 26 | 1 | $203.00 | $79.7K | – |
| 3 Sep 12:32 | Sold short BTC 80k call, 5 Sep 26 | 1 | $250.00 | $78.3K | – |
| 28 Aug 13:46 | Sold short BTC 84k call, 4 Sep 26 | 0.26 | $375.00 | $20.6K | – |
| 28 Aug 11:42 | Sold short BTC 85k call, 4 Sep 262 fills | 0.24 | $300.00 | $19.1K | – |
| 28 Aug 11:25 | Sold short BTC 84k call, 4 Sep 26 | 0.14 | $450.00 | $11.2K | – |
| 28 Aug 08:46 | Sold short BTC 84k call, 4 Sep 263 fills | 0.36 | $473.33 | $28.7K | – |
| 24 Aug 15:43 | Bought long BTC 85k call, 28 Aug 26 | 1 | $270.00 | $79.4K | -$24.2 |
| 24 Aug 12:59 | Sold short BTC 85k call, 28 Aug 26 | 1 | $278.00 | $79.1K | – |
| 24 Aug 12:57 | Bought long BTC 82k call, 28 Aug 262 fills | 1 | $775.00 | $79.3K | -$41.2 |
| 21 Aug 11:00 | Sold short BTC 82k call, 28 Aug 263 fills | 1 | $783.40 | $77.8K | – |
| 19 Aug 14:58 | Sold short BTC 68k call, 28 Aug 26 | 1 | $400.00 | $65.9K | – |
| 19 Aug 14:55 | Sold short BTC 66k call, 21 Aug 26 | 1 | $300.00 | $65.8K | – |
| 19 Aug 14:48 | Sold short BTC 68k call, 28 Aug 26 | 1 | $300.00 | $65.5K | – |
| 16 Aug 16:26 | Bought long BTC 64k call, 21 Aug 26 | 1 | $419.00 | $63.3K | -$33.8 |
| 14 Aug 08:25 | Sold short BTC 64k call, 21 Aug 26 | 1 | $424.00 | $62.7K | – |
| 14 Aug 07:36 | Sold short BTC 65k call, 21 Aug 26 | 1 | $239.00 | $62.9K | – |
| 6 Aug 14:42 | Sold short BTC 67k call, 14 Aug 26 | 1 | $265.00 | $64.6K | – |
| 6 Aug 07:50 | Sold short BTC 66k call, 14 Aug 26 | 1 | $611.00 | $64.8K | – |
| 6 Aug 01:14 | Sold short BTC 66k call, 8 Aug 26 | 1 | $136.00 | $64.5K | – |
| 30 Jul 11:24 | Sold short BTC 67k call, 7 Aug 26 | 1 | $321.00 | $64.5K | – |
| 24 Jul 08:42 | Sold short BTC 68k call, 31 Jul 265 fills | 1.5 | $379.24 | $98.1K | – |
| 22 Jul 17:27 | Sold short BTC 70k call, 31 Jul 26 | 1 | $326.00 | $66K | – |
| 17 Jul 13:28 | Sold short BTC 65k call, 24 Jul 26 | 1 | $344.00 | $62.8K | – |
| 17 Jul 12:33 | Sold short BTC 66k call, 24 Jul 26 | 1 | $202.00 | $63.1K | – |
| 15 Jul 17:31 | Sold short BTC 68k call, 24 Jul 269 fills | 1 | $306.04 | $65K | – |
| 10 Jul 14:56 | Sold short BTC 66k call, 17 Jul 262 fills | 2 | $347.00 | $127.8K | – |
| 10 Jul 07:30 | Sold short BTC 67k call, 17 Jul 26 | 1 | $202.00 | $63.9K | – |
| 8 Jul 09:30 | Bought long BTC 66k call, 11 Jul 26 | 1 | $28.00 | $61.9K | -$3.6 |
| 8 Jul 08:08 | Sold short BTC 66k call, 11 Jul 26 | 1 | $33.00 | $62.8K | – |
| 2 Jul 13:18 | Sold short BTC 65k call, 10 Jul 26 | 1 | $290.00 | $61.7K | – |
| 2 Jul 09:41 | Sold short BTC 64k call, 10 Jul 26 | 1 | $300.00 | $60.9K | – |
| 26 Jun 07:23 | Sold short BTC 64k call, 3 Jul 26 | 1 | $274.00 | $60.4K | – |
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 $357; 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 0xd8db3c9ae3bfb3155a7729752d8744f0f223bd88; 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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