DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0% · 26 winning and 0 losing closes.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| ETH | 5 | $525K | -$3K | long ETH 2.7k call, 18 Sep 26 ×105 · long ETH 2.6k call, 18 Sep 26 ×45 · 3 more | 18 Sep | |
| HYPE | 3 | $33K | -$881 | long HYPE 95 call, 25 Dec 26 ×284 · short HYPE 65 call, 25 Sep 26 ×55 · 1 more | 25 Sep |
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 16 Sep 09:10 | Bought bull call spread ETH 5k/7k 26 Mar 27rfq · 2 legs | 5 | $25.61 | $12K | – |
| 14 Sep 20:22 | Bought long ETH 2.7k call, 18 Sep 262 fills | 21 | $32 | $54.5K | – |
| 14 Sep 19:16 | Bought long ETH 2.7k call, 18 Sep 266 fills | 84.4 | $15.36 | $214.3K | – |
| 14 Sep 18:59 | Bought long ETH 2.6k call, 18 Sep 26 | 5 | $22.8 | $12.7K | – |
| 14 Sep 15:51 | Bought long ETH 2.6k call, 18 Sep 262 fills | 28 | $16.4 | $70.2K | – |
| 14 Sep 15:49 | Bought long ETH 2.8k call, 18 Sep 262 fills | 20 | $7.66 | $50.1K | – |
| 14 Sep 15:48 | Sold short HYPE 66 call, 25 Sep 263 fills | 48 | $13.88 | $3.8K | +$178.5 |
| 14 Sep 15:44 | Bought long ETH 2.8k call, 18 Sep 263 fills | 25.2 | $7.81 | $63.1K | – |
| 14 Sep 15:21 | Bought long ETH 2.6k call, 18 Sep 262 fills | 12 | $16.08 | $30.1K | – |
| 9 Sep 17:31 | Bought long HYPE 95 call, 25 Dec 26 | 93 | $10.31 | $8.1K | – |
| 9 Sep 17:31 | Sold short HYPE 65 call, 25 Sep 262 fills | 45 | $21.47 | $3.9K | +$500.0 |
| 9 Sep 17:26 | Bought long HYPE 95 call, 25 Dec 26 | 21 | $10.23 | $1.8K | – |
| 9 Sep 17:26 | Sold short HYPE 65 call, 25 Sep 26 | 10 | $21.23 | $862.9 | +$108.4 |
| 9 Sep 07:51 | Bought long HYPE 95 call, 25 Dec 262 fills | 170 | $10.34 | $14.8K | – |
| 3 Sep 17:16 | Sold short BTC 80k call, 4 Sep 26 | 0.05 | $1,200 | $4.1K | +$24.7 |
| 3 Sep 16:33 | Sold short BTC 80k call, 4 Sep 2624 fills | 1.38 | $1,059.8 | $111.6K | +$479.5 |
| 31 Aug 09:27 | Bought long BTC 80k call, 4 Sep 26 | 1.4486 | $674 | $114K | – |
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 $1K; 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.