DeriveDeribit
Trade on DeriveTwo-sided maker ratio 0% · 15 winning and 1 losing closes.
No open positions from fills in the backfill window.
| When | What | Size | Price | Notional | Realized |
|---|---|---|---|---|---|
| 18 Sep 06:16 | Sold short HYPE 82.5 call, 18 Sep 2611 fills | 8,279 | $5 | $726.6K | +$35.5K |
| 16 Sep 13:07 | Bought long HYPE 82.5 call, 18 Sep 262 fills | 8,279 | $0.69 | $647.8K | – |
| 16 Sep 13:03 | Bought long HYPE 82 call, 18 Sep 26 | 270 | $0.74 | $21.2K | – |
| 16 Sep 13:03 | Bought long HYPE 83 call, 18 Sep 2635 fills | 5,211 | $0.74 | $408.9K | – |
| 16 Sep 12:52 | Bought long HYPE 85 call, 18 Sep 26 | 10 | $0.38 | $788.0 | – |
| 16 Sep 12:51 | Bought long HYPE 83 call, 18 Sep 26 | 10 | $0.68 | $787.9 | – |
| 16 Sep 12:32 | Bought long HYPE 84 call, 18 Sep 2615 fills | 1,995 | $0.51 | $156.5K | – |
| 16 Sep 12:14 | Bought long HYPE 81 call, 18 Sep 26 | 100 | $1.1 | $7.9K | – |
| 16 Sep 12:12 | Bought long HYPE 83 call, 18 Sep 2653 fills | 9,453 | $0.77 | $746.9K | – |
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 $36K; 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.