DeriveDeribit
| Account | Value | Collateral | Positions | Margin headroom |
|---|---|---|---|---|
| #57899 SM · 19 markets | $19.8K | USDC 11.5K | 3 | $11.5K · 58% |
Two-sided maker ratio 0%.
| Book | Positions | Notional | Unrealized | Shape | Nearest expiry | |
|---|---|---|---|---|---|---|
| 3 | $332K | -$2K | long ETH 1.6k put, 30 Oct 26 ×99.5 · short ETH 2k call, 25 Dec 26 ×20.65 · 1 more | 30 Oct | ||
| 1 | $84K | -$2K | long BTC 90k call, 25 Jun 27 ×1 | 25 Jun 27 |
| When | What | Size | Price | Notional | Exchange-reported realized |
|---|---|---|---|---|---|
| 2 Oct 18:12 | Bought long ETH 3.4k call, 26 Mar 27rfq | 5 | $201.30 | $13.4K | – |
| 29 Sep 11:41 | Sold short ETH 1.6k put, 30 Oct 26 | 0.5 | $1.40 | $1.4K | -$9.1 |
| 24 Sep 00:42 | Bought long BTC 90k call, 25 Jun 27rfq | 1 | $10,506.11 | $84.3K | – |
| 23 Sep 15:59 | Bought long ETH 2.5k call, 25 Sep 26 | 12 | $163.50 | $31.9K | -$535.2 |
| 18 Sep 15:24 | Sold short ETH 2.5k call, 25 Sep 26 | 12 | $120.00 | $31.1K | – |
| 18 Sep 13:49 | Sold short ETH 2.5k call, 25 Sep 26 | 12 | $89.10 | $30.6K | +$640.0 |
| 16 Sep 17:53 | Bought long ETH 2.3k put, 25 Sep 262 fills | 13.2 | $30.98 | $31.3K | – |
| 16 Sep 17:51 | Bought long ETH 2.5k call, 25 Sep 262 fills | 12 | $34.40 | $28.5K | – |
| 11 Sep 13:29 | Bought long ETH 2.4k put, 18 Sep 26 | 20 | $16.00 | $50K | – |
| 20 Aug 22:14 | Bought long ETH 1.6k put, 30 Oct 263 fills | 100 | $17.80 | $231.5K | – |
| 20 Aug 15:51 | Sold short ETH 2k call, 25 Dec 26 | 20.65 | $448.90 | $48.1K | +$4.2K |
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 -$544; 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 0x86fbfae8bb213e630da1b7f8c755d7bf12b0dc84; 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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