DERIVATIVES / 06

Derivatives · Option Chain

Open interest, implied volatility, delta and theoretical price for calls and puts at every strike. The at-the-money row is highlighted in the middle.

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02.09 1d 03.09 2d 04.09 3d 05.09 4d 11.09 10d 18.09 17d 25.09 24d 30.10 59d 27.11 87d 25.12 115d 26.03 206d 25.06 297d

Chain · 2 days

spot $2,415 · call OI 37.4K · put OI 39.1K

CALL				STRIKE	PUT
OI	IV	Δ	Mark	·	Mark	Δ	IV	OI
211	76.7%	0.002	$0	2.8K	$385	-0.998	76.7%	·
4.1K	72.1%	0.003	$0	2.8K	$336	-0.997	72.1%	10
329	66.8%	0.005	$0	2.7K	$286	-0.995	66.8%	·
557	60.8%	0.01	$0	2.6K	$236	-0.99	60.8%	·
2.2K	57.6%	0.013	$0	2.6K	$211	-0.987	57.6%	·
1.3K	54.5%	0.019	$1	2.6K	$186	-0.981	54.5%	·
905	51.3%	0.028	$1	2.6K	$161	-0.972	51.3%	·
2.7K	48.3%	0.042	$1	2.5K	$137	-0.958	48.3%	150
1.3K	45.5%	0.067	$2	2.5K	$113	-0.933	45.5%	388
3.8K	43.1%	0.11	$4	2.5K	$89	-0.89	43.1%	1.2K
1.8K	42.2%	0.134	$4	2.5K	$80	-0.866	42.2%	·
3.1K	41.4%	0.163	$6	2.5K	$71	-0.837	41.4%	670
1.1K	41.1%	0.18	$6	2.5K	$67	-0.82	41.1%	1.3K
2.7K	40.1%	0.241	$9	2.5K	$54	-0.759	40.1%	679
2.5K	39.6%	0.29	$11	2.5K	$47	-0.71	39.6%	4.9K
6K	39.1%	0.345	$14	2.4K	$39	-0.655	39.1%	3.1K
361	38.7%	0.437	$19	2.4K	$30	-0.563	38.7%	2.8K
1.1K	38.6%	0.469	$22	2.4K	$27	-0.531	38.6%	340
·	38.5%	0.535	$26	2.4KATM	$22	-0.465	38.5%	·
536	38.4%	0.601	$32	2.4K	$17	-0.399	38.4%	3.1K
·	38.5%	0.663	$38	2.4K	$14	-0.337	38.5%	·
670	38.8%	0.748	$49	2.4K	$9	-0.252	38.8%	2.6K
·	39.8%	0.856	$69	2.4K	$5	-0.144	39.8%	4.8K
·	41.4%	0.922	$92	2.3K	$2	-0.078	41.4%	2.7K
68	43.5%	0.958	$116	2.3K	$1	-0.042	43.5%	2.8K
·	49.6%	0.986	$165	2.3K	$0	-0.014	49.6%	1.7K
·	57.5%	0.994	$215	2.2K	$0	-0.006	57.5%	2.9K
·	67.0%	0.996	$265	2.1K	$0	-0.004	67.0%	2.9K

▸ How is this computed?

The left half is CALLS, the right half PUTS. OI = open interest, IV = implied volatility, Δ = delta, Mark = the Black-Scholes theoretical price from OKX's IV (OKX does not publish a USD mark). The highlighted row is ATM — the strike nearest spot.