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 · 3 days

spot $2,415 · call OI 165.9K · put OI 164.7K

CALL				STRIKE	PUT
OI	IV	Δ	Mark	·	Mark	Δ	IV	OI
12.9K	72.6%	0.008	$0	2.8K	$386	-0.992	72.6%	1.1K
5.4K	67.7%	0.011	$1	2.8K	$336	-0.989	67.7%	150
10.1K	62.5%	0.017	$1	2.7K	$286	-0.983	62.5%	80
11.3K	57.3%	0.027	$1	2.6K	$237	-0.973	57.3%	286
20.5K	52.3%	0.047	$2	2.6K	$187	-0.953	52.3%	1.4K
2.4K	50.0%	0.064	$3	2.6K	$163	-0.936	50.0%	·
15.5K	47.8%	0.089	$4	2.5K	$139	-0.911	47.8%	8.7K
917	45.8%	0.125	$6	2.5K	$116	-0.875	45.8%	798
25.4K	44.1%	0.177	$8	2.5K	$94	-0.823	44.1%	10.1K
1.1K	43.5%	0.203	$10	2.5K	$85	-0.797	43.5%	·
3.2K	42.6%	0.249	$13	2.5K	$73	-0.751	42.6%	1.8K
2.3K	42.3%	0.266	$14	2.5K	$69	-0.734	42.3%	514
9.5K	41.4%	0.343	$19	2.5K	$54	-0.657	41.4%	7.1K
614	41.1%	0.386	$22	2.4K	$47	-0.614	41.1%	265
2.3K	40.6%	0.456	$28	2.4K	$38	-0.544	40.6%	3.4K
·	40.5%	0.48	$30	2.4KATM	$35	-0.52	40.5%	282
6.1K	40.1%	0.578	$40	2.4K	$25	-0.422	40.1%	12.3K
·	40.2%	0.695	$56	2.4K	$16	-0.305	40.2%	2.1K
6.5K	40.9%	0.792	$74	2.4K	$10	-0.208	40.9%	13.4K
·	42.0%	0.863	$96	2.3K	$6	-0.137	42.0%	4K
5.7K	43.7%	0.912	$118	2.3K	$4	-0.088	43.7%	12.6K
3.1K	48.4%	0.961	$166	2.3K	$2	-0.039	48.4%	36.7K
2.2K	54.4%	0.981	$215	2.2K	$1	-0.019	54.4%	8K
3.7K	61.2%	0.989	$265	2.1K	$0	-0.011	61.2%	9.4K
2.7K	68.2%	0.993	$315	2.1K	$0	-0.007	68.2%	7.9K
1.5K	75.0%	0.996	$365	2.0K	$0	-0.004	75.0%	6.8K
6K	81.1%	0.998	$415	2K	$0	-0.002	81.1%	10.2K
5.1K	86.4%	0.999	$465	1.9K	$0	-0.001	86.4%	5.4K

▸ 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.