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 · 4 days

spot $2,412 · call OI 14K · put OI 7K

CALL				STRIKE	PUT
OI	IV	Δ	Mark	·	Mark	Δ	IV	OI
10	64.0%	0.02	$1	2.8K	$339	-0.98	64.0%	·
2.3K	59.7%	0.029	$2	2.7K	$290	-0.971	59.7%	·
251	55.6%	0.045	$2	2.6K	$241	-0.955	55.6%	·
994	51.8%	0.074	$4	2.6K	$192	-0.926	51.8%	·
324	50.0%	0.096	$5	2.6K	$168	-0.904	50.0%	·
631	48.4%	0.126	$7	2.5K	$145	-0.874	48.4%	·
500	46.9%	0.166	$10	2.5K	$123	-0.834	46.9%	·
947	45.6%	0.219	$13	2.5K	$102	-0.781	45.6%	576
1.4K	44.5%	0.285	$18	2.5K	$82	-0.715	44.5%	·
4.4K	43.6%	0.365	$25	2.5K	$64	-0.635	43.6%	880
1K	43.0%	0.457	$35	2.4K	$48	-0.543	43.0%	1.8K
1.1K	42.5%	0.555	$46	2.4KATM	$35	-0.445	42.5%	1.2K
160	42.5%	0.651	$61	2.4K	$24	-0.349	42.5%	813
·	42.8%	0.738	$78	2.4K	$17	-0.262	42.8%	301
·	43.5%	0.809	$98	2.3K	$11	-0.191	43.5%	·
·	44.6%	0.865	$119	2.3K	$7	-0.135	44.6%	611
·	47.8%	0.933	$165	2.3K	$3	-0.067	47.8%	310
·	52.2%	0.965	$213	2.2K	$2	-0.035	52.2%	514

▸ 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.