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 · 17 days

spot $2,412 · call OI 39.8K · put OI 43.3K

CALL				STRIKE	PUT
OI	IV	Δ	Mark	·	Mark	Δ	IV	OI
2.4K	54.1%	0.082	$10	2.9K	$448	-0.918	54.1%	·
2.9K	52.9%	0.102	$13	2.8K	$401	-0.898	52.9%	·
1.7K	51.8%	0.128	$16	2.8K	$354	-0.872	51.8%	·
5.3K	50.8%	0.161	$21	2.7K	$309	-0.839	50.8%	10
3.2K	49.8%	0.202	$28	2.6K	$266	-0.798	49.8%	198
5.5K	49.0%	0.252	$36	2.6K	$224	-0.748	49.0%	1K
6K	48.3%	0.312	$47	2.5K	$185	-0.688	48.3%	1.2K
2.1K	47.8%	0.381	$62	2.5K	$150	-0.619	47.8%	10.9K
4.4K	47.3%	0.458	$80	2.5K	$118	-0.542	47.3%	4.4K
5.5K	47.1%	0.539	$102	2.4KATM	$90	-0.461	47.1%	2.1K
752	47.0%	0.621	$129	2.4K	$67	-0.379	47.0%	1.6K
128	47.3%	0.699	$161	2.3K	$49	-0.301	47.3%	5.1K
·	47.7%	0.769	$197	2.3K	$35	-0.231	47.7%	6.1K
4	48.5%	0.827	$236	2.2K	$24	-0.173	48.5%	2.3K
·	49.5%	0.873	$279	2.1K	$17	-0.127	49.5%	3.3K
·	50.9%	0.909	$323	2.1K	$12	-0.091	50.9%	2.2K
·	52.5%	0.934	$370	2.0K	$8	-0.066	52.5%	1.8K
·	54.5%	0.953	$417	2K	$6	-0.047	54.5%	1.2K

▸ 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.