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 · 24 days

spot $2,412 · call OI 187.5K · put OI 188K

CALL				STRIKE	PUT
OI	IV	Δ	Mark	·	Mark	Δ	IV	OI
26.1K	52.0%	0.144	$22	2.8K	$410	-0.856	52.0%	3.9K
32.5K	49.4%	0.296	$53	2.6K	$241	-0.704	49.4%	9.5K
37.5K	48.5%	0.54	$124	2.4KATM	$112	-0.46	48.5%	24.8K
17.2K	48.9%	0.671	$181	2.3K	$69	-0.329	48.9%	13.2K
18.7K	50.1%	0.784	$252	2.2K	$40	-0.216	50.1%	15.2K
20.7K	52.2%	0.867	$335	2.1K	$23	-0.133	52.2%	95.7K
34.8K	55.1%	0.92	$425	2K	$13	-0.08	55.1%	25.8K

▸ 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.