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 · 59 days

spot $2,412 · call OI 55K · put OI 44.4K

CALL				STRIKE	PUT
OI	IV	Δ	Mark	·	Mark	Δ	IV	OI
5.7K	51.5%	0.268	$73	2.8K	$462	-0.732	51.5%	2.3K
7K	50.9%	0.326	$94	2.7K	$383	-0.674	50.9%	330
8.4K	50.4%	0.393	$121	2.6K	$309	-0.607	50.4%	7.1K
6.4K	50.0%	0.468	$155	2.5K	$243	-0.532	50.0%	2.2K
3.4K	49.8%	0.549	$197	2.4KATM	$185	-0.451	49.8%	1.4K
6.4K	49.9%	0.632	$249	2.3K	$137	-0.368	49.9%	2.8K
4.4K	50.3%	0.711	$310	2.2K	$98	-0.289	50.3%	6.9K
2.3K	50.6%	0.748	$344	2.1K	$82	-0.252	50.6%	4.3K
5.2K	51.0%	0.782	$380	2.1K	$68	-0.218	51.0%	6.1K
1.8K	51.5%	0.813	$418	2.0K	$56	-0.187	51.5%	3.6K
2.4K	52.2%	0.841	$458	2K	$46	-0.159	52.2%	4.3K
1.4K	52.9%	0.866	$500	1.9K	$38	-0.134	52.9%	3.1K

▸ 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.