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.

Overview Levels Term Volatility Futures Chain Flow Whale Blocks Open Interest Skew Heat Cross-venue Calculator TradFi (ETF)Glossary

BTC ETH

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 · 87 days

spot $2,415 · call OI 28.2K · put OI 39.5K

CALL				STRIKE	PUT
OI	IV	Δ	Mark	·	Mark	Δ	IV	OI
7.1K	52.2%	0.324	$114	2.8K	$500	-0.676	52.2%	130
4.9K	51.8%	0.376	$138	2.7K	$424	-0.624	51.8%	180
5.4K	51.4%	0.432	$168	2.6K	$353	-0.568	51.4%	270
2.3K	51.1%	0.494	$203	2.5K	$288	-0.506	51.1%	1.9K
2K	50.9%	0.559	$245	2.4KATM	$230	-0.441	50.9%	2.5K
2.9K	51.0%	0.625	$295	2.3K	$180	-0.375	51.0%	1.2K
1.2K	51.3%	0.691	$352	2.2K	$138	-0.309	51.3%	1.5K
1.5K	51.6%	0.722	$384	2.1K	$119	-0.278	51.6%	958
200	51.9%	0.751	$418	2.1K	$103	-0.249	51.9%	1.5K
200	52.3%	0.779	$453	2.0K	$89	-0.221	52.3%	1.8K
459	52.8%	0.805	$491	2K	$76	-0.195	52.8%	21.6K
100	53.4%	0.83	$529	1.9K	$65	-0.17	53.4%	6.1K

▸ 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.