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 · 115 days

spot $2,415 · call OI 119K · put OI 46.5K

CALL				STRIKE	PUT
OI	IV	Δ	Mark	·	Mark	Δ	IV	OI
15.6K	52.2%	0.359	$148	2.8K	$533	-0.641	52.2%	3.7K
620	51.8%	0.405	$174	2.7K	$459	-0.595	51.8%	110
43.8K	51.6%	0.456	$205	2.6K	$390	-0.544	51.6%	1.3K
11.1K	51.4%	0.509	$241	2.5K	$326	-0.491	51.4%	6.1K
18.6K	51.3%	0.565	$283	2.4KATM	$268	-0.435	51.3%	4.6K
1.6K	51.5%	0.623	$331	2.3K	$217	-0.377	51.5%	7.3K
13.7K	51.8%	0.679	$387	2.2K	$172	-0.321	51.8%	7.6K
2.8K	52.3%	0.733	$449	2.1K	$135	-0.267	52.3%	5.5K
11K	53.1%	0.783	$518	2K	$104	-0.217	53.1%	10.2K

▸ 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.