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 · 206 days

spot $2,412 · call OI 21.5K · put OI 17.5K

CALL				STRIKE	PUT
OI	IV	Δ	Mark	·	Mark	Δ	IV	OI
7K	54.1%	0.434	$252	2.8K	$640	-0.566	54.1%	6.5K
3.4K	53.9%	0.507	$314	2.6K	$502	-0.493	53.9%	707
2.9K	54.0%	0.585	$392	2.4KATM	$381	-0.415	54.0%	2.5K
3.6K	54.5%	0.666	$489	2.2K	$277	-0.334	54.5%	1.1K
4.6K	55.5%	0.745	$605	2K	$193	-0.255	55.5%	6.6K

▸ 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.