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 · 297 days

spot $2,415 · call OI 12.6K · put OI 9.2K

CALL				STRIKE	PUT
OI	IV	Δ	Mark	·	Mark	Δ	IV	OI
809	56.4%	0.485	$352	2.8K	$737	-0.515	56.4%	1.4K
3.1K	56.3%	0.543	$415	2.6K	$600	-0.457	56.3%	3.6K
2.6K	56.4%	0.605	$490	2.4KATM	$476	-0.395	56.4%	1.9K
1.4K	56.7%	0.669	$580	2.2K	$366	-0.331	56.7%	443
1.1K	56.9%	0.701	$631	2.1K	$316	-0.299	56.9%	340
3.7K	57.3%	0.733	$686	2K	$271	-0.267	57.3%	1.5K

▸ 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.