Educational content, not investment advice. Crypto-asset values fluctuate.

Modulis 5 · Options
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Deribit — the options exchange

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The Deribit links in this lesson are affiliate links. They cost you nothing extra, but the platform pays us a commission. It helps keep the school free.

Why Deribit?

Deribit

Deribit is the largest crypto options exchange in the world — it concentrates most of the total crypto options trading volume. The exact market share shifts as competitors grow, but for SOL options it's currently the main venue.

Once you understand this one exchange, managing the entire options side of your strategy yourself — from buying protection to earning premium — becomes possible.

⚠️

Deribit is a centralized exchange (CEX). Your money sits in an exchange account — not in your own wallet. That carries a risk: the exchange could, in theory, fail. So we keep only the insurance budget here, not the whole portfolio.

Which options are available?

SOL options are growing quickly in popularity. For our strategy, the liquidity is sufficient.

How does settlement work?

Deribit uses cash settlement:

It's simple — you just receive (or pay) the cash difference.

What do you see in the options table?

When you open the Deribit options page, you see these columns:

ColumnWhat it showsExample
Mark PriceThe option's current price$6.50 per contract
IV (implied volatility)The market's expected volatility, in percent74%
DeltaHow much the option's value changes when SOL rises $1-0.42
ThetaHow much value it loses per day-$0.0163 per contract
Bid / AskThe buy and sell prices$6.40 / $6.60
VolumeHow many trades happened today150
Open InterestHow many open positions exist2,400

In the example — our strategy's Long Put $90. SOL options are quoted in dollars (BTC options are quoted in bitcoin itself).

The Greeks shown are PER CONTRACT

In the Deribit table, delta and theta are per-contract figures. To get the position-level number, multiply by quantity: 200 contracts × (-0.42) = -84 delta, 200 × (-$0.0163) ≈ -$3.25 per day. These are the position-level numbers used in the other lesson examples.

Bid/Ask spread — the gap between the buy and sell price. The smaller it is, the better for you. In the example: ($6.60 − $6.40) / $6.50 ≈ 3%.

Account structure

Your Deribit account has these elements:

ElementWhat it means, in plain terms
EquityYour account's total value
Initial MarginHow much is needed to open a new position
Maintenance MarginHow much you need to keep the position from being closed
Available BalanceHow much free cash you can use

Your first trade — step by step

Here's what the process looks like technically on the exchange. This is an explanation, not a prompt to open a position: every options exercise in this course stays paper-only, and the decision to trade is entirely yours.

  1. Sign up — create an account at deribit.com, you'll go through identity verification
  2. Transfer funds — send USDC (or BTC) to your Deribit account
  3. Go to options — select the "SOL Options" menu
  4. Pick a date — choose an expiry roughly 120 days out
  5. Find the strike — locate the price you want in the table
  6. Pick the type — the Call or Put column
  7. Open the order — choose Buy or Sell, set the quantity
  8. Limit order — set the price between bid and ask (never use a market order)
  9. Confirm — review and confirm the trade

Order types

Order typeWhen to use itRisk
Limit (set-price order)Always (recommended)May have to wait, but you control the price
Market (current-price order)Only for very urgent casesCould buy at too high a price
Stop-Limit (automatic stop order)Automatic position closingMay not trigger during a sharp move

Why only limit orders?

In the options market, the bid/ask spread can run 3-5%. A market order buys at the most expensive price — you'd lose 3-5% instantly. Always use a limit order at the midpoint price and wait patiently.

How Deribit is used in our strategy

Two different bases — don't mix them up

In the portfolio, the collateral we hold is 126 SOL. The numbers in the options rows (200, 100, 50) are contract quantities, not the portfolio size (1 contract = 1 SOL). So whenever you calculate P&L, always state which base you're using: portfolio value is calculated from 126 SOL, while an option's payout is calculated from that option's own contract quantity.

What it costs:

Deribit API integration

Our platform pulls data from Deribit automatically:

Nothing needs to be calculated by hand — the platform keeps everything updated itself.

Next step: now let's take a closer look at how a Put option works as portfolio insurance.

Quick check
How does settlement work on the Deribit exchange?
Practice task
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Explore the Deribit options table

Before you ever place a real trade, you need to be able to judge liquidity. This paper exercise (~15 min) teaches you to read the bid/ask spread and Open Interest — no signup, no purchases.

We're looking and calculating, NOT trading. No signup, no transfers — this is a learning exercise.

This is learning, not investing — use only small amounts you treat as tuition.

You just learned to read an options table and judge spread cost — a skill most crypto users never pick up.