EVERY THURSDAY · BEFORE THE 08:00 UTC FRIDAY EXPIRY
One page before every Deribit expiry
Max pain on two exchanges, the market maker corridor, the open interest walls, the gamma flip and the biggest whale structure on that expiry. Then on Friday we print whether it held.
The market maker corridor and where spot sits in it
Top put and call walls by open interest
Gamma flip and our dealer gamma estimate
The largest block structure on the expiry, legs and size, no names
Friday result: held or missed, same space for both
Our record
452 expiries since February. The corridor held 81% (368). Max pain hit exactly 37% (169). A naive band of the same width around the previous day held 89%, and we say so. Open the full ledger
Brief
Free
0
The same brief, published after the expiry settles. Plus the Friday result.