deribit eth options recap. 2026-06-07.

put/call oi ratio: 0.52. calls dominate open interest by a wide margin. put/call volume ratio: 0.97. nearly balanced flow today, call and put volume both at $0.9m.

nearest expiry 8jun26. max-pain at $1,625. atm iv 82.3%. spot at $1,672, sitting above max-pain.

falsifiable: if spot holds above $1,650 into expiry, dealer hedging flips from gamma-neutral to delta-negative as call open interest forces dealers to sell spot into strength.

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