How Are Futures Delivery Prices and Option Strike Prices Calculated?

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Understanding Futures Delivery and Option Strike Pricing Mechanisms

When coin-margined delivery futures, USDT-margined delivery futures, or coin-based options contracts reach expiration, the platform calculates the final settlement price using a weighted average of the index price during the last hour before expiration. This becomes:

The platform then executes cash settlements for all contract holders, transferring any profits or losses directly to user accounts. Any unfilled orders are automatically canceled, and all positions are settled at this calculated price.

👉 Master advanced contract trading strategies to optimize your settlement outcomes.

Key Operational Details:


Lesson 4: Decoding Latest Price vs. Index Price vs. Mark Price

Trading interfaces display three critical pricing metrics with distinct functions:

  1. Latest Transaction Price: Real-time execution price from the order book.
  2. Index Price: Weighted average from multiple major exchanges, serving as the benchmark for contract settlements.
  3. Mark Price: Used for liquidation calculations to prevent market manipulation.

👉 Essential trading terminology explained for sharper decision-making.


Technical Analysis: Identifying Market Tops with Head-and-Shoulders Pattern

Pattern Structure:
Resembling a human silhouette, this reversal pattern forms after an uptrend with:

Trading Implication:
A confirmed breakdown below the "neckline" signals potential trend reversal—a critical exit point for long positions.


Strategy Deep Dive: Spot Martingale System

Core Principles:

Critical Considerations:


Optimizing Network Stability Through DNS Configuration

Step-by-Step Guide for Windows/Mac:

  1. Windows 10/8.1:

    • Navigate to Control Panel > Network and Internet > Network Sharing Center
    • Select "Change adapter settings" > Modify IPv4 DNS entries
  2. MacOS:

    • System Preferences > Network > Advanced > DNS tab

Recommended DNS providers: Cloudflare (1.1.1.1) or Google (8.8.8.8).


Arbitrage Order Strategies Explained

Why Arbitrage Matters:

Execution Methods:
Simultaneous buy/sell orders across correlated instruments when spreads exceed historical norms.


Crypto Options 101: Risk-Managed Derivatives

Unique Advantages:

Ideal For: Traders seeking leverage without liquidation risks.


Frequently Asked Questions

Q: How often are delivery prices recalculated during the final hour?

A: The platform uses continuous weighted averaging, not discrete snapshots.

Q: Can negative balances persist after risk reserve coverage?

A: No—the fund fully neutralizes negative equity post-settlement.

Q: What's the minimum capital for Martingale strategies?

A: Depends on asset volatility, but typically 10x expected drawdown.

Q: Do arbitrage opportunities exist in efficient markets?

A: Rarely—most appear during liquidity crises or technical disruptions.

Q: How do options provide "automatic" stop-loss?

A: Buying puts/caps defines maximum loss at trade entry.


Disclaimer: This content is for educational purposes only and does not constitute financial advice. Crypto trading involves substantial risk—consult qualified professionals before acting. © 2025 OKX. Licensed redistribution requires attribution.