Retained incident replay

LLY liquidity is low relative to open interest

What happened

Two-sided depth within 1% is 3.80% of open interest.

Why it matters

This deterministic condition affected xyz:LLY on xyz. It is evidence to review, not proof that a loss or manipulation occurred.

Lifecycle

  • Status active; severity warning
  • Detected 2026-07-30T08:33:34.830Z
  • Current cycle 2026-09-23T04:31:22.345Z

Recommended action

Compare the current oracle, mark, liquidity, funding, exposure, coverage, and freshness before changing a position or operating decision.

Open xyz:LLY market evidence

Supporting evidence
{
  "depth100BpsUsd": 346703.60394,
  "openInterestNotionalUsd": 9132171.3672,
  "adequacyPercent": 3.796507862141687,
  "thresholdPercent": 5
}