Retained incident replay

MRNA liquidity is low relative to open interest

What happened

Two-sided depth within 1% is 4.57% of open interest.

Why it matters

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

Lifecycle

  • Status resolved; severity warning
  • Detected 2026-08-27T14:07:16.150Z
  • Current cycle 2026-09-21T02:35:11.985Z
  • Resolved 2026-09-21T02:35:56.820Z

Recommended action

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

Open xyz:MRNA market evidence

Supporting evidence
{
  "depth100BpsUsd": 122295.29370000001,
  "openInterestNotionalUsd": 2677078.1640000003,
  "adequacyPercent": 4.56823769079908,
  "thresholdPercent": 5
}