Crypto Options Monitor (Deribit & Binance)

Overview

This skill analyzes BTC and ETH options data to find "Sell Put" (卖出看跌期权) opportunities. It provides side-by-side comparisons between Deribit (Coin-margined) and Binance (USDT-margined).

Key Improvements

1. Margin-based APR: APR is calculated as Premium / (Strike * Margin_Ratio), providing a realistic estimate of capital efficiency (Default Margin Ratio is 20%).
2. Aggregated Reporting: Use the aggregator script for unified side-by-side comparison.
3. Risk Analysis: Includes Gamma and Vega for monitoring risk acceleration.
4. Specific Strike Support: Allows filtering by specific strike price or strike range.

Execution Command (Unified Aggregator)

Always use the aggregator for a complete picture:

python C:\gemini\options_aggregator.py --currency BTC --min-dte 3 --max-dte 30 --max-delta 0.5

Advanced Parameters:

• --strike <price>: Filter for a specific strike (e.g., 64000).
• --strike-range <min>-<max>: Filter for a range (e.g., 60000-65000).
• --margin-ratio <float>: Adjust the margin requirement for APR calculation (default 0.2).
• --currency <BTC|ETH|SOL|XRP|BNB|DOGE>: Supports multiple assets (Binance).

Response Guidelines

1. Never dump raw JSON. Use the formatted table output from the aggregator.
2. Analyze Risk: Mention Gamma especially if price is close to strike.
3. Compare Platforms: Point out where the best "Real APR" exists, noting the settlement difference (USDT vs BTC).
4. Actionable Advice: For aggressive styles (Delta 0.3-0.5), highlight the highest APR options with decent liquidity (OI/Volume).