Trading Clock — when BTC sleeps and when it roars (2015–2026 study, post-ETF era)
computing…
00 UTC06121823 UTC
Buyer's Radar — when paying premium is statistically justified (backtested vs real Deribit IV, post-ETF)
DVOL (BTC 30d implied vol index)—
Shock day (|move| > 2.5× normal)—
computing…
Seller's Compass — directional premium selling, regime by regime (894 days backtested at real DVOL; put-side edge only)
Trend (MA100) & drawdown from 90d high—
Perp funding regime (7d avg, 180d percentile)—
RSI(14) — anti-signal gate—
computing…
Daily Desk — the 1DTE seller's calendar & clock (998 daily expiries backtested at real DVOL; settles 12:00 UTC / 5:30 PM IST)
Next daily expiry (12:00 UTC window)—
Hours to expiry / entry-clock advice—
Live 1-day ATM IV vs DVOL (edge already priced?)—
computing…
Short Strangle Builder (delta-targeted)
Sell PUT—
Sell CALL—
Total credit—
Breakevens—
Approx POP (1 − Σ|Δ|)—
Est. margin (Delta Ex. heuristic)—
Return on margin to expiry—
Credit / Expected-move ratio—
Option Chain — IV & Δ solved locally (Black-76 on Deribit marks)
Call mark $
Call IV
Call Δ
Call OI
Strike
Put OI
Put Δ
Put IV
Put mark $
Method. Chain marks from Deribit public API (1 call); IV inverted from mark via Black-76 bisection; deltas analytic.
Deribit IV transfers to Delta Exchange BTC options to within typical spread (same underlying, arb-linked), but always check Delta's own quote before firing.
POP is the delta approximation (risk-neutral, ignores skew drift). Margin heuristic: max(15% × spot − OTM distance, 7.5% × spot) + premium, per leg, strangle benefit 50% on the cheaper leg — verify in Delta's margin calculator.
Not financial advice. Short strangles carry unlimited risk; size so a 3σ move doesn't end your account.