链研社|AI First🔶💧|Apr 04, 2026 14:33
Built a Deribit options tool to make it easier to scoop bottoms by selling options. Forget about the exchange's dual-currency investments—why not DIY? This tool uses Deribit's open API to find suitable options to sell, filtering for good APR and liquidity. It also uses data to roughly assess whether current volatility is historically high or low, when it's cost-effective to sell options, and where the smart money is heading.
GitHub repo: lianyanshe-ai/deribit-options-monitor
Monitors the BTC/ETH options market on Deribit and designs strategies with the following features:
1. DVOL Volatility Analysis
- Calculates the Z-Score of the DVOL volatility index to determine high/low volatility ranges.
- Dynamically adjusts thresholds based on market trends, with confidence level evaluations for easier decision-making.
- Backtracks historical volatility trends.
2. Smart Recommendations for Selling Puts
- Scans the entire options market and ranks contracts by annualized percentage yield (APR) to recommend the best ones.
- Automatically excludes options with poor liquidity or unreasonable risk-reward ratios to reduce operational risks.
3. Block Trade Anomaly Monitoring
- Tracks large Call/Put order flows to identify whale activity.
- Analyzes shifts in market sentiment between bullish and bearish.
- Allows for setting up monitoring alerts, with automatic notifications for abnormal volatility.
#Crypto #OptionsTrading #Deribit $BTC $ETH
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