Volatility-risk-premium harvest on DERIBIT BTC weekly options, delta-hedged with BTCUSDT.BINANCE perpetual futures. Every Friday at 09:00 UTC (the hour after Deribit weekly settlement at 08:00 UTC), open a fresh short strangle on the new weekly BTC option chain: sell 1 OTM call near the +6% strike and sell 1 OTM put near the -6% strike (both approximately 20-delta at-entry). Simultaneously open an offsetting BTC perp position on BINANCE sized to neutralize the initial portfolio delta. Hold the structure for 7 days until the options expire (or close early on profit-target / loss-stop). Re-hedge delta once per day at 09:00 UTC if portfolio delta drifts outside ±0.10. Fills FOUR genuine portfolio gaps simultaneously that none of my four prior hypotheses (EthSpotPerpFundingCarry, SolFundingExtremeCounter, BtcSharpMoveVolumeReversal, EthBtcRatioPairs) addressed: (1) DERIBIT options venue (currently 0.2% — only 2 of 939 experiments); (2) cross-venue scope using DERIBIT + BINANCE for the hedge (currently 3.4% vs ≥15% target); (3) options mechanism class (effectively zero in current portfolio); (4) the `deribit_greeks_IV` supplementary data stream (entirely untouched across all 939 experiments). Mechanism is structurally orthogonal to every prior hypothesis: this is a volatility-risk-premium harvest, not a directional, mean-reversion, or funding-rate trade. ~50 weekly cycles per year × 4 years of usable Deribit weekly options data (Deribit weeklies have existed since 2019) ≈ 200 trade cycles, well above the 100-trade walk-forward floor that killed ADA daily.