Derived by the Research Lead from Imran Lakha's Deribit Insights article: test whether ETH volatility accelerating relative to BTC creates underpriced ETH convexity. The article discusses ETH/BTC option-volatility spreads in relation to realized spreads; it supplies no executable rules or profitability evidence. Source: [Options Dynamics: Reading the Signals in BTC and ETH](https://insights.deribit.com/industry/options-dynamics-reading-the-signals-in-btc-and-eth/). Buy an ETH weekly reverse iron condor: long the nearer-ATM call and put, short further-OTM call and put, all at one expiry. Use ETH-PERPETUAL.DERIBIT's own completed 4-HOUR bars as the untraded primary clock and BTCUSD.HYPERLIQUID synchronized 4-HOUR bars as an untraded reference. Extend RollingOptionsStrategy directly and use its historical ETH chain expansion; distinguish same-kind legs by strike, rather than a single C/P side map. Persist every resolved concrete option instrument ID in extra_instruments and the hypothesis execution manifest. The listed instruments are fixed clock/reference instruments; the options_universe specification below identifies the required dynamically resolved traded legs. No fixed expired option is a trading anchor. Ordinary continuous-market orders execute at signal-bar close, the registry's equivalent of next-bar-open execution. No atomic combo, independent opposing positions in one instrument, selectable same-bar policy, exchange-hosted protection, or inverse-perp sizing is required. Request up to 730 days and report actual synchronized chain coverage; historical underlying prices do not extend the option evidence span. Predict 15-25 qualifying weekly structures per covered year, not a daily scalping strategy.