ETH Bounded Option-Skew Convergence with a Hyperliquid Delta Hedge

Hypothesis

Test whether unusually asymmetric ETH option insurance demand subsequently normalizes. Buy the relatively cheap Deribit option wing through a debit vertical and sell the expensive wing through a protected credit vertical, all at one expiry. Hedge the resulting delta with ETHUSD.HYPERLIQUID. Use completed 4-HOUR bars and actual overlapping historical coverage. Extend RollingOptionsStrategy directly; its chain resolver adds every concrete historical option instrument id to extra_instruments and persists those ids. ETH-PERPETUAL.DERIBIT supplies only its own primary bars and is never traded. Continuous-market orders execute at the signal close, the registered equivalent of next-bar-open execution. This is original autonomous research, not a source port. Fee references: [Deribit standard fees](https://support.deribit.com/hc/en-us/articles/25944746248989-Fees) and [Hyperliquid fees](https://hyperliquid.gitbook.io/hyperliquid-docs/trading/fees). Assume no combo discounts.