A DEFINED-RISK, LONG-PREMIUM, single-venue DIRECTIONAL options strategy on BINANCE_OPTIONS BTC weekly contracts. This deliberately fills the empty options bucket (BINANCE_OPTIONS = 0.0% of 2997 experiments; quota target >=15% combined options) while routing around every prior options death: it is NOT short vol (so it cannot draw the Deribit short-straddle/strangle risk_reject/no_edge deaths), it is NOT a slow monthly single-leg roll (the ETH Deribit ~30-delta monthly/biweekly long-convexity died data_wall on only 12 trades), and it trades the option legs directly on a weekly cadence (the ETH covered call died with 0 option trades). Each Monday (or first available weekly expiry ~7 DTE), read the primary BTC trend: sign of a slow momentum measure on the underlying (e.g. price vs a ~8-week EMA, or 8-week return sign). If UP, BUY a call debit spread (long ~25-delta call, short ~12-delta call, same weekly expiry); if DOWN, BUY a put debit spread (long ~25-delta put, short ~12-delta put). The short wing finances part of the long leg, cutting theta bleed roughly in half versus a naked long option and capping the premium at risk — which is exactly why the naked monthly convexity trade bled out and had too few trades. Enter ONLY when option IV rank is LOW (short-dated ATM IV in the bottom ~40% of its trailing 8-week range) so convexity is bought cheap and the positive-VRP headwind (crypto IV usually > RV) is smallest. Hold to expiry or exit early on a defined profit/stop, then roll into the next weekly. This produces a POSITIVELY-SKEWED payoff (small capped losses when the trend chops, large capped wins on the fat-tailed weekly BTC trend legs) that can survive where the LINEAR 4H/daily momentum re-skins (L91) and the short-vol harvests (L87) cannot, because the loss side is bounded and the win side rides the fat right tail of BTC weekly returns.