A DELTA-NEUTRAL, options-based volatility-risk-premium (VRP) harvest on ETH Deribit weekly options, hedged with an ETHUSDT.BINANCE perp leg. This is a DELIBERATELY DIFFERENT FAMILY from the momentum/trend/reversion mechanisms that dominate (and mostly die in) the corpus: the edge is theta + vega decay of the volatility risk premium, not directional price prediction. Crypto options implied vol persistently exceeds subsequently-realized vol (a well-documented VRP), so systematically SELLING an out-of-the-money call + out-of-the-money put (a strangle) on the nearest weekly expiry, while holding the net delta near zero with a small perp hedge, collects premium that on average exceeds the realized movement. The corpus has ZERO options strategies of any kind (options quota target >=15%, current ~0%), so this is not a variant of anything in the failure graveyard: it is not funding cash-and-carry (L87), not premium-index fade (L85), not a basket (L68/L77/L88), not sub-hourly reversion (L89), not OI/funding-gated directional (L70/L71). It is also market-neutral (direction bucket, long_short/neutral under-represented) and cross-venue (Deribit + Binance, cross-venue quota >=15%). Entry is gated on IV being RICH relative to trailing realized vol so we only sell when the premium is actually there, which is the single most important knob and is deliberately the ONLY discretionary filter to keep the parameter surface small.