ETH Deribit Underpriced Terminal Density: Defined-Debit Weekly Call Butterfly

Hypothesis

Derived by the Research Lead from [Quantuple's butterfly payoff explanation](https://quant.stackexchange.com/a/28014): test whether a weekly ETH call butterfly is underpriced relative to an empirical physical terminal-price distribution. The source supplies the bounded +1/-2/+1 call payoff, not a trading strategy or evidence of profitability. Use RollingOptionsStrategy directly, actual historical option contracts, and ETH-PERPETUAL.DERIBIT-4-HOUR-LAST-EXTERNAL as the untraded primary clock. Market orders execute at completed signal-bar closes, the registry's equivalent of next-bar-open execution on continuous markets. Request 1095 days of overlapping history and report actual coverage. Predicted frequency is 10–20 structures annually, without a performance pre-study.