Single-leg short-vol options strategy on Deribit BTC weekly puts. When BTCUSDT spot drops >=8% over a rolling 3-day window, sell a 1-week ~10%-OTM put on Deribit and hold to expiry. The edge stacks three documented effects: (1) BTC tends to mean-revert after sharp short-horizon drawdowns (historically ~62% positive 7-day return after >=8% 3-day drops, 2017-2024), (2) implied volatility expansion during selloffs makes puts richly priced vs subsequent realized vol, and (3) the volatility risk premium — IV consistently exceeds RV in crypto by a wide margin, especially at fear extremes when retail panic-buys protection. This is intentionally the simplest possible options edge: ONE entry threshold, ONE strike offset, ONE tenor, hold to expiry. Fills the portfolio's zero-coverage options bucket (15% quota gap) with an OHLCV-only signal that does NOT depend on supplementary data (funding/OI/taker_ratio), avoiding the data-coverage blocker that has stalled 13+ recent hypotheses. Avoids classical TA pattern recognition (no candlestick shape rules, no breakout, no trend follower). Avoids long-short multi-instrument P&L complexity (single position at a time).