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Binance Options SOL Weekly Cash-Secured OTM Put-Write — Single-Leg VRP Harvest, Realized-Vol-Relative Premium Gate (No Greeks Dependency, 3-Parameter)

Hypothesis

Single-leg, fully cash-collateralized put-writing on BINANCE_OPTIONS SOL weeklies. Two firsts: (1) BINANCE_OPTIONS has ZERO strategies in 1469 experiments despite 1486+ listed contracts and an explicit options quota — it is the single emptiest venue in the book; (2) SOL is a new underlying for this family, unavailable on Deribit (BTC/ETH only), where all four put-write cells are now taken. Strictly ONE leg — no spreads, no wings, no hedge (L2 compliant). The key design change versus the Deribit siblings: the entry gate uses OBSERVED OPTION PREMIUM measured against REALIZED vol, not implied vol or greeks. deribit_greeks_IV is Deribit-specific, so an IV-based gate on Binance options would be a data_unavailable risk; premium-as-%-of-strike comes straight off the option bar and realized vol comes off underlying OHLCV, so this needs only data that certainly exists. Kept deliberately brief — three of my recent proposals died to token_budget_exceeded from over-specification.

Backtest and paper results are hypothetical. Trading involves risk of loss.