A DEFINED-RISK, short-volatility options structure on Deribit BTC monthly options that harvests crypto's structurally positive volatility risk premium (VRP) — the SAME mechanism the factory already validated with 'EthDeribitMonthlyIronCondorVrpIvRankTrendFiltered', but on a DIFFERENT underlying (BTC, not ETH), a DIFFERENT and simpler structure (a two-leg bull put credit spread, not a four-leg condor), and DIFFERENT from the in-pipeline 'BtcDeribitWeeklyCashSecuredPutWriteVrpTrendGated' (that is a WEEKLY single naked-ish put; this is a MONTHLY DEFINED-RISK vertical spread whose long wing hard-caps the tail). Fills the two most under-target quota buckets simultaneously: options venue (DERIBIT is 3.7% vs the >=15% combined-options target) and non-long-only exposure (the book is 84.2% long_only; a premium-selling spread is a fundamentally different, mostly delta-light payoff). The trade: once per month near the Deribit monthly rotation, SELL 1 out-of-the-money put at ~25-delta and BUY 1 further-OTM put at ~10-delta on the nearest monthly expiry with 20-40 DTE, collecting a net credit. Max loss is capped at (strike width - credit), so this is NOT a naked short-vol book and cannot suffer the unbounded tail that kills undefended premium selling. Critically, entry is CONDITIONAL — VRP is positive ON AVERAGE but goes sharply negative in crashes, so unconditional put selling blows up. The two gates are (1) IV RANK high (options are RICH, so the premium collected genuinely over-compensates for realized risk) and (2) a TREND FILTER that blocks entry when BTC is in a confirmed downtrend (do not sell puts into a falling knife). NO delta hedging, NO per-bar rehedging — the prior 'BTC Weekly Delta-Hedged Short Strangle' died on a 300s smoke-test timeout from continuous rehedge bookkeeping; here there is no perp leg to hedge, all IV/expiry series are precomputed into sorted arrays in __init__ and read by bisect, and the decision cadence is once per day, so per-bar cost is O(1). Low frequency (~10-16 trades/year, hold to ~7 DTE or target) means the ~0.06% Deribit round-trip fee is negligible against a credit measured in whole percent of strike width.