ETH Volatility-Persistence Reverse Call Butterfly: Defined-Risk Weekly Dispersion

Original autonomous research: test whether a recent increase in ETH realized volatility predicts continued terminal dispersion that weekly option prices understate. Sell one lower-strike call, buy two center-strike calls, and sell one upper-strike call, all at one expiry with equally spaced strikes. This reverse butterfly earns a credit and benefits from ending outside the central loss region; it is not an unbounded long straddle. Extend RollingOptionsStrategy directly. ETH-PERPETUAL.DERIBIT supplies the untraded 4-HOUR primary clock; ETHUSD.HYPERLIQUID supplies synchronized 4-HOUR signal returns only. Discover historical ETH weekly calls with rolling_options, dte_target=7, offsets -0.08/0/+0.08, then validate actual strike geometry. Every resolved full option id must be appended to instruments/extra_instruments and the persisted execution contract before verification. The listed reference instruments are clocks and signal sources, never substitute trades. Market decisions fill at the signal close, the supported continuous-market equivalent of next-bar-open execution. No hedge-mode, atomic spread fills, selectable same-bar policy, or exchange-hosted protection is required. Use all available overlapping actual option history without an arbitrary lookback cap. Fee assumptions are conservative research budgets, checked against the underlying-notional fee basis in [Deribit Fees](https://support.deribit.com/hc/en-us/articles/25944746248989-Fees).