deribit-options-monitor

deribit-options-monitor is a skill for Claude Code, Codex from lianyanshe-ai/deribit-options-monitor. It costs 135 tokens per session (2,549 once invoked), scanned A, original, MIT.

A Bitcoin and Ethereum options analysis tool for Deribit, a cryptocurrency derivatives exchange. It examines volatility, trades, suggested option sales, and maximum-pain prices.

In plain words
What is it for?
Use it to scan BTC and ETH options, analyze DVOL and realized volatility, compare realized and implied volatility, review sell-put or sell-call candidates, monitor large trades, and calculate maximum pain.
Why use it?
It gathers several market signals into one scan, including realized versus implied volatility and liquidity checks. This reduces the need to inspect separate option-market data manually, while still requiring the user to assess the risks.

Skill for Claude CodeCodex

Written for Claude Code and Codex: allowed-tools in frontmatter, but also agents/openai.yaml present.

Good fit Use it to scan BTC and ETH options, analyze DVOL and realized volatility, compare realized and implied volatility, review sell-put or sell-call candidates, monitor large trades, and calculate maximum pain.

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Install with agentmods
npx agentmods add skills/lianyanshe-ai/deribit-options-monitor/deribit-options-monitor
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add lianyanshe-ai/deribit-options-monitor --skill deribit-options-monitor
Clone the repo
git clone --depth 1 https://github.com/lianyanshe-ai/deribit-options-monitor

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for deribit-options-monitor

README.md
[![agentmods](https://agentmods.dev/badge/skills/lianyanshe-ai/deribit-options-monitor/deribit-options-monitor/github.svg)](https://agentmods.dev/skills/lianyanshe-ai/deribit-options-monitor/deribit-options-monitor)
Your own site
<a href="https://agentmods.dev/skills/lianyanshe-ai/deribit-options-monitor/deribit-options-monitor"><img src="https://agentmods.dev/badge/skills/lianyanshe-ai/deribit-options-monitor/deribit-options-monitor/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for deribit-options-monitor

Your own site · 80×15
<a href="https://agentmods.dev/skills/lianyanshe-ai/deribit-options-monitor/deribit-options-monitor"><img src="https://agentmods.dev/badge/skills/lianyanshe-ai/deribit-options-monitor/deribit-options-monitor.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 135 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 2,549 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00135 $0.02549
Opus 5 $0.00068 $0.01274
Sonnet 5 $0.00027 $0.00510
Haiku 4.5 $0.00014 $0.00255

Measured 12d ago against content hash 6a85d6851104, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

deribit-options-monitor scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 12d ago.

The scan reads SKILL.md. This mod also ships 2 executable files (__init__.py, deribit_options_monitor.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

deribit-options-monitor/SKILL.md · 275 lines

How it starts

The opening of the file, as written. The whole thing — 275 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Deribit Options Monitor Skill (v2.1)

使用 Deribit 公共 API 对 BTC/ETH 期权进行扫描、DVOL 健康度分析、RV/IV 择时、大宗成交监控和 Sell Put/Sell Call 收租机会筛选。

支持的币种

  • BTC (比特币)
  • ETH (以太坊)

功能模块

1. DVOL 信号分析

  • 基于 Z-Score 的波动率信号判断
  • 24h 趋势分析(上涨/下跌/震荡)
  • 置信度计算
  • 动态阈值(基于 30 天历史波动性自动调整)

2. RV 已实现波动率 & RV/IV 择时 (新增)

  • 计算 7d/30d/90d 年化已实现波动率
  • RV/IV 比值 判断期权贵贱,识别抄底窗口
    • RV/IV < 0.6 → 低 RV 高 IV,黄金卖波动率窗口
    • RV/IV > 1.2 → RV 超过 IV,警惕卖方风险

3. Sell Put 推荐

  • APR 排序推荐
  • 流动性过滤(bid-ask spread、open_interest)
  • 流动性评分(0-100 分)

4. Sell Call 推荐 (新增)

  • 与 Sell Put 对称设计,满足备兑开仓需求
  • 默认更保守参数(max_delta = 0.20)
  • 同样的流动性评分和 APR 排序
  • ⚠️ 报告中明确标注风险提示

5. 大宗异动监控

  • 机构流向标签识别(8 种标签)
  • 市场情绪分析
  • 重点合约标注
  • 警告信号检测

6. Max Pain 计算 (新增)

  • 自动计算当前交割周期的最大痛点价格

7. 现货价格

  • 实时获取 BTC/ETH 现货价格

工作流

默认顺序固定为:

  1. 并行执行:get_dvol_signal() + get_rv_signal() + get_large_trade_alerts()
  2. get_rv_iv_signal() 计算 RV/IV 交叉信号
  3. get_sell_put_recommendations() 扫描 Put 期权
  4. get_sell_call_recommendations() 扫描 Call 期权
  5. get_max_pain() 计算最大痛点
  6. run_scan() 聚合成完整结构化结果
  7. render_report(mode="report") 输出分析师报告

Python 用法

from pathlib import Path
import sys

skill_dir = Path("/path/to/deribit-options-monitor")
sys.path.insert(0, str(skill_dir))
from deribit_options_monitor import DeribitOptionsMonitor

monitor = DeribitOptionsMonitor()

# 健康检查
doctor = monitor.doctor()

# DVOL 信号
dvol_btc = monitor.get_dvol_signal(currency="BTC")

# RV 信号
rv_btc = monitor.get_rv_signal(currency="BTC")

# RV/IV 信号
rv_iv_btc = monitor.get_rv_iv_signal(currency="BTC")

# 大宗异动
flows_btc = monitor.get_large_trade_alerts(currency="BTC", min_usd_value=500000)

# Sell Put 推荐
ideas_btc = monitor.get_sell_put_recommendations(
    currency="BTC",
    max_delta=0.25,
    min_apr=15.0,
    max_spread_pct=10.0,
    min_open_interest=100.0
)

# Sell Call 推荐
call_ideas_btc = monitor.get_sell_call_recommendations(
    currency="BTC",
    max_delta=0.20,
    min_apr=15.0
)

# Max Pain
max_pain = monitor.get_max_pain(currency="BTC")

# 完整扫描
scan_btc = monitor.run_scan(currency="BTC")

# 报告生成
report = monitor.render_report(mode="report", scan_data=scan_btc)
alert = monitor.render_report(mode="alert", scan_data=scan_btc)
json_output = monitor.render_report(mode="json", scan_data=scan_btc)

Read the full file on GitHub · 275 lines

Files

What ships with it

5 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 12d ago First seen · 275 lines · 135 tokens per session scan A 6a85d6851104

Subscribe to this mod's changes

deribit-options-monitor is a skill published in the GitHub repository lianyanshe-ai/deribit-options-monitor (24 stars, last pushed 2mo ago), licensed MIT. It adds 135 tokens to every session and 2,549 once invoked, about $0.0007 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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