Bityield — Development skill for Claude Code
OpenClaw agent skill for options volatility trading — BitYield framework (Vol Surface, Risk Reversal, Butterfly).
How to install Bityield
This entry records only its repository, not the path inside it, so there is no
exact command to give. Open ErlebnisW/bityield and copy the folder into
~/.claude/skills/, or the file into ~/.claude/agents/.
What Bityield does
OpenClaw agent skill for options volatility trading — BitYield framework (Vol Surface, Risk Reversal, Butterfly).
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README
bityield — Options Volatility Skill (BitYield Framework)
An OpenClaw agent skill for analyzing and trading options volatility using the **BitYield** three-dimensional framework. Covers BTC options on Deribit and equity options (NVDA, AAPL, TSLA, META, AMZN, GOOGL, MSFT, etc.).
What This Skill Does
- Real-time Vol Surface analysis: Fetch ATM IV, 25d Risk Reversal, 25d Butterfly across expiries
- Multi-ticker skew scanner: Rank equity options by skew and kurtosis premium simultaneously
- Position calculator: Entry price, net premium, Greeks (Delta/Gamma/Vega/Theta/Vanna), Delta hedge ratio, and P&L scenarios at expiry
- Strategy explainer: Full BitYield framework (Variance → Skewness → Kurtosis), backtest metrics, prerequisites skill tree
Strategy Overview
BitYield decomposes options premium into three statistical moments and harvests each independently:
| Dimension | Instrument | Signal |
|---|---|---|
| Variance | Straddle | Avoid (unbounded in extremes) |
| Skewness | Risk Reversal | 25d RR < −5% → entry signal |
| Kurtosis | Butterfly | 25d BF > 2% → layer on top |
**Backtest performance (Aug 2025 – Feb 2026, including Oct/Feb extreme moves):**
| Version | Sharpe | Calmar | Max DD |
|---|---|---|---|
| Skew only | 1.24 | 3.50 | −1,169 |
| Skew + Kurtosis V1 | 3.47 | 7.79 | −1,003 |
| Skew + Kurtosis V2 | 5.09 | 19.70 | −750 |
Skill Structure
bityield/
├── SKILL.md # Agent trigger + workflow guide
├── README.md # This file
├── references/
│ ├── strategy-core.md # BitYield strategy deep-dive
│ └── vol-surface-guide.md # Vol Surface construction & operations
└── scripts/
└── fetch_vol_surface.py # Live BTC Vol Surface from Deribit APIQuick Start
BTC Vol Surface (live)
pip install requests scipy
python3 scripts/fetch_vol_surface.pySample outp
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