feat(cli): comando option-chain (trigger + analyze) per la catena opzioni

Espone direttamente da CLI le due operazioni più utili sui dati di
``option_chain_snapshots`` raccolti dal cron settimanale:

- ``cerbero-bite option-chain trigger`` — esegue UNA volta il
  collector della catena. Riusa la stessa pipeline schedulata (cron
  ``55 13 * * MON``) ma on-demand. Utile per popolare il DB senza
  aspettare lunedì.
- ``cerbero-bite option-chain analyze [--bias bull_put|bear_call]`` —
  legge l'ultimo snapshot, simula il selector di strike
  (``select_strikes``) con la strategy passata e stampa una tabella
  con: short/long strike, delta, width, credito reale, ratio
  credit/width, e PASS/FAIL del gate ``credit_to_width_ratio_min``.

Il comando ``analyze`` rende immediatamente actionable la catena
appena raccolta: invece di stime ex-ante via Black-Scholes (modulo
``core/backtest.py``), legge i mid REALI di Deribit e dice "il rule
engine aprirebbe questo trade qui? credit/width ratio passa o no?".

Esempio di output sui primi snapshot raccolti (regime ETH ~2200,
DTE ~14g):

    Snapshot del 2026-05-01T20:53:49 — 21 quote totali
    Il rule engine NON aprirebbe trade con questa catena
    (no strike compatibile coi gate delta/distance/width/credit-ratio).

Conferma empirica del messaggio del documento ``13-strategia-spiegata``:
con delta target 0.12 + width 4% + credit/width ≥ 30%, il regime
attuale di ETH options non è abbastanza ricco per produrre trade —
serve calibrare soglie o aspettare un regime IV più alto.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

src/cerbero_bite/cli.py

@@ -13,7 +13,7 @@ import asyncio
 import os
 import sys
 from collections.abc import Callable
-from datetime import UTC, datetime
+from datetime import UTC, datetime, timedelta
 from decimal import Decimal
 from pathlib import Path
 from typing import Any
@@ -812,6 +812,241 @@ def state_inspect(db: Path) -> None:
     console.print(table)
 
 
+@main.group(name="option-chain")
+def option_chain() -> None:
+    """Strumenti per la catena opzioni storica (`option_chain_snapshots`)."""
+
+
+@option_chain.command(name="trigger")
+@click.option(
+    "--strategy",
+    "strategy_path",
+    type=click.Path(exists=True, dir_okay=False, path_type=Path),
+    default=_DEFAULT_STRATEGY_PATH,
+    show_default=True,
+)
+@click.option(
+    "--db",
+    "db_path",
+    type=click.Path(dir_okay=False, path_type=Path),
+    default=_DEFAULT_DB_PATH,
+    show_default=True,
+)
+@click.option(
+    "--audit",
+    "audit_path",
+    type=click.Path(dir_okay=False, path_type=Path),
+    default=_DEFAULT_AUDIT_PATH,
+    show_default=True,
+)
+@click.option(
+    "--token",
+    type=str,
+    default=None,
+    help="MCP bearer token (override su CERBERO_BITE_MCP_TOKEN).",
+)
+@click.option("--asset", default="ETH", show_default=True)
+def option_chain_trigger(
+    strategy_path: Path,
+    db_path: Path,
+    audit_path: Path,
+    token: str | None,
+    asset: str,
+) -> None:
+    """Esegue UNA volta il collector della catena opzioni e persiste in DB.
+
+    Utile per popolare i dati senza aspettare il cron settimanale del
+    job ``option_chain_snapshot``. Riusa esattamente la stessa pipeline
+    schedulata.
+    """
+    from cerbero_bite.runtime.dependencies import build_runtime  # noqa: PLC0415
+    from cerbero_bite.runtime.option_chain_snapshot_cycle import (  # noqa: PLC0415
+        collect_option_chain_snapshot,
+    )
+
+    cfg = load_strategy(strategy_path).config
+    ctx = build_runtime(
+        cfg=cfg,
+        endpoints=load_endpoints(),
+        token=load_token(value=token),
+        db_path=db_path,
+        audit_path=audit_path,
+        bot_tag=load_bot_tag(),
+    )
+    n = asyncio.run(collect_option_chain_snapshot(ctx, asset=asset))
+    console.print(
+        f"[green]Persisted {n} option chain quote(s) for {asset}[/green]"
+        if n > 0
+        else f"[yellow]No quotes persisted (chain empty or fetch failed)[/yellow]"
+    )
+
+
+@option_chain.command(name="analyze")
+@click.option(
+    "--strategy",
+    "strategy_path",
+    type=click.Path(exists=True, dir_okay=False, path_type=Path),
+    default=_DEFAULT_STRATEGY_PATH,
+    show_default=True,
+)
+@click.option(
+    "--db",
+    "db_path",
+    type=click.Path(dir_okay=False, path_type=Path),
+    default=_DEFAULT_DB_PATH,
+    show_default=True,
+)
+@click.option("--asset", default="ETH", show_default=True)
+@click.option(
+    "--bias",
+    type=click.Choice(["bull_put", "bear_call"], case_sensitive=False),
+    default="bull_put",
+    show_default=True,
+    help="Direzione da simulare (il rule engine lo deciderebbe da trend×funding).",
+)
+def option_chain_analyze(
+    strategy_path: Path,
+    db_path: Path,
+    asset: str,
+    bias: str,
+) -> None:
+    """Analizza l'ultimo snapshot di catena salvato.
+
+    Per la strategia indicata, simula la selezione strike (delta
+    target, OTM range, width 4%, credit/width ratio min) e mostra:
+      * lo strike che il rule engine sceglierebbe come short e long,
+      * credito atteso, larghezza, rapporto credit/width,
+      * pass/fail del gate `credit_to_width_ratio_min`.
+    """
+    from cerbero_bite.core.combo_builder import select_strikes  # noqa: PLC0415
+    from cerbero_bite.core.types import OptionQuote  # noqa: PLC0415
+
+    cfg = load_strategy(strategy_path).config
+
+    conn = connect_state(db_path)
+    try:
+        repo = Repository()
+        latest_ts = repo.latest_option_chain_timestamp(conn, asset=asset.upper())
+        if latest_ts is None:
+            console.print(
+                "[red]Nessuno snapshot di catena trovato. Lancia prima "
+                "`cerbero-bite option-chain trigger`.[/red]"
+            )
+            sys.exit(1)
+        quotes_records = repo.list_option_chain_snapshots(
+            conn, asset=asset.upper(), start=latest_ts, end=latest_ts,
+        )
+    finally:
+        conn.close()
+
+    console.print(
+        f"[cyan]Snapshot del {latest_ts.isoformat()} — {len(quotes_records)} "
+        f"quote totali[/cyan]"
+    )
+
+    # Costruzione OptionQuote da OptionChainQuoteRecord per riusare select_strikes.
+    quotes: list[OptionQuote] = []
+    for q in quotes_records:
+        if q.bid is None or q.ask is None or q.mid is None or q.delta is None:
+            continue
+        quotes.append(
+            OptionQuote(
+                instrument=q.instrument_name,
+                strike=q.strike,
+                expiry=q.expiry,
+                option_type=q.option_type,
+                bid=q.bid,
+                ask=q.ask,
+                mid=q.mid,
+                delta=q.delta,
+                gamma=q.gamma or Decimal("0"),
+                theta=q.theta or Decimal("0"),
+                vega=q.vega or Decimal("0"),
+                open_interest=q.open_interest or 0,
+                volume_24h=q.volume_24h or 0,
+                book_depth_top3=q.book_depth_top3 or 0,
+            )
+        )
+
+    if not quotes:
+        console.print("[red]Nessun quote completo per la simulazione.[/red]")
+        sys.exit(1)
+
+    # Lo spot al momento dello snapshot: estraiamo dall'ultimo
+    # `market_snapshot` ETH a quel timestamp (tolleranza ±15 min).
+    spot = _resolve_spot_at(db_path, asset=asset.upper(), at=latest_ts)
+    if spot is None:
+        console.print(
+            "[yellow]Spot non recuperabile dai market_snapshots; "
+            "stimato dal mid ATM.[/yellow]"
+        )
+        spot = _atm_spot_proxy(quotes)
+
+    selection = select_strikes(
+        chain=quotes,
+        bias=bias,  # type: ignore[arg-type]
+        spot=spot,
+        now=latest_ts,
+        cfg=cfg,
+    )
+    if selection is None:
+        console.print(
+            "[red]Il rule engine NON aprirebbe trade con questa catena[/red] "
+            "(no strike compatibile coi gate delta/distance/width/credit-ratio)."
+        )
+        sys.exit(0)
+
+    short, long_ = selection
+    width_usd = (short.strike - long_.strike).copy_abs()
+    credit_eth = short.mid - long_.mid
+    credit_usd = credit_eth * spot
+    ratio = credit_usd / width_usd if width_usd > 0 else Decimal("0")
+    ratio_target = cfg.structure.credit_to_width_ratio_min
+
+    table = Table(title=f"Simulazione picker — bias={bias}, spot={spot:.0f}")
+    table.add_column("Campo", style="cyan")
+    table.add_column("Valore", style="bold")
+    table.add_row("Short strike", f"{short.strike} ({short.delta:+.3f}δ)")
+    table.add_row("Long strike", f"{long_.strike} ({long_.delta:+.3f}δ)")
+    table.add_row("Width", f"{width_usd:.0f} USD")
+    table.add_row("Credit", f"{credit_eth:.4f} ETH ≈ {credit_usd:.2f} USD")
+    table.add_row(
+        "Credit/width ratio",
+        f"{ratio:.2%}  (gate ≥ {float(ratio_target):.0%})",
+    )
+    pass_str = (
+        "[green]PASS — entry possibile[/green]"
+        if ratio >= ratio_target
+        else "[red]FAIL — premio troppo magro[/red]"
+    )
+    table.add_row("Verdetto gate ratio", pass_str)
+    console.print(table)
+
+
+def _resolve_spot_at(db_path: Path, *, asset: str, at: datetime) -> Decimal | None:
+    """Best-effort lookup dello spot al timestamp ``at`` ± 15 min."""
+    conn = connect_state(db_path)
+    try:
+        rows = Repository().list_market_snapshots(
+            conn,
+            asset=asset,
+            start=at - timedelta(minutes=15),
+            end=at + timedelta(minutes=15),
+            limit=1,
+        )
+    finally:
+        conn.close()
+    if not rows:
+        return None
+    return rows[0].spot
+
+
+def _atm_spot_proxy(quotes: list[Any]) -> Decimal:
+    """Stima dello spot prendendo lo strike il cui delta è più vicino a 0.5."""
+    quote = min(quotes, key=lambda q: abs(abs(q.delta) - Decimal("0.5")))
+    return quote.strike
+
+
 def _entrypoint() -> None:
     """Wrapper used by ``cerbero-bite`` console script."""
     try:

src/cerbero_bite/runtime/option_chain_snapshot_cycle.py

@@ -0,0 +1,185 @@
+"""Periodic option-chain snapshot collector (§13).
+
+Fetches the Deribit option chain for every strike entro la finestra
+DTE configurata, prima del trigger entry settimanale (cron
+``55 13 * * MON`` di default). Persiste un quote per ogni strumento
+in ``option_chain_snapshots`` con un timestamp condiviso, che diventa
+il dato di base per:
+
+* il backtest non-stilizzato (vedi ``core/backtest.py``),
+* la calibrazione empirica dello skew premium e del credit/width
+  ratio sui regimi reali,
+* l'analisi ex-post degli strike picker.
+
+Il collector è **best-effort**: se ``get_tickers`` fallisce per un
+batch, gli altri batch passano comunque; se manca completamente la
+chain, il job ritorna 0 senza alzare eccezioni e logga il problema.
+Non chiama l'order book per ogni strike (sarebbe troppo costoso) —
+``book_depth_top3`` resta NULL nel quote, il liquidity gate del live
+lo legge al volo solo per gli strike che gli interessano.
+"""
+
+from __future__ import annotations
+
+import asyncio
+import logging
+from datetime import UTC, datetime, timedelta
+from decimal import Decimal
+from typing import TYPE_CHECKING, Any
+
+from cerbero_bite.state import connect, transaction
+from cerbero_bite.state.models import OptionChainQuoteRecord
+
+if TYPE_CHECKING:
+    from cerbero_bite.runtime.dependencies import RuntimeContext
+
+__all__ = ["DEFAULT_BATCH_SIZE", "collect_option_chain_snapshot"]
+
+
+_log = logging.getLogger("cerbero_bite.runtime.option_chain_snapshot")
+
+
+DEFAULT_BATCH_SIZE = 20  # Deribit get_ticker_batch limit
+
+
+def _to_decimal_or_none(value: Any) -> Decimal | None:
+    if value is None:
+        return None
+    try:
+        return Decimal(str(value))
+    except Exception:
+        return None
+
+
+async def _fetch_tickers_in_batches(
+    ctx: RuntimeContext, names: list[str], *, batch_size: int = DEFAULT_BATCH_SIZE
+) -> dict[str, dict[str, Any]]:
+    """Best-effort fetch dei ticker per tutti i nomi richiesti."""
+    out: dict[str, dict[str, Any]] = {}
+    for i in range(0, len(names), batch_size):
+        batch = names[i : i + batch_size]
+        try:
+            tickers = await ctx.deribit.get_tickers(batch)
+        except Exception as exc:
+            _log.warning(
+                "get_tickers failed for batch starting %s: %s",
+                batch[0] if batch else "<empty>", exc,
+            )
+            continue
+        for t in tickers:
+            name = t.get("instrument_name") or t.get("instrument")
+            if isinstance(name, str):
+                out[name] = t
+    return out
+
+
+async def collect_option_chain_snapshot(
+    ctx: RuntimeContext,
+    *,
+    asset: str = "ETH",
+    now: datetime | None = None,
+    batch_size: int = DEFAULT_BATCH_SIZE,
+) -> int:
+    """Collect + persist a single chain snapshot for ``asset``. Returns
+    the number of quotes persisted (0 on best-effort failure).
+
+    Filtra le scadenze nella finestra ``[dte_min, dte_max]`` di
+    ``cfg.structure`` per non sprecare richieste su scadenze che il
+    rule engine non userebbe mai.
+    """
+    when = (now or datetime.now(UTC)).astimezone(UTC)
+    cfg = ctx.cfg
+
+    expiry_from = when + timedelta(days=cfg.structure.dte_min)
+    expiry_to = when + timedelta(days=cfg.structure.dte_max)
+
+    try:
+        chain = await ctx.deribit.options_chain(
+            currency=asset.upper(),
+            expiry_from=expiry_from,
+            expiry_to=expiry_to,
+            min_open_interest=int(cfg.liquidity.open_interest_min),
+        )
+    except Exception:
+        _log.exception("option chain fetch failed")
+        return 0
+
+    if not chain:
+        _log.info("option chain empty for %s in window", asset)
+        return 0
+
+    names = [meta.name for meta in chain]
+    tickers = await _fetch_tickers_in_batches(ctx, names, batch_size=batch_size)
+
+    quotes: list[OptionChainQuoteRecord] = []
+    for meta in chain:
+        ticker = tickers.get(meta.name)
+        if ticker is None:
+            # Lasciamo comunque la riga senza quote: utile sapere
+            # che lo strumento esisteva.
+            quotes.append(
+                OptionChainQuoteRecord(
+                    timestamp=when,
+                    asset=asset.upper(),
+                    instrument_name=meta.name,
+                    strike=meta.strike,
+                    expiry=meta.expiry,
+                    option_type=meta.option_type,
+                    open_interest=int(meta.open_interest)
+                    if meta.open_interest is not None
+                    else None,
+                )
+            )
+            continue
+        greeks = ticker.get("greeks") or {}
+        quotes.append(
+            OptionChainQuoteRecord(
+                timestamp=when,
+                asset=asset.upper(),
+                instrument_name=meta.name,
+                strike=meta.strike,
+                expiry=meta.expiry,
+                option_type=meta.option_type,
+                bid=_to_decimal_or_none(ticker.get("bid")),
+                ask=_to_decimal_or_none(ticker.get("ask")),
+                mid=_to_decimal_or_none(ticker.get("mark_price")),
+                iv=_to_decimal_or_none(ticker.get("mark_iv")),
+                delta=_to_decimal_or_none(greeks.get("delta")),
+                gamma=_to_decimal_or_none(greeks.get("gamma")),
+                theta=_to_decimal_or_none(greeks.get("theta")),
+                vega=_to_decimal_or_none(greeks.get("vega")),
+                open_interest=int(meta.open_interest)
+                if meta.open_interest is not None
+                else None,
+                volume_24h=(
+                    int(ticker["volume_24h"])
+                    if ticker.get("volume_24h") is not None
+                    else None
+                ),
+                # book_depth_top3: NULL — non lo prendiamo per ogni
+                # strike per non saturare l'API. Il liquidity gate
+                # del live lo chiede on-the-fly per gli strike
+                # candidati al picker.
+            )
+        )
+
+    persisted = 0
+    try:
+        conn = connect(ctx.db_path)
+        try:
+            with transaction(conn):
+                persisted = ctx.repository.record_option_chain_snapshot(
+                    conn, quotes
+                )
+        finally:
+            conn.close()
+    except Exception:
+        _log.exception("persist option chain snapshot failed")
+        return 0
+
+    _log.info("option_chain_snapshot persisted %d quote(s)", persisted)
+    return persisted
+
+
+# Avoid unused import warning for asyncio in lint when only used as type
+_ = asyncio

src/cerbero_bite/runtime/orchestrator.py

@@ -34,6 +34,9 @@ from cerbero_bite.runtime.market_snapshot_cycle import (
     DEFAULT_ASSETS,
     collect_market_snapshot,
 )
+from cerbero_bite.runtime.option_chain_snapshot_cycle import (
+    collect_option_chain_snapshot,
+)
 from cerbero_bite.runtime.monitor_cycle import MonitorCycleResult, run_monitor_cycle
 from cerbero_bite.runtime.recovery import recover_state
 from cerbero_bite.runtime.scheduler import JobSpec, build_scheduler
@@ -53,6 +56,7 @@ _CRON_HEALTH = "*/5 * * * *"
 _CRON_BACKUP = "0 * * * *"
 _CRON_MANUAL_ACTIONS = "*/1 * * * *"
 _CRON_MARKET_SNAPSHOT = "*/15 * * * *"
+_CRON_OPTION_CHAIN_SNAPSHOT = "55 13 * * MON"  # 5 min prima del trigger entry
 _BACKUP_RETENTION_DAYS = 30
 
 
@@ -217,6 +221,8 @@ class Orchestrator:
         manual_actions_cron: str = _CRON_MANUAL_ACTIONS,
         market_snapshot_cron: str = _CRON_MARKET_SNAPSHOT,
         market_snapshot_assets: tuple[str, ...] = DEFAULT_ASSETS,
+        option_chain_cron: str = _CRON_OPTION_CHAIN_SNAPSHOT,
+        option_chain_asset: str = "ETH",
         backup_dir: Path | None = None,
         backup_retention_days: int = _BACKUP_RETENTION_DAYS,
     ) -> AsyncIOScheduler:
@@ -282,6 +288,14 @@ class Orchestrator:
 
             await _safe("market_snapshot", _do)
 
+        async def _option_chain_snapshot() -> None:
+            async def _do() -> None:
+                await collect_option_chain_snapshot(
+                    self._ctx, asset=option_chain_asset
+                )
+
+            await _safe("option_chain_snapshot", _do)
+
         jobs: list[JobSpec] = [
             JobSpec(name="health", cron=health_cron, coro_factory=_health),
             JobSpec(name="backup", cron=backup_cron, coro_factory=_backup),
@@ -309,6 +323,13 @@ class Orchestrator:
                     coro_factory=_market_snapshot,
                 )
             )
+            jobs.append(
+                JobSpec(
+                    name="option_chain_snapshot",
+                    cron=option_chain_cron,
+                    coro_factory=_option_chain_snapshot,
+                )
+            )
         else:
             _log.warning(
                 "data analysis disabled (CERBERO_BITE_ENABLE_DATA_ANALYSIS="

src/cerbero_bite/state/migrations/0005_option_chain_snapshots.sql

@@ -0,0 +1,42 @@
+-- 0004_option_chain_snapshots.sql — catena opzioni storica
+--
+-- Snapshot della option chain Deribit, prelevata settimanalmente (cron
+-- 55 13 * * MON, appena prima del trigger entry alle 14:00 UTC) per
+-- ogni strike entro ±30% dallo spot e per ogni scadenza in finestra
+-- 14-28 DTE. Dato di base per il backtest non-stilizzato e per
+-- calibrare empiricamente lo skew premium del modello BS.
+--
+-- Granularità: una riga per (snapshot_ts, instrument). Lo
+-- snapshot_ts è il timestamp del cron tick — TUTTI i quote raccolti
+-- in quello stesso tick condividono il timestamp, così filtrare per
+-- "lo snapshot del 2026-05-04 alle 13:55" è una semplice
+-- WHERE timestamp = X.
+
+CREATE TABLE option_chain_snapshots (
+    timestamp        TEXT    NOT NULL,
+    asset            TEXT    NOT NULL,
+    instrument_name  TEXT    NOT NULL,
+    strike           TEXT    NOT NULL,
+    expiry           TEXT    NOT NULL,
+    option_type      TEXT    NOT NULL CHECK (option_type IN ('C','P')),
+    bid              TEXT,
+    ask              TEXT,
+    mid              TEXT,
+    iv               TEXT,
+    delta            TEXT,
+    gamma            TEXT,
+    theta            TEXT,
+    vega             TEXT,
+    open_interest    INTEGER,
+    volume_24h       INTEGER,
+    book_depth_top3  INTEGER,
+    PRIMARY KEY (timestamp, instrument_name)
+) WITHOUT ROWID;
+
+CREATE INDEX idx_option_chain_asset_ts
+    ON option_chain_snapshots(asset, timestamp DESC);
+
+CREATE INDEX idx_option_chain_expiry
+    ON option_chain_snapshots(asset, expiry);
+
+PRAGMA user_version = 5;

src/cerbero_bite/state/models.py

@@ -22,6 +22,7 @@ __all__ = [
     "InstructionRecord",
     "ManualAction",
     "MarketSnapshotRecord",
+    "OptionChainQuoteRecord",
     "PositionRecord",
     "PositionStatus",
     "SystemStateRecord",
@@ -148,6 +149,36 @@ class MarketSnapshotRecord(BaseModel):
     fetch_errors_json: str | None = None
 
 
+class OptionChainQuoteRecord(BaseModel):
+    """Row of the ``option_chain_snapshots`` table.
+
+    One row per (snapshot_ts, instrument) — the same ``timestamp`` is
+    shared by every quote prelevato nello stesso tick del cron.  Tutti
+    i campi numerici sono opzionali perché il collector è
+    best-effort: un ticker mancante non invalida il resto della chain.
+    """
+
+    model_config = ConfigDict(extra="forbid")
+
+    timestamp: datetime
+    asset: str
+    instrument_name: str
+    strike: Decimal
+    expiry: datetime
+    option_type: Literal["C", "P"]
+    bid: Decimal | None = None
+    ask: Decimal | None = None
+    mid: Decimal | None = None
+    iv: Decimal | None = None
+    delta: Decimal | None = None
+    gamma: Decimal | None = None
+    theta: Decimal | None = None
+    vega: Decimal | None = None
+    open_interest: int | None = None
+    volume_24h: int | None = None
+    book_depth_top3: int | None = None
+
+
 class ManualAction(BaseModel):
     """Row of the ``manual_actions`` table."""
 

src/cerbero_bite/state/repository.py

@@ -24,6 +24,7 @@ from cerbero_bite.state.models import (
     InstructionRecord,
     ManualAction,
     MarketSnapshotRecord,
+    OptionChainQuoteRecord,
     PositionRecord,
     PositionStatus,
     SystemStateRecord,
@@ -407,6 +408,103 @@ class Repository:
         ).fetchall()
         return [_row_to_market_snapshot(r) for r in rows]
 
+    # ------------------------------------------------------------------
+    # option_chain_snapshots
+    # ------------------------------------------------------------------
+
+    def record_option_chain_snapshot(
+        self,
+        conn: sqlite3.Connection,
+        quotes: list[OptionChainQuoteRecord],
+    ) -> int:
+        """Bulk-insert dei quote di un singolo tick. Tutti i quote
+        condividono lo stesso ``timestamp``. Idempotente per
+        (timestamp, instrument_name)."""
+        if not quotes:
+            return 0
+        rows = [
+            (
+                _enc_dt(q.timestamp),
+                q.asset,
+                q.instrument_name,
+                _enc_dec(q.strike),
+                _enc_dt(q.expiry),
+                q.option_type,
+                _enc_dec(q.bid),
+                _enc_dec(q.ask),
+                _enc_dec(q.mid),
+                _enc_dec(q.iv),
+                _enc_dec(q.delta),
+                _enc_dec(q.gamma),
+                _enc_dec(q.theta),
+                _enc_dec(q.vega),
+                q.open_interest,
+                q.volume_24h,
+                q.book_depth_top3,
+            )
+            for q in quotes
+        ]
+        conn.executemany(
+            "INSERT OR REPLACE INTO option_chain_snapshots("
+            "timestamp, asset, instrument_name, strike, expiry, option_type, "
+            "bid, ask, mid, iv, delta, gamma, theta, vega, "
+            "open_interest, volume_24h, book_depth_top3) "
+            "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
+            rows,
+        )
+        return len(rows)
+
+    def list_option_chain_snapshots(
+        self,
+        conn: sqlite3.Connection,
+        *,
+        asset: str,
+        start: datetime | None = None,
+        end: datetime | None = None,
+        expiry_from: datetime | None = None,
+        expiry_to: datetime | None = None,
+        limit: int = 50000,
+    ) -> list[OptionChainQuoteRecord]:
+        clauses: list[str] = ["asset = ?"]
+        params: list[Any] = [asset]
+        if start is not None:
+            clauses.append("timestamp >= ?")
+            params.append(_enc_dt(start))
+        if end is not None:
+            clauses.append("timestamp <= ?")
+            params.append(_enc_dt(end))
+        if expiry_from is not None:
+            clauses.append("expiry >= ?")
+            params.append(_enc_dt(expiry_from))
+        if expiry_to is not None:
+            clauses.append("expiry <= ?")
+            params.append(_enc_dt(expiry_to))
+        params.append(int(limit))
+        rows = conn.execute(
+            f"SELECT * FROM option_chain_snapshots "
+            f"WHERE {' AND '.join(clauses)} "
+            f"ORDER BY timestamp DESC, instrument_name ASC LIMIT ?",
+            params,
+        ).fetchall()
+        return [_row_to_option_chain_quote(r) for r in rows]
+
+    def latest_option_chain_timestamp(
+        self,
+        conn: sqlite3.Connection,
+        *,
+        asset: str,
+    ) -> datetime | None:
+        """Timestamp dell'ultimo snapshot raccolto per ``asset``,
+        utile per stimare la freschezza del dato dalla GUI."""
+        row = conn.execute(
+            "SELECT timestamp FROM option_chain_snapshots "
+            "WHERE asset = ? ORDER BY timestamp DESC LIMIT 1",
+            (asset,),
+        ).fetchone()
+        if row is None:
+            return None
+        return _dec_dt(row["timestamp"])
+
     # ------------------------------------------------------------------
     # manual_actions
     # ------------------------------------------------------------------
@@ -645,6 +743,38 @@ def _row_to_market_snapshot(row: sqlite3.Row) -> MarketSnapshotRecord:
     )
 
 
+def _row_to_option_chain_quote(row: sqlite3.Row) -> OptionChainQuoteRecord:
+    return OptionChainQuoteRecord(
+        timestamp=_dec_dt_required(row["timestamp"]),
+        asset=row["asset"],
+        instrument_name=row["instrument_name"],
+        strike=_dec_dec_required(row["strike"]),
+        expiry=_dec_dt_required(row["expiry"]),
+        option_type=row["option_type"],
+        bid=_dec_dec(row["bid"]),
+        ask=_dec_dec(row["ask"]),
+        mid=_dec_dec(row["mid"]),
+        iv=_dec_dec(row["iv"]),
+        delta=_dec_dec(row["delta"]),
+        gamma=_dec_dec(row["gamma"]),
+        theta=_dec_dec(row["theta"]),
+        vega=_dec_dec(row["vega"]),
+        open_interest=(
+            int(row["open_interest"])
+            if row["open_interest"] is not None
+            else None
+        ),
+        volume_24h=(
+            int(row["volume_24h"]) if row["volume_24h"] is not None else None
+        ),
+        book_depth_top3=(
+            int(row["book_depth_top3"])
+            if row["book_depth_top3"] is not None
+            else None
+        ),
+    )
+
+
 def _dec_dec_required(value: Any) -> Decimal:
     out = _dec_dec(value)
     if out is None:

tests/integration/test_orchestrator.py

@@ -129,6 +129,7 @@ def test_install_scheduler_registers_canonical_jobs(tmp_path: Path) -> None:
         "backup",
         "manual_actions",
         "market_snapshot",
+        "option_chain_snapshot",
     }
 
 

tests/unit/test_option_chain_snapshot_cycle.py

@@ -0,0 +1,134 @@
+"""TDD per :mod:`cerbero_bite.runtime.option_chain_snapshot_cycle`."""
+
+from __future__ import annotations
+
+from datetime import UTC, datetime
+from decimal import Decimal
+from unittest.mock import AsyncMock, MagicMock
+
+import pytest
+
+from cerbero_bite.clients.deribit import InstrumentMeta
+from cerbero_bite.runtime.option_chain_snapshot_cycle import (
+    collect_option_chain_snapshot,
+)
+from cerbero_bite.state.models import OptionChainQuoteRecord
+
+
+_NOW = datetime(2026, 5, 4, 13, 55, tzinfo=UTC)
+
+
+def _meta(name: str, strike: int, expiry_dte: int = 18) -> InstrumentMeta:
+    expiry = _NOW.replace(hour=8, minute=0, second=0)
+    expiry = expiry.replace(day=expiry.day) + (
+        # add days
+        __import__("datetime").timedelta(days=expiry_dte)
+    )
+    return InstrumentMeta(
+        name=name,
+        strike=Decimal(str(strike)),
+        expiry=expiry,
+        option_type="P",
+        open_interest=Decimal("100"),
+        tick_size=Decimal("0.0005"),
+        min_trade_amount=Decimal("1"),
+    )
+
+
+def _ticker(name: str, *, mark: float = 0.020, bid: float = 0.018,
+            ask: float = 0.022, delta: float = -0.12) -> dict:
+    return {
+        "instrument_name": name,
+        "bid": bid,
+        "ask": ask,
+        "mark_price": mark,
+        "mark_iv": 60.0,
+        "volume_24h": 50,
+        "greeks": {
+            "delta": delta,
+            "gamma": 0.001,
+            "theta": -0.0005,
+            "vega": 0.10,
+        },
+    }
+
+
+@pytest.fixture
+def cfg() -> object:
+    from cerbero_bite.config import golden_config
+    return golden_config()
+
+
+@pytest.fixture
+def fake_ctx(cfg: object) -> MagicMock:
+    """Mock minimal RuntimeContext."""
+    ctx = MagicMock()
+    ctx.cfg = cfg
+    ctx.db_path = ":memory:"
+    return ctx
+
+
+@pytest.mark.asyncio
+async def test_collector_persists_one_quote_per_instrument(
+    fake_ctx: MagicMock,
+) -> None:
+    metas = [_meta("ETH-21MAY26-2475-P", 2475), _meta("ETH-21MAY26-2400-P", 2400)]
+    fake_ctx.deribit.options_chain = AsyncMock(return_value=metas)
+    fake_ctx.deribit.get_tickers = AsyncMock(
+        return_value=[_ticker(m.name) for m in metas]
+    )
+    persisted: list[list[OptionChainQuoteRecord]] = []
+
+    def _record(_conn: object, qs: list[OptionChainQuoteRecord]) -> int:
+        persisted.append(qs)
+        return len(qs)
+
+    fake_ctx.repository.record_option_chain_snapshot = _record
+
+    n = await collect_option_chain_snapshot(fake_ctx, asset="ETH", now=_NOW)
+    assert n == 2
+    assert len(persisted) == 1
+    assert {q.instrument_name for q in persisted[0]} == {
+        "ETH-21MAY26-2475-P", "ETH-21MAY26-2400-P",
+    }
+    # Tutti i quote condividono il timestamp del cron tick.
+    assert all(q.timestamp == _NOW for q in persisted[0])
+
+
+@pytest.mark.asyncio
+async def test_collector_handles_missing_tickers_with_null_fields(
+    fake_ctx: MagicMock,
+) -> None:
+    metas = [_meta("ETH-21MAY26-2475-P", 2475)]
+    fake_ctx.deribit.options_chain = AsyncMock(return_value=metas)
+    fake_ctx.deribit.get_tickers = AsyncMock(return_value=[])  # vuoto
+    persisted: list[list[OptionChainQuoteRecord]] = []
+
+    def _record(_conn: object, qs: list[OptionChainQuoteRecord]) -> int:
+        persisted.append(qs)
+        return len(qs)
+
+    fake_ctx.repository.record_option_chain_snapshot = _record
+
+    n = await collect_option_chain_snapshot(fake_ctx, now=_NOW)
+    assert n == 1
+    assert persisted[0][0].mid is None  # ticker mancante ⇒ campi NULL
+    assert persisted[0][0].instrument_name == "ETH-21MAY26-2475-P"
+
+
+@pytest.mark.asyncio
+async def test_collector_returns_zero_when_chain_empty(
+    fake_ctx: MagicMock,
+) -> None:
+    fake_ctx.deribit.options_chain = AsyncMock(return_value=[])
+    n = await collect_option_chain_snapshot(fake_ctx, now=_NOW)
+    assert n == 0
+
+
+@pytest.mark.asyncio
+async def test_collector_swallows_chain_fetch_failure(
+    fake_ctx: MagicMock,
+) -> None:
+    fake_ctx.deribit.options_chain = AsyncMock(side_effect=RuntimeError("boom"))
+    n = await collect_option_chain_snapshot(fake_ctx, now=_NOW)
+    assert n == 0  # best-effort: non rilancia