- options_real_quote_check.py: fetches real weekly BTC put chain, measures premium
haircut (bid vs BS@DVOL-ATM), re-runs CSP sleeve with real haircut
- KEY FINDING (reverses a prior critique): backtest UNDER-prices the OTM put by using
ATM DVOL; real skew (+28% gross) exceeds the ~4% bid/ask spread -> real bid premium
= 1.29x modeled. Sleeve premium is conservative at current (calm) quotes.
- Real risk SHIFTS to the tail + roll-liquidity in stress (skew = market pricing fat
tail), not premium magnitude. Breakpoint: sleeve dies below ~70% premium capture.
- updated eval diary with the verification
