Strategies / Volatility harvesting
Open-source Volatility harvesting bots
Systematic strategies that try to be paid for the gap between implied and realized volatility.
Not financial advice. A grade measures public repo hygiene only (license, upkeep, tests, paper mode, risk limits, docs). It does not measure returns, safety or suitability. Options trading can lose more than you invest. Read the full policy.
1 listed repo, ordered by grade. A grade is not a measure of whether the strategy or the bot makes money.
- A 86/100 Reviewed
tfrmma/options-vrp-harvester
Options trading bot for Derive.xyz. Captures volatility risk premium by selling short-dated Iron Condors (7-14 DTE) while recycling a portion of the premium into long Calendar Spreads (30-45 DTE) as tail hedges. Includes risk management with circuit breakers, VRP-based signals, and a terminal dashboard. Supports both paper and live modes.
Bot Volatility harvestingIron condorCalendar spreads Derive MIT Risk limits + kill switch Paper mode Last commit 2026-07-07