# OKX-Deribit-Arbitrage
This script captures and compares live BTC call option prices from Deribit and OKX, with a focus on detecting structural pricing inefficiencies tied to their respective settlement methodologies. While both exchanges settle expiring options using a TWAP (Time-Weighted Average Price) of the BTC index, Deribit uses a 30-minute window, whereas OKX applies a 60-minute TWAP. Despite this difference in averaging duration, the fundamental pricing logic and market structure are nearly identical—meaning, in theory, both platforms should price similar options consistently, especially near expiration. The script automates the process of scraping Deribit and OKX prices for a set of common strikes, converts them to USD using each platform’s BTC index price, and logs the results every 30 seconds. This enables real-time monitoring of any persistent divergence in option pricing between the two venues, which could be attributed to the different TWAP windows, temporary illiquidity, or latency in price discovery. By aligning timestamps and tracking both index prices and option premiums simultaneously, the tool provides a clean framework to evaluate whether OKX and Deribit remain synchronized in their pricing of equivalent instruments—and whether that relationship can be exploited for arbitrage.