Repair Python-Excel Crypto Options Suite

I’m running a crypto-options toolkit that couples Excel with Python through xlwings on Windows. It connects to Deribit and Bybit, prices BTC and ETH options, and rolls those numbers into P/L and risk reports. The volatility-surface interpolator is fine, but the pricing engine and the downstream risk calculations are now throwing errors, which breaks the entire reporting chain.

I’ll share the workbook, the Python modules and a short technical document that maps the whole flow. I need you to trace the faults, refactor where necessary, and get everything—pricing, greeks, P/L and risk metrics—working smoothly again. The existing API calls to Laevitas and Deribit do not need any changes, so concentrate on the internal logic and the Excel-Python hand-off.

Please save your fixed version under a new name so my current production file stays untouched.

Deliverables
• A fully functional Excel/Python package saved under a new filename
• Clear in-code comments or a brief change log detailing the fixes
• A quick validation showing correct pricing and risk numbers for sample BTC and ETH chains

All work must be tested in a Windows environment with xlwings installed. The job is larger than a one-day tweak, so plan accordingly and feel free to ask questions as you dig in.