I think this is somewhat off-topic unless you’re proposing a specific yEarn product in the options/futures sector. Options particularly are tricky because the options contract needs to be updated regularly with a variable called “implied volatility” (IV) in order to adjust the pricing.
But FWIW, I’ve been working on a UMIP to add a gas price oracle feed to UMA, so that projects that want to create options/futures products can have a ticker to settle against upon expiry. It should go for a vote soon.