BTC
ETH
SOL
USDT
USDC
XRP
TRX
BNB
DOGE
TON
More Assets
Description
Skew is the relative richness of put vs call options, expressed in terms of Implied Volatility (IV). For options with a specific expiry, 25 Delta Skew refers to puts with a delta of -25% and calls with a delta of 25% to demonstrate this difference in the market’s perception of implied volatility. 25 Delta Skew is calculated as the difference between a 25-delta put’s implied volatility and a 25-delta call’s implied volatility, normalized by the ATM Implied Volatility. The individual periods refer to option contracts expiring 1 week, 1 month, 3 months, and 6 months from now, respectively.
Latest Values
as of 17 May 20261 week18.936%
1 month19.741%
3 months16.316%
6 months13.55%