Definition. Call-Put Delta Skew (Delta 10) is the model-interpolated implied-volatility skew between 10-delta calls and 10-delta puts, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 10 for the selected asset, exchange, and quote currency.

Technical. Values are taken from a single interpolated IV surface across delta and maturity, then projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.