Definition. Call-Put Delta Skew (Delta 15) is the model-interpolated implied-volatility skew between 15-delta calls and 15-delta puts, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 15 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.