Time series of model-interpolated 20-delta call–put implied volatility skew by tenor. Each data point represents the difference between call and put IV at target delta 20 for the selected asset, exchange and quote currency, obtained from the same interpolated IV surface (across delta and maturity) projected onto standard tenors. This skew is unnormalized (expressed directly in IV points, call minus put).

This is the Point-in-Time (PiT) variant of Call-Put 20 Delta Skew. PiT metrics are strictly append-only and their history is immutable. The historic data does not necessarily reflect the best current knowledge, but the information at the time when a data point was first computed. PiT metrics are ideal candidates for applications in model backtesting and related quantitative purposes. Read our article on PiT metrics for more information.