Description
Definition. IBIT Call-Put Delta Skew (Delta 15) is the model-interpolated implied-volatility skew between 15-delta calls and 15-delta puts on the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 15.
Technical. Values are projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.
Latest Values
as of 23 Jun 20261 week-0.09896702
1 month-0.12493899
3 months-0.11360874
6 months-0.09407217