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Description
Time series of model-interpolated 25-delta call–put implied volatility skew for the IBIT ETF by tenor. Each data point represents the difference between call and put IV at target delta 25, projected onto standard tenors. This skew is unnormalized (expressed directly in IV points, call minus put).
Latest Values
as of 18 May 20261 week-0.04763631
1 month-0.05470532
3 months-0.04698173
6 months-0.04630616