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Description
25 Delta Skew for the IBIT ETF, calculated as the difference between a 25-delta put's implied volatility and a 25-delta call's implied volatility, normalized by ATM Implied Volatility. The individual periods refer to option contracts expiring 1 week, 1 month, 3 months, and 6 months from now, respectively.
Latest Values
as of 16 May 20261 week15.253%
1 month11.092%
3 months10.304%
6 months9.637%