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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 22 Apr 20261 week-0.1240163
1 month-0.01250598
3 months0.05006504
6 months0.06315531