Cryp2Nova

Derivatives Options Ibit 10deltaskew Options Ibit 10deltaskew

Bitcoin

This measures the 10-delta options skew specifically for the IBIT Bitcoin ETF options.

Why it matters

It gauges tail-risk hedging sentiment among ETF options traders.

How it is built

The IV of 10-delta IBIT puts minus 10-delta calls is computed.

What to watch

Elevated put skew flags institutional downside hedging via the largest spot ETF's options.

Related metrics

Derivatives Options Ibit 10deltaskew Options Ibit 10deltaskew — Bitcoin · Cryp2Nova