Derivatives Options Ibit 25deltaskew Options Ibit 25deltaskew
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 25deltaskew Options 25deltaskew
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