@kennethea

Fear vs. Conviction: Skew Rises, But Whales Are Buying the Dip The 25-Delta options implied volatility skew is a key indicator of how the market weighs downside risk versus upside potential. It reflects the difference in implied volatility between out-of-the-money Puts and Calls. We're seeing the 1-month and 3-month skews continue to climb, signaling increased demand for short-term downside protection in the options market. In other words, traders remain generally bearish on BTC price action (see Chart 1).

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