Bitcoin

Delta

<h2 id="quick-take">Quick Take</h2>
<ul>
<li>Skew is the relative richness of put vs call options, expressed in terms of Implied Volatility (IV). For options with a specific expiry, 25 Delta Skew refers to puts with a delta of -25% and calls with a delta of 25% to demonstrate this difference in the market’s perception of implied volatility.</li>
<li>The Bitcoin 1-month 25D Skew suggests a &#8220;Put Premium&#8221;; the demand for puts increases as investors seek coverage to the downside.</li>
<li>However, across the entire curve, the put-to-call ratios&#8217; overall position in the options market is skewed to the upside.</li>
<li><span class="css-901oao css-16my406 r-poiln3 r-bcqeeo r-qvutc0">This has been a bullish indicator this year.</span></li>
</ul>
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<div dir="auto" lang="en" data-testid="tweetText"><strong>A breakdown of the curve </strong></div>
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<li dir="auto" lang="en" data-testid="tweetText">1 Week: -0.496%</li>
<li dir="auto" lang="en" data-testid="tweetText">1 Month: -0.293%</li>
<li dir="auto" lang="en" data-testid="tweetText">3 Months: -0.212%</li>
<li dir="auto" lang="en" data-testid="tweetText">6 Months: -3.156%</li>
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<figure id="attachment_326256" aria-describedby="caption-attachment-326256" style="width: 2286px" class="wp-caption aligncenter"><img class="wp-image-326256 size-full" src="https://cryptoslate.com/wp-content/uploads/2023/05/Spike.jpg" alt="1Month 25D Skew: (Source: Swissblock)" width="2286" height="1022" srcset="https://cryptoslate.com/wp-content/uploads/2023/05/Spike.jpg 2286w, https://cryptoslate.com/wp-content/uploads/2023/05/Spike-300x134.jpg 300w, https://cryptoslate.com/wp-content/uploads/2023/05/Spike-1024x458.jpg 1024w, https://cryptoslate.com/wp-content/uploads/2023/05/Spike-768x343.jpg 768w, https://cryptoslate.com/wp-content/uploads/2023/05/Spike-1536x687.jpg 1536w, https://cryptoslate.com/wp-content/uploads/2023/05/Spike-2048x916.jpg 2048w" sizes="(max-width: 2286px) 100vw, 2286px" /><figcaption id="caption-attachment-326256" class="wp-caption-text">1Month 25D Skew: (Source: Swissblock)</figcaption></figure>
<p>The post <a rel="nofollow" href="https://cryptoslate.com/insights/bitcoin-1-month-25d-skew-suggests-a-put-premium/">Bitcoin 1-month 25D Skew suggests a &#8220;Put Premium&#8221;</a> appeared first on <a rel="nofollow" href="https://cryptoslate.com">CryptoSlate</a>.</p>

Bitcoin 1-month 25D Skew suggests a “Put Premium”

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