Visit gvol.io to view options analytics and signup for gvol-pro! SKEWS (Jan. 12th, 2021 - BTC Skews) Bitcoin volatility skews are showing positive profiles but have changed drastically from 3 days ago. Short-term and medium term option expirations are now fully positively skewed but on Jan. 9th, 2021 (pictured below) the options in the tails buckets (.10 and .00) were extremely skewed to the put side.
Crypto Options Analytics, Jan. 12th, 2021
Crypto Options Analytics, Jan. 12th, 2021
Crypto Options Analytics, Jan. 12th, 2021
Visit gvol.io to view options analytics and signup for gvol-pro! SKEWS (Jan. 12th, 2021 - BTC Skews) Bitcoin volatility skews are showing positive profiles but have changed drastically from 3 days ago. Short-term and medium term option expirations are now fully positively skewed but on Jan. 9th, 2021 (pictured below) the options in the tails buckets (.10 and .00) were extremely skewed to the put side.