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| Vs. | 0D | 1D | 2D | 3D | 7D | 14D | 21D | 42D | 70D | 161D | 252D | 343D |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0D | - | +6.9% | -5.6% | -3.5% | +10.5% | +13.6% | +14.2% | +14.2% | +18.2% | +29.7% | +35.6% | +38.9% |
| 1D | -6.5% | - | -11.7% | -9.8% | +3.3% | +6.2% | +6.8% | +6.8% | +10.6% | +21.3% | +26.9% | +29.9% |
| 2D | +5.9% | +13.2% | - | +2.2% | +17.0% | +20.3% | +20.9% | +21.0% | +25.2% | +37.4% | +43.6% | +47.1% |
| 3D | +3.7% | +10.8% | -2.1% | - | +14.5% | +17.7% | +18.4% | +18.4% | +22.5% | +34.4% | +40.6% | +44.0% |
| 7D | -9.5% | -3.2% | -14.5% | -12.7% | - | +2.8% | +3.4% | +3.4% | +7.0% | +17.4% | +22.8% | +25.8% |
| 14D | -11.9% | -5.8% | -16.8% | -15.0% | -2.7% | - | +0.6% | +0.6% | +4.1% | +14.2% | +19.4% | +22.3% |
| 21D | -12.4% | -6.4% | -17.3% | -15.5% | -3.3% | -0.6% | - | +0.0% | +3.5% | +13.6% | +18.8% | +21.6% |
| 42D | -12.4% | -6.4% | -17.3% | -15.5% | -3.3% | -0.6% | -0.0% | - | +3.5% | +13.6% | +18.7% | +21.6% |
| 70D | -15.4% | -9.6% | -20.1% | -18.4% | -6.6% | -3.9% | -3.4% | -3.4% | - | +9.7% | +14.7% | +17.5% |
| 161D | -22.9% | -17.6% | -27.2% | -25.6% | -14.8% | -12.4% | -12.0% | -11.9% | -8.8% | - | +4.6% | +7.1% |
| 252D | -26.3% | -21.2% | -30.4% | -28.9% | -18.6% | -16.3% | -15.8% | -15.8% | -12.8% | -4.4% | - | +2.4% |
| 343D | -28.0% | -23.0% | -32.0% | -30.6% | -20.5% | -18.3% | -17.8% | -17.8% | -14.9% | -6.6% | -2.4% | - |
Put skew within normal range, indicating balanced market sentiment.
Market Rating: Neutral (Moderate) - Put skew at -3.0% is within normal range, indicating balanced market sentiment.
Risk Assessment: Moderate - Current skew levels suggest normal market conditions with standard hedging activity.
ℹ️ MODERATE RISK: Put skew within normal range. Continue monitoring for shifts in market sentiment.
Term Structure: Normal volatility curve (Short-term IV 34.3% vs Long-term 47.7%) suggests stable market expectations.
Call Skew: Elevated at 3.0% suggests strong upside positioning, potentially indicating bullish sentiment or call buying activity.
Historical Context shows where the current Put Skew ranks compared to historical values.
Percentiles indicate what percentage of historical values were lower than the current value. Higher percentiles mean the current Put Skew is more extreme.
30D/90D/1Y refer to the time periods used for comparison (30 days, 90 days, 1 year).