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| Vs. | 7D | 14D | 30D | 60D |
|---|---|---|---|---|
| 7D | - | +0.5% | +1.2% | +2.1% |
| 14D | -0.5% | - | +0.7% | +1.6% |
| 30D | -1.2% | -0.7% | - | +0.9% |
| 60D | -2.1% | -1.6% | -0.9% | - |
Put skew significantly elevated above historical average, indicating heightened downside protection demand.
Market Rating: Elevated Fear (High) - Put skew at -5.2% is significantly above historical average (-6.0%), indicating heightened fear.
Risk Assessment: High - Deviation of 0.8% from historical average suggests increased hedging activity.
⚠️ ELEVATED RISK: Elevated put skew suggests increased downside protection demand. Monitor for potential market stress.
Term Structure: Flat volatility curve (Short-term IV 72.0% vs Long-term 68.0%) indicates balanced market expectations across timeframes.
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).
Put Skew increased by 1.8% in the last 4 hours, indicating potential market stress or large hedging flow.