{"path":"/options/ibit_5delta_skew_call_put_all","tier":3,"parameters":{"a":["BTC"],"c":["native"],"f":["csv","json"],"i":["10m","1h","24h"]},"queried":{"a":"BTC","path":"/v1/metrics/options/ibit_5delta_skew_call_put_all"},"refs":{"docs":"https://docs.glassnode.com/basic-api/endpoints/options#get-v1-metrics-options-ibit_5delta_skew_call_put_all","studio":"https://studio.glassnode.com/charts/options.Ibit5DeltaSkewCallPutAll","metric_variant":{"bulk":"/options/ibit_5delta_skew_call_put_all/bulk","pit":"/options/ibit_5delta_skew_call_put_all_pit"}},"bulk_supported":true,"timerange":{"min":1732008600,"max":1788552600},"modified":1788700979,"descriptors":{"name":"IBIT Call-Put Delta Skew (Delta 5)","short_name":"IBIT Call-Put 5 Delta Skew","group":"IBIT","tags":["options","etf","skew","implied_volatility","volatility","institutions"],"description":{"default":"**Definition.** IBIT Call-Put Delta Skew (Delta 5) is the model-interpolated implied-volatility skew between 5-delta calls and 5-delta puts for the IBIT ETF, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 5.\n\n**Technical.** Values are projected onto standard tenors from the interpolated IV surface. The skew is unnormalized and expressed directly in IV points as call minus put.\n"},"data_sharing_group":"market"}}