{"path":"/options/ibit_options_25delta_skew_3_months","tier":3,"parameters":{"a":["BTC"],"c":["native"],"f":["csv","json"],"i":["10m","1h","24h"]},"queried":{"a":"BTC","path":"/v1/metrics/options/ibit_options_25delta_skew_3_months"},"refs":{"docs":"https://docs.glassnode.com/basic-api/endpoints/options#get-v1-metrics-options-ibit_options_25delta_skew_3_months","studio":"https://studio.glassnode.com/charts/options.IbitOptions25DeltaSkew3Months","metric_variant":{"bulk":"/options/ibit_options_25delta_skew_3_months/bulk","pit":"/options/ibit_options_25delta_skew_3_months_pit"}},"bulk_supported":true,"timerange":{"min":1732008600,"max":1792601400},"modified":1792602197,"descriptors":{"name":"IBIT 25 Delta Skew Normalized (3 Months)","short_name":"IBIT 25 Delta Skew (3 Months)","group":"IBIT","tags":["options","etf","skew","implied_volatility","volatility","institutions"],"description":{"default":"**Definition.** IBIT 25 Delta Skew Normalized (3 Months) is the spread between the implied volatility of a 25-delta put and a 25-delta call on the IBIT ETF, normalized by at-the-money implied volatility. The series covers option contracts expiring three months from the print date.\n\n**Interpretation.** Positive readings price puts richer than matching-delta calls, indicating downside-skewed positioning, negative readings price calls richer than matching-delta puts.\n"},"data_sharing_group":"market"}}