{"path":"/options/15delta_skew_call_put_all","tier":3,"parameters":{"a":["ETH"],"c":["native"],"e":["binance","bybit","deribit","okex"],"f":["csv","json"],"i":["10m","1h","24h"]},"queried":{"a":"ETH","path":"/v1/metrics/options/15delta_skew_call_put_all"},"refs":{"docs":"https://docs.glassnode.com/basic-api/endpoints/options#get-v1-metrics-options-15delta_skew_call_put_all","studio":"https://studio.glassnode.com/charts/options.15DeltaSkewCallPutAll","metric_variant":{"bulk":"/options/15delta_skew_call_put_all/bulk","pit":"/options/15delta_skew_call_put_all_pit"}},"bulk_supported":true,"timerange":{"min":1553904000,"max":1784260200},"modified":1784261034,"descriptors":{"name":"Call-Put Delta Skew (Delta 15)","short_name":"Call-Put 15 Delta Skew","group":"Delta Skew","tags":["options","skew","implied_volatility","volatility"],"description":{"default":"**Definition.** Call-Put Delta Skew (Delta 15) is the model-interpolated implied-volatility skew between 15-delta calls and 15-delta puts, reported by tenor. Each datapoint is the difference between call IV and put IV at target delta 15 for the selected asset, exchange, and quote currency.\n\n**Technical.** Values are taken from a single interpolated IV surface across delta and maturity, then projected onto standard tenors. The skew is unnormalized and expressed directly in IV points as call minus put.\n"},"data_sharing_group":"market"}}