{"path":"/options/skew_index_ratio","tier":3,"parameters":{"a":["SOL"],"c":["native"],"e":["bybit","deribit"],"f":["csv","json"],"i":["10m","1h","24h"],"quote_symbol":["USDC","USDT"]},"queried":{"a":"SOL","path":"/v1/metrics/options/skew_index_ratio"},"refs":{"docs":"https://docs.glassnode.com/basic-api/endpoints/options#get-v1-metrics-options-skew_index_ratio","studio":"https://studio.glassnode.com/charts/options.SkewIndexRatio","metric_variant":{"bulk":"/options/skew_index_ratio/bulk","pit":"/options/skew_index_ratio_pit"}},"bulk_supported":true,"timerange":{"min":1708410000,"max":1784264400},"modified":1784265232,"descriptors":{"name":"Glassnode Skew Index Ratio","short_name":"Glassnode Skew Index Ratio","group":"Skew Index","tags":["options","skew","implied_volatility","volatility"],"description":{"default":"**Definition.** Glassnode Skew Index Ratio is a scale-free gauge of call-versus-put dominance, defined as Upside IV divided by Downside IV across fixed tenors.\n\n**Interpretation.** Values above 1 indicate richer upside, values below 1 indicate richer downside. It complements the Glassnode Skew Index (difference) by normalizing out the absolute volatility level.\n\n**Notes.** For further details, see [Measuring Market Asymmetry: The Glassnode Skew Index](https://insights.glassnode.com/glassnode-skew-index/).\n"},"data_sharing_group":"market"}}