25-Delta Skew (RR25)

25 Delta偏斜

Sentiment & DerivativesP2OptionsApplies to: US stocks

Formula

IV(25ΔPut) − IV(25ΔCall)

How to read it

Positive = downside protection more expensive (bearish); negative (inverted) = Calls more expensive (squeeze/extremely bullish).

Outputvalue/series
Data source: Deribit/CME. Public knowledge, not investment advice.

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Reference metadata — public, well-known indicator definitions. Not investment advice.