According to @glassnode, it launched Interpolated Implied Volatility metrics that map how risk is priced across deltas and maturities for BTC, ETH, SOL, XRP, and BNB options, moving beyond the single 25-delta skew snapshot. Source: @glassnode, glassno.de/48Gquiw. The new IV surfaces reveal full risk pricing across the volatility surface, allowing traders to observe term structure and skew across strikes and expiries rather than a compressed metric. Source: @glassnode, glassno.de/48Gquiw. 25-delta skew remains widely used but compresses a richer surface that these Interpolated IVs now display for the covered assets. Source: @glassnode, glassno.de/48Gquiw. Coverage includes BTC, ETH, SOL, XRP, and BNB for comprehensive crypto options monitoring. Source: @glassnode, glassno.de/48Gquiw.