According to @glassnode, 25-delta skew remains in put territory, while the skew index shows short-dated skew near equilibrium and longer-dated skew leaning higher, indicating demand for upside convexity rather than pure hedging, source: @glassnode. For traders, this split skew profile highlights balanced near-term option pricing but growing demand for longer-dated upside convexity exposure, source: @glassnode.

According to @glassnode, the team has constructed the Glassnode Skew Index as a comprehensive measure of how options markets price asymmetric risk. Source: @glassnode. The index is presented as a dedicated tool for measuring market asymmetry in options pricing. Source: @glassnode. The release focuses on quantifying asymmetric risk priced by options markets to inform trading analysis. Source: @glassnode.