The differences in option skew across various maturities have been magnified. Since the bull market at the end of this year, the skew across maturities has remained very close, fluctuating around 5%, with most differences not exceeding 1%. However, with the recent adjustment, the differences have started to widen, and the short-term skew has decreased significantly.

These data indicate that the market's euphoria has clearly diminished, and participants in the options market have shown a weakening in optimism for January.

For more information on unusual movements in options indicators and block trading, you can follow our Telegram channel.

【Options Indicator Anomalies】

Anomaly Time: 2024-12-25

Anomaly Currency: ETH

Abnormal Information: 25d Risk Reversal June Current Value: 15.34% (

📈

3.11%)

Abnormal Description: A significant increase or decrease in the volatility skew of options with a delta of 0.25 triggers notification.