BlockBeats News, December 25th, Greek analyst Adam posted on social media stating that the difference in Skew between options expiries has widened. Since the bull market at the end of this year, the Skew between expiries has been very close, fluctuating around 5%, with the differences mostly not exceeding 1%. However, as the market recently entered a correction, the differences have started to widen, with a more significant drop in short-term skew. These data indicate that the market's frenzy has significantly decreased, and options market participants have become less optimistic about January.
