According to Greeks.live, the differences in options Skew across various terms have significantly amplified. Previously, during the bull market at the end of the year, these Skew differences were minimal, fluctuating around 5% with discrepancies not exceeding 1%. However, as the market enters a correction phase, these differences have widened, particularly with a notable drop in short-term Skew. This data suggests a decline in market excitement and a weakening of optimism among options market participants for January.