According to @glassnode, the 1-week implied volatility heatmap has shifted toward colder colors over the past two weeks, marking the lower end of recent IV ranges for short-dated options; link: glassno.de/49GFUDI; source: @glassnode. According to @glassnode, the cooling is broad-based across calls and puts and across all deltas, indicating it is not confined to one side of the options book; source: @glassnode.