List of Flash News about tenor compression
| Time | Details |
|---|---|
| 11:56 |
Options Skew Update: 25-Delta Skew Compressed Near 10% Across Tenors; Puts Priced Richer Than Calls Signal Persistent Downside Hedging Demand
According to @glassnode, 25-delta skew remains firmly in put territory and is compressed around 10% across option tenors. According to @glassnode, even as implied volatility declines, puts are priced richer than calls, signaling persistent demand for downside protection. |