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Flash News List

List of Flash News about tenor compression

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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.

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