TechFlow news, on December 25, Greeks.live analyst Adam posted on social media stating that the differences in option skew across various maturities have widened. Since the beginning of this year's bull market, skews across different maturities have remained close, fluctuating around 5%, with most inter-term differences not exceeding 1%. However, as the market recently entered a correction phase, these differences have started to expand, with short-term skew declining significantly.
These data indicate a clear decline in market euphoria, and options market participants have become less optimistic about January.
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