ChainCatcher news, according to CryptoSlate, the 25 Delta Skew in the Bitcoin options market has been highly volatile over the past few months. The weekly 25 Delta Skew metric on Deribit tracks the difference in implied volatility between 25 Delta put options and 25 Delta call options, and this metric has shown significant fluctuations. Since January, this skew has ranged from a low of around -15% to a high of over 15%, highlighting the changing sentiment of options traders and the market's perception of risk.Recent data shows that the skew has surged sharply due to the current correction in Bitcoin. This volatility often reflects a shift in traders' outlook between bearish and bullish scenarios.It is reported that the 25 Delta Skew refers to the implied volatility difference between put options with a delta of -25% and call options with a delta of 25%, indicating a disparity in market views on implied volatility. The calculation of the 25 Delta Skew is the difference between the implied volatility of 25 delta put options and the implied volatility of 25 delta call options, normalized by the ATM implied volatility. This metric focuses on options contracts that expire in one week.