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Market intelligence analysis

AVAX One-Week Options Skew Shifts Further Toward Calls

Derivasys reports that AVAX’s one-week risk reversal strengthened, leaving call implied volatility higher than put implied volatility. The signal indicates a stronger relative premium for upside options at this horizon, while the evidence does not establish whether the shift extends across maturities or will persist.

Published Observed
AVAX

01

A stronger call-side premium at one week

Derivasys reports a rise in AVAX’s one-week risk reversal. Because this measure compares call implied volatility with put implied volatility, the change indicates that calls became richer relative to puts at this horizon. It describes a shift in relative option pricing, not evidence of a market direction or a realized outcome.

EvidenceDerivasys: AVAX 1W RR25 rose

02

A localized signal, not a surface-wide conclusion

The evidence establishes a change in the one-week tenor only. It does not show whether the stronger call-side premium is shared by other maturities, identify its cause, or establish that the repricing will last. Those limits leave the signal useful for assessing near-term relative option costs, but insufficient to characterize AVAX’s broader options surface.

EvidenceDerivasys: AVAX 1W RR25 rose

Measurements

Original measurements.

  • AVAX 1W RR25 changed +1.67 volatility points.

Evidence

Sources.

  1. AVAX 1W RR25 roseDerivasys

    Evidence timestamp .

    Source URL unavailable