AVAX Short-Dated Options Skew Shifts Decisively Toward Calls

DerivaSys identifies a pronounced shift in AVAX short-dated risk reversal toward calls relative to puts. The exceptional and sustained signal suggests a meaningful change in the relative pricing of upside exposure, though its narrow scope and moderate liquidity confidence limit conclusions about persistence or the wider market.

Published 11 Sept 2026, 02:16 UTCObserved 11 Sept 2026, 01:43 UTC

AVAX

Upside optionality gains a stronger relative premium

DerivaSys reports that AVAX’s short-dated risk reversal moved decisively further toward calls. This indicates that upside options became more richly priced relative to comparable downside options within the monitored tenor. The evidence cannot distinguish whether the configuration reflects demand for upside exposure, concern about upside outcomes or another positioning dynamic.

EvidenceDerivaSys: AVAX 2W RR25 shifts decisively toward upside skew

An exceptional signal with narrow confirmation

The detector classified the change as exceptional within the supplied history and found that it persisted through its confirmation period. That strengthens the case that the reading was more than an isolated data fluctuation. Even so, the evidence covers only one AVAX tenor and carries moderate liquidity confidence, so it should not be treated as proof of a durable regime change or a broader options-market shift.

EvidenceDerivaSys: AVAX 2W RR25 shifts decisively toward upside skew

Measurements

Original measurements.

AVAX 2W RR25 changed +1.99 volatility points.

Evidence

Sources.

AVAX 2W RR25 shifts decisively toward upside skewDerivaSys
Evidence timestamp 11 Sept 2026, 01:43 UTC.
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