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Market intelligence analysis

XRP Short-Dated Options Skew Reverses Toward Puts

DerivaSys identifies a reversal in XRP short-dated skew from a call premium to a slight put preference. The shift changes the directional balance of option pricing, but its localized scope and moderate liquidity confidence limit conclusions about persistence or the broader surface.

Published Observed
XRP

01

Directional preference crosses over

DerivaSys reports that XRP short-dated skew moved from favoring calls to slightly favoring puts. This represents a change in the relative pricing of upside and downside exposure, rather than a continuation of the previously documented retreat in call preference.

EvidenceDerivaSys: XRP 2W skew reverses from calls toward puts

02

Confirmation supports the signal, not a broad conclusion

The source says the input passed quality checks and the reversal persisted through its confirmation process. Even so, the evidence concerns a single maturity and carries only moderate liquidity confidence, so it does not establish durability or a comparable shift elsewhere on XRP’s options surface.

EvidenceDerivaSys: XRP 2W skew reverses from calls toward puts

Measurements

Original measurements.

  • XRP 2W RR25 changed -3.72 volatility points.

Evidence

Sources.

  1. XRP 2W skew reverses from calls toward putsDerivaSys

    Evidence timestamp .

    Source URL unavailable