The BitSkew (Bitcoin skew) and EthSkew (Ethereum skew) Indexes are a measure of expected 30-day implied skewness in BTC and ETH, respectively.

> Download BitSkew Index Methodology

The BitSkew Index measures the Expected 30-day Implied Skewness Derived from Tradeable Bitcoin Option Prices.

The index is model-free and designed to use the full range of option strikes to best capture the market outlook on expected skewness. This transparent, reliable and time-tested approach enables the index to present precise and meaningful information to market participants.