options skew is forcing a rethink of event-driven flows

The gap between options skew and spot ETFs is where false confidence usually builds.

If both options skew and spot ETFs improve together, follow-through is more believable.

That debate sits next to today’s market focus around “North Korean Hackers Flip Stolen Binance Funds Into NEAR Meme Coins.”

The edge is often just refusing to confuse volume with conviction.

Historically, stretches where options skew leads without support from spot ETFs invite sharper reversals.

Most blow-ups start as comfortable consensus.

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