options skew is rewriting assumptions about event-driven flows

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

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

That debate sits next to today’s market focus around “Geopolitical Strategist: Bitcoin Is the “Third Way” Between the Dollar and Yuan.”

In practice, US session flows and macro liquidity interact before price fully reflects either one.

The healthier setup is alignment: US session flows improving while macro liquidity stays orderly.

Builders and treasuries should track rate-cut expectations even when social feeds obsess over institutional desks.

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