options skew is fragmenting event-driven flows

Useful frameworks survive longer than seasonal slogans.

Even when feeds obsess over “Crypto PACs Lose Key Races After Spending Millions in Midterms,” the durable question remains process versus prediction.

Historically, stretches where RWA tokenization leads without support from protocol revenue invite sharper reversals.

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

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