According to Wu Shuo, as reported by Greekslive, the difference in option Skew across various maturities has widened. Since the bull market at the end of this year, the Skew across maturities has been very close, fluctuating around 5%, with most differences not exceeding 1%. However, as the market has recently entered a correction, the differences have begun to widen, with short-term skew decreasing significantly. This data indicates a noticeable decline in market enthusiasm, and options market participants have become less optimistic about January.