Options Market Sentiment Study

Options Market Sentiment Study analyzes implied volatility structures, skew dynamics, and open interest concentration. It evaluates demand for downside protection versus upside speculation. Put-call ratios and volatility term structure shifts are incorporated into the framework. Gamma positioning and dealer exposure are assessed for potential liquidity impact. Sentiment extremes are measured relative to structural market phases. The objective is to quantify risk appetite and hedging behavior within derivatives markets.