Open Interest Skew
Open interest skew describes an imbalance between long and short exposure in outstanding derivatives contracts.
Category
Perpetual Futures Risk
These concepts help explain market imbalance, funding cadence, futures basis, and loss allocation in perpetual futures systems.
How to recognize this theme
Risk-management terms used around perpetual derivatives markets.
In a daily board, this category groups terms by their shared role. Look for four cards that describe the same mechanism, risk area, or workflow rather than four words that merely sound similar.
Educational context
These entries are vocabulary notes for learning. They are not project endorsements, token recommendations, exchange rankings, or trading signals.
Funding Interval
A funding interval is the recurring period at which perpetual futures funding payments are calculated or exchanged.
Basis Spread Monitor
A basis spread monitor tracks the price difference between a futures market and its reference spot market.
Auto-Deleveraging Queue
An auto-deleveraging queue ranks accounts that may have exposure reduced when a derivatives venue needs to manage unresolved losses.