SKEW Index Chart

CBOE Skew Index

 

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timwest timwest PRO SPY, D, Long ,
SPY: S&P500 SPY YEAR-END OPTIONS GRAPHED
2217 29 36
SPY, D Long
S&P500 SPY YEAR-END OPTIONS GRAPHED

With the S&P500 ($SPY) at 215.04 last as of Friday, October 7, 2016, you can see the price of various options. I started at 215 which is "at the money" and the prices above that are the call options, since those are "out of the money". I made the call options green, since they are for upside price action. I then graphed the put options prices from 215 and down ...

Delta10 Delta10 PRO SPX, D,
SPX: S&P 500 DrawDowns indicated by VIX and SKEW
240 2 5
SPX, D
S&P 500 DrawDowns indicated by VIX and SKEW

If you look at SKEW and VIX and combine both indicators, you can clearly see draw downs coming.

TASAVANT TASAVANT SKEW, D, Short ,
SKEW: SKEW VIX divergence widening....big boys are buying protection
349 0 5
SKEW, D Short
SKEW VIX divergence widening....big boys are buying protection

Institutional investors keep buying protection while the Joe Six Pack investor keeps neglecting fat tail risks.....thats what this chart tells you

TASAVANT TASAVANT SKEW, D,
SKEW: SKEW divergence from VIX ...warning signal equity markets
167 0 5
SKEW, D
SKEW divergence from VIX ...warning signal equity markets

SKEW Index above 140 is a warning signal but when it's diverging from the VIX ....watch your 6 if you are long equities

VIX: INTERMARKET | Vix vs Skew & Ratio Spread
336 0 2
VIX, D
INTERMARKET | Vix vs Skew & Ratio Spread

Another chart to keep in mind given skew has decoupled from the VIX!

PrometheusAM PrometheusAM PRO SKEW/VIX, D,
SKEW/VIX: INTERMARKET | Skew/Vix vs SP1!
129 0 3
SKEW/VIX, D
INTERMARKET | Skew/Vix vs SP1!

One to keep an eye on... Particularly given S&P variance has been so low lately.

stockspy stockspy PRO SKEW, D,
SKEW: Skew compare to $SPX and $VIX
106 0 3
SKEW, D
Skew compare to $SPX and $VIX

Widening in June. Narrowing end of June (spx goes up)

SpeedyG SpeedyG PRO SKEW, W, Long ,
SKEW: S&P 500 and VIX and Skew Weekly ___ LONG?
78 0 2
SKEW, W Long
S&P 500 and VIX and Skew Weekly ___ LONG?

What you think about Skew? is it usable ? or correct? I tryed to use for this Chart in S&P500 Here the Vidio for using the Skew ( Black Swan Index) www.youtube.com/watch?v=EXYWgVOf_iY www.youtube.com/watch?v=4lA9us3xiKk

SKEW: Fear of Crises Highest Levels Since at Least 1990
279 0 11
SKEW, D
Fear of Crises Highest Levels Since at Least 1990

The SKEW Index is a measure of tail risk - volatility measured from unexpected moves that fall outside 2 standard deviations. It has been erratic as of late, and day-to-day changes are likely more a liquidity reaction. Much more important is the general trend of the indicator. The 20-day (1 month), 50-day, 100-day average for the risk metric is just off its ...

QuantitativeExhaustion QuantitativeExhaustion SPX500, W, Short ,
SPX500: US Equity Markets Artificial Lift
1534 54 34
SPX500, W Short
US Equity Markets Artificial Lift

SKEW/VIX Indicator - OIL Volatility OVX SKEW/VIX Index compare, is a new indicator that I built here on TradingView (you can read details how it was constructed in the related link below). When combining SKEW with VIX, we can see significant market tops/bottoms and displacement/divergence. As you can see in the chart, S&P has been in a tight upward channel ...

SKEW: Black Swan Risk Canary, CBOE Skew Index
1704 22 20
SKEW, D
Black Swan Risk Canary, CBOE Skew Index

Similar to VIX, the price of S&P 500 tail risk is calculated from the prices of S&P 500 out-of-the-money options. SKEW typically ranges from 100 to 150. A SKEW value of 100 means that the perceived distribution of S&P 500 log-returns is normal, and the probability of outlier returns is therefore negligible. As SKEW rises above 100, the left tail of the S&P 500 ...

TASAVANT TASAVANT SKEW, D,
SKEW: CBOE SKEW vs VIX divergence
881 3 3
SKEW, D
CBOE SKEW vs VIX divergence

The pro's (SKEW) vs Joe six pack (VIX)......... CBOE SKEW Index values, which are calculated from weighted strips of out-of-the-money S&P 500 options, rise to higher levels as investors become more fearful of a “black swan” event — an unexpected event of large magnitude and consequence.

Zentoro Zentoro DCY0, D, Short ,
DCY0: Cross Ladder Quantitative Analysis Example
90 0 0
DCY0, D Short
Cross Ladder Quantitative Analysis Example

Using the Harmonic Mean (Pythagorean Means), we focus on "three values" using the Cross Ladder Problem by drawing the geometric shape - vectored R/S points. These values are taken from the harmonic mean of "B" "A" "h". The calculation inputs are Log Normal, Exponential, and Skewness. (Arithmetic mean gives higher data points that will error your weight); ...

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