SKEW Index Chart

CBOE Skew Index

 

SKEW

News

stockspy stockspy PRO SKEW, D, 24 days ago
SKEW: Skew compare to $SPX and $VIX
32 0 2
SKEW, D
Skew compare to $SPX and $VIX
Widening in June. Narrowing end of June (spx goes up)
timwest timwest PRO SPY, D, Long , 3 months ago
SPY: S&P500 SPY YEAR-END OPTIONS GRAPHED
2090 27 32
SPY, D Long
S&P500 SPY YEAR-END OPTIONS GRAPHED
With the S&P500 ($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 ...
SpeedyG SpeedyG PRO SKEW, W, Long , 3 months ago
SKEW: S&P 500 and VIX and Skew Weekly ___ LONG?
40 0 1
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
JohnKicklighter JohnKicklighter PRO SKEW, D, a year ago
SKEW: Fear of Crises Highest Levels Since at Least 1990
226 0 10
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, ...
QuantitativeExhaustion QuantitativeExhaustion PRO SPX500, W, Short , 2 years ago
SPX500: US Equity Markets Artificial Lift
1466 54 33
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 ...
QuantitativeExhaustion QuantitativeExhaustion PRO SKEW, D, 2 years ago
SKEW: Black Swan Risk Canary, CBOE Skew Index
1383 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 ...
TASAVANT TASAVANT SKEW, D, 2 years ago
SKEW: CBOE SKEW vs VIX divergence
713 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 , 2 years ago
DCY0: Cross Ladder Quantitative Analysis Example
74 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 ...
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