SPYvsGME

ICEBURG RIGHT AHEAD!!!

CBOE:SKEW   CBOE SKEW INDEX
Cem Karsan was on a vol podcast recently talking about the past week and what’s to come.
https://open.spotify.com/episode/7rUKlsf...

Of particular interest for me is the recent distribution of skew term structure into a market selloff.

The amount of skew there is and the amount of term structure is what drives an imbalance in delta effects.
The skew distribution into a decline is a very strong indicator for the next few days or even week.

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