JohnKicklighter

Fear of Crises Highest Levels Since at Least 1990

CBOE:SKEW   CBOE SKEW INDEX
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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 highest level on records going back to 1990. In other words, the market ranks are very concerned about the future.

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