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TASAVANT
Jul 3, 2014 8:14 PM

CBOE SKEW vs VIX divergence  

CBOE SKEW INDEXCBOE

Description

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.
Comments
TASAVANT
LEONES
nothing to worry about then?..
QuantitativeExhaustion
Very advanced analysis but also simple chart read
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