cboe rising SKEWSKEW Index has trended up with the market, reflecting rising demand for tail risk hedgingSby tilbert111
SKEW VIX divergence widening....big boys are buying protectionInstitutional investors keep buying protection while the Joe Six Pack investor keeps neglecting fat tail risks.....thats what this chart tells youSShortby TASAVANTUpdated 5
SKEW divergence from VIX ...warning signal equity marketsSKEW Index above 140 is a warning signal but when it's diverging from the VIX ....watch your 6 if you are long equitiesSby TASAVANT5
INTERMARKET | Skew/Vix vs SP1!One to keep an eye on... Particularly given S&P variance has been so low lately.Sby PrometheusCHT3
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 www.youtube.com SLongby SpeedyG3rd2
Fear of Crises Highest Levels Since at Least 1990The 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.Sby JohnKicklighter11
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 distribution acquires more weight, and the probabilities of outlier returns become more significant. One can estimate these probabilities from the value of SKEW. Since an increase in perceived tail risk increases the relative demand for low strike puts, increases in SKEW also correspond to an overall steepening of the curve of implied volatilities, familiar to option traders as the skew.Sby QuantitativeExhaustion232321
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.Sby TASAVANT333