Browse

CBOE Skew Index

INDEX:​SKEW
 
     
 
     
Prev
 
Open
 
Volume
 
1 Day Range
  -  
EPS
 
Mkt Cap
 
PE
 
Popular Today
Popular Today
Popular All Time
Newest

SKEW Index Chart

 

News

SKEW: Black Swan Risk Canary, CBOE Skew Index
1796 23 21
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 SKEW rises above 100, the left tail of the S&P 500 ...

TASAVANT TASAVANT SKEW, D, Short
SKEW: SKEW VIX divergence widening....big boys are buying protection
401 0 5
SKEW, D Short
SKEW VIX divergence widening....big boys are buying protection

Institutional investors keep buying protection while the Joe Six Pack investor keeps neglecting fat tail risks.....thats what this chart tells you

TASAVANT TASAVANT SKEW, D,
SKEW: SKEW divergence from VIX ...warning signal equity markets
196 0 5
SKEW, D
SKEW divergence from VIX ...warning signal equity markets

SKEW Index above 140 is a warning signal but when it's diverging from the VIX ....watch your 6 if you are long equities

PrometheusAM PrometheusAM PRO SKEW/VIX, D,
SKEW/VIX: INTERMARKET | Skew/Vix vs SP1!
155 0 3
SKEW/VIX, D
INTERMARKET | Skew/Vix vs SP1!

One to keep an eye on... Particularly given S&P variance has been so low lately.

stockspy stockspy PRO SKEW, D,
SKEW: Skew compare to $SPX and $VIX
114 0 3
SKEW, D
Skew compare to $SPX and $VIX

Widening in June. Narrowing end of June (spx goes up)

SpeedyG SpeedyG PRO SKEW, W, Long
SKEW: S&P 500 and VIX and Skew Weekly ___ LONG?
97 0 2
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

Silver-Silver Silver-Silver SKEW+VIX, D, Short
SKEW+VIX: Is it Bear Season Again?
453 3 13
SKEW+VIX, D Short
Is it Bear Season Again?

Q2's end is just around the corner...

SKEW: Fear of Crises Highest Levels Since at Least 1990
291 0 11
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, 100-day average for the risk metric is just off its ...

TASAVANT TASAVANT SKEW, D,
SKEW: CBOE SKEW vs VIX divergence
899 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.

United States
United Kingdom
India
Deutschland
España
France
Italia
Polska
Brasil
Россия
Türkiye
Indonesia
Malaysia
日本
한국
Home Stock Screener Forex Signal Finder Economic Calendar How It Works Chart Features House Rules Moderators For the WEB Widgets Stock Charting Library Priority Support Feature Request Blog & News FAQ Help & Wiki Twitter
Profile Profile Settings Account and Billing Priority Support Ideas Published Followers Following Private Messages Chat Sign Out