CBOE SKEW Index YELLOW
CBOE SKEW measures tail risk priced into S&P 500 options. Above 145 historically precedes major drawdowns by 1-3 months.
Source: yfinance:^SKEW · Updated: sat oct 31 12:00pm
CBOE SKEW measures tail risk priced into S&P 500 options. Above 145 historically precedes major drawdowns by 1-3 months.
Source: yfinance:^SKEW · Updated: sat oct 31 12:00pm