The CBOE Skew Index hit an all-time high yesterday…but is this “black swan” indicator really something to worry about? We’ve posted several pieces on the CBOE…
Tagged CBOE SKEW Index
Something’s Askew In This Market
CBOE’s Skew Index, a measure of “tail risk” is at an extreme – unusual given current circumstances. One definition of skew is distortion. In a…
2014: The Most SKEWed Year On Record For Stocks
We’ve covered the CBOE SKEW in several posts during 2014, and for good reason. Its behavior this year has been unlike anything we’ve seen before,…
Tail Risk Indicator Back To Extreme Levels
2014 may well eventually be known for its buildup of various warning signs in the stock market. While the trigger that brings such warnings to…
CBOE SKEW: Tail Risk Indicator Attains Dubious Record In July We’ve talked about the CBOE SKEW Index plenty over the past few months, given its…
Chart Of The Day: CBOE SKEW Index >130 Every Day This Month OK, we promised not to post any more charts on the CBOE SKEW…
ChOTD-7/8/14 CBOE SKEW Index 1990-2014: Tail Risk Indicator Has Had 7 Readings Above 140, 3 In Past 10 Days
We’ve posted about the CBOE SKEW Index a few times. To reiterate, it is an options-derived measure of market tail risk, i.e., risk of an…
ChOTD-6/26/14 CBOE SKEW:VIX Ratio: Variant Tail Risk Indicator At All-Time High
Readers may be familiar with the CBOE’s SKEW Index. Generally speaking, it is an options-derived measure of market tail risk, i.e., risk of an outlier,…