The CBOE SKEW Index just closed at its lowest level since October 2014 – but is tail risk in the stock market really that low?…
Tagged $^SKEW
Is Tail Risk Really At An All-Time High?
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…
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…
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,…