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SKEW
 Cboe SKEW Index
Last Sale

131.41

Change

-4.78 (-3.51%)

Open

131.41

High

131.41

Low

131.41

Prev Close

136.19

Cboe SKEW Index
  • Overview
  • Performance
     

Cboe SKEW Index (SKEW)

The skewness of a rate of return indicates returns around 0.  Negative skewness entails The Cboe SKEW IndexSM (SKEW) estimates the skewness of  S&P 500® returns at the end of a 30-day horizon.  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.

  
    
Critical Periods
    
The performance quoted represents past performance and does not guarantee future results.