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SKEW
 Cboe SKEW Index
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145.55

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0.0 (0.0%)

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145.55

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.