Index Dashboard

SKEW
 Cboe SKEW Index
Last Sale

132.09

Change

0.37 (0.28%)

Open

132.09

High

132.09

Low

132.09

Prev Close

132.09

Cboe SKEW Index
As of 2020-06-01 17:18:23 (ET)
  • 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.