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SKEW
 Cboe SKEW Index
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128.05

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128.05

Cboe SKEW Index
As of 2020-10-29 17:05:48 (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.


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