Cboe SKEW Index (“SKEW”)

Introduction to SKEW Index The Cboe SKEW Index (“SKEW”) is an index derived from the price of S&P 500 tail risk. It’s similar to Volatility Index (VIX). The primary difference between the VIX and the SKEW is that the VIX is based upon implied volatility round the at-the-money (ATM) strike price while the SKEW considers implied volatility of out-of-the-money (OTM) … Read more