SKEW - futures io
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SKEW is similar to the VIX. Both measures take place on the S&P 500. It measures the possibility of risk in the markets. The VIX uses at-the-money options strike prices and the SKEW uses out-of-the-money strike prices. Both over the next 30 days and both measuring implied volatility.

A SKEW value of 100 is normal. With a value like this the chances of a Black Swan event are very low. Higher numbers indicate the probability of an outlier event is increasing. Meaning the right or left ends of a normal distribution move 3 standard deviations. This is called tail risk.

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