CBOE SKEW
SKEW尾部风险指数
Sentiment & DerivativesP2Sentiment IndexApplies to: US stocks
Definition
Pricing of SPX left-tail (crash) risk.
Formula
Skewness computed from out-of-the-money options, mapped to 100-150
How to read it
High = expensive crash-protection premium; high SKEW + low VIX = hidden risk.
Outputvalue/series
Data source: CBOE. Public knowledge, not investment advice.
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Related indicators
Reference metadata — public, well-known indicator definitions. Not investment advice.