These are the top 10 ETFs with the cheapest skew, according to Barclays’ ETF Compass note. Investopedia explains that the volatility skew is the difference in implied volatility between out-of ...

These are the top 10 ETFs with the most expensive skew, according to Barclays’ ETF Compass note. Investopedia explains that the volatility skew is the difference in implied volatility between ...

However, there’s another volatility index that may deserve the “fear gauge” title even more: The CBOE Skew Index (SKEW). The SKEW measures the steepness of the implied volatility curve in ...

Skew steepened notably last Friday across the major US indices as concerns over the economic outlook intensified. Cross-Asset Volatility: Implied volatilities gained across asset classes last week ...