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 ...

the implied volatility levels for 1-month 100% moneyness S&P 500 options are trading at the very low end of the 1-year historical range. Despite the relative calm in the market, the SKEW index ...

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 ...