CBOE SKEW Index

-2.19 (1.55%)
INDX (CLOSED)

CBOE SKEW Index (SKEW) @ INDX

Printed Saturday, 16 May '26 16:19 MST
CBOE SKEW Index

SKEW is the ticker symbol for the CBOE Skew Index, a measure of the perceived tail risk of the distribution of S&P 500 investment returns over a 30-day horizon. The index values are calculated and published by the Chicago Board Options Exchange based on current S&P 500 options market data. SKEW is similar to the VIX index, but instead of measuring implied volatility based on a normal distribution, it measures an implied risk of future returns realizing outlier behavior.

Volatility Index

Website Attributes Seasonality Filters
Date Name (*Public) Description Symbol Type Size Action
Date Value Error Logarithmic Error Model (*Public)
-U2.19 (1.55%) on Thursday, 14 May 2026
Date Value Δ Open Close Low High Adjusted Volume Δ
Name Version (*Public) Indicator % Auto Description Symbol Company Name Forecasts Buy / Sell Action
Opened (Closed) Expires Symbol Company Name Name (*Public) Size Contract Symbol Open P/L Close P/L Total P/L ROI DTE DIT Delta Action
Details Best Trend by Hindsight Forecast Profit or Loss
Date (*Public) Symbol Strategy Data Origin Slope Sigma Cor % Moves Sigma Moves Gain % Periods Action
Date Name (*Public) Description Price Quantity Total Cost Type Symbol Action
Date RSI Stochastic %D Stochastic %K MACD MACD Divergence MACD Signal DMI CCI Volatility Bollinger Upper Bollinger Mid Bollinger Lower
Date Name Description Type Symbol Company Name Location
Date UTC Location Action Description Object Severity User Action