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Tampilkan postingan dengan label options volatility. Tampilkan semua postingan

Alarming rise in the Black Swan Indicator



Brought to you by Wolf on Wall StreetThis Sunday I showed you the SKEW Index which is brought to you by the CBOE (same place the VIX comes from). The SKEW is a rather new tool for the CBOE and is meant to reflect the probability of a "Black Swan" event.

The SKEW runs between around 100 (probability of a market crash very small) to 150 with an average of 115. I noticed the rate of change of the
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