Skew (S&P 500 Crash Risk) Rises To Highest Level Ever!

Guest Post by Anthony Sanders

The CBOE Skew index, a measure of tail risk for the S&P 500 index, just exploded.

skeweisk

It is now at the highest level on record.

skewlt

It looks like an S&P 500 index downturn follows the SKEW breaching the 140 level.

skewsp500

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