Welcome to this third and final episode of our breakdown of the Skew-T diagram. In part one, we went over what exactly the Skew-T diagram is, and then in part two, we looked at how different ...
The CBOE Volatility Index (VIX) isn't the only way to measure expected volatility ... the “fear gauge” title even more: The CBOE Skew Index (SKEW). The SKEW measures the steepness of the ...