Options skew refers to the difference in implied volatility (IV) across various strike prices or expiration dates for options on the same underlying asset. It reflects the market's perception of risk ...

Equity option skew and oil futures curves provide a useful pulse for the market's expectation of the speed of resolution of the conflict. This insight explains how we are viewing them. Russell 2000 ...

CHICAGO–(BUSINESS WIRE)–SpiderRock Gateway Technologies (“SpiderRock”), a leading provider of analytical option data, announced today the release of “Chart Tool”, a web application for visualizing ...

The VIX is still near historical lows while the SKEW is near the high end of its range. Recently high-profile analysis by Oaktree's Howard Marks and JPMorgan's Marko Kolanovic may have awakened the ...

The research views expressed herein are those of the author and do not necessarily represent the views of CME Group or its affiliates. All examples in this presentation are hypothetical ...

CME Group's CVOL includes out of the money options to examine the inner workings of markets New upward and downward volatility features helped spot FX volatility trends in the early pandemic period ...

Thirty-day implied volatility is a liquid and sensitive part of the volatility surface and is closely watched by market participants. Traditionally it has been difficult to easily see 30-day implied ...