Date: June 2014: zerohedge.com/sites/defaul...3_SKEWVIX.jpg

zerohedge.com/sites/defaul...3_SKEWVIX.jpg

SKEW/VIX ratio now at record highs....

Comments

Closing Basis - go with the flowClosing Basis - go with the flow
what exactly is that supposed to be telling us? Looks 50/50. 6/23/14
ryans2u - Batting 16.34% in 2014ryans2u - Batting 16.34% in 2014
Not sure if I am reading this correctly. In 1993 when it was near a record high the SP went on a 7 year bull market immediately afterwards. You bullish in here? 6/23/14
DinkDink
@Closingbasis: According to sentimentrader.com, the SKEW index is an options indicator and gives an indication of the probability of a black swan event. The SKEW/VIX ratio is a valuation measure of a black swan event. 6/23/14
...