Can the CME Group Volatility Index (CVOL) skew ratio offer clues to market participants’ sentiment on which way the direction of a particular futures market might trend? In our second article on CVOL, ...

Markets rarely move in a straight line, and the stories behind their fluctuations are often far more complex than a simple news headline suggests. For seasoned traders and market watchers, ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...

The CBOE Volatility Index (VIX) isn't the only way to measure expected volatility The CBOE Volatility Index (VIX) is widely known as the market’s “fear gauge” because it measures expected volatility ...

Skew Ratio, or Directional Sentiment gauges the balance of variance between call (upside) and put (downside) options. Convexity, or Market Uncertainty measures the degree of variance in options out-of ...

While the skew ratio can suggest potential market direction, convexity is essential for assessing uncertainty and the cost of risk in out-of-the-money options. Comprehensive measures of implied ...