值得关注的是，此次VIX异动主要源于追涨资金集中入场引发的短期情绪扰动，尾部风险预警指标SKEW却延续下行趋势，显示衍生品市场对极端下跌风险 ...

30日VIX单周下降均超过2%，反映市场对短期波动风险的预期显著降低。同时，SKEW小幅抬升，显示尾部风险溢价有所收敛，前期因指数剧烈震荡积累的 ...

In the options markets, a rapid selloff after a relatively long stretch of calm coincides with an increase in volatility as ...

Stock and bond market volatility indices, VIX and MOVE, have ticked higher amid ... said. "Tradfi risk skew is still very much to the downside as the sell offs are typically sharper than the ...

While SPX skew declined, we saw a surge in tail hedging using far OTM VIX call options. In fact, Thursday was the 2nd highest volume day on record for buying of high-strike (50+) VIX calls ...