20240705 morning SKEW
I was able to express the S&P 500 stock price (candlestick) and its SKEW (blue), and changes in VIX (brown) and VVIX (yellow) on one free TV. The VIX (brown) value, which rises due to the stock price crash, has hardly changed, but the SKEW (blue) value, which rises when far put (profit due to a drastic fall in stock price) increases in the S&P 500 option, and the VVIX (yellow) value, which rises when far calls (profit from a drastic VIX rise) of the VIX option increase, have both risen. The current SKEW (blue) value is 148.83, which exceeds the estimated risk of black swans appearing at 140. While information on changes in US bond interest rates is scarce, is it a sense of alarm about the unemployment rate announcement etc. at 21:30 tonight? What is the cause of the fall in the dollar index since last night? It would be nice if it ended in disappointment and literally became a “morning reign, twilight reform,” but... Just for your reference.
<About SKEW and VVIX＞
On 7/12 at 02:00 it is said that Moomoo Securities will distribute an exclusive webinar hosted by the CBoE Options Research Institute. It looks like you can make a viewing reservation from within the app.
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