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, ...
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 ...
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