SignalMacro

CBOE Skew Index $149.77 ↑ 4.0% 89th %ile (tail_risk)

Percentile: 89th in 90d range | Regime: tail_risk

What changed

Percentile: 89th in 90d range | Regime: tail_risk

Why it matters

Skew at 89th percentile signals elevated tail-risk hedging demand.

Sources

futures