SignalMacro

CBOE Skew Index $150.63 ↑ 4.5% 95th %ile (tail_risk)

Percentile: 95th in 90d range | Regime: tail_risk

What changed

Percentile: 95th in 90d range | Regime: tail_risk

Why it matters

Skew drop to 55th percentile signals neutral options demand, reducing tail-risk premium.

Sources

futures