All material subject to strictly enforced copyright laws. © 2022 Euromoney Institutional Investor PLC group

US equity fails to shake its tail as SKEW index stays alert and elevated

A gauge of tail risk priced into options markets has been resilient in the face of the recent rally for US stocks, indicating that many large investors are hedging their bets.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Take a Free Trial or Login
We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree