The research views expressed herein are those of the author and do not necessarily represent the views of CME Group or its affiliates. All examples in this presentation are hypothetical ...

While we often focus on the price of a futures market, the options market can tell us an entirely different, and equally important, story. CME Group’s CVOL Skew Ratio is a tool designed to help ...

There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...

Cross-Asset Volatility: Implied volatilities fell across asset classes again last week following the US-China tariff reprieve, with equity and credit implied volatilities dropping the most. The VIX ...

The CBOE Volatility Index (VIX) isn't the only way to measure expected volatility The CBOE Volatility Index (VIX) is widely known as the market’s “fear gauge” because it measures expected volatility ...