cboe_skew

Cboe SKEW index: the implied probability of a large S&P 500 fall, scaled so 100 means a normal distribution. Higher is a fatter priced left tail.

index_pointsRESTATEDcore.macro_observationsn_min 20export restricted — hover for the licence

value

148.1000

1y percentile

74.5%

3y percentile

62.3%

all percentile

95.4%

robust z

3.18

rank 1y

61.2%

9230

Last observed 2026-09-18, 3 days before 2026-09-21. The value is carried forward; it is not a reading for 2026-09-21.

148.10002026-09-18

Every market at 2026-09-21

1 of 1 with a reading on or before 2026-09-21; 1 carried forward from an earlier day (marked). Each row is that name against its own history — core.metric_context(), one query for all of them — not a rank among them.

market	value	1y pct ↓	3y pct	1y rank	robust z	n
US	148.10003d	74.5%	62.3%	61.2%	3.18	9230

Provenance

Source: core.macro_observations
Cadence: daily, Cboe sessions, the morning after
Read by: Page 5, beside the VIX curve: the priced tail of the S&P 500
Point-in-time: RESTATED — values change as corporate actions arrive. Each row's vintage_ts records when it was computed.
Export restriction: INHERITED FROM core.macro_observations' cboe_indices SourceSpec: Cboe index values are Cboe's market data, its redistribution terms have not been reviewed, and the ADR-0014 fail-closed default applies until someone reads them. A ratio of restricted values is still restricted.