Is the Market Bullish or Bearish? How the CVOL Skew Ratio Reveals Market Sentiment | Institutional Investor
Dr. Mark Shore and Michael Copeland, CME GroupAt a GlanceThe CME Group Volatility Index (CVOL) is a suite of implied volatility indices, measuring 30-day forward volatility across all option strike prices of key futures markets.Volatility indices may be considered a sentiment indicator as they attempt to capture the view of a wide range of options-market participants.While we often focus on the price of a futures market, the options market can tell us an entirely different, and equally import...| www.institutionalinvestor.com
