{"id":2278,"date":"2013-03-04T20:22:17","date_gmt":"2013-03-04T20:22:17","guid":{"rendered":"http:\/\/www.csidata.com\/?p=2278"},"modified":"2019-06-05T02:24:11","modified_gmt":"2019-06-05T02:24:11","slug":"rvx-i-cboe-russell-2000-volatility-index-skewx-i-cboe-volatility-eod-skew-data-available-in-unfair-advantage","status":"publish","type":"post","link":"https:\/\/www.csidata.com\/?p=2278","title":{"rendered":"RVX-I,  CBOE Russell 2000 Volatility Index &#038;  SKEWX-I, CBOE Volatility EOD Skew data available in Unfair Advantage"},"content":{"rendered":"<p>Looking for <strong>RVX-I<\/strong>,  CBOE Russell 2000 Volatility Index &amp;  <strong>SKEWX-I<\/strong>, CBOE Volatility EOD Skew data?<\/p>\n<p><strong>Historical Start dates<\/strong><br \/>\nRVX-I   20060505<br \/>\nSKEWX-I 19970227<\/p>\n<p><strong>RVX-I  description CBOE Russell 2000 Volatility Index <\/strong><\/p>\n<p>The CBOE Russell 2000 Volatility IndexSM (RVXSM) is a key measure of market expectations of near-term volatility conveyed by Russell 2000\u00ae stock index option prices. It measures the market&#8217;s expectation of 30-day volatility implicit in the prices of near-term Russell 2000 options. RVX is quoted in percentage points, just like the standard deviation of a rate of return, e.g. 19.36. CBOE disseminates the RVX index value continuously during trading hours. The RVX Index is a leading barometer of investor sentiment and market volatility relating to the Russell 2000 Index.<\/p>\n<p><strong>SKEWX-I description  CBOE Volatility EOD Skew<\/strong><\/p>\n<p>The CBOE Skew Index attempts to measure tail risks \u2014 the probability of a sharp decline of two or more standard deviations on a 30-day log return basis \u2014 of the S&amp;P 500. The index is derived from the prices of S&amp;P 500 options, which are also used to calculate the widely quoted VIX index, which tracks volatility.<\/p>\n<p>The CBOE Skew IndexSM &#8211; referred to as &#8220;SKEW&#8221; \u2013 is an option-based indicator that<br \/>\nmeasures the perceived tail risk of the distribution of S&amp;P 500\u00ae log returns at a 30-<br \/>\nday horizon. Tail risk is the risk associated with an increase in the probability of<br \/>\noutlier returns, returns two or more standard deviations below the mean. Think stock<br \/>\nmarket crash, or black swan. This probability is negligible for a normal distribution,<br \/>\nbut can be significant for distributions which are skewed and have fat tails.<\/p>\n<p><strong>More information <\/strong><br \/>\n<a href=\"http:\/\/www.cboe.com\/micro\/skew\/documents\/SKEWFAQ.pdf\" target=\"_blank\" rel=\"noopener noreferrer\">Skew FAQ PDF<\/a><\/p>\n<p><strong>Both symbols have been automatically added to Unfair Advantage. To obtian history please do a Database \/ Refresh history.<br \/>\nSee the Unfair Advantage Help Manual here or email us for instructions at support@csidata.com<\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Looking for RVX-I, CBOE Russell 2000 Volatility Index &amp; SKEWX-I, CBOE Volatility EOD Skew data? Historical Start dates RVX-I 20060505 SKEWX-I 19970227 RVX-I description CBOE Russell 2000 Volatility Index The CBOE Russell 2000 Volatility IndexSM (RVXSM) is a key measure of market expectations of near-term volatility conveyed by Russell 2000\u00ae stock index option prices. It [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[6],"tags":[],"_links":{"self":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/posts\/2278"}],"collection":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.csidata.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=2278"}],"version-history":[{"count":3,"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/posts\/2278\/revisions"}],"predecessor-version":[{"id":3811,"href":"https:\/\/www.csidata.com\/index.php?rest_route=\/wp\/v2\/posts\/2278\/revisions\/3811"}],"wp:attachment":[{"href":"https:\/\/www.csidata.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2278"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.csidata.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=2278"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.csidata.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=2278"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}