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Discuss and Research Stocks 美股美国股票投资交易研究

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Downside hedging is getting costlier even as stocks hover around record highs. Take a look at the SKEW Index which measures the slop of implied volatility curve calculated from the price of out-of-the money S&P 500 options -- it just posted another record-high print. This is a sign that markets are bracing more for a potential black swan event while the cash VIX signals a relatively low volatility outlook.