# SPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing — 2026 Standard

> SPX-25D-SKEW 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe Exchange governing SPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing across US capital markets (148.5 Cboe SKEW Index Level, October 2026).

Canonical: https://volsurfacedesk.com/instruments/spx-25d-skew-2026-benchmark-standard
Last updated: 2026-10-22T08:14:17.363Z

## SPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing — 2026 Standard (SPX-25D-SKEW-STD)

- Type: product
- Jurisdiction: US
- Regulatory body: Cboe Exchange
- Wikidata: Q53536

SPX-25D-SKEW 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe Exchange governing SPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing across US capital markets (148.5 Cboe SKEW Index Level, October 2026).

### Recorded metadata

| Field | Value |
| --- | --- |
| verifiedDate | 2026-10-22 |
| regulatoryBody | Cboe Exchange |
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