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I hope someone can help me with this. As I don’t have access to historical options data I am wondering if it is possible to deduce SPX options skew from various volatility indices - in particular PutDex and CallDex, which measure the options price of a constant 30d maturity 1sigma put (or call, respectively).

Since these indices assume fixed moneyness contracts (1sigma away from ATM) and constant maturity, can I use them as a proxy for implied volatility? Since IV is the only value with these calculate that is variable anyway

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