Institution record
NCE
NCE SC Limited
- Source score
- —
- Warnings
- 0
- Comments
- 0
Licence records
Licences within our coverage (futures, options and derivatives providers) are listed first. Check each one on the regulator's own register.
| Regulator | Licence no. | Status | Licensed entity | Date | |
|---|---|---|---|---|---|
FSAOffshore In our coverage Financial Services Authority Seychelles | SD112 | Regulated | NCE SC Limited | — |
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing NCE against peer institutions in our futures, options and derivatives providers dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| NCE (this record) | FSA | 1 / 1 | Risk level not supplied | — | 0 |
| OKX | FSAMASSEC+6 | 9 / 9 | Risk level not supplied | — | 1 |
| eToro | FCAFSAASIC+5 | 6 / 8 | Risk level not supplied | — | 0 |
| Doo Prime | FCAFSASEC+4 | 7 / 7 | Risk level not supplied | — | 1 |
| Admiral Markets | FSAASICFCA+3 | 4 / 6 | Risk level not supplied | — | 0 |
| ThinkMarkets | FCAASICFSA+3 | 4 / 6 | Risk level not supplied | — | 1 |
NCE: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is NCE's regulatory licence status and supervisory authorisation?
In our imported dataset, NCE (legal entity reference: NCE SC Limited) holds 1 recorded licence entry, of which 1 carries a "regulated" status and 1 are marked regulated or registered: FSA (Financial Services Authority Seychelles) — licence SD112, status: regulated, Offshore. Institutional due diligence requires verifying that the exact legal entity on your counterparty agreement matches the licensed entity name and registration number on the official FSA public register.
Which of NCE's jurisdictions and licences fall within this site's regulatory coverage?
This directory focuses on futures, options and derivatives providers. 1 of NCE's 1 licence records fall directly within this jurisdictional mandate: FSA (licence SD112, regulated, entity: NCE SC Limited). Always confirm whether client money segregation and statutory investor compensation schemes apply to the specific subsidiary onboarding your account.
What is NCE's institutional risk classification, enforcement exposure, and score profile?
NCE carries a "risk level not supplied" classification in the source dataset (composite numeric scores are not supplied for this record). The record flags 0 regulatory warning or complaint counts. Because these figures reflect imported source fields rather than primary audit findings, compliance teams should review primary enforcement bulletins directly.
What operational due diligence steps apply to NCE's platforms, entity structure, and complaints?
Before allocating capital or executing trades with NCE, institutional and retail allocators should: (1) confirm the domain (nce.sc,https//www.xnce.com) against regulator-approved domains to guard against clone firms; (2) verify whether any of the 0 recorded warning/complaint entries or 0 user comments involve withdrawal restrictions or scope violations; and (3) confirm the dispute-resolution ombudsman tied to FSA.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from VolSurface Desk relevant to NCE's supervisory scope.
Volatility Surface & Derivatives Desk
Arbitrage-Free SVI Volatility Surface Calibration, 0DTE Intraday Gamma-Vanna-Charm Flows, and Index Dispersion Mechanics in 2026
An institutional derivatives desk note detailing Gatheral SVI and SSVI static arbitrage constraints (butterfly and calendar conditions), SPX 0DTE dealer gamma/vanna/charm hedging flows, VIX vs VIX1D variance swap replication, and OCC STANS / Eurex Prisma portfolio margining.
Volatility Surface & Dealer Flow Mechanics
Vanna-Charm Second-Order Greeks Hedging Flows, S&P 500 25-Delta Skew Term Structure & Dealer OpEx Pin Risk Mechanics (2026 Quantitative Desk Manual)
Vanna and Charm hedging flows refer to the systematic delta-rebalancing trades executed by institutional options market makers in response to shifts in implied volatility (∂Δ/∂σ) and the passage of time (∂Δ/∂t). Across the S&P 500 (SPX) options complex—where average daily volume reached 3.34 million contracts [3.34 million contracts/day, Cboe Global Markets Market Statistics, Q3 2026]—dealer net short downside put positioning and 0DTE gamma concentration drive up to $42.8 billion in deterministic end-of-day futures rebalancing per 1% underlying move [$42.8 billion notional delta flow, Options Clearing Corporation (OCC) Cleared Contract Report, September 2026].
Second-Order Greeks & Hedging
Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): FOMC & CPI Event Volatility Crush & Forward Variance Decomposition (59.0% Share of SPX Options Volume Benchmark)
Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) (SPX-0DTE-GEX) stands at 59.0% (Share of SPX Options Volume) (Source: Cboe Global Markets, 2026-10-20), governing extracting single-day event varianc
Second-Order Greeks & Hedging
Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): Correlation Spike Stress Audit & Institutional Dispersion Unwinds (59.0% Share of SPX Options Volume Benchmark)
Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) (SPX-0DTE-GEX) stands at 59.0% (Share of SPX Options Volume) (Source: Cboe Global Markets, 2026-10-20), governing index variance vs. constituent sing