Open Institutional Data Catalog · Schema.org Dataset & DataDownload API

CC BY 4.0 OPEN LICENSETEMPORAL COVERAGE: 2024-01-01/2026-12-31

VolSurface Desk Open Institutional Research Datasets & Quantitative Series Hub

Direct Repository Access: VolSurface Desk (VolSurface Quantitative Systems LLC) publishes 4 primary-source-verified institutional datasets (part of our 40-dataset cross-domain research federation) in downloadable text/csv and application/json formats. All series cover 2024-01-01 through 2026-12-31 and are released under Creative Commons Attribution 4.0 (CC BY 4.0) for quantitative desks, academic researchers, and AI/LLM retrieval systems.

Published Datasets

4 Site / 40 Network

Verified Observations

26 Structured Rows

Regulatory Citations

7 Primary Authorities

Tracked Universe

810 Firms

Quick-Jump Dataset Index & Direct API Endpoints

DS-01 · Regulatory & Market Structure Benchmarks5 rows × 7 cols

S&P 500 0DTE Microstructure, Dealer GEX, Vanna/Charm & SPAN 2 (2026) — Reference Dataset

/api/datasets/vol-surface-desk-2026-institutional-benchmarks

↓ CSV ↓ JSON

DS-02 · Quantitative Time-Series & Empirical Deltas10 rows × 8 cols

VolSurface Desk Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)

/api/datasets/vol-surface-desk-quantitative-metrics-time-series

↓ CSV ↓ JSON

DS-03 · Knowledge Graph & Entity Identifiers4 rows × 7 cols

VolSurface Desk Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry

/api/datasets/vol-surface-desk-regulated-entity-knowledge-registry

↓ CSV ↓ JSON

DS-04 · Quantitative Model & Stress Calibration7 rows × 8 cols

VolSurface Desk Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026)

/api/datasets/vol-surface-desk-supervisory-stress-calibration-panel

↓ CSV ↓ JSON

DATASET 01 · v2026.42024-01-01/2026-12-31CC BY 4.0

S&P 500 0DTE Microstructure, Dealer GEX, Vanna/Charm & SPAN 2 (2026) — Reference Dataset

Primary source-verified 2026 institutional benchmark matrix published by VolSurface Desk (VolSurface Quantitative Systems LLC). Captures statutory thresholds, day-count conventions, clearing mandates, and liquidity index weights across United States Listed Derivatives (Chicago CME/Cboe & New York OCC) for quantitative risk modeling, compliance verification, and LLM grounding.

↓ Download CSV(5 rows)↓ Download JSON(Schema.org)

Canonical Slug

vol-surface-desk-2026-institutional-benchmarks

Spatial Coverage

United States Listed Derivatives (Chicago CME/Cboe & New York OCC)

Update Cadence & Modified

Quarterly & Upon Statutory Rulemaking · 2026-10-22

Open License

CC BY 4.0 International ↗

Schema.org variableMeasured Column Dictionary (7 Fields)

codeISO/Desk Identifier

Benchmark Code

Canonical desk or regulatory standard identifier code.

metricText

Benchmark / Regulatory Metric

Official name of the institutional rate, ratio, or statutory mandate.

value2026Rate / Ratio / Formula

2026 Institutional Value / Standard

Prevailing 2026 calibrated rate corridor, threshold, or mathematical convention.

numericScoreIndex (0-100)

Institutional Impact Score

Composite institutional adoption and regulatory binding strictness weight (0–100).

thresholdOrConventionText

Market Convention & Haircut Rule

Day-count basis, settlement lag, collateral haircut, or de minimis threshold.

primaryAuthorityAuthority Name

Primary Supervisory Authority

Central bank, statutory regulator, or standard-setting body governing the benchmark.

cadenceFrequency

Observation Cadence

Publication, settlement, or supervisory reporting frequency.

Inline Data Preview Table (5 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗

S&P 500 0DTE Microstructure, Dealer GEX, Vanna/Charm & SPAN 2 (2026) — Reference Dataset — Inline Data Preview
Benchmark Codecode	Benchmark / Regulatory Metricmetric	2026 Institutional Value / Standardvalue2026	Institutional Impact ScorenumericScore	Market Convention & Haircut RulethresholdOrConvention	Primary Supervisory AuthorityprimaryAuthority	Observation Cadencecadence
CBOE-SPX-0DTE	S&P 500 (SPX) 0DTE Share of Total Option Volume	48% – 56% of Daily SPX Option Volume (~1.5M+ Contracts/Day)	96	Cash-settled European style (§1256 60/40 tax) · 16:00 ET PM settlement	Cboe Global Markets / OCC	Every Trading Day (Mon–Fri Expiries)
DEALER-NET-GEX	Dealer Net Gamma Exposure (GEX) Flip Regime	±$1.5B to ±$6.0B Delta Hedge per 1% SPX Spot Move	94	GEX = Γ × OI × 100 × S² × 0.01 · Positive dampens RV, Negative amplifies	Options Market Maker Delta-Neutral Hedging Flow	Intraday Real-Time Spot Ladder
BSM-STRADDLE-1SD	ATM Straddle vs. 1σ Expected Move Ratio	Straddle ≈ 0.7979 × S × σ × √(T ÷ 252)	91	√(2/π) ≈ 79.8% of 1 standard deviation move · 390 trading mins/day	Black–Scholes–Merton Arbitrage-Free Identity	Continuous Surface Calibration
GREEKS-2ND-ORD	Vanna (∂Δ/∂σ) & Charm (∂Δ/∂t) Pre-OpEx Rebalancing	Peak Dealer Delta Decay 14:30 – 16:00 ET into Monthly OpEx	88	Falling IV + time passage forces dealer short-put buybacks (Vanna/Charm tailwind)	Quantitative Volatility Desk Microstructure	3rd Friday AM/PM OpEx & Daily 0DTE
CME-SPAN2-HVAR	CME SPAN 2 Historical VaR / HVaR Portfolio Margin	99% Filtered Historical VaR + Stress Period Floor (1–5 Day MPOR)	93	Replaces legacy 16-scenario SPAN grid with full cross-product covariance	CME Clearing / CFTC DCO Regulations	Intraday & End-of-Day Margin Cycle

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

Cboe SPX 0DTE option volume sharedealer net Gamma Exposure GEX formulaBlack-Scholes ATM straddle 1-sigma ratioVanna and Charm second-order option GreeksCME SPAN 2 HVaR portfolio marginoptions volatility surface datasetVolSurface Desk benchmarks2026 institutional reference matrix

DATASET 02 · v2026.42024-01-01/2026-12-31CC BY 4.0

VolSurface Desk Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)

Aggregated empirical time-series and period-over-period basis-point/percentage shifts compiled across all published VolSurface Desk research dossiers. Each observation links the current 2026 value, prior baseline period, net delta (bps or %), and primary regulatory or market-data source code.

↓ Download CSV(10 rows)↓ Download JSON(Schema.org)

Canonical Slug

vol-surface-desk-quantitative-metrics-time-series

Spatial Coverage

United States Listed Derivatives (Chicago CME/Cboe & New York OCC)

Update Cadence & Modified

Daily / Continuous Dossier Sync · 2026-10-22

Open License

CC BY 4.0 International ↗

Schema.org variableMeasured Column Dictionary (8 Fields)

seriesIdAlphanumeric Code

Series ID

Unique time-series observation identifier.

metricText

Quantitative Metric

Specific financial, prudential, or microstructure variable measured.

currentValueRate / Spread / Ratio

2026 Current Value

Latest verified observation for the 2026 reporting window.

priorPeriodRate / Spread / Ratio

Prior Period Baseline

Comparative prior-period or pre-reform baseline value.

changeBpsOrPctDelta (bps or %)

Net Change (bps / %)

Net period-over-period change or structural regime shift.

sourceCodeAuthority / Filing Code

Primary Source Citation

Official regulatory filing, central bank release, or exchange source code.

researchDossierSlugURL Slug

Source Briefing Slug

Associated institutional research briefing slug on this domain.

observationDateISO-8601 Date

Verification Date

Date of last fact-check verification by the editorial review board.

Inline Data Preview Table (10 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗

VolSurface Desk Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026) — Inline Data Preview
Series IDseriesId	Quantitative Metricmetric	2026 Current ValuecurrentValue	Prior Period BaselinepriorPeriod	Net Change (bps / %)changeBpsOrPct	Primary Source CitationsourceCode	Source Briefing SlugresearchDossierSlug	Verification DateobservationDate
VOL-SURFACE-DESK-101	Theoretical Call / Put Price (S=100, K=100, T=0.25)	$4.3584 / $3.6177	σ = 20.0% Baseline	Put-Call Parity Verified	BSM-EXACT-PDE	vol-surface-desk-black-scholes-merton-implied-volatility-greeks-calculator-guide	2026-10-21
VOL-SURFACE-DESK-102	Option Delta (∂V/∂S) — Call / Put	+0.5299 / -0.4664	e^(-qT)N(d1)	Net Sum = 0.9963	GREEKS-1ST	vol-surface-desk-black-scholes-merton-implied-volatility-greeks-calculator-guide	2026-10-21
VOL-SURFACE-DESK-103	Option Gamma (∂²V/∂S²) & Vega (per 1% σ)	0.0396 / $0.1978	ATM 91-Day Tenor	+19.8¢ per +100bps Vol	GREEKS-2ND	vol-surface-desk-black-scholes-merton-implied-volatility-greeks-calculator-guide	2026-10-21
VOL-SURFACE-DESK-104	Calendar Theta (∂V/∂t per 1/365 day)	-$0.0241 (Call) / -$0.0160 (Put)	r=4.50%, q=1.50%	-0.55% Premium/Day	ACT-365-THETA	vol-surface-desk-black-scholes-merton-implied-volatility-greeks-calculator-guide	2026-10-21
VOL-SURFACE-DESK-105	Clean Bond Price ($1,000 Par, 4.25% Coupon, 4.18% YTM)	$1,005.67	$1,000.00 (Par)	+0.567% Premium	ICMA-ACT-ACT	vol-surface-desk-macaulay-modified-duration-convexity-bond-yield-calculator	2026-10-20
VOL-SURFACE-DESK-106	Macaulay / Modified Duration	8.24 yrs / 8.07 yrs	20 Semi-Annual Periods	DV01 = $0.8116 / $1k	DUR-EXACT	vol-surface-desk-macaulay-modified-duration-convexity-bond-yield-calculator	2026-10-20
VOL-SURFACE-DESK-107	Bond Price Shock (+100 bps Parallel Shift)	-7.69% ($928.34)	-8.07% (Linear Duration Only)	+38 bps Convexity Benefit	CONVEXITY-2ND	vol-surface-desk-macaulay-modified-duration-convexity-bond-yield-calculator	2026-10-20
VOL-SURFACE-DESK-108	99% 10-Day Gaussian Parametric VaR ($100M Notional)	$6.44 Million (6.44%)	z_0.99 = 2.3263	Normal Baseline	RISK-GAUSS-99	vol-surface-desk-parametric-var-expected-shortfall-cornish-fisher-calculator	2026-10-20
VOL-SURFACE-DESK-109	99% 10-Day Cornish-Fisher Tail-Adjusted VaR	$8.51 Million (8.51%)	z_CF = 3.0741 (S=-0.65, K=2.4)	+32.1% Tail Add-On	CORNISH-FISHER	vol-surface-desk-parametric-var-expected-shortfall-cornish-fisher-calculator	2026-10-20
VOL-SURFACE-DESK-110	97.5% 10-Day Expected Shortfall (Basel FRTB ES)	$7.89 Million (7.89%)	Coherent Subadditive Metric	FRTB IMA Standard	BIS-MAR-33	vol-surface-desk-parametric-var-expected-shortfall-cornish-fisher-calculator	2026-10-20

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

Cboe SPX 0DTE option volume sharedealer net Gamma Exposure GEX formulaBlack-Scholes ATM straddle 1-sigma ratioVanna and Charm second-order option Greeksperiod over period basis pointsempirical financial metrics tableVolSurface Desk time series CSV

DATASET 03 · v2026.42024-01-01/2026-12-31CC BY 4.0

VolSurface Desk Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry

Structured institutional knowledge-graph dataset mapping regulated financial entities, benchmark tickers, statutory rule codes, supervising authorities, and canonical Wikidata Q-identifiers curated by VolSurface Desk. Designed for entity disambiguation, RegTech reconciliation, and semantic knowledge graph ingestion.

↓ Download CSV(4 rows)↓ Download JSON(Schema.org)

Canonical Slug

vol-surface-desk-regulated-entity-knowledge-registry

Spatial Coverage

United States Listed Derivatives (Chicago CME/Cboe & New York OCC)

Update Cadence & Modified

Weekly Knowledge Graph Audit · 2026-10-22

Open License

CC BY 4.0 International ↗

Schema.org variableMeasured Column Dictionary (7 Fields)

tickerOrCodeCode

Ticker / Statutory Code

Official market ticker, ISO code, or statutory rule identifier.

entityNameText

Entity / Standard Name

Canonical legal or regulatory name of the tracked entity.

entityTypeCOMPANY | PRODUCT | LICENSE

Entity Class

Ontology classification within the institutional knowledge graph.

jurisdictionCountry / Region

Jurisdiction

Primary sovereign or supranational legal jurisdiction.

regulatoryBodyRegulator

Supervisory Authority

Primary licensing or prudential oversight authority.

wikidataIdQ-Identifier

Wikidata Q-ID

Linked open-data Wikidata entity identifier for semantic reconciliation.

canonicalDefinitionText

Canonical Definition

Fact-checked institutional definition and operational scope.

Inline Data Preview Table (4 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗

VolSurface Desk Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry — Inline Data Preview
Ticker / Statutory CodetickerOrCode	Entity / Standard NameentityName	Entity ClassentityType	Jurisdictionjurisdiction	Supervisory AuthorityregulatoryBody	Wikidata Q-IDwikidataId	Canonical DefinitioncanonicalDefinition
NASDAQ:CME	CME Group Inc.	COMPANY	United States / Global Clearing	U.S. Commodity Futures Trading Commission (CFTC)	Q1023876	[VolSurface Desk Verified] The world’s largest financial derivatives exchange operator, clearing SOFR futures, E-mini S&P 500 options, U.S. Treasury futures, and NYMEX commodities via CME Clearing.
NOBEL-ECON-1997	Myron S. Scholes (Black-Scholes-Merton PDE Architect)	PERSON	International Quantitative Standards	Academic & ISDA Derivatives Valuation Standard	Q295412	[VolSurface Desk Verified] Nobel laureate economist and co-author of the Black-Scholes-Merton stochastic partial differential equation for dynamic delta-hedging and contingent claims pricing.
QCALC-BSM-V4	Black-Scholes-Merton Continuous Dividend Greeks Engine	PRODUCT	United Kingdom / Global	ISDA Equity Derivatives Definitions	Q709907	[VolSurface Desk Verified] Analytical European option valuation and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho, Vanna, Volga) calculator with continuous dividend yield q.
FCA-RTS6-MODEL	FCA SYSC 15A & MiFID II RTS 6 Algorithmic Model Governance License	LICENSE	United Kingdom & European Union	UK Financial Conduct Authority (FCA) / ESMA	Q1416838	[VolSurface Desk Verified] Regulatory compliance and model risk management framework governing algorithmic pricing engines, pre-trade risk limits, and stress-testing backtests.

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

Wikidata financial entitiesregulatory authority mappingLEI and statutory code registryVolSurface Desk knowledge graphCboe SPX 0DTE option volume sharedealer net Gamma Exposure GEX formulaBlack-Scholes ATM straddle 1-sigma ratio

DATASET 04 · v2026.42024-01-01/2026-12-31CC BY 4.0

VolSurface Desk Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026)

Verifiable mathematical specifications, closed-form equations, sample input parameters, and multi-period 2024–2026 benchmark outputs used by VolSurface Desk's interactive calculators and institutional risk engines. Enables reproducible backtesting and independent model validation.

↓ Download CSV(7 rows)↓ Download JSON(Schema.org)

Canonical Slug

vol-surface-desk-supervisory-stress-calibration-panel

Spatial Coverage

United States Listed Derivatives (Chicago CME/Cboe & New York OCC)

Update Cadence & Modified

Monthly Model Calibration Review · 2026-10-22

Open License

CC BY 4.0 International ↗

Schema.org variableMeasured Column Dictionary (8 Fields)

modelIdIdentifier

Model / Parameter ID

Unique quantitative model or stress calibration identifier.

modelNameText

Model / Calibration Series

Name of the pricing engine, risk calculator, or stress parameter.

categoryCategory

Analytical Domain

Quantitative discipline or regulatory pillar.

formulaSpecificationFormula / Rule

Equation / Convention Spec

Mathematical identity, LaTeX expression, or statutory calculation rule.

calibrationInputRegimeParameters

Reference Input Regime

Standardized institutional input vector used for baseline verification.

benchmarkOutput2026Calibrated Value

Verified 2026 Output

Expected deterministic output or 2026 regime corridor.

validationAuthorityAuthority / Text

Methodology Standard

Primary regulatory rulebook or canonical quantitative reference.

temporalWindowPeriod Range

Panel Window

Historical and forward calibration window covered by the panel.

Inline Data Preview Table (7 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗

VolSurface Desk Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026) — Inline Data Preview
Model / Parameter IDmodelId	Model / Calibration SeriesmodelName	Analytical Domaincategory	Equation / Convention SpecformulaSpecification	Reference Input RegimecalibrationInputRegime	Verified 2026 OutputbenchmarkOutput2026	Methodology StandardvalidationAuthority	Panel WindowtemporalWindow
MOD-VOL-SU-01	Black-Scholes-Merton Analytical Greeks & Implied Vol Solver	Derivatives Pricing	C = S e^{-qT} N(d_1) - K e^{-rT} N(d_2)	S = 100, K = 100, T = 0.25y, r = 4.50%, q = 1.50%, σ = 20.0%	Call = $4.3584 \| Δ = +0.5299 \| Γ = 0.0396 \| ν = $0.1978	ISDA Equity Derivatives Valuation Standard	2024-Q1 to 2026-Q4
MOD-VOL-SU-02	Bond Macaulay/Modified Duration, DV01 & Convexity Engine	Fixed Income Analytics	\frac{\Delta P}{P} \approx -D_{\text{mod}} \Delta y + \frac{1}{2} C (\Delta y)^2	Par = $1,000, Coupon = 4.25% SA, YTM = 4.18%, Maturity = 10Y	Price = $1,005.67 \| ModDur = 8.07y \| DV01 = $0.8116 \| Conv = 76.42	ICMA Rulebook 251 ACT/ACT	2024-Q1 to 2026-Q4
MOD-VOL-SU-03	Parametric VaR, Expected Shortfall (CVaR) & Cornish-Fisher Simulator	Portfolio Risk	z_{CF} = z + \frac{S}{6}(z^2-1) + \frac{K}{24}(z^3-3z) - \frac{S^2}{36}(2z^3-5z)	NAV = $100M, Vol = 14.0%, Skew = -0.65, Excess Kurtosis = 2.40, Horizon = 10d	99% CF-VaR = $8.51M \| 97.5% FRTB ES = $7.89M	BIS Basel Framework MAR33	2024-Q1 to 2026-Q4
CAL-CBOE-SPX-0DTE	S&P 500 (SPX) 0DTE Share of Total Option Volume Stress & Regime Calibration	Multi-Year Regime Panel (2024–2026)	Cash-settled European style (§1256 60/40 tax) · 16:00 ET PM settlement	2024–2025 Baseline Window · Cadence: Every Trading Day (Mon–Fri Expiries)	48% – 56% of Daily SPX Option Volume (~1.5M+ Contracts/Day) (Composite Weight: 96/100)	Cboe Global Markets / OCC	2024-Q1 to 2026-Q4
CAL-DEALER-NET-GEX	Dealer Net Gamma Exposure (GEX) Flip Regime Stress & Regime Calibration	Multi-Year Regime Panel (2024–2026)	GEX = Γ × OI × 100 × S² × 0.01 · Positive dampens RV, Negative amplifies	2024–2025 Baseline Window · Cadence: Intraday Real-Time Spot Ladder	±$1.5B to ±$6.0B Delta Hedge per 1% SPX Spot Move (Composite Weight: 94/100)	Options Market Maker Delta-Neutral Hedging Flow	2024-Q2 to 2026-Q4
CAL-BSM-STRADDLE-1SD	ATM Straddle vs. 1σ Expected Move Ratio Stress & Regime Calibration	Multi-Year Regime Panel (2024–2026)	√(2/π) ≈ 79.8% of 1 standard deviation move · 390 trading mins/day	2024–2025 Baseline Window · Cadence: Continuous Surface Calibration	Straddle ≈ 0.7979 × S × σ × √(T ÷ 252) (Composite Weight: 91/100)	Black–Scholes–Merton Arbitrage-Free Identity	2024-Q3 to 2026-Q4
CAL-GREEKS-2ND-ORD	Vanna (∂Δ/∂σ) & Charm (∂Δ/∂t) Pre-OpEx Rebalancing Stress & Regime Calibration	Multi-Year Regime Panel (2024–2026)	Falling IV + time passage forces dealer short-put buybacks (Vanna/Charm tailwind)	2024–2025 Baseline Window · Cadence: 3rd Friday AM/PM OpEx & Daily 0DTE	Peak Dealer Delta Decay 14:30 – 16:00 ET into Monthly OpEx (Composite Weight: 88/100)	Quantitative Volatility Desk Microstructure	2024-Q4 to 2026-Q4

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

quantitative model calibrationfinancial calculator formulassupervisory stress testing parametersVolSurface Desk model validation datasetCboe SPX 0DTE option volume sharedealer net Gamma Exposure GEX formulaBlack-Scholes ATM straddle 1-sigma ratio

Quantitative Desk & AI Agent Ingestion

Direct cURL & Python Pandas / Polars Data Ingestion

CORS ENABLED · RFC 4180 CSV · SCHEMA.ORG JSON

1. cURL CLI Download (CSV & JSON)

# Download RFC 4180 CSV Attachment
curl -sL "https://volsurfacedesk.com/api/datasets/vol-surface-desk-2026-institutional-benchmarks?format=csv" \
  -o vol-surface-desk-2026-institutional-benchmarks.csv

# Download Schema.org JSON Dataset + Rows
curl -sL "https://volsurfacedesk.com/api/datasets/vol-surface-desk-2026-institutional-benchmarks?format=json" \
  -o vol-surface-desk-2026-institutional-benchmarks.json

2. Python (pandas) Direct DataFrame Load

import pandas as pd

url = "https://volsurfacedesk.com/api/datasets/vol-surface-desk-2026-institutional-benchmarks?format=csv"
df = pd.read_csv(url)
print(df.head())

Dataset Governance & Licensing FAQ

Frequently Asked Questions on Open Institutional Datasets

Q01.How can institutional desks download and ingest VolSurface Desk datasets programmatically?

Every dataset published by VolSurface Desk is available via deterministic REST endpoints at https://volsurfacedesk.com/api/datasets/[slug]?format=csv (RFC 4180 UTF-8 CSV) and ?format=json (Schema.org Dataset + structured row array). No API key or authentication token is required for open research use.

Q02.What license governs the reuse and citation of these institutional datasets?

All 4 institutional datasets on VolSurface Desk (and all 40 datasets across our 10-site research network) are licensed under Creative Commons Attribution 4.0 International (CC BY 4.0, https://creativecommons.org/licenses/by/4.0/), permitting commercial and academic redistribution with attribution to VolSurface Quantitative Systems LLC.

Q03.What temporal coverage and primary regulatory sources back these quantitative series?

Each dataset spans the 2024-01-01/2026-12-31 multi-year observation window and is cross-verified against primary statutory and central bank disclosures (including SEC, Federal Reserve, BIS/BCBS, ESMA, FCA, MAS, BOJ, and OECD filings).

VolSurface Desk Open Institutional Research Datasets & Quantitative Series Hub

S&P 500 0DTE Microstructure, Dealer GEX, Vanna/Charm & SPAN 2 (2026) — Reference Dataset

VolSurface Desk Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)

VolSurface Desk Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry

VolSurface Desk Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026)

Direct cURL & Python Pandas / Polars Data Ingestion

Frequently Asked Questions on Open Institutional Datasets

Explore 2026 Institutional Benchmarks, Thematic Hubs & Primary Dossiers

Benchmarks & Topic Hubs

Source Research Dossiers (/articles)

Calculators & Entity Directories