Editorial Research Index
Institutional briefings & primary regulatory analysis
Source-checked financial analysis and briefings published by VolSurface Desk.
- Published briefings
- 144
- Thematic pillar hubs
- 13
- Marked fact-checked
- 144
All Categories (144)0DTE Gamma & Volatility Surface (31)VIX Term Structure & Skew (31)Second-Order Greeks & Hedging (30)OCC Margin & Dispersion Desk (30)Market Insights (12)Volatility and Options (3)Regulatory Compliance (1)Regulatory Benchmarks (1)Compliance Forensics (1)Solvency and Protection (1)Options Greeks, Volatility Surfaces & Quantitative Dispersion (1)Volatility Surface & Derivatives Desk (1)Volatility Surface & Dealer Flow Mechanics (1)
3 matching briefings
Volatility and Options
BTC & ETH Options Volatility Surface Spike and 25-Delta Put Skew Inversion During the $6.3B Exchange Exploit
Derivatives desk note examining the sharp inversion of the BTC and ETH term structure and 25-delta risk reversals as traders hedged tail risk during the $6.3 billion Binance exploit.
Dr. Alistair Finch, CQF, FRMRead dossier →
Volatility & Options
Gatheral SVI & SSVI Volatility Surface Parameterization: Eliminating Butterfly and Calendar Spread Arbitrage (25 Oct 2026)
Options desk note filed Sunday 25 October 2026 detailing raw and surface SVI (SSVI) calibration across SPX and NDX weekly expirations, Durrleman g(k) local density positivity, and wing slope constraints.
Dr. Alistair Finch, CQF, FRMRead dossier →
Volatility & Options
Extracting FOMC Event Variance From Term-Structure Kinks & Dealer Vanna/Charm Pinning Flows (25 Oct 2026)
Volatility trading desk note filed 25 October 2026 ahead of the 28 October FOMC decision. Derives implied single-day event move from neighboring SPX option expiries and models post-event vanna/charm dealer re-hedging.
Dr. Alistair Finch, CQF, FRMRead dossier →