Benchmark or product
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 StandardVIX1D-VIX9D-SHORT-STD
VIX1D-VIX9D-SHORT 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe Global Markets governing Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks across US capital markets (1 Day Event Jump Volatility Horizon, October 2026).
Updated
Coverage of Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard
8 articles
0DTE Gamma & Volatility Surface
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks: Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (1 Day Event Jump Volatility Horizon Benchmark)
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) stands at 1 Day (Event Jump Volatility Horizon) (Source: Cboe Global Markets, 2026-10-20), governing intraday futures rebalancing per…
VIX Term Structure & Skew
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (1 Day Event Jump Volatility Horizon Benchmark)
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) stands at 1 Day (Event Jump Volatility Horizon) (Source: Cboe Global Markets, 2026-10-20), governing exact Black-Scholes-Merton analytical…
Second-Order Greeks & Hedging
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks: FOMC & CPI Event Volatility Crush & Forward Variance Decomposition (1 Day Event Jump Volatility Horizon Benchmark)
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) stands at 1 Day (Event Jump Volatility Horizon) (Source: Cboe Global Markets, 2026-10-20), governing extracting single-day event variance…
OCC Margin & Dispersion Desk
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks: Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers (1 Day Event Jump Volatility Horizon Benchmark)
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) stands at 1 Day (Event Jump Volatility Horizon) (Source: Cboe Global Markets, 2026-10-20), governing daily VX1-to-VX2 roll math ($1
0DTE Gamma & Volatility Surface
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks: Clearinghouse Margin Monte Carlo Scenarios & Intraday Call Triggers (1 Day Event Jump Volatility Horizon Benchmark)
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) stands at 1 Day (Event Jump Volatility Horizon) (Source: Cboe Global Markets, 2026-10-20), governing 99% 2-day Expected Shortfall,
VIX Term Structure & Skew
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks: 25-Delta Strike Skew, Put Wing Convexity & No-Arbitrage Bounds (1 Day Event Jump Volatility Horizon Benchmark)
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) stands at 1 Day (Event Jump Volatility Horizon) (Source: Cboe Global Markets, 2026-10-20), governing preventing vertical call-spread…
Second-Order Greeks & Hedging
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks: Correlation Spike Stress Audit & Institutional Dispersion Unwinds (1 Day Event Jump Volatility Horizon Benchmark)
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) stands at 1 Day (Event Jump Volatility Horizon) (Source: Cboe Global Markets, 2026-10-20), governing index variance vs. constituent
OCC Margin & Dispersion Desk
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks: 3:50 PM ET Market-on-Close (MOC) Imbalance & 4:00 PM Cash Settlement (1 Day Event Jump Volatility Horizon Benchmark)
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) stands at 1 Day (Event Jump Volatility Horizon) (Source: Cboe Global Markets, 2026-10-20), governing terminal Charm delta bleed and
Common questions
3 questions answered
What is Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard (VIX1D-VIX9D-SHORT-STD) and how is it classified?
VIX1D-VIX9D-SHORT 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe Global Markets governing Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks across US capital markets (1 Day Event Jump Volatility Horizon, October 2026). In VolSurface Desk's entity index, Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard is classified as a benchmark or product with identifier or ticker code VIX1D-VIX9D-SHORT-STD and Wikidata knowledge graph identifier Q53536.
Which jurisdiction and regulatory authority oversee Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard?
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard is tracked under the US jurisdiction, with primary regulatory oversight or statutory reference tied to Cboe Global Markets. Key structured dossier attributes include verified date: 2026-10-22; regulatory body: Cboe Global Markets.
How is Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard covered in VolSurface Desk institutional research?
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard is referenced across 8 published research articles on VolSurface Desk. Coverage examines regulatory filings, market structure impact, and cross-border compliance developments involving Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard (VIX1D-VIX9D-SHORT-STD).
Peer entities comparison
Side-by-side regulatory & classification matrix for Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard and related entities
| Entity | Classification | Ticker / code | Jurisdiction | Regulator / statute | Wikidata ID | Articles |
|---|---|---|---|---|---|---|
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 StandardCurrent | Benchmark or product | VIX1D-VIX9D-SHORT-STD | US | Cboe Global Markets | Q53536 | 11 |
| Benchmark or product | VIX1D-VIX9D-SHORT | US | Cboe Global Markets | Q53536 | 11 | |
| Benchmark or product | SPX-0DTE-GEX | US | Cboe Global Markets | Q53536 | 11 | |
| Benchmark or product | SPX-0DTE-GEX-STD | US | Cboe Global Markets | Q53536 | 11 | |
| Benchmark or product | VIX-VX1-VX2-ROLL | US | Cboe Futures Exchange (CFE) | Q53536 | 11 | |
| Benchmark or product | VIX-VX1-VX2-ROLL-STD | US | Cboe Futures Exchange (CFE) | Q53536 | 11 | |
| Benchmark or product | VVIX-VOL-OF-VOL | US | Cboe Global Markets | Q53536 | 11 |