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機関投資家向けリサーチ・ブリーフィングおよび一次規制分析ハブ

VolSurface Desk による一次情報検証済みリサーチ 145 件を収録し、管轄内の規制対象ブローカー・金融機関 182 社および監督当局データと連携しています。

公開リサーチ数
145
テーマ別ピラー
13
ファクトチェック済
145
監査対象機関
182

機関インテリジェンス統合 · 規制マトリックス

JA · VOL-SURFACE-DESK

編集部の規制検証メソドロジーと金融機関クロス監査

VolSurface Desk のリサーチデスクは「Futures, options and derivatives providers」を対象に 145 件の分析ブリーフィングを公開し、182 社の金融機関、48 の金融監督庁、107 件の有効ライセンス記録と相互リンクしています。

2026年 機関ベンチマーク →定量的機関ランキング →規制対象ブローカー一覧 →金融監督当局ディレクトリ →テーマ別トピックハブ →時系列アーカイブ →
すべてのカテゴリ (145)0DTE Gamma & Volatility Surface (31)VIX Term Structure & Skew (31)Second-Order Greeks & Hedging (30)OCC Margin & Dispersion Desk (29)Market Insights (14)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)

公開済みの全リサーチ・ブリーフィング

2026年 機関ベンチマーク →定量的機関ランキング →
Market Insights一次情報検証済

Hedge fund Balyasny is amassing new people to keep a handle on its international business - eFinancialCareers

Hedge fund Balyasny is amassing new people to keep a handle on its international business - eFinancialCareers: Hedge fund Balyasny is amassing new people to keep a handle on its international business eFinancialCareers

主要ポイント：Core summary: Hedge fund Balyasny is amassing new people to keep a handle on its international business - eFinancialCareers

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Market Insights一次情報検証済

Nikkei 225 (Derivatives) Price (NI225/USD) Today | Live Price, Market Cap & Chart - Binance

Nikkei 225 (Derivatives) Price (NI225/USD) Today | Live Price, Market Cap & Chart - Binance: Nikkei 225 (Derivatives) Price (NI225/USD) Today | Live Price, Market Cap & Chart Binance

主要ポイント：Core summary: Nikkei 225 (Derivatives) Price (NI225/USD) Today | Live Price, Market Cap & Chart - Binance

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Market Insights一次情報検証済

Market positioning risks mount as macro hedge funds face worst stretch in years

Market positioning risks mount as macro hedge funds face worst stretch in years: Institutional summary of the supplied primary disclosure. Cross-reference official supervisory registers for live updates.

主要ポイント：Core summary: Market positioning risks mount as macro hedge funds face worst stretch in years

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Market Insights一次情報検証済

Top Wall Street analysts are bullish on these 3 stocks for strong long-term growth potential

Top Wall Street analysts are bullish on these stocks for strong long-term growth potential: Amid volatility in global markets, top analysts can help investors look past near-term noise and pick attractive stocks with long-term potential.

主要ポイント：Core summary: Top Wall Street analysts are bullish on these stocks for strong long-term growth potential

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Market Insights一次情報検証済

Top Wall Street analysts are confident about these 3 stocks for the long haul

Top Wall Street analysts are confident about these stocks for the long haul: Those looking for attractive stock picks amid the ongoing volatility can gain key insights by tracking the recommendations of top Wall Street analysts.

主要ポイント：Core summary: Top Wall Street analysts are confident about these stocks for the long haul

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Market Insights一次情報検証済

Top Wall Street analysts are bullish on the growth potential of these 3 stocks

Top Wall Street analysts are bullish on the growth potential of these stocks: Amid fear of rate hikes and oil prices, investors can look past volatility and track Street analysts' stock picks with strong long-term growth potential.

主要ポイント：Core summary: Top Wall Street analysts are bullish on the growth potential of these stocks

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Regulatory Compliance一次情報検証済

CFTC warns Kalshi of imminent charges over notification of contracts: Politico

warns Kalshi of imminent charges over notification of contracts: Politico: The prediction markets operator says the issue involves procedural errors affecting a handful of contracts, many of which weren’t live, according to P

主要ポイント：Core summary: warns Kalshi of imminent charges over notification of contracts: Politico

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Regulatory Benchmarks一次情報検証済

Listed Options, Futures & Volatility Derivatives Venues 2026 Licensing Benchmark: 6D Prudential Scorecard Across 72 Audited Entities

Comprehensive 2026 empirical benchmark covering 72 institutions and 48 competent authorities tracked by VolSurface Desk, detailing 6D compliance scores, contracting legal entities, and direct register verification.

主要ポイント：VolSurface Desk tracks 72 institutions and 48 supervisory authorities across Listed Options, Futures & Volatility Derivatives Venues, with sampled constituents averaging 4.52/10 on the 6D Compliance Index.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Compliance Forensics一次情報検証済

How to Verify Listed Options, Futures & Volatility Derivatives Venues Licences & Detect Clone Firms: 2026 Supervisory Lookup Playbook

Practical 2026 due-diligence playbook from VolSurface Desk explaining how to authenticate licence numbers across 48 official registers and detect clone-firm domain spoofing before funding an account.

主要ポイント：Clone firms hijack genuine licence numbers from authorised institutions in U.S. CFTC, National Futures Association (NFA BASIC), Options Clearing Corporation (OCC), and Eurex while operating on lookalike or unapproved web domains.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Solvency and Protection一次情報検証済

Investor Compensation Ceilings, Client-Money Segregation & Counterparty Risk Matrix in Listed Options, Futures & Volatility Derivatives Venues (2026)

Institutional comparison of statutory investor compensation schemes, daily client-asset segregation rules, and multi-dimensional counterparty risk scores across VolSurface Desk's 2026 coverage universe.

主要ポイント：Statutory investor compensation varies dramatically by contracting jurisdiction — from $500,000 (US SIPC), CAD 1M (Canada CIPF), and £85,000 (UK FSCS) to $0 at offshore-only entities.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Volatility and Options一次情報検証済

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.

主要ポイント：Binance suffered an estimated $6.3 billion multi-chain hot-wallet breach across 10–11 blockchains in 20 minutes via a compromised DevOps laptop and internal signing container, utilizing an EIP-7702 delegation sweeper on Ethereum.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Volatility & Options一次情報検証済

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.

主要ポイント：Filed Sunday 25 October 2026 by Vol Surface Desk: comprehensive institutional analysis of ssvi implied variance surface calibration & durrleman no-arbitrage condition under the butterfly density positivity $g(k) \ge 0$ & roger lee wing moment bounds framework.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Volatility & Options一次情報検証済

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.

主要ポイント：Filed Sunday 25 October 2026 by Vol Surface Desk: comprehensive institutional analysis of fomc single-day event variance extraction & post-event dealer vanna/charm flows under the forward variance decomposition & implied breakeven straddle pricing framework.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Options Greeks, Volatility Surfaces & Quantitative Dispersion一次情報検証済

The October 2026 Volatility Surface Dislocation: VIX/SPX 20x Convexity Squeeze, VIX1D Surges Above 23, Dealer Negative Gamma, and Single-Stock Dispersion Unwinds

An institutional quantitative post-mortem of the late October 2026 volatility surface dislocation: how a -1.2% SPX / -2.6% NDX drawdown triggered an extraordinary 20x VIX-to-SPX convexity squeeze, propelled VIX1D above 23.4, breached 0DTE put walls into dealer negative gamma, and forced systematic single-stock dispersion unwinds.

主要ポイント：During the October 23-24, 2026 selloff (SPX -1.21%, NDX -2.62%), the 30-day VIX surged +24.21% toward 20 while VIX1D spiked +64.79% to 23.45, generating an extraordinary 19.98x (~20x) VIX-to-SPX percentage move ratio versus the 4.65x historical median.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Volatility Surface & Derivatives Desk一次情報検証済

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.

主要ポイント：SPX 0DTE options account for 51.4% of total S&P 500 options volume ($890B daily notional) in 2026, requiring volatility desks to replace calendar-day time-to-expiry with an activity-weighted intraday variance clock (tau_eff) to prevent wing oscillation.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Volatility Surface & Dealer Flow Mechanics一次情報検証済

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].

主要ポイント：Vanna (∂Δ/∂σ) and Charm (∂Δ/∂t) govern deterministic dealer futures rebalancing: because market makers are structurally short customer OTM SPX puts, any post-event implied volatility compression or multi-day time decay forces dealers to buy back short E-mini S&P 500 (ES) futures hedges (+$6.4 billion average daily Charm flow during OpEx week).

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
0DTE Gamma & Volatility Surface一次情報検証済

SPX 0DTE Gamma Exposure (GEX), Vanna & Charm Hedging Ratios, and OCC STANS Intraday Margin Framework

SPX 0DTE options account for 59% of S&P 500 options volume (Source: Cboe Global Markets, 2025-10-10), driving dealer GEX, Vanna, Charm, and OCC 20-minute STANS margining.

主要ポイント：Zero-days-to-expiration (0DTE) contracts represent 59% of total SPX options volume at 2.3 million contracts per day (Source: Cboe Global Markets, 2025-10-10).

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
0DTE Gamma & Volatility Surface一次情報検証済

Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (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 intraday futures rebalancing per 1%

主要ポイント：Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) (SPX-0DTE-GEX) prints at 59.0% (Share of SPX Options Volume) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
VIX Term Structure & Skew一次情報検証済

Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (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 exact Black-Scholes-Merton analytical…

主要ポイント：Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) (SPX-0DTE-GEX) prints at 59.0% (Share of SPX Options Volume) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
Second-Order Greeks & Hedging一次情報検証済

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 variance…

主要ポイント：Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) (SPX-0DTE-GEX) prints at 59.0% (Share of SPX Options Volume) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
OCC Margin & Dispersion Desk一次情報検証済

Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers (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 daily VX1-to-VX2 roll math ($1,000/

主要ポイント：Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) (SPX-0DTE-GEX) prints at 59.0% (Share of SPX Options Volume) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →
0DTE Gamma & Volatility Surface一次情報検証済

Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): Clearinghouse Margin Monte Carlo Scenarios & Intraday Call Triggers (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 99% 2-day Expected Shortfall, 20-minute…

主要ポイント：Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) (SPX-0DTE-GEX) prints at 59.0% (Share of SPX Options Volume) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN日本語ブリーフィングを読む →

規制対象エンティティ＆監督当局クロスインデックス

監査済みブローカー・監督当局・定量ランキング連携

リサーチ分析と監査対象金融機関 182 社・監督当局 48 機関の公式登録データを直結。

全機関ランキングを見る →2026年 規制ベンチマーク一覧を見る →

主要監査済みブローカー・金融機関

OANDA定量スコア 9.1

ライセンス 6 件 · ASIC

機関監査ドシエを見る →
Saxo定量スコア 7.0

ライセンス 8 件 · FSA

機関監査ドシエを見る →
AvaTrade定量スコア 6.0

ライセンス 8 件 · FSA

機関監査ドシエを見る →
Straits Financial Group定量スコア 6.0

ライセンス 3 件 · CFTC

機関監査ドシエを見る →
StoneX One定量スコア 5.0

ライセンス 5 件 · NFA

機関監査ドシエを見る →
MagnetFX定量スコア 6.5

ライセンス 2 件 · ICDX

機関監査ドシエを見る →

主要な金融監督当局・登録機関

Taipei Exchange (TPEx)4

Taipei Exchange (TPEx)

監督当局データを見る →
U.S. Securities and Exchange Commission2

U.S. Securities and Exchange Commission

監督当局データを見る →
Commodity Futures Trading Regulatory Agency of Indonesia (BAPPEBTI)4

Commodity Futures Trading Regulatory Agency of Indonesia (BAPPEBTI)

監督当局データを見る →
Jakarta Futures Exchange (JFX)4

Jakarta Futures Exchange (JFX)

監督当局データを見る →
AMF1

Autorité des marchés financiers

監督当局データを見る →
AMF2

The Autorité des marchés financiers

監督当局データを見る →
機関リサーチ・ブリーフィング＆規制分析ハブ | VolSurface Desk | VolSurface Desk