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記事と機関の出典記録を閲覧できます。記事本文は英語です。元の出典を直接ご確認ください。

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記事と出典記録

JA · VOL-SURFACE-DESK

記事と出典記録

記事と機関の出典記録を閲覧できます。記事本文は英語です。元の出典を直接ご確認ください。

2026年 機関ベンチマーク →定量的機関ランキング →機関の出典記録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 (255)0DTE Gamma & Volatility Surface (31)VIX Term Structure & Skew (31)Second-Order Greeks & Hedging (30)OCC Margin & Dispersion Desk (29)Market Insights (23)Svi Sabr Smile Arbitrage Free (20)Dealer Gamma Vanna Charm Flows (20)Vix Futures Variance Swap Convexity (20)FX Risk Reversal Strangle Surfaces (20)Index Dispersion Correlation Desk (20)Volatility and Options (3)Regulatory Compliance (2)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 →
OCC Margin & Dispersion Desk

Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging: Correlation Spike Stress Audit & Institutional Dispersion Unwinds (6.5 hrs Intraday Cash Decay Window Benchmark)

Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging (VANNA-CHARM-FLOWS) stands at 6.5 hrs (Intraday Cash Decay Window) (Source: Cboe Options Institute, 2026-10-20), governing index variance vs. constituent…

主要ポイント：Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging (VANNA-CHARM-FLOWS) prints at 6.5 hrs (Intraday Cash Decay Window) under Cboe Options Institute supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
0DTE Gamma & Volatility Surface

Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging: 3:50 PM ET Market-on-Close (MOC) Imbalance & 4:00 PM Cash Settlement (6.5 hrs Intraday Cash Decay Window Benchmark)

Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging (VANNA-CHARM-FLOWS) stands at 6.5 hrs (Intraday Cash Decay Window) (Source: Cboe Options Institute, 2026-10-20), governing terminal Charm delta bleed

主要ポイント：Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging (VANNA-CHARM-FLOWS) prints at 6.5 hrs (Intraday Cash Decay Window) under Cboe Options Institute supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
Second-Order Greeks & Hedging

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On: Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (20 min Intraday Monte Carlo Interval Benchmark)

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) stands at 20 min (Intraday Monte Carlo Interval) (Source: The Options Clearing Corporation, 2026-10-20), governing intraday futures rebalancing…

主要ポイント：OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) prints at 20 min (Intraday Monte Carlo Interval) under The Options Clearing Corporation supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
OCC Margin & Dispersion Desk

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (20 min Intraday Monte Carlo Interval Benchmark)

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) stands at 20 min (Intraday Monte Carlo Interval) (Source: The Options Clearing Corporation, 2026-10-20), governing exact Black-Scholes-Merton…

主要ポイント：OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) prints at 20 min (Intraday Monte Carlo Interval) under The Options Clearing Corporation supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
0DTE Gamma & Volatility Surface

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On: FOMC & CPI Event Volatility Crush & Forward Variance Decomposition (20 min Intraday Monte Carlo Interval Benchmark)

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) stands at 20 min (Intraday Monte Carlo Interval) (Source: The Options Clearing Corporation, 2026-10-20), governing extracting single-day

主要ポイント：OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) prints at 20 min (Intraday Monte Carlo Interval) under The Options Clearing Corporation supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
VIX Term Structure & Skew

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On: Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers (20 min Intraday Monte Carlo Interval Benchmark)

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) stands at 20 min (Intraday Monte Carlo Interval) (Source: The Options Clearing Corporation, 2026-10-20), governing daily VX1-to-VX2 roll

主要ポイント：OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) prints at 20 min (Intraday Monte Carlo Interval) under The Options Clearing Corporation supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
Second-Order Greeks & Hedging

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On: Clearinghouse Margin Monte Carlo Scenarios & Intraday Call Triggers (20 min Intraday Monte Carlo Interval Benchmark)

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) stands at 20 min (Intraday Monte Carlo Interval) (Source: The Options Clearing Corporation, 2026-10-20), governing 99% 2-day Expected Shortfall…

主要ポイント：OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) prints at 20 min (Intraday Monte Carlo Interval) under The Options Clearing Corporation supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
OCC Margin & Dispersion Desk

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On: 25-Delta Strike Skew, Put Wing Convexity & No-Arbitrage Bounds (20 min Intraday Monte Carlo Interval Benchmark)

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) stands at 20 min (Intraday Monte Carlo Interval) (Source: The Options Clearing Corporation, 2026-10-20), governing preventing vertical call…

主要ポイント：OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) prints at 20 min (Intraday Monte Carlo Interval) under The Options Clearing Corporation supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
0DTE Gamma & Volatility Surface

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On: Correlation Spike Stress Audit & Institutional Dispersion Unwinds (20 min Intraday Monte Carlo Interval Benchmark)

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) stands at 20 min (Intraday Monte Carlo Interval) (Source: The Options Clearing Corporation, 2026-10-20), governing index variance vs. constituent…

主要ポイント：OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) prints at 20 min (Intraday Monte Carlo Interval) under The Options Clearing Corporation supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
VIX Term Structure & Skew

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On: 3:50 PM ET Market-on-Close (MOC) Imbalance & 4:00 PM Cash Settlement (20 min Intraday Monte Carlo Interval Benchmark)

OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) stands at 20 min (Intraday Monte Carlo Interval) (Source: The Options Clearing Corporation, 2026-10-20), governing terminal Charm delta

主要ポイント：OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) prints at 20 min (Intraday Monte Carlo Interval) under The Options Clearing Corporation supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
OCC Margin & Dispersion Desk

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation): Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact ($1,000 Standard VX Point Multiplier Benchmark)

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) stands at $1,000 (Standard VX Point Multiplier) (Source: Cboe Futures Exchange (CFE), 2026-10-20), governing intraday futures rebalancing…

主要ポイント：Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) prints at $1,000 (Standard VX Point Multiplier) under Cboe Futures Exchange (CFE) supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
0DTE Gamma & Volatility Surface

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation): Partial Derivative Formulas, Scaling Units & Tenor Surface Grid ($1,000 Standard VX Point Multiplier Benchmark)

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) stands at $1,000 (Standard VX Point Multiplier) (Source: Cboe Futures Exchange (CFE), 2026-10-20), governing exact Black-Scholes-Merton…

主要ポイント：Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) prints at $1,000 (Standard VX Point Multiplier) under Cboe Futures Exchange (CFE) supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
VIX Term Structure & Skew

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation): FOMC & CPI Event Volatility Crush & Forward Variance Decomposition ($1,000 Standard VX Point Multiplier Benchmark)

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) stands at $1,000 (Standard VX Point Multiplier) (Source: Cboe Futures Exchange (CFE), 2026-10-20), governing extracting single-day event…

主要ポイント：Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) prints at $1,000 (Standard VX Point Multiplier) under Cboe Futures Exchange (CFE) supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
Second-Order Greeks & Hedging

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation): Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers ($1,000 Standard VX Point Multiplier Benchmark)

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) stands at $1,000 (Standard VX Point Multiplier) (Source: Cboe Futures Exchange (CFE), 2026-10-20), governing daily VX1-to-VX2 roll math…

主要ポイント：Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) prints at $1,000 (Standard VX Point Multiplier) under Cboe Futures Exchange (CFE) supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
OCC Margin & Dispersion Desk

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation): Clearinghouse Margin Monte Carlo Scenarios & Intraday Call Triggers ($1,000 Standard VX Point Multiplier Benchmark)

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) stands at $1,000 (Standard VX Point Multiplier) (Source: Cboe Futures Exchange (CFE), 2026-10-20), governing 99% 2-day Expected Shortfall…

主要ポイント：Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) prints at $1,000 (Standard VX Point Multiplier) under Cboe Futures Exchange (CFE) supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
0DTE Gamma & Volatility Surface

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation): 25-Delta Strike Skew, Put Wing Convexity & No-Arbitrage Bounds ($1,000 Standard VX Point Multiplier Benchmark)

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) stands at $1,000 (Standard VX Point Multiplier) (Source: Cboe Futures Exchange (CFE), 2026-10-20), governing preventing vertical call…

主要ポイント：Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) prints at $1,000 (Standard VX Point Multiplier) under Cboe Futures Exchange (CFE) supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
VIX Term Structure & Skew

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation): Correlation Spike Stress Audit & Institutional Dispersion Unwinds ($1,000 Standard VX Point Multiplier Benchmark)

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) stands at $1,000 (Standard VX Point Multiplier) (Source: Cboe Futures Exchange (CFE), 2026-10-20), governing index variance vs. constituent…

主要ポイント：Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) prints at $1,000 (Standard VX Point Multiplier) under Cboe Futures Exchange (CFE) supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
Second-Order Greeks & Hedging

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation): 3:50 PM ET Market-on-Close (MOC) Imbalance & 4:00 PM Cash Settlement ($1,000 Standard VX Point Multiplier Benchmark)

Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) stands at $1,000 (Standard VX Point Multiplier) (Source: Cboe Futures Exchange (CFE), 2026-10-20), governing terminal Charm delta bleed…

主要ポイント：Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) prints at $1,000 (Standard VX Point Multiplier) under Cboe Futures Exchange (CFE) supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
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…

主要ポイント：Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) prints at 1 Day (Event Jump Volatility Horizon) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
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…

主要ポイント：Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) prints at 1 Day (Event Jump Volatility Horizon) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
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…

主要ポイント：Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) prints at 1 Day (Event Jump Volatility Horizon) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
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

主要ポイント：Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) prints at 1 Day (Event Jump Volatility Horizon) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
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,

主要ポイント：Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) prints at 1 Day (Event Jump Volatility Horizon) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
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…

主要ポイント：Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) prints at 1 Day (Event Jump Volatility Horizon) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
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

主要ポイント：Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) prints at 1 Day (Event Jump Volatility Horizon) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
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

主要ポイント：Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) prints at 1 Day (Event Jump Volatility Horizon) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
VIX Term Structure & Skew

S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading: Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (+8.5 pts Implied vs. Realized Corr Spread Benchmark)

S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading (INDEX-DISPERSION) stands at +8.5 pts (Implied vs. Realized Corr Spread) (Source: BIS Quarterly Review / Cboe COR1M, 2026-10-20), governing intraday

主要ポイント：S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading (INDEX-DISPERSION) prints at +8.5 pts (Implied vs. Realized Corr Spread) under BIS Quarterly Review / Cboe COR1M supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
Second-Order Greeks & Hedging

S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (+8.5 pts Implied vs. Realized Corr Spread Benchmark)

S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading (INDEX-DISPERSION) stands at +8.5 pts (Implied vs. Realized Corr Spread) (Source: BIS Quarterly Review / Cboe COR1M, 2026-10-20), governing exact Black…

主要ポイント：S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading (INDEX-DISPERSION) prints at +8.5 pts (Implied vs. Realized Corr Spread) under BIS Quarterly Review / Cboe COR1M supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
OCC Margin & Dispersion Desk

S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading: FOMC & CPI Event Volatility Crush & Forward Variance Decomposition (+8.5 pts Implied vs. Realized Corr Spread Benchmark)

S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading (INDEX-DISPERSION) stands at +8.5 pts (Implied vs. Realized Corr Spread) (Source: BIS Quarterly Review / Cboe COR1M, 2026-10-20), governing extracting…

主要ポイント：S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading (INDEX-DISPERSION) prints at +8.5 pts (Implied vs. Realized Corr Spread) under BIS Quarterly Review / Cboe COR1M supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
EN英語の原文を読む →
0DTE Gamma & Volatility Surface

S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading: Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers (+8.5 pts Implied vs. Realized Corr Spread Benchmark)

S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading (INDEX-DISPERSION) stands at +8.5 pts (Implied vs. Realized Corr Spread) (Source: BIS Quarterly Review / Cboe COR1M, 2026-10-20), governing daily VX

主要ポイント：S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading (INDEX-DISPERSION) prints at +8.5 pts (Implied vs. Realized Corr Spread) under BIS Quarterly Review / Cboe COR1M supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
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