ベンチマーク・金融商品
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).
最終更新
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard に関するリサーチブリーフィング
8 件のブリーフィング
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
よくある質問（FAQ）
3 件の回答
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard とは何ですか？どのように分類されていますか？
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). Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard は「ベンチマーク・金融商品」として分類されています（識別コード：VIX1D-VIX9D-SHORT-STD）。
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard を管轄する法域および金融監督当局はどこですか？
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard は US の下で追跡されており、主な監督当局・法令参照は Cboe Global Markets です。
VolSurface Desk では Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard をどのようにカバーしていますか？
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard は VolSurface Desk の 8 件の調査ブリーフィングで参照されており、規制ブローカー調書や監督当局データと連携しています。
関連する規制対象ブローカー調書
定量評価ランキング →関連する金融監督当局・登録簿
全監督当局一覧 →類似エンティティ比較マトリックス
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard および関連ナレッジグラフ・エンティティの規制・分類比較
| エンティティ | 分類 | コード | 管轄区域 | 監督当局 | Wikidata ID | 記事数 |
|---|---|---|---|---|---|---|
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard現在の項目 | ベンチマーク・金融商品 | VIX1D-VIX9D-SHORT-STD | US | Cboe Global Markets | Q53536 | 11 |
| ベンチマーク・金融商品 | VIX1D-VIX9D-SHORT | US | Cboe Global Markets | Q53536 | 11 | |
| ベンチマーク・金融商品 | SPX-0DTE-GEX | US | Cboe Global Markets | Q53536 | 11 | |
| ベンチマーク・金融商品 | SPX-0DTE-GEX-STD | US | Cboe Global Markets | Q53536 | 11 | |
| ベンチマーク・金融商品 | VIX-VX1-VX2-ROLL | US | Cboe Futures Exchange (CFE) | Q53536 | 11 | |
| ベンチマーク・金融商品 | VIX-VX1-VX2-ROLL-STD | US | Cboe Futures Exchange (CFE) | Q53536 | 11 | |
| ベンチマーク・金融商品 | VVIX-VOL-OF-VOL | US | Cboe Global Markets | Q53536 | 11 |