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Índice Editorial de Pesquisa · Auditoria Regulatória Cruzada · Português

Relatórios Institucionais e Análise Regulatória Primária

Análises financeiras verificadas na fonte publicadas por VolSurface Desk (145 relatórios), conectadas a 182 corretoras e instituições supervisionadas.

Relatórios publicados
145
Pilares temáticos
13
Verificados na fonte
145
Instituições auditadas
182

Síntese de Inteligência Institucional · Matriz Regulatória

PT · VOL-SURFACE-DESK

Metodologia Editorial e Auditoria Cruzada de Entidades Supervisionadas

O núcleo de pesquisa da VolSurface Desk abrange "Futures, options and derivatives providers", reunindo 145 dossiês analíticos cruzados com 182 instituições financeiras, 48 autoridades supervisoras e 107 licenças regulatórias válidas.

Benchmarks Institucionais 2026 →Rankings Quantitativos →Diretório de Corretoras Reguladas →Autoridades Supervisoras →Hubs de Tópicos →Arquivo Cronológico →
Todas as Categorias (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)

Todos os relatórios institucionais publicados

Benchmarks Institucionais 2026 →Rankings Quantitativos →
VIX Term Structure & SkewFonte primária verificada

Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): 25-Delta Strike Skew, Put Wing Convexity & No-Arbitrage Bounds (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 preventing vertical call-spread and

Ponto-chave: 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
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Second-Order Greeks & HedgingFonte primária verificada

Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): Correlation Spike Stress Audit & Institutional Dispersion Unwinds (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 index variance vs. constituent single…

Ponto-chave: 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
ENLer dossiê localizado →
OCC Margin & Dispersion DeskFonte primária verificada

Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): 3:50 PM ET Market-on-Close (MOC) Imbalance & 4:00 PM Cash Settlement (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 terminal Charm delta bleed and PM-settled…

Ponto-chave: 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
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VIX Term Structure & SkewFonte primária verificada

VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation), VIX1D Benchmarks & Index Dispersion Mechanics

Cboe VIX futures trade at a $1,000 multiplier per index point (Source: Cboe Global Markets, 2025-10-10), pricing 30-day SPX variance across contango and backwardation regimes.

Ponto-chave: Standard Cboe Volatility Index (VX) futures carry a $1,000 contract multiplier per VIX index point, while Mini VIX (VXM) futures carry a $100 multiplier (Source: Cboe Global Markets, 2025-10-10).

Dr. Alistair Finch, CQF, FRM
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VIX Term Structure & SkewFonte primária verificada

Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging: Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (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 intraday futures rebalancing…

Ponto-chave: 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
ENLer dossiê localizado →
Second-Order Greeks & HedgingFonte primária verificada

Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (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 exact Black-Scholes-Merton

Ponto-chave: 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
ENLer dossiê localizado →
OCC Margin & Dispersion DeskFonte primária verificada

Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging: FOMC & CPI Event Volatility Crush & Forward Variance Decomposition (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 extracting single-day event…

Ponto-chave: 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
ENLer dossiê localizado →
0DTE Gamma & Volatility SurfaceFonte primária verificada

Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging: Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers (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 daily VX1-to-VX2 roll math

Ponto-chave: 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
ENLer dossiê localizado →
VIX Term Structure & SkewFonte primária verificada

Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging: Clearinghouse Margin Monte Carlo Scenarios & Intraday Call Triggers (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 99% 2-day Expected Shortfall…

Ponto-chave: 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
ENLer dossiê localizado →
Second-Order Greeks & HedgingFonte primária verificada

Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging: 25-Delta Strike Skew, Put Wing Convexity & No-Arbitrage Bounds (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 preventing vertical call-spread…

Ponto-chave: 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
ENLer dossiê localizado →
OCC Margin & Dispersion DeskFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
0DTE Gamma & Volatility SurfaceFonte primária verificada

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

Ponto-chave: 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
ENLer dossiê localizado →
Second-Order Greeks & HedgingFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
OCC Margin & Dispersion DeskFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
0DTE Gamma & Volatility SurfaceFonte primária verificada

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

Ponto-chave: 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
ENLer dossiê localizado →
VIX Term Structure & SkewFonte primária verificada

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

Ponto-chave: 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
ENLer dossiê localizado →
Second-Order Greeks & HedgingFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
OCC Margin & Dispersion DeskFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
0DTE Gamma & Volatility SurfaceFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
VIX Term Structure & SkewFonte primária verificada

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

Ponto-chave: 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
ENLer dossiê localizado →
OCC Margin & Dispersion DeskFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
0DTE Gamma & Volatility SurfaceFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
VIX Term Structure & SkewFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
Second-Order Greeks & HedgingFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
OCC Margin & Dispersion DeskFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
0DTE Gamma & Volatility SurfaceFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
VIX Term Structure & SkewFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
Second-Order Greeks & HedgingFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
0DTE Gamma & Volatility SurfaceFonte primária verificada

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…

Ponto-chave: 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
ENLer dossiê localizado →
VIX Term Structure & SkewFonte primária verificada

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…

Ponto-chave: 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
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Corretoras Auditadas, Órgãos Reguladores e Rankings Quantitativos

Integração direta entre a pesquisa editorial e 182 instituições supervisionadas por 48 autoridades.

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Principais Instituições e Corretoras Auditadas

OANDANota quantitativa 9.1

6 licenças · ASIC

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SaxoNota quantitativa 7.0

8 licenças · FSA

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AvaTradeNota quantitativa 6.0

8 licenças · FSA

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Straits Financial GroupNota quantitativa 6.0

3 licenças · CFTC

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StoneX OneNota quantitativa 5.0

5 licenças · NFA

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MagnetFXNota quantitativa 6.5

2 licenças · ICDX

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Autoridades Supervisoras Primárias

Taipei Exchange (TPEx)4

Taipei Exchange (TPEx)

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U.S. Securities and Exchange Commission2

U.S. Securities and Exchange Commission

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Commodity Futures Trading Regulatory Agency of Indonesia (BAPPEBTI)4

Commodity Futures Trading Regulatory Agency of Indonesia (BAPPEBTI)

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Jakarta Futures Exchange (JFX)4

Jakarta Futures Exchange (JFX)

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AMF1

Autorité des marchés financiers

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AMF2

The Autorité des marchés financiers

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