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2026-11-14T10:00:25.915Z Breeden-Litzenberger Risk-Neutral Density Recovery and Pareto Wing Tails https://volsurfacedesk.com/desk-notes/intraday-arbitrage-free-vol-surface-kalman-filter-updates VolSurface Desk en 2026-11-14T09:35:25.915Z Kalman Filter State-Space Updates for Intraday Arbitrage-Free Volatility Grids https://volsurfacedesk.com/desk-notes/net-dealer-gamma-exposure-gex-flip-point-mechanics VolSurface Desk en 2026-11-14T09:10:25.915Z Net Dealer Gamma Exposure (GEX) Zero-Gamma Flip Points & Volatility Regimes https://volsurfacedesk.com/desk-notes/intraday-0dte-spx-gamma-scalping-moc-imbalances VolSurface Desk en 2026-11-14T08:45:25.915Z Intraday 0DTE SPX Gamma Scalping vs 15:50 ET NYSE MOC Liquidity Collisions https://volsurfacedesk.com/desk-notes/vanna-ddelta-dvol-rally-fuel-cpi-fomc-vol-crush VolSurface Desk en 2026-11-14T08:20:25.915Z Vanna (∂Δ/∂σ) Mechanical Equity Rallies After CPI & FOMC Volatility Crushes 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Before 16:00 ET https://volsurfacedesk.com/desk-notes/jpm-hedged-equity-heqt-quarterly-collar-pinning VolSurface Desk en 2026-11-14T05:50:25.915Z Institutional Quarterly Equity Collar Rolls (JPM HEQT) & Strike Pinning https://volsurfacedesk.com/desk-notes/nasdaq-100-ndx-vs-spx-0dte-gamma-liquidity-spread VolSurface Desk en 2026-11-14T05:25:25.915Z Nasdaq-100 (NDX & QQQ) vs S&P 500 (SPX) 0DTE Gamma Pinning & Vol Spreads https://volsurfacedesk.com/desk-notes/occ-stans-20-minute-intraday-0dte-margin-addons VolSurface Desk en 2026-11-14T05:00:25.915Z OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-Ons https://volsurfacedesk.com/desk-notes/finra-rule-4210-portfolio-margin-tims-vs-reg-t VolSurface Desk en 2026-11-14T04:35:25.915Z FINRA Rule 4210 TIMS Portfolio Margin vs Reg T Haircuts for Index Books https://volsurfacedesk.com/desk-notes/cboe-open-close-signed-dealer-gamma-positioning VolSurface Desk en 2026-11-14T04:10:25.915Z Signed Dealer Gamma Reconstruction: Cboe Open-Close Data vs Naive OI GEX https://volsurfacedesk.com/desk-notes/monthly-am-settled-spx-opex-soq-auction-unwinds VolSurface Desk en 2026-11-14T03:45:25.915Z Monthly Third-Friday AM-Settled SPX OPEX & 09:30 ET SOQ Gamma Unwinds https://volsurfacedesk.com/desk-notes/overnight-globex-es-session-gamma-hedging-gaps VolSurface Desk en 2026-11-14T03:20:25.915Z Overnight CME Globex ES & Cboe GTH Gamma Hedging Gaps Into 09:30 ET Open https://volsurfacedesk.com/desk-notes/systematic-put-write-etf-putw-xyld-gamma-supply VolSurface Desk en 2026-11-14T02:55:25.915Z Systematic Put-Write & Call-Overwrite ETFs (PUTW, XYLD, JEPI) Gamma Supply https://volsurfacedesk.com/desk-notes/whalley-wilmott-asymptotic-discrete-gamma-hedging VolSurface Desk en 2026-11-14T02:30:25.915Z Whalley-Wilmott Discrete Gamma Hedging Bandwidths Under ES Transaction Costs https://volsurfacedesk.com/desk-notes/single-stock-call-skew-inversion-gamma-squeezes VolSurface Desk en 2026-11-14T02:05:25.915Z Single-Stock Call-Skew Inversion & Dealer Short-Call Gamma Squeezes https://volsurfacedesk.com/desk-notes/0dte-intraday-variance-clock-vs-wall-clock-theta VolSurface Desk en 2026-11-14T01:40:25.915Z 0DTE Intraday Variance-Time Clock vs Wall-Clock Theta & Event Jumps https://volsurfacedesk.com/desk-notes/cboe-vix-model-free-log-strip-truncation-bias VolSurface Desk en 2026-11-14T01:15:25.915Z Cboe VIX Model-Free Log-Strip Replication & Strike Truncation Bias https://volsurfacedesk.com/desk-notes/vix-vx1-vx2-contango-roll-bleed-carry-harvesting VolSurface Desk en 2026-11-14T00:50:25.915Z VIX Futures M1–M2 Contango Roll Bleed & Curve Carry Harvesting https://volsurfacedesk.com/desk-notes/vix-futures-backwardation-spot-beta-jump-regimes VolSurface Desk en 2026-11-14T00:25:25.915Z VIX Term-Structure Backwardation, Spot-to-VX Beta & Panic Mean Reversion https://volsurfacedesk.com/desk-notes/otc-spx-variance-swap-vega-notional-convexity VolSurface Desk en 2026-11-14T00:00:25.915Z OTC S&P 500 Variance Swaps: Vega-to-Variance Notional & Convexity Math https://volsurfacedesk.com/desk-notes/capped-25x-vs-uncapped-variance-swap-crash-risk VolSurface Desk en 2026-11-13T23:35:25.915Z Capped (2.5× Strike) vs Uncapped Variance Swaps: Left-Tail Gap Risk https://volsurfacedesk.com/desk-notes/corridor-variance-down-variance-swap-replication VolSurface Desk en 2026-11-13T23:10:25.915Z Corridor Variance & Conditional Down-Variance Swaps: Targeted Crash Hedges https://volsurfacedesk.com/desk-notes/vvix-vol-of-vol-jensen-inequality-vix-futures-wedge VolSurface Desk en 2026-11-13T22:45:25.915Z Cboe VVIX Vol-of-Vol & Jensen’s Inequality: The VIX Futures Convexity Wedge https://volsurfacedesk.com/desk-notes/vix-call-spread-collars-vs-spx-put-tail-hedges VolSurface Desk en 2026-11-13T22:20:25.915Z VIX 1×2 Call Ratios & Collars vs Direct SPX OTM Put Tail Hedges https://volsurfacedesk.com/desk-notes/vix1d-vs-vix9d-vix3m-event-term-structure-kinks VolSurface Desk en 2026-11-13T21:55:25.915Z Ultra-Short VIX1D vs VIX9D, VIX & VIX3M Event Term-Structure Kinks https://volsurfacedesk.com/desk-notes/wednesday-vix-soq-settlement-auction-microstructure VolSurface Desk en 2026-11-13T21:30:25.915Z Wednesday Morning VIX SOQ Settlement (VRO) & SPX Strip Auction Mechanics https://volsurfacedesk.com/desk-notes/eurex-vstoxx-vs-cboe-vix-cross-atlantic-vol-spreads VolSurface Desk en 2026-11-13T21:05:25.915Z Eurex VSTOXX (FVS) vs Cboe VIX (VX) Cross-Atlantic Volatility Spreads https://volsurfacedesk.com/desk-notes/cme-sofr-swaption-move-spillover-into-equity-vix VolSurface Desk en 2026-11-13T20:40:25.915Z Cross-Asset Spillover: CME SOFR Bachelier Swaption Vol & MOVE Into VIX https://volsurfacedesk.com/desk-notes/volatility-swaps-vs-variance-swaps-convexity-wedge VolSurface Desk en 2026-11-13T20:15:25.915Z Volatility Swaps vs Variance Swaps: Exact Vol-of-Vol Convexity Pricing https://volsurfacedesk.com/desk-notes/leveraged-vix-etp-uvix-svix-4pm-tas-rebalancing VolSurface Desk en 2026-11-13T19:50:25.915Z Leveraged & Inverse VIX ETPs (UVIX, SVIX): 16:00 ET TAS Rebalancing Flows https://volsurfacedesk.com/desk-notes/cboe-skew-index-above-150-tail-kurtosis-pricing VolSurface Desk en 2026-11-13T19:25:25.915Z Cboe SKEW Index Above 150: Risk-Neutral Third Moment vs Crash Reality https://volsurfacedesk.com/desk-notes/forward-starting-variance-swaps-fva-calendar-carry VolSurface Desk en 2026-11-13T19:00:25.915Z Forward-Starting Variance Swaps vs FVAs: Election & Macro Event Carry https://volsurfacedesk.com/desk-notes/gamma-swaps-spot-weighted-variance-skew-hedging VolSurface Desk en 2026-11-13T18:35:25.915Z Spot-Weighted Gamma Swaps vs Variance Swaps: Taming Crash Truncation https://volsurfacedesk.com/desk-notes/cftc-cot-leveraged-funds-dealer-vix-futures-extremes VolSurface Desk en 2026-11-13T18:10:25.915Z CFTC Traders in Financial Futures (TFF) VIX Positioning & Squeeze Signals https://volsurfacedesk.com/desk-notes/cfe-occ-vix-futures-options-cross-margining-capital VolSurface Desk en 2026-11-13T17:45:25.915Z CFE & OCC VIX Futures–Options Cross-Margining & Capital Optimization https://volsurfacedesk.com/desk-notes/fx-atm-delta-neutral-straddle-premium-adjusted-delta VolSurface Desk en 2026-11-13T17:20:25.915Z FX ATM Delta-Neutral Straddles (DNS) & Premium-Adjusted Delta Conventions https://volsurfacedesk.com/desk-notes/fx-25-delta-risk-reversals-usdjpy-eurusd-carry-unwinds VolSurface Desk en 2026-11-13T16:55:25.915Z FX 25-Delta Risk Reversals: USD/JPY & EUR/USD Carry Crash Skew https://volsurfacedesk.com/desk-notes/fx-market-strangle-vs-smiley-broker-butterfly-strikes VolSurface Desk en 2026-11-13T16:30:25.915Z FX Market Strangle (1-Vol) vs Smiley Broker Butterfly (2-Vol) Iteration https://volsurfacedesk.com/desk-notes/malz-quadratic-vs-vanna-volga-fx-smile-interpolation VolSurface Desk en 2026-11-13T16:05:25.915Z Malz Quadratic vs Vanna-Volga FX Volatility Smile Interpolation https://volsurfacedesk.com/desk-notes/fx-10-delta-wing-butterflies-em-jump-kurtosis-pricing VolSurface Desk en 2026-11-13T15:40:25.915Z FX 10-Delta Wing Butterflies vs 25-Delta Flies: Jump Kurtosis Pricing https://volsurfacedesk.com/desk-notes/overnight-fx-central-bank-event-variance-weights-boj VolSurface Desk en 2026-11-13T15:15:25.915Z Overnight FX Central-Bank Event Variance Weights (FOMC, ECB, BoJ) https://volsurfacedesk.com/desk-notes/sticky-strike-vs-sticky-delta-fx-shadow-delta-hedging VolSurface Desk en 2026-11-13T14:50:25.915Z Sticky-Strike vs Sticky-Delta FX Smiles: Shadow-Delta Hedging Math https://volsurfacedesk.com/desk-notes/vanna-volga-first-exit-fx-double-no-touch-barriers VolSurface Desk en 2026-11-13T14:25:25.915Z Vanna-Volga & First-Exit Attenuation on FX Double-No-Touch (DNT) Barriers https://volsurfacedesk.com/desk-notes/fx-reverse-knock-out-barrier-discontinuous-vanna-pins VolSurface Desk en 2026-11-13T14:00:25.915Z FX Reverse Knock-Out (RKO) Barriers: Discontinuous Gamma, Vanna & Overhedges https://volsurfacedesk.com/desk-notes/ny-10am-cut-vs-tokyo-3pm-intraday-fx-theta-clocks VolSurface Desk en 2026-11-13T13:35:25.915Z New York 10:00 AM Cut vs Tokyo 3:00 PM Expiry: Intraday FX Theta Clocks https://volsurfacedesk.com/desk-notes/cme-listed-fx-options-vs-interbank-otc-smile-basis VolSurface Desk en 2026-11-13T13:10:25.915Z CME Listed FX Options (6E, 6J) vs Interbank OTC Smile Basis Arbitrage https://volsurfacedesk.com/desk-notes/fx-cross-currency-volatility-triangles-implied-correl VolSurface Desk en 2026-11-13T12:45:25.915Z FX Cross-Currency Volatility Triangles & Implied Correlation Arbitrage https://volsurfacedesk.com/desk-notes/cross-currency-cip-basis-swaps-fx-forward-point-vol VolSurface Desk en 2026-11-13T12:20:25.915Z Cross-Currency CIP Basis Swaps & FX Forward-Point Volatility in Options https://volsurfacedesk.com/desk-notes/power-reverse-dual-currency-prdc-usdjpy-vega-hedging VolSurface Desk en 2026-11-13T11:55:25.915Z Power Reverse Dual-Currency (PRDC) Notes & Long-Dated USD/JPY Skew https://volsurfacedesk.com/desk-notes/garman-kohlhagen-dual-ois-curve-rho-phi-fx-hedging VolSurface Desk en 2026-11-13T11:30:25.915Z Garman-Kohlhagen Dual-OIS Curve Hedging: Domestic Rho & Foreign Phi https://volsurfacedesk.com/desk-notes/fx-variance-swaps-vs-forward-volatility-agreements VolSurface Desk en 2026-11-13T11:05:25.915Z FX Variance Swaps vs Forward Volatility Agreements (FVAs) Desk Guide https://volsurfacedesk.com/desk-notes/corporate-fx-target-redemption-forwards-tarf-kiko-risk VolSurface Desk en 2026-11-13T10:40:25.915Z Corporate FX Target Redemption Forwards (TARFs) & KIKO Gamma Traps https://volsurfacedesk.com/desk-notes/heston-sabr-stochastic-local-vol-fx-exotic-calibration VolSurface Desk en 2026-11-13T10:15:25.915Z Calibrating Stochastic Local Volatility (Heston-SLV) to FX Surfaces & Barriers https://volsurfacedesk.com/desk-notes/isda-simm-fx-volatility-vega-curvature-margin-buckets VolSurface Desk en 2026-11-13T09:50:25.915Z ISDA SIMM Initial Margin for OTC FX Options: Vega & Curvature Buckets https://volsurfacedesk.com/desk-notes/cboe-cor1m-cor3m-implied-correlation-triangle-math VolSurface Desk en 2026-11-13T09:25:25.915Z Cboe COR1M & COR3M Implied Correlation Indices: Top-50 SPX Math & Signals https://volsurfacedesk.com/desk-notes/vega-neutral-vs-theta-neutral-variance-dispersion-sizing VolSurface Desk en 2026-11-13T09:00:25.915Z Vega-Neutral vs Theta-Neutral vs Variance-Neutral Dispersion Leg Sizing https://volsurfacedesk.com/desk-notes/magnificent-seven-concentration-cor1m-compression-bias VolSurface Desk en 2026-11-13T08:35:25.915Z Mega-Cap Concentration (Top-7 SPX Weights) & COR1M Compression Bias https://volsurfacedesk.com/desk-notes/pre-earnings-implied-jump-variance-extraction-sigma-earn VolSurface Desk en 2026-11-13T08:10:25.915Z Pre-Earnings Implied Jump Extraction (σ_earn): Stripping Event Variance 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