Thematic Pillar Hub · 1 Published Briefings
Volatility institutional intelligence, quantitative benchmarks, primary regulatory filings, and market structure analysis from VolSurface Desk. A desk can write down Monday’s marks. It cannot invent the implied volatility that was not in the source.
Curated by Dr. Alistair Finch, CQF, FRM (PhD in Stochastic Calculus, CQF, FRM) · Fact-checked by VolSurface Desk Institutional Review Board
A desk can write down Monday’s marks. It cannot invent the implied volatility that was not in the source.
Black–Scholes option calculator →
European option price and Greeks (delta, gamma, vega, theta, rho) with dividend yield.
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Back out the volatility implied by an option’s market price.
Futures fair value & basis calculator →
Cost-of-carry fair value, basis and the repo rate implied by a futures price.
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Intraday 1σ and 2σ expected price bands from annualised IV and trading minutes remaining.
Black–Scholes option Greeks & gamma exposure (GEX) estimator →
Call and put Greeks plus dealer net Gamma Exposure ($ per 1% spot move) from open interest.
No. A drawdown from a high does not say how many days it took or what the daily variance was. MUFG stated the drawdown. It did not state a volatility.
Saxo’s Monday note described crude volatility as pushed to an extreme and equity gauges as range-bound. This desk is not copying a volatility figure from that description, because the note as used here does not give one.
It is the spot level in CNBC’s Monday article. It is not identified there as a futures settlement.
