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Bài viết và hồ sơ nguồn

VI · VOL-SURFACE-DESK

Bài viết và hồ sơ nguồn

Xem bài viết và hồ sơ nguồn về tổ chức. Nội dung bài viết bằng tiếng Anh; hãy kiểm tra nguồn gốc trực tiếp.

Chuẩn mực Tổ chức 2026 →Bảng xếp hạng Định lượng →Hồ sơ tổ chức từ nguồnCơ quan Quản lý Tài chính →Chuyên đề Nghiên cứu →Lưu trữ Theo Thời gian →
Tất cả Danh mục (148)0DTE Gamma & Volatility Surface (31)VIX Term Structure & Skew (31)Second-Order Greeks & Hedging (30)OCC Margin & Dispersion Desk (29)Market Insights (17)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)

29 báo cáo phù hợp

Chuẩn mực Tổ chức 2026 →Bảng xếp hạng Định lượng →
OCC Margin & Dispersion Desk

Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers (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 daily VX1-to-VX2 roll math ($1,000/

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

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…

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

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…

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
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…

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
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…

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
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…

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
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…

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
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…

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
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

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
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

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
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…

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading: Correlation Spike Stress Audit & Institutional Dispersion Unwinds (+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 index variance…

Điểm chính: 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
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

SPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (148.5 Cboe SKEW Index Level Benchmark)

SPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing (SPX-25D-SKEW) stands at 148.5 (Cboe SKEW Index Level) (Source: Cboe Exchange, 2026-10-20), governing exact Black-Scholes-Merton analytical derivatives…

Điểm chính: SPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing (SPX-25D-SKEW) prints at 148.5 (Cboe SKEW Index Level) under Cboe Exchange supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

SPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing: 25-Delta Strike Skew, Put Wing Convexity & No-Arbitrage Bounds (148.5 Cboe SKEW Index Level Benchmark)

SPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing (SPX-25D-SKEW) stands at 148.5 (Cboe SKEW Index Level) (Source: Cboe Exchange, 2026-10-20), governing preventing vertical call-spread and horizontal…

Điểm chính: SPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing (SPX-25D-SKEW) prints at 148.5 (Cboe SKEW Index Level) under Cboe Exchange supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

Third-Order & Cross-Vega Greeks: Vomma (Volga), Zomma & Speed Mechanics: Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (d2V/dσ2 Vega Convexity Derivative Benchmark)

Third-Order & Cross-Vega Greeks: Vomma (Volga), Zomma & Speed Mechanics (VOMMA-ZOMMA-SPEED) stands at d2V/dσ2 (Vega Convexity Derivative) (Source: Quantitative Derivatives Desk Standard, 2026-10-20), governing intraday futures…

Điểm chính: Third-Order & Cross-Vega Greeks: Vomma (Volga), Zomma & Speed Mechanics (VOMMA-ZOMMA-SPEED) prints at d2V/dσ2 (Vega Convexity Derivative) under Quantitative Derivatives Desk Standard supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

Third-Order & Cross-Vega Greeks: Vomma (Volga), Zomma & Speed Mechanics: Clearinghouse Margin Monte Carlo Scenarios & Intraday Call Triggers (d2V/dσ2 Vega Convexity Derivative Benchmark)

Third-Order & Cross-Vega Greeks: Vomma (Volga), Zomma & Speed Mechanics (VOMMA-ZOMMA-SPEED) stands at d2V/dσ2 (Vega Convexity Derivative) (Source: Quantitative Derivatives Desk Standard, 2026-10-20), governing 99% 2-day

Điểm chính: Third-Order & Cross-Vega Greeks: Vomma (Volga), Zomma & Speed Mechanics (VOMMA-ZOMMA-SPEED) prints at d2V/dσ2 (Vega Convexity Derivative) under Quantitative Derivatives Desk Standard supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

SABR Stochastic Volatility vs. Gatheral SVI Arbitrage-Free Surface Fitting: Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers (0.0 bps Butterfly & Calendar Arb Floor Benchmark)

SABR Stochastic Volatility vs. Gatheral SVI Arbitrage-Free Surface Fitting (SABR-SVI-SURFACE) stands at 0.0 bps (Butterfly & Calendar Arb Floor) (Source: CME / Cboe Volatility Surface Engine, 2026-10-20), governing daily

Điểm chính: SABR Stochastic Volatility vs. Gatheral SVI Arbitrage-Free Surface Fitting (SABR-SVI-SURFACE) prints at 0.0 bps (Butterfly & Calendar Arb Floor) under CME / Cboe Volatility Surface Engine supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

SABR Stochastic Volatility vs. Gatheral SVI Arbitrage-Free Surface Fitting: 3:50 PM ET Market-on-Close (MOC) Imbalance & 4:00 PM Cash Settlement (0.0 bps Butterfly & Calendar Arb Floor Benchmark)

SABR Stochastic Volatility vs. Gatheral SVI Arbitrage-Free Surface Fitting (SABR-SVI-SURFACE) stands at 0.0 bps (Butterfly & Calendar Arb Floor) (Source: CME / Cboe Volatility Surface Engine, 2026-10-20), governing terminal…

Điểm chính: SABR Stochastic Volatility vs. Gatheral SVI Arbitrage-Free Surface Fitting (SABR-SVI-SURFACE) prints at 0.0 bps (Butterfly & Calendar Arb Floor) under CME / Cboe Volatility Surface Engine supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

Nasdaq-100 (NDX) vs. SPX Implied Volatility Spread & Tech Gamma Pinning: FOMC & CPI Event Volatility Crush & Forward Variance Decomposition (+4.2 pts VXN over VIX Volatility Spread Benchmark)

Nasdaq-100 (NDX) vs. SPX Implied Volatility Spread & Tech Gamma Pinning (NDX-QQQ-GAMMA) stands at +4.2 pts (VXN over VIX Volatility Spread) (Source: Cboe / Nasdaq Derivatives, 2026-10-20), governing extracting single-day

Điểm chính: Nasdaq-100 (NDX) vs. SPX Implied Volatility Spread & Tech Gamma Pinning (NDX-QQQ-GAMMA) prints at +4.2 pts (VXN over VIX Volatility Spread) under Cboe / Nasdaq Derivatives supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

Nasdaq-100 (NDX) vs. SPX Implied Volatility Spread & Tech Gamma Pinning: Correlation Spike Stress Audit & Institutional Dispersion Unwinds (+4.2 pts VXN over VIX Volatility Spread Benchmark)

Nasdaq-100 (NDX) vs. SPX Implied Volatility Spread & Tech Gamma Pinning (NDX-QQQ-GAMMA) stands at +4.2 pts (VXN over VIX Volatility Spread) (Source: Cboe / Nasdaq Derivatives, 2026-10-20), governing index variance vs. constituent…

Điểm chính: Nasdaq-100 (NDX) vs. SPX Implied Volatility Spread & Tech Gamma Pinning (NDX-QQQ-GAMMA) prints at +4.2 pts (VXN over VIX Volatility Spread) under Cboe / Nasdaq Derivatives supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

Cboe VVIX (Volatility of VIX) & Out-of-the-Money VIX Call Convexity: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (96.4 30-Day VVIX Benchmark Benchmark)

Cboe VVIX (Volatility of VIX) & Out-of-the-Money VIX Call Convexity (VVIX-VOL-OF-VOL) stands at 96.4 (30-Day VVIX Benchmark) (Source: Cboe Global Markets, 2026-10-20), governing exact Black-Scholes-Merton analytical derivatives…

Điểm chính: Cboe VVIX (Volatility of VIX) & Out-of-the-Money VIX Call Convexity (VVIX-VOL-OF-VOL) prints at 96.4 (30-Day VVIX Benchmark) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

Cboe VVIX (Volatility of VIX) & Out-of-the-Money VIX Call Convexity: 25-Delta Strike Skew, Put Wing Convexity & No-Arbitrage Bounds (96.4 30-Day VVIX Benchmark Benchmark)

Cboe VVIX (Volatility of VIX) & Out-of-the-Money VIX Call Convexity (VVIX-VOL-OF-VOL) stands at 96.4 (30-Day VVIX Benchmark) (Source: Cboe Global Markets, 2026-10-20), governing preventing vertical call-spread and horizontal…

Điểm chính: Cboe VVIX (Volatility of VIX) & Out-of-the-Money VIX Call Convexity (VVIX-VOL-OF-VOL) prints at 96.4 (30-Day VVIX Benchmark) under Cboe Global Markets supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

Over-the-Counter SPX Variance Swaps vs. Corridor Variance & Vega Notional: Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (σ2 - K2 Variance Payoff Scaling Benchmark)

Over-the-Counter SPX Variance Swaps vs. Corridor Variance & Vega Notional (VARIANCE-SWAPS) stands at σ2 - K2 (Variance Payoff Scaling) (Source: ISDA Equity Derivatives Definitions, 2026-10-20), governing intraday futures

Điểm chính: Over-the-Counter SPX Variance Swaps vs. Corridor Variance & Vega Notional (VARIANCE-SWAPS) prints at σ2 - K2 (Variance Payoff Scaling) under ISDA Equity Derivatives Definitions supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

Over-the-Counter SPX Variance Swaps vs. Corridor Variance & Vega Notional: Clearinghouse Margin Monte Carlo Scenarios & Intraday Call Triggers (σ2 - K2 Variance Payoff Scaling Benchmark)

Over-the-Counter SPX Variance Swaps vs. Corridor Variance & Vega Notional (VARIANCE-SWAPS) stands at σ2 - K2 (Variance Payoff Scaling) (Source: ISDA Equity Derivatives Definitions, 2026-10-20), governing 99% 2-day Expected…

Điểm chính: Over-the-Counter SPX Variance Swaps vs. Corridor Variance & Vega Notional (VARIANCE-SWAPS) prints at σ2 - K2 (Variance Payoff Scaling) under ISDA Equity Derivatives Definitions supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

Institutional Quarterly Equity Collar Rolls & Strike Pinning Microstructure: Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers ($16.0B+ Quarterly SPX Collar Notional Benchmark)

Institutional Quarterly Equity Collar Rolls & Strike Pinning Microstructure (JPM-COLLAR-HEQT) stands at $16.0B+ (Quarterly SPX Collar Notional) (Source: Cboe / Listed Options Flow Desk, 2026-10-20), governing daily VX1-to…

Điểm chính: Institutional Quarterly Equity Collar Rolls & Strike Pinning Microstructure (JPM-COLLAR-HEQT) prints at $16.0B+ (Quarterly SPX Collar Notional) under Cboe / Listed Options Flow Desk supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

Institutional Quarterly Equity Collar Rolls & Strike Pinning Microstructure: 3:50 PM ET Market-on-Close (MOC) Imbalance & 4:00 PM Cash Settlement ($16.0B+ Quarterly SPX Collar Notional Benchmark)

Institutional Quarterly Equity Collar Rolls & Strike Pinning Microstructure (JPM-COLLAR-HEQT) stands at $16.0B+ (Quarterly SPX Collar Notional) (Source: Cboe / Listed Options Flow Desk, 2026-10-20), governing terminal Charm…

Điểm chính: Institutional Quarterly Equity Collar Rolls & Strike Pinning Microstructure (JPM-COLLAR-HEQT) prints at $16.0B+ (Quarterly SPX Collar Notional) under Cboe / Listed Options Flow Desk supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: FOMC & CPI Event Volatility Crush & Forward Variance Decomposition (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing extracting…

Điểm chính: CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) prints at 98.5 bps (Annualized Normal Vol (1Y10Y)) under CME Group / ICAP Swaption Matrix supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: Correlation Spike Stress Audit & Institutional Dispersion Unwinds (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing index

Điểm chính: CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) prints at 98.5 bps (Annualized Normal Vol (1Y10Y)) under CME Group / ICAP Swaption Matrix supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
ENĐọc bản gốc tiếng Anh →
OCC Margin & Dispersion Desk

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (15.0% Broad-Based Index Stress Range Benchmark)

FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) stands at 15.0% (Broad-Based Index Stress Range) (Source: FINRA / OCC Portfolio Margin, 2026-10-20), governing exact Black…

Điểm chính: FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) prints at 15.0% (Broad-Based Index Stress Range) under FINRA / OCC Portfolio Margin supervision as of 2026-10-20.

Dr. Alistair Finch, CQF, FRM
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Cơ quan Quản lý

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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