Entity index
Entities in our coverage
Every company, person, benchmark and regulatory framework referenced in VolSurface Desk articles, with identifiers and links to the related coverage.
- Entities indexed
- 31
Benchmarks & products
27 entries
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility BenchmarksVIX1D-VIX9D-SHORTCboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks (VIX1D-VIX9D-SHORT) refers to an institutional financial benchmark and regulatory standard monitored by Cboe Global Markets (US), currently calibrated at 1 Day (Event Jump Volatility Horizon) as of October 2026.USCboe Global Markets8 related articlesCboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 StandardVIX1D-VIX9D-SHORT-STDVIX1D-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).USCboe Global Markets8 related articlesCboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX)SPX-0DTE-GEXCboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) (SPX-0DTE-GEX) refers to an institutional financial benchmark and regulatory standard monitored by Cboe Global Markets (US), currently calibrated at 59.0% (Share of SPX Options Volume) as of October 2026.USCboe Global Markets8 related articlesCboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) — 2026 StandardSPX-0DTE-GEX-STDSPX-0DTE-GEX 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe Global Markets governing Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) across US capital markets (59.0% Share of SPX Options Volume, October 2026).USCboe Global Markets8 related articlesCboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation)VIX-VX1-VX2-ROLLCboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) refers to an institutional financial benchmark and regulatory standard monitored by Cboe Futures Exchange (CFE) (US), currently calibrated at $1,000 (Standard VX Point Multiplier) as of October 2026.USCboe Futures Exchange (CFE)8 related articlesCboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) — 2026 StandardVIX-VX1-VX2-ROLL-STDVIX-VX1-VX2-ROLL 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe Futures Exchange (CFE) governing Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) across US capital markets ($1,000 Standard VX Point Multiplier, October 2026).USCboe Futures Exchange (CFE)8 related articlesCboe Volatility Index (VIX)VIXModel-free variance-swap benchmark measuring 30-day expected annualized volatility of the S&P 500 Index derived from SPX option mid-quote prices.INTLOfficial Institutional Standard2 related articlesCboe VVIX (Volatility of VIX) & Out-of-the-Money VIX Call ConvexityVVIX-VOL-OF-VOLCboe VVIX (Volatility of VIX) & Out-of-the-Money VIX Call Convexity (VVIX-VOL-OF-VOL) refers to an institutional financial benchmark and regulatory standard monitored by Cboe Global Markets (US), currently calibrated at 96.4 (30-Day VVIX Benchmark) as of October 2026.USCboe Global Markets8 related articlesCboe VVIX (Volatility of VIX) & Out-of-the-Money VIX Call Convexity — 2026 StandardVVIX-VOL-OF-VOL-STDVVIX-VOL-OF-VOL 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe Global Markets governing Cboe VVIX (Volatility of VIX) & Out-of-the-Money VIX Call Convexity across US capital markets (96.4 30-Day VVIX Benchmark, October 2026).USCboe Global Markets8 related articlesCME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility GridSOFR-SRO-SWAPTIONSCME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) refers to an institutional financial benchmark and regulatory standard monitored by CME Group / ICAP Swaption Matrix (US), currently calibrated at 98.5 bps (Annualized Normal Vol (1Y10Y)) as of October 2026.USCME Group / ICAP Swaption Matrix8 related articlesCME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 StandardSOFR-SRO-SWAPTIONS-STDSOFR-SRO-SWAPTIONS 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by CME Group / ICAP Swaption Matrix governing CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid across US capital markets (98.5 bps Annualized Normal Vol (1Y10Y), October 2026).USCME Group / ICAP Swaption Matrix8 related articlesInstitutional Quarterly Equity Collar Rolls & Strike Pinning MicrostructureJPM-COLLAR-HEQTInstitutional Quarterly Equity Collar Rolls & Strike Pinning Microstructure (JPM-COLLAR-HEQT) refers to an institutional financial benchmark and regulatory standard monitored by Cboe / Listed Options Flow Desk (US), currently calibrated at $16.0B+ (Quarterly SPX Collar Notional) as of October 2026.USCboe / Listed Options Flow Desk8 related articlesInstitutional Quarterly Equity Collar Rolls & Strike Pinning Microstructure — 2026 StandardJPM-COLLAR-HEQT-STDJPM-COLLAR-HEQT 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe / Listed Options Flow Desk governing Institutional Quarterly Equity Collar Rolls & Strike Pinning Microstructure across US capital markets ($16.0B+ Quarterly SPX Collar Notional, October 2026).USCboe / Listed Options Flow Desk8 related articlesNasdaq-100 (NDX) vs. SPX Implied Volatility Spread & Tech Gamma PinningNDX-QQQ-GAMMANasdaq-100 (NDX) vs. SPX Implied Volatility Spread & Tech Gamma Pinning (NDX-QQQ-GAMMA) refers to an institutional financial benchmark and regulatory standard monitored by Cboe / Nasdaq Derivatives (US), currently calibrated at +4.2 pts (VXN over VIX Volatility Spread) as of October 2026.USCboe / Nasdaq Derivatives8 related articlesNasdaq-100 (NDX) vs. SPX Implied Volatility Spread & Tech Gamma Pinning — 2026 StandardNDX-QQQ-GAMMA-STDNDX-QQQ-GAMMA 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe / Nasdaq Derivatives governing Nasdaq-100 (NDX) vs. SPX Implied Volatility Spread & Tech Gamma Pinning across US capital markets (+4.2 pts VXN over VIX Volatility Spread, October 2026).USCboe / Nasdaq Derivatives8 related articlesOver-the-Counter SPX Variance Swaps vs. Corridor Variance & Vega NotionalVARIANCE-SWAPSOver-the-Counter SPX Variance Swaps vs. Corridor Variance & Vega Notional (VARIANCE-SWAPS) refers to an institutional financial benchmark and regulatory standard monitored by ISDA Equity Derivatives Definitions (INTL), currently calibrated at σ² - K² (Variance Payoff Scaling) as of October 2026.INTLISDA Equity Derivatives Definitions8 related articlesOver-the-Counter SPX Variance Swaps vs. Corridor Variance & Vega Notional — 2026 StandardVARIANCE-SWAPS-STDVARIANCE-SWAPS 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by ISDA Equity Derivatives Definitions governing Over-the-Counter SPX Variance Swaps vs. Corridor Variance & Vega Notional across INTL capital markets (σ² - K² Variance Payoff Scaling, October 2026).INTLISDA Equity Derivatives Definitions8 related articlesSABR Stochastic Volatility vs. Gatheral SVI Arbitrage-Free Surface FittingSABR-SVI-SURFACESABR Stochastic Volatility vs. Gatheral SVI Arbitrage-Free Surface Fitting (SABR-SVI-SURFACE) refers to an institutional financial benchmark and regulatory standard monitored by CME / Cboe Volatility Surface Engine (INTL), currently calibrated at 0.0 bps (Butterfly & Calendar Arb Floor) as of October 2026.INTLCME / Cboe Volatility Surface Engine8 related articlesSABR Stochastic Volatility vs. Gatheral SVI Arbitrage-Free Surface Fitting — 2026 StandardSABR-SVI-SURFACE-STDSABR-SVI-SURFACE 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by CME / Cboe Volatility Surface Engine governing SABR Stochastic Volatility vs. Gatheral SVI Arbitrage-Free Surface Fitting across INTL capital markets (0.0 bps Butterfly & Calendar Arb Floor, October 2026).INTLCME / Cboe Volatility Surface Engine8 related articlesS&P 500 Index vs. Single-Stock Implied Correlation & Dispersion TradingINDEX-DISPERSIONS&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading (INDEX-DISPERSION) refers to an institutional financial benchmark and regulatory standard monitored by BIS Quarterly Review / Cboe COR1M (US), currently calibrated at +8.5 pts (Implied vs. Realized Corr Spread) as of October 2026.USBIS Quarterly Review / Cboe COR1M8 related articlesS&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading — 2026 StandardINDEX-DISPERSION-STDINDEX-DISPERSION 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by BIS Quarterly Review / Cboe COR1M governing S&P 500 Index vs. Single-Stock Implied Correlation & Dispersion Trading across US capital markets (+8.5 pts Implied vs. Realized Corr Spread, October 2026).USBIS Quarterly Review / Cboe COR1M8 related articlesSPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail PricingSPX-25D-SKEWSPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing (SPX-25D-SKEW) refers to an institutional financial benchmark and regulatory standard monitored by Cboe Exchange (US), currently calibrated at 148.5 (Cboe SKEW Index Level) as of October 2026.USCboe Exchange8 related articlesSPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing — 2026 StandardSPX-25D-SKEW-STDSPX-25D-SKEW 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe Exchange governing SPX 25-Delta Put-Call Skew, Risk Reversals & Cboe SKEW Index Tail Pricing across US capital markets (148.5 Cboe SKEW Index Level, October 2026).USCboe Exchange8 related articlesThird-Order & Cross-Vega Greeks: Vomma (Volga), Zomma & Speed MechanicsVOMMA-ZOMMA-SPEEDThird-Order & Cross-Vega Greeks: Vomma (Volga), Zomma & Speed Mechanics (VOMMA-ZOMMA-SPEED) refers to an institutional financial benchmark and regulatory standard monitored by Quantitative Derivatives Desk Standard (US), currently calibrated at d²V/dσ² (Vega Convexity Derivative) as of October 2026.USQuantitative Derivatives Desk Standard8 related articlesThird-Order & Cross-Vega Greeks: Vomma (Volga), Zomma & Speed Mechanics — 2026 StandardVOMMA-ZOMMA-SPEED-STDVOMMA-ZOMMA-SPEED 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Quantitative Derivatives Desk Standard governing Third-Order & Cross-Vega Greeks: Vomma (Volga), Zomma & Speed Mechanics across US capital markets (d²V/dσ² Vega Convexity Derivative, October 2026).USQuantitative Derivatives Desk Standard8 related articlesVanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer HedgingVANNA-CHARM-FLOWSVanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging (VANNA-CHARM-FLOWS) refers to an institutional financial benchmark and regulatory standard monitored by Cboe Options Institute (US), currently calibrated at 6.5 hrs (Intraday Cash Decay Window) as of October 2026.USCboe Options Institute8 related articlesVanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging — 2026 StandardVANNA-CHARM-FLOWS-STDVANNA-CHARM-FLOWS 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Cboe Options Institute governing Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging across US capital markets (6.5 hrs Intraday Cash Decay Window, October 2026).USCboe Options Institute8 related articles
Licences & frameworks
4 entries
FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options HaircutsPORTFOLIO-MARGIN-TIMSFINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts (PORTFOLIO-MARGIN-TIMS) refers to an institutional financial benchmark and regulatory standard monitored by FINRA / OCC Portfolio Margin (US), currently calibrated at 15.0% (Broad-Based Index Stress Range) as of October 2026.USFINRA / OCC Portfolio Margin8 related articlesFINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts — 2026 StandardPORTFOLIO-MARGIN-TIMS-STDPORTFOLIO-MARGIN-TIMS 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by FINRA / OCC Portfolio Margin governing FINRA Rule 4210 Portfolio Margin vs. Reg T Strategy-Based Options Haircuts across US capital markets (15.0% Broad-Based Index Stress Range, October 2026).USFINRA / OCC Portfolio Margin8 related articlesOCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-OnOCC-STANS-MARGINOCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) refers to an institutional financial benchmark and regulatory standard monitored by The Options Clearing Corporation (US), currently calibrated at 20 min (Intraday Monte Carlo Interval) as of October 2026.USThe Options Clearing Corporation8 related articlesOCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On — 2026 StandardOCC-STANS-MARGIN-STDOCC-STANS-MARGIN 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by The Options Clearing Corporation governing OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On across US capital markets (20 min Intraday Monte Carlo Interval, October 2026).USThe Options Clearing Corporation8 related articles