Engagement
Event-Risk Volatility Briefing
A concentrated briefing before a named event — expiry week, central-bank decision, or earnings cluster — focused on expected vol behaviour and hedge timing.
When to book
Use this briefing when a single calendar event could reprice short-dated implied volatility in a way that affects your hedges or overlays. Typical requests cover FOMC or ECB weeks, major index expiries, and clustered earnings for names you hold options against.
Deliverable
A short written brief covering expected paths for near-term vol, relevant skew dynamics, and timing considerations for adjusting hedges before and after the print. Includes a 30-minute call on delivery day.
Lead time
We prefer three to five working days’ notice. Same-week requests are accepted when the analyst calendar allows; rush fees may apply as noted on rates.
Limits
One named event and a defined underlying set per briefing. Broader calendar coverage across a quarter belongs in the monitoring retainer.