Derivatives Volatility Monitoring

Who this is for

Risk managers, options traders, and multi-strategy desks that need a steady read on implied volatility without building a full internal vol research seat. Clients typically follow listed equity index options, single-name options, FX vol, or a defined OTC book.

What you receive

• A named analyst assigned to your underlyings and horizons
• Concise morning notes on spot-vol, skew, and term-structure moves that matter to your list
• Event-risk coverage ahead of central-bank decisions, earnings clusters, and major expiries
• Scheduled review calls (weekly or fortnightly) to pressure-test hedges and positioning assumptions
• Ad-hoc alerts when a regime shift appears in the surface you care about

What is excluded

We do not execute trades, custody assets, or provide regulated investment advice for retail clients. Coverage does not include real-time order-routing or brokerage. Macro narratives outside the agreed underlyings stay out of scope unless added in writing.

How the engagement runs

1. Intake — You share the underlyings, tenors, and constraints (gamma budgets, hedge ratios, reporting cadence).
2. Calibration week — We build the watchlist, agree note format, and set alert thresholds.
3. Live coverage — Morning notes begin; review calls start in week two.
4. Quarterly reset — We revisit underlyings, depth of coverage, and pricing if the book changes.

Duration and location

Minimum commitment is three months. Delivery is remote by default, with optional working sessions at Level 11, 17 Moorgate, London EC2R 6DA when both sides prefer an in-person review.

Preparation

Before kickoff we ask for a short book overview (no account numbers required): underlyings, approximate notional bands, preferred tenors, and the decisions the notes should support. Non-disclosure agreements are available on request.

Next step

Request a scoping call so we can confirm fit and propose a start date. Rate detail sits on the rates page.