Taylor ETG
| Measure | Description | Relevant context values |
|---|---|---|
| Taylor ETG | Expected Tail Gain with contextual confidence level | ETGConfidenceLevel |
| Taylor ETG 97.5 | Expected Tail Gain with fixed confidence level of 97.5% | |
| Taylor ETG 99 | Expected Tail Gain with fixed confidence level of 99% | |
| Correlation Taylor ETG | Expected Tail Gain with contextual confidence level for the Correlation sensitivity | ETGConfidenceLevel |
| Correlation Taylor ETG 97.5 | Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity | |
| Correlation Taylor ETG 99 | Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity | |
| CrossGamma Taylor ETG | Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity | ETGConfidenceLevel |
| CrossGamma Taylor ETG 97.5 | Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity | |
| CrossGamma Taylor ETG 99 | Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity | |
| Delta Taylor ETG | Expected Tail Gain with contextual confidence level for the Delta sensitivity | ETGConfidenceLevel |
| Delta Taylor ETG 97.5 | Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity | |
| Delta Taylor ETG 99 | Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity | |
| Gamma Taylor ETG | Expected Tail Gain with contextual confidence level for the Gamma sensitivity | ETGConfidenceLevel |
| Gamma Taylor ETG 97.5 | Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity | |
| Gamma Taylor ETG 99 | Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity | |
| Vanna Taylor ETG | Expected Tail Gain with contextual confidence level for the Vanna sensitivity | ETGConfidenceLevel |
| Vanna Taylor ETG 97.5 | Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity | |
| Vanna Taylor ETG 99 | Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity | |
| Vega Taylor ETG | Expected Tail Gain with contextual confidence level for the Vega sensitivity | ETGConfidenceLevel |
| Vega Taylor ETG 97.5 | Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity | |
| Vega Taylor ETG 99 | Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity | |
| Volga Taylor ETG | Expected Tail Gain with contextual confidence level for the Volga sensitivity | ETGConfidenceLevel |
| Volga Taylor ETG 97.5 | Expected Tail Gain with fixed confidence level of 97.5% for the Volga sensitivity | |
| Volga Taylor ETG 99 | Expected Tail Gain with fixed confidence level of 99% for the Volga sensitivity |
DtD
| Measure | Description | Relevant context values |
|---|---|---|
| Taylor ETG DtD | DtD difference for Expected Tail Gain with contextual confidence level | ETGConfidenceLevel |
| Taylor ETG 97.5 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 97.5% | |
| Taylor ETG 99 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 99% | |
| Correlation Taylor ETG DtD | DtD difference for Expected Tail Gain with contextual confidence level for the Correlation sensitivity | ETGConfidenceLevel |
| Correlation Taylor ETG 97.5 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity | |
| Correlation Taylor ETG 99 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity | |
| CrossGamma Taylor ETG DtD | DtD difference for Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity | ETGConfidenceLevel |
| CrossGamma Taylor ETG 97.5 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity | |
| CrossGamma Taylor ETG 99 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity | |
| Delta Taylor ETG DtD | DtD difference for Expected Tail Gain with contextual confidence level for the Delta sensitivity | ETGConfidenceLevel |
| Delta Taylor ETG 97.5 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity | |
| Delta Taylor ETG 99 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity | |
| Gamma Taylor ETG DtD | DtD difference for Expected Tail Gain with contextual confidence level for the Gamma sensitivity | ETGConfidenceLevel |
| Gamma Taylor ETG 97.5 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity | |
| Gamma Taylor ETG 99 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity | |
| Vanna Taylor ETG DtD | DtD difference for Expected Tail Gain with contextual confidence level for the Vanna sensitivity | ETGConfidenceLevel |
| Vanna Taylor ETG 97.5 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity | |
| Vanna Taylor ETG 99 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity | |
| Vega Taylor ETG DtD | DtD difference for Expected Tail Gain with contextual confidence level for the Vega sensitivity | ETGConfidenceLevel |
| Vega Taylor ETG 97.5 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity | |
| Vega Taylor ETG 99 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity | |
| Volga Taylor ETG DtD | DtD difference for Expected Tail Gain with contextual confidence level for the Volga sensitivity | ETGConfidenceLevel |
| Volga Taylor ETG 97.5 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Volga sensitivity | |
| Volga Taylor ETG 99 DtD | DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Volga sensitivity |
DtD % difference
| Measure | Description | Relevant context values |
|---|---|---|
| Taylor ETG DtD % Difference | DtD difference in % for Expected Tail Gain with contextual confidence level | ETGConfidenceLevel |
| Taylor ETG 97.5 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% | |
| Taylor ETG 99 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 99% | |
| Correlation Taylor ETG DtD % Difference | DtD difference in % for Expected Tail Gain with contextual confidence level for the Correlation sensitivity | ETGConfidenceLevel |
| Correlation Taylor ETG 97.5 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity | |
| Correlation Taylor ETG 99 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity | |
| CrossGamma Taylor ETG DtD % Difference | DtD difference in % for Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity | ETGConfidenceLevel |
| CrossGamma Taylor ETG 97.5 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity | |
| CrossGamma Taylor ETG 99 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity | |
| Delta Taylor ETG DtD % Difference | DtD difference in % for Expected Tail Gain with contextual confidence level for the Delta sensitivity | ETGConfidenceLevel |
| Delta Taylor ETG 97.5 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity | |
| Delta Taylor ETG 99 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity | |
| Gamma Taylor ETG DtD % Difference | DtD difference in % for Expected Tail Gain with contextual confidence level for the Gamma sensitivity | ETGConfidenceLevel |
| Gamma Taylor ETG 97.5 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity | |
| Gamma Taylor ETG 99 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity | |
| Vanna Taylor ETG DtD % Difference | DtD difference in % for Expected Tail Gain with contextual confidence level for the Vanna sensitivity | ETGConfidenceLevel |
| Vanna Taylor ETG 97.5 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity | |
| Vanna Taylor ETG 99 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity | |
| Vega Taylor ETG DtD % Difference | DtD difference in % for Expected Tail Gain with contextual confidence level for the Vega sensitivity | ETGConfidenceLevel |
| Vega Taylor ETG 97.5 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity | |
| Vega Taylor ETG 99 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity | |
| Volga Taylor ETG DtD % Difference | DtD difference in % for Expected Tail Gain with contextual confidence level for the Volga sensitivity | ETGConfidenceLevel |
| Volga Taylor ETG 97.5 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Volga sensitivity | |
| Volga Taylor ETG 99 DtD % Difference | DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Volga sensitivity |
Previous
| Measure | Description | Relevant context values |
|---|---|---|
| Taylor ETG Previous | The Expected Tail Gain of the previous day with contextual confidence level | ETGConfidenceLevel |
| Taylor ETG 97.5 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 97.5% | |
| Taylor ETG 99 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 99% | |
| Correlation Taylor ETG Previous | The Expected Tail Gain of the previous day with contextual confidence level for the Correlation sensitivity | ETGConfidenceLevel |
| Correlation Taylor ETG 97.5 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Correlation sensitivity | |
| Correlation Taylor ETG 99 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Correlation sensitivity | |
| CrossGamma Taylor ETG Previous | The Expected Tail Gain of the previous day with contextual confidence level for the CrossGamma sensitivity | ETGConfidenceLevel |
| CrossGamma Taylor ETG 97.5 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the CrossGamma sensitivity | |
| CrossGamma Taylor ETG 99 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 99% for the CrossGamma sensitivity | |
| Delta Taylor ETG Previous | The Expected Tail Gain of the previous day with contextual confidence level for the Delta sensitivity | ETGConfidenceLevel |
| Delta Taylor ETG 97.5 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Delta sensitivity | |
| Delta Taylor ETG 99 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Delta sensitivity | |
| Gamma Taylor ETG Previous | The Expected Tail Gain of the previous day with contextual confidence level for the Gamma sensitivity | ETGConfidenceLevel |
| Gamma Taylor ETG 97.5 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Gamma sensitivity | |
| Gamma Taylor ETG 99 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Gamma sensitivity | |
| Vanna Taylor ETG Previous | The Expected Tail Gain of the previous day with contextual confidence level for the Vanna sensitivity | ETGConfidenceLevel |
| Vanna Taylor ETG 97.5 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Vanna sensitivity | |
| Vanna Taylor ETG 99 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Vanna sensitivity | |
| Vega Taylor ETG Previous | The Expected Tail Gain of the previous day with contextual confidence level for the Vega sensitivity | ETGConfidenceLevel |
| Vega Taylor ETG 97.5 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Vega sensitivity | |
| Vega Taylor ETG 99 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Vega sensitivity | |
| Volga Taylor ETG Previous | The Expected Tail Gain of the previous day with contextual confidence level for the Volga sensitivity | ETGConfidenceLevel |
| Volga Taylor ETG 97.5 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Volga sensitivity | |
| Volga Taylor ETG 99 Previous | The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Volga sensitivity |
LEstimated booking
| Measure | Description |
|---|---|
| Taylor ETG LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with contextual confidence level |
| Taylor ETG 97.5 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% |
| Taylor ETG 99 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% |
| Correlation Taylor ETG LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Correlation sensitivity |
| Correlation Taylor ETG 97.5 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity |
| Correlation Taylor ETG 99 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity |
| CrossGamma Taylor ETG LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity |
| CrossGamma Taylor ETG 97.5 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity |
| CrossGamma Taylor ETG 99 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity |
| Delta Taylor ETG LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Delta sensitivity |
| Delta Taylor ETG 97.5 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity |
| Delta Taylor ETG 99 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity |
| Gamma Taylor ETG LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Gamma sensitivity |
| Gamma Taylor ETG 97.5 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity |
| Gamma Taylor ETG 99 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity |
| Vanna Taylor ETG LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Vanna sensitivity |
| Vanna Taylor ETG 97.5 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity |
| Vanna Taylor ETG 99 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity |
| Vega Taylor ETG LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Vega sensitivity |
| Vega Taylor ETG 97.5 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity |
| Vega Taylor ETG 99 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity |
| Volga Taylor ETG LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Volga sensitivity |
| Volga Taylor ETG 97.5 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Volga sensitivity |
| Volga Taylor ETG 99 LEstimated Booking | Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Volga sensitivity |
LEstimated reference level
| Measure | Description |
|---|---|
| Taylor ETG LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level |
| Taylor ETG 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% |
| Taylor ETG 99 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% |
| Correlation Taylor ETG LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Correlation sensitivity |
| Correlation Taylor ETG 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity |
| Correlation Taylor ETG 99 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity |
| CrossGamma Taylor ETG LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity |
| CrossGamma Taylor ETG 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity |
| CrossGamma Taylor ETG 99 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity |
| Delta Taylor ETG LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Delta sensitivity |
| Delta Taylor ETG 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity |
| Delta Taylor ETG 99 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity |
| Gamma Taylor ETG LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Gamma sensitivity |
| Gamma Taylor ETG 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity |
| Gamma Taylor ETG 99 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity |
| Vanna Taylor ETG LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Vanna sensitivity |
| Vanna Taylor ETG 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity |
| Vanna Taylor ETG 99 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity |
| Vega Taylor ETG LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Vega sensitivity |
| Vega Taylor ETG 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity |
| Vega Taylor ETG 99 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity |
| Volga Taylor ETG LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Volga sensitivity |
| Volga Taylor ETG 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Volga sensitivity |
| Volga Taylor ETG 99 LEstimated Reference Level | Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Volga sensitivity |
LEstimated top
| Measure | Description |
|---|---|
| Taylor ETG LEstimated Top | Contribution of the upper Top of Expected Tail Gain with contextual confidence level |
| Taylor ETG 97.5 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% |
| Taylor ETG 99 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% |
| Correlation Taylor ETG LEstimated Top | Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Correlation sensitivity |
| Correlation Taylor ETG 97.5 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity |
| Correlation Taylor ETG 99 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity |
| CrossGamma Taylor ETG LEstimated Top | Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity |
| CrossGamma Taylor ETG 97.5 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity |
| CrossGamma Taylor ETG 99 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity |
| Delta Taylor ETG LEstimated Top | Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Delta sensitivity |
| Delta Taylor ETG 97.5 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity |
| Delta Taylor ETG 99 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity |
| Gamma Taylor ETG LEstimated Top | Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Gamma sensitivity |
| Gamma Taylor ETG 97.5 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity |
| Gamma Taylor ETG 99 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity |
| Vanna Taylor ETG LEstimated Top | Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Vanna sensitivity |
| Vanna Taylor ETG 97.5 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity |
| Vanna Taylor ETG 99 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity |
| Vega Taylor ETG LEstimated Top | Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Vega sensitivity |
| Vega Taylor ETG 97.5 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity |
| Vega Taylor ETG 99 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity |
| Volga Taylor ETG LEstimated Top | Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Volga sensitivity |
| Volga Taylor ETG 97.5 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Volga sensitivity |
| Volga Taylor ETG 99 LEstimated Top | Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Volga sensitivity |
LEstimated trades
| Measure | Description |
|---|---|
| Taylor ETG LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with contextual confidence level |
| Taylor ETG 97.5 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% |
| Taylor ETG 99 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% |
| Correlation Taylor ETG LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Correlation sensitivity |
| Correlation Taylor ETG 97.5 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity |
| Correlation Taylor ETG 99 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity |
| CrossGamma Taylor ETG LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity |
| CrossGamma Taylor ETG 97.5 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity |
| CrossGamma Taylor ETG 99 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity |
| Delta Taylor ETG LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Delta sensitivity |
| Delta Taylor ETG 97.5 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity |
| Delta Taylor ETG 99 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity |
| Gamma Taylor ETG LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Gamma sensitivity |
| Gamma Taylor ETG 97.5 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity |
| Gamma Taylor ETG 99 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity |
| Vanna Taylor ETG LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Vanna sensitivity |
| Vanna Taylor ETG 97.5 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity |
| Vanna Taylor ETG 99 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity |
| Vega Taylor ETG LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Vega sensitivity |
| Vega Taylor ETG 97.5 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity |
| Vega Taylor ETG 99 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity |
| Volga Taylor ETG LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Volga sensitivity |
| Volga Taylor ETG 97.5 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Volga sensitivity |
| Volga Taylor ETG 99 LEstimated Trades | Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Volga sensitivity |