> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Expected Tail Gain

> Reference for the Expected Tail Gain measures in the Sensitivities Cube.

## Taylor ETG

| Measure                     | Description                                                                             | Relevant context values                    |
| --------------------------- | --------------------------------------------------------------------------------------- | ------------------------------------------ |
| Taylor ETG                  | Expected Tail Gain with contextual confidence level                                     | [ETGConfidenceLevel](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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](../../context-values) |
| 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         |