> ## 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. # Value at Earnings > Reference for the Value at Earnings measures in the Sensitivities Cube. ## Taylor VaE | Measure | Description | Relevant context values | | ---------------------------- | ----------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------- | | Taylor VaE | Value at Earnings with contextual confidence level | [VaEConfidenceLevel](../../context-values) | | Taylor VaE 97.5 | Value at Earnings with fixed confidence level of 97.5% | | | Taylor VaE 99 | Value at Earnings with fixed confidence level of 99% | | | Taylor WVaE | Weighted Value at Earnings with contextual confidence level | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Taylor WVaE 97.5 | Weighted Value at Earnings with fixed confidence level of 97.5% | | | Taylor WVaE 99 | Weighted Value at Earnings with fixed confidence level of 99% | | | Correlation Taylor VaE | Value at Earnings with contextual confidence level for the Correlation sensitivity | [VaEConfidenceLevel](../../context-values) | | Correlation Taylor VaE 97.5 | Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | | Correlation Taylor VaE 99 | Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | | Correlation Taylor WVaE | Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Correlation Taylor WVaE 97.5 | Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | | Correlation Taylor WVaE 99 | Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | | CrossGamma Taylor VaE | Value at Earnings with contextual confidence level for the CrossGamma sensitivity | [VaEConfidenceLevel](../../context-values) | | CrossGamma Taylor VaE 97.5 | Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | | CrossGamma Taylor VaE 99 | Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | | CrossGamma Taylor WVaE | Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | CrossGamma Taylor WVaE 97.5 | Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | | CrossGamma Taylor WVaE 99 | Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | | Delta Taylor VaE | Value at Earnings with contextual confidence level for the Delta sensitivity | [VaEConfidenceLevel](../../context-values) | | Delta Taylor VaE 97.5 | Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | | Delta Taylor VaE 99 | Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | | Delta Taylor WVaE | Weighted Value at Earnings with contextual confidence level for the Delta sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Delta Taylor WVaE 97.5 | Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | | Delta Taylor WVaE 99 | Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | | Gamma Taylor VaE | Value at Earnings with contextual confidence level for the Gamma sensitivity | [VaEConfidenceLevel](../../context-values) | | Gamma Taylor VaE 97.5 | Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | | Gamma Taylor VaE 99 | Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | | Gamma Taylor WVaE | Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Gamma Taylor WVaE 97.5 | Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | | Gamma Taylor WVaE 99 | Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | | Vanna Taylor VaE | Value at Earnings with contextual confidence level for the Vanna sensitivity | [VaEConfidenceLevel](../../context-values) | | Vanna Taylor VaE 97.5 | Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | | Vanna Taylor VaE 99 | Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | | Vanna Taylor WVaE | Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Vanna Taylor WVaE 97.5 | Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | | Vanna Taylor WVaE 99 | Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | | Vega Taylor VaE | Value at Earnings with contextual confidence level for the Vega sensitivity | [VaEConfidenceLevel](../../context-values) | | Vega Taylor VaE 97.5 | Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | | Vega Taylor VaE 99 | Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | | Vega Taylor WVaE | Weighted Value at Earnings with contextual confidence level for the Vega sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Vega Taylor WVaE 97.5 | Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | | Vega Taylor WVaE 99 | Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | | Volga Taylor VaE | Value at Earnings with contextual confidence level for the Volga sensitivity | [VaEConfidenceLevel](../../context-values) | | Volga Taylor VaE 97.5 | Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | | Volga Taylor VaE 99 | Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | | | Volga Taylor WVaE | Weighted Value at Earnings with contextual confidence level for the Volga sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Volga Taylor WVaE 97.5 | Weighted Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | | Volga Taylor WVaE 99 | Weighted Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | | ## DtD | Measure | Description | Relevant context values | | -------------------------------- | ------------------------------------------------------------------------------------------------------------------ | ------------------------------------------------------------------------------------- | | Taylor VaE DtD | DtD difference for Value at Earnings with contextual confidence level | [VaEConfidenceLevel](../../context-values) | | Taylor VaE 97.5 DtD | DtD difference for Value at Earnings with fixed confidence level of 97.5% | | | Taylor VaE 99 DtD | DtD difference for Value at Earnings with fixed confidence level of 99% | | | Taylor WVaE DtD | DtD difference for Weighted Value at Earnings with contextual confidence level | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Taylor WVaE 97.5 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% | | | Taylor WVaE 99 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 99% | | | Correlation Taylor VaE DtD | DtD difference for Value at Earnings with contextual confidence level for the Correlation sensitivity | [VaEConfidenceLevel](../../context-values) | | Correlation Taylor VaE 97.5 DtD | DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | | Correlation Taylor VaE 99 DtD | DtD difference for Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | | Correlation Taylor WVaE DtD | DtD difference for Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Correlation Taylor WVaE 97.5 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | | Correlation Taylor WVaE 99 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | | CrossGamma Taylor VaE DtD | DtD difference for Value at Earnings with contextual confidence level for the CrossGamma sensitivity | [VaEConfidenceLevel](../../context-values) | | CrossGamma Taylor VaE 97.5 DtD | DtD difference for Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | | CrossGamma Taylor VaE 99 DtD | DtD difference for Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | | CrossGamma Taylor WVaE DtD | DtD difference for Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | CrossGamma Taylor WVaE 97.5 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | | CrossGamma Taylor WVaE 99 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | | Delta Taylor VaE DtD | DtD difference for Value at Earnings with contextual confidence level for the Delta sensitivity | [VaEConfidenceLevel](../../context-values) | | Delta Taylor VaE 97.5 DtD | DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | | Delta Taylor VaE 99 DtD | DtD difference for Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | | Delta Taylor WVaE DtD | DtD difference for Weighted Value at Earnings with contextual confidence level for the Delta sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Delta Taylor WVaE 97.5 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | | Delta Taylor WVaE 99 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | | Gamma Taylor VaE DtD | DtD difference for Value at Earnings with contextual confidence level for the Gamma sensitivity | [VaEConfidenceLevel](../../context-values) | | Gamma Taylor VaE 97.5 DtD | DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | | Gamma Taylor VaE 99 DtD | DtD difference for Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | | Gamma Taylor WVaE DtD | DtD difference for Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Gamma Taylor WVaE 97.5 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | | Gamma Taylor WVaE 99 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | | Vanna Taylor VaE DtD | DtD difference for Value at Earnings with contextual confidence level for the Vanna sensitivity | [VaEConfidenceLevel](../../context-values) | | Vanna Taylor VaE 97.5 DtD | DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | | Vanna Taylor VaE 99 DtD | DtD difference for Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | | Vanna Taylor WVaE DtD | DtD difference for Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Vanna Taylor WVaE 97.5 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | | Vanna Taylor WVaE 99 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | | Vega Taylor VaE DtD | DtD difference for Value at Earnings with contextual confidence level for the Vega sensitivity | [VaEConfidenceLevel](../../context-values) | | Vega Taylor VaE 97.5 DtD | DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | | Vega Taylor VaE 99 DtD | DtD difference for Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | | Vega Taylor WVaE DtD | DtD difference for Weighted Value at Earnings with contextual confidence level for the Vega sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Vega Taylor WVaE 97.5 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | | Vega Taylor WVaE 99 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | | Volga Taylor VaE DtD | DtD difference for Value at Earnings with contextual confidence level for the Volga sensitivity | [VaEConfidenceLevel](../../context-values) | | Volga Taylor VaE 97.5 DtD | DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | | Volga Taylor VaE 99 DtD | DtD difference for Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | | | Volga Taylor WVaE DtD | DtD difference for Weighted Value at Earnings with contextual confidence level for the Volga sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Volga Taylor WVaE 97.5 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | | Volga Taylor WVaE 99 DtD | DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | | ## DtD % difference | Measure | Description | Relevant context values | | --------------------------------------------- | ----------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------- | | Taylor VaE DtD % Difference | DtD difference in % for Value at Earnings with contextual confidence level | [VaEConfidenceLevel](../../context-values) | | Taylor VaE 97.5 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 97.5% | | | Taylor VaE 99 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 99% | | | Taylor WVaE DtD % Difference | DtD difference in % for Weighted Value at Earnings with contextual confidence level | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Taylor WVaE 97.5 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% | | | Taylor WVaE 99 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% | | | Correlation Taylor VaE DtD % Difference | DtD difference in % for Value at Earnings with contextual confidence level for the Correlation sensitivity | [VaEConfidenceLevel](../../context-values) | | Correlation Taylor VaE 97.5 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | | Correlation Taylor VaE 99 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | | Correlation Taylor WVaE DtD % Difference | DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Correlation Taylor WVaE 97.5 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | | Correlation Taylor WVaE 99 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | | CrossGamma Taylor VaE DtD % Difference | DtD difference in % for Value at Earnings with contextual confidence level for the CrossGamma sensitivity | [VaEConfidenceLevel](../../context-values) | | CrossGamma Taylor VaE 97.5 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | | CrossGamma Taylor VaE 99 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | | CrossGamma Taylor WVaE DtD % Difference | DtD difference in % for Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | CrossGamma Taylor WVaE 97.5 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | | CrossGamma Taylor WVaE 99 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | | Delta Taylor VaE DtD % Difference | DtD difference in % for Value at Earnings with contextual confidence level for the Delta sensitivity | [VaEConfidenceLevel](../../context-values) | | Delta Taylor VaE 97.5 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | | Delta Taylor VaE 99 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | | Delta Taylor WVaE DtD % Difference | DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Delta sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Delta Taylor WVaE 97.5 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | | Delta Taylor WVaE 99 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | | Gamma Taylor VaE DtD % Difference | DtD difference in % for Value at Earnings with contextual confidence level for the Gamma sensitivity | [VaEConfidenceLevel](../../context-values) | | Gamma Taylor VaE 97.5 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | | Gamma Taylor VaE 99 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | | Gamma Taylor WVaE DtD % Difference | DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Gamma Taylor WVaE 97.5 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | | Gamma Taylor WVaE 99 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | | Vanna Taylor VaE DtD % Difference | DtD difference in % for Value at Earnings with contextual confidence level for the Vanna sensitivity | [VaEConfidenceLevel](../../context-values) | | Vanna Taylor VaE 97.5 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | | Vanna Taylor VaE 99 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | | Vanna Taylor WVaE DtD % Difference | DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Vanna Taylor WVaE 97.5 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | | Vanna Taylor WVaE 99 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | | Vega Taylor VaE DtD % Difference | DtD difference in % for Value at Earnings with contextual confidence level for the Vega sensitivity | [VaEConfidenceLevel](../../context-values) | | Vega Taylor VaE 97.5 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | | Vega Taylor VaE 99 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | | Vega Taylor WVaE DtD % Difference | DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Vega sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Vega Taylor WVaE 97.5 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | | Vega Taylor WVaE 99 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | | Volga Taylor VaE DtD % Difference | DtD difference in % for Value at Earnings with contextual confidence level for the Volga sensitivity | [VaEConfidenceLevel](../../context-values) | | Volga Taylor VaE 97.5 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | | Volga Taylor VaE 99 DtD % Difference | DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | | | Volga Taylor WVaE DtD % Difference | DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Volga sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Volga Taylor WVaE 97.5 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | | Volga Taylor WVaE 99 DtD % Difference | DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | | ## Previous | Measure | Description | Relevant context values | | ------------------------------------- | ----------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------- | | Taylor VaE Previous | The Value at Earnings of the previous day with contextual confidence level | [VaEConfidenceLevel](../../context-values) | | Taylor VaE 97.5 Previous | The Value at Earnings of the previous day with fixed confidence level of 97.5% | | | Taylor VaE 99 Previous | The Value at Earnings of the previous day with fixed confidence level of 99% | | | Taylor WVaE Previous | The Weighted Value at Earnings of the previous day with contextual confidence level | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Taylor WVaE 97.5 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% | | | Taylor WVaE 99 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 99% | | | Correlation Taylor VaE Previous | The Value at Earnings of the previous day with contextual confidence level for the Correlation sensitivity | [VaEConfidenceLevel](../../context-values) | | Correlation Taylor VaE 97.5 Previous | The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Correlation sensitivity | | | Correlation Taylor VaE 99 Previous | The Value at Earnings of the previous day with fixed confidence level of 99% for the Correlation sensitivity | | | Correlation Taylor WVaE Previous | The Weighted Value at Earnings of the previous day with contextual confidence level for the Correlation sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Correlation Taylor WVaE 97.5 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Correlation sensitivity | | | Correlation Taylor WVaE 99 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Correlation sensitivity | | | CrossGamma Taylor VaE Previous | The Value at Earnings of the previous day with contextual confidence level for the CrossGamma sensitivity | [VaEConfidenceLevel](../../context-values) | | CrossGamma Taylor VaE 97.5 Previous | The Value at Earnings of the previous day with fixed confidence level of 97.5% for the CrossGamma sensitivity | | | CrossGamma Taylor VaE 99 Previous | The Value at Earnings of the previous day with fixed confidence level of 99% for the CrossGamma sensitivity | | | CrossGamma Taylor WVaE Previous | The Weighted Value at Earnings of the previous day with contextual confidence level for the CrossGamma sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | CrossGamma Taylor WVaE 97.5 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the CrossGamma sensitivity | | | CrossGamma Taylor WVaE 99 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the CrossGamma sensitivity | | | Delta Taylor VaE Previous | The Value at Earnings of the previous day with contextual confidence level for the Delta sensitivity | [VaEConfidenceLevel](../../context-values) | | Delta Taylor VaE 97.5 Previous | The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Delta sensitivity | | | Delta Taylor VaE 99 Previous | The Value at Earnings of the previous day with fixed confidence level of 99% for the Delta sensitivity | | | Delta Taylor WVaE Previous | The Weighted Value at Earnings of the previous day with contextual confidence level for the Delta sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Delta Taylor WVaE 97.5 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Delta sensitivity | | | Delta Taylor WVaE 99 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Delta sensitivity | | | Gamma Taylor VaE Previous | The Value at Earnings of the previous day with contextual confidence level for the Gamma sensitivity | [VaEConfidenceLevel](../../context-values) | | Gamma Taylor VaE 97.5 Previous | The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Gamma sensitivity | | | Gamma Taylor VaE 99 Previous | The Value at Earnings of the previous day with fixed confidence level of 99% for the Gamma sensitivity | | | Gamma Taylor WVaE Previous | The Weighted Value at Earnings of the previous day with contextual confidence level for the Gamma sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Gamma Taylor WVaE 97.5 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Gamma sensitivity | | | Gamma Taylor WVaE 99 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Gamma sensitivity | | | Vanna Taylor VaE Previous | The Value at Earnings of the previous day with contextual confidence level for the Vanna sensitivity | [VaEConfidenceLevel](../../context-values) | | Vanna Taylor VaE 97.5 Previous | The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Vanna sensitivity | | | Vanna Taylor VaE 99 Previous | The Value at Earnings of the previous day with fixed confidence level of 99% for the Vanna sensitivity | | | Vanna Taylor WVaE Previous | The Weighted Value at Earnings of the previous day with contextual confidence level for the Vanna sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Vanna Taylor WVaE 97.5 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Vanna sensitivity | | | Vanna Taylor WVaE 99 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Vanna sensitivity | | | Vega Taylor VaE Previous | The Value at Earnings of the previous day with contextual confidence level for the Vega sensitivity | [VaEConfidenceLevel](../../context-values) | | Vega Taylor VaE 97.5 Previous | The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Vega sensitivity | | | Vega Taylor VaE 99 Previous | The Value at Earnings of the previous day with fixed confidence level of 99% for the Vega sensitivity | | | Vega Taylor WVaE Previous | The Weighted Value at Earnings of the previous day with contextual confidence level for the Vega sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Vega Taylor WVaE 97.5 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Vega sensitivity | | | Vega Taylor WVaE 99 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Vega sensitivity | | | Volga Taylor VaE Previous | The Value at Earnings of the previous day with contextual confidence level for the Volga sensitivity | [VaEConfidenceLevel](../../context-values) | | Volga Taylor VaE 97.5 Previous | The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Volga sensitivity | | | Volga Taylor VaE 99 Previous | The Value at Earnings of the previous day with fixed confidence level of 99% for the Volga sensitivity | | | Volga Taylor WVaE Previous | The Weighted Value at Earnings of the previous day with contextual confidence level for the Volga sensitivity | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | | Volga Taylor WVaE 97.5 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Volga sensitivity | | | Volga Taylor WVaE 99 Previous | The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Volga sensitivity | | ## LEstimated booking | Measure | Description | | ----------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------ | | Taylor VaE LEstimated Booking | Contribution of the upper Booking of Value at Earnings with contextual confidence level | | Taylor VaE 97.5 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% | | Taylor VaE 99 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% | | Taylor WVaE LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level | | Taylor WVaE 97.5 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% | | Taylor WVaE 99 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% | | Correlation Taylor VaE LEstimated Booking | Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Correlation sensitivity | | Correlation Taylor VaE 97.5 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | Correlation Taylor VaE 99 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | Correlation Taylor WVaE LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity | | Correlation Taylor WVaE 97.5 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | Correlation Taylor WVaE 99 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | CrossGamma Taylor VaE LEstimated Booking | Contribution of the upper Booking of Value at Earnings with contextual confidence level for the CrossGamma sensitivity | | CrossGamma Taylor VaE 97.5 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | CrossGamma Taylor VaE 99 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | CrossGamma Taylor WVaE LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity | | CrossGamma Taylor WVaE 97.5 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | CrossGamma Taylor WVaE 99 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | Delta Taylor VaE LEstimated Booking | Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Delta sensitivity | | Delta Taylor VaE 97.5 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | Delta Taylor VaE 99 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | Delta Taylor WVaE LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Delta sensitivity | | Delta Taylor WVaE 97.5 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | Delta Taylor WVaE 99 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | Gamma Taylor VaE LEstimated Booking | Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Gamma sensitivity | | Gamma Taylor VaE 97.5 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | Gamma Taylor VaE 99 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | Gamma Taylor WVaE LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity | | Gamma Taylor WVaE 97.5 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | Gamma Taylor WVaE 99 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | Vanna Taylor VaE LEstimated Booking | Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Vanna sensitivity | | Vanna Taylor VaE 97.5 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | Vanna Taylor VaE 99 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | Vanna Taylor WVaE LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity | | Vanna Taylor WVaE 97.5 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | Vanna Taylor WVaE 99 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | Vega Taylor VaE LEstimated Booking | Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Vega sensitivity | | Vega Taylor VaE 97.5 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | Vega Taylor VaE 99 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | Vega Taylor WVaE LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Vega sensitivity | | Vega Taylor WVaE 97.5 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | Vega Taylor WVaE 99 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | Volga Taylor VaE LEstimated Booking | Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Volga sensitivity | | Volga Taylor VaE 97.5 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | Volga Taylor VaE 99 LEstimated Booking | Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | | Volga Taylor WVaE LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Volga sensitivity | | Volga Taylor WVaE 97.5 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | Volga Taylor WVaE 99 LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | ## LEstimated reference level | Measure | Description | | ------------------------------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------- | | Taylor VaE LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with contextual confidence level | | Taylor VaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% | | Taylor VaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% | | Taylor WVaE LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level | | Taylor WVaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% | | Taylor WVaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% | | Correlation Taylor VaE LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Correlation sensitivity | | Correlation Taylor VaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | Correlation Taylor VaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | Correlation Taylor WVaE LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity | | Correlation Taylor WVaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | Correlation Taylor WVaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | CrossGamma Taylor VaE LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the CrossGamma sensitivity | | CrossGamma Taylor VaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | CrossGamma Taylor VaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | CrossGamma Taylor WVaE LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity | | CrossGamma Taylor WVaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | CrossGamma Taylor WVaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | Delta Taylor VaE LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Delta sensitivity | | Delta Taylor VaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | Delta Taylor VaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | Delta Taylor WVaE LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Delta sensitivity | | Delta Taylor WVaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | Delta Taylor WVaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | Gamma Taylor VaE LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Gamma sensitivity | | Gamma Taylor VaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | Gamma Taylor VaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | Gamma Taylor WVaE LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity | | Gamma Taylor WVaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | Gamma Taylor WVaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | Vanna Taylor VaE LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Vanna sensitivity | | Vanna Taylor VaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | Vanna Taylor VaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | Vanna Taylor WVaE LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity | | Vanna Taylor WVaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | Vanna Taylor WVaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | Vega Taylor VaE LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Vega sensitivity | | Vega Taylor VaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | Vega Taylor VaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | Vega Taylor WVaE LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Vega sensitivity | | Vega Taylor WVaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | Vega Taylor WVaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | Volga Taylor VaE LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Volga sensitivity | | Volga Taylor VaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | Volga Taylor VaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | | Volga Taylor WVaE LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Volga sensitivity | | Volga Taylor WVaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | Volga Taylor WVaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | ## LEstimated top | Measure | Description | | ------------------------------------------- | -------------------------------------------------------------------------------------------------------------------------------- | | Taylor VaE LEstimated Top | Contribution of the upper Top of Value at Earnings with contextual confidence level | | Taylor VaE 97.5 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% | | Taylor VaE 99 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% | | Taylor WVaE LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level | | Taylor WVaE 97.5 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% | | Taylor WVaE 99 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% | | Correlation Taylor VaE LEstimated Top | Contribution of the upper Top of Value at Earnings with contextual confidence level for the Correlation sensitivity | | Correlation Taylor VaE 97.5 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | Correlation Taylor VaE 99 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | Correlation Taylor WVaE LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity | | Correlation Taylor WVaE 97.5 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | Correlation Taylor WVaE 99 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | CrossGamma Taylor VaE LEstimated Top | Contribution of the upper Top of Value at Earnings with contextual confidence level for the CrossGamma sensitivity | | CrossGamma Taylor VaE 97.5 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | CrossGamma Taylor VaE 99 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | CrossGamma Taylor WVaE LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity | | CrossGamma Taylor WVaE 97.5 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | CrossGamma Taylor WVaE 99 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | Delta Taylor VaE LEstimated Top | Contribution of the upper Top of Value at Earnings with contextual confidence level for the Delta sensitivity | | Delta Taylor VaE 97.5 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | Delta Taylor VaE 99 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | Delta Taylor WVaE LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Delta sensitivity | | Delta Taylor WVaE 97.5 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | Delta Taylor WVaE 99 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | Gamma Taylor VaE LEstimated Top | Contribution of the upper Top of Value at Earnings with contextual confidence level for the Gamma sensitivity | | Gamma Taylor VaE 97.5 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | Gamma Taylor VaE 99 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | Gamma Taylor WVaE LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity | | Gamma Taylor WVaE 97.5 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | Gamma Taylor WVaE 99 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | Vanna Taylor VaE LEstimated Top | Contribution of the upper Top of Value at Earnings with contextual confidence level for the Vanna sensitivity | | Vanna Taylor VaE 97.5 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | Vanna Taylor VaE 99 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | Vanna Taylor WVaE LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity | | Vanna Taylor WVaE 97.5 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | Vanna Taylor WVaE 99 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | Vega Taylor VaE LEstimated Top | Contribution of the upper Top of Value at Earnings with contextual confidence level for the Vega sensitivity | | Vega Taylor VaE 97.5 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | Vega Taylor VaE 99 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | Vega Taylor WVaE LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Vega sensitivity | | Vega Taylor WVaE 97.5 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | Vega Taylor WVaE 99 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | Volga Taylor VaE LEstimated Top | Contribution of the upper Top of Value at Earnings with contextual confidence level for the Volga sensitivity | | Volga Taylor VaE 97.5 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | Volga Taylor VaE 99 LEstimated Top | Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | | Volga Taylor WVaE LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Volga sensitivity | | Volga Taylor WVaE 97.5 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | Volga Taylor WVaE 99 LEstimated Top | Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | ## LEstimated trades | Measure | Description | | ---------------------------------------------- | ----------------------------------------------------------------------------------------------------------------------------------- | | Taylor VaE LEstimated Trades | Contribution of the upper Trades of Value at Earnings with contextual confidence level | | Taylor VaE 97.5 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% | | Taylor VaE 99 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% | | Taylor WVaE LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level | | Taylor WVaE 97.5 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% | | Taylor WVaE 99 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% | | Correlation Taylor VaE LEstimated Trades | Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Correlation sensitivity | | Correlation Taylor VaE 97.5 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | Correlation Taylor VaE 99 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | Correlation Taylor WVaE LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity | | Correlation Taylor WVaE 97.5 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity | | Correlation Taylor WVaE 99 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity | | CrossGamma Taylor VaE LEstimated Trades | Contribution of the upper Trades of Value at Earnings with contextual confidence level for the CrossGamma sensitivity | | CrossGamma Taylor VaE 97.5 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | CrossGamma Taylor VaE 99 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | CrossGamma Taylor WVaE LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity | | CrossGamma Taylor WVaE 97.5 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity | | CrossGamma Taylor WVaE 99 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity | | Delta Taylor VaE LEstimated Trades | Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Delta sensitivity | | Delta Taylor VaE 97.5 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | Delta Taylor VaE 99 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | Delta Taylor WVaE LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Delta sensitivity | | Delta Taylor WVaE 97.5 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity | | Delta Taylor WVaE 99 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity | | Gamma Taylor VaE LEstimated Trades | Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Gamma sensitivity | | Gamma Taylor VaE 97.5 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | Gamma Taylor VaE 99 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | Gamma Taylor WVaE LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity | | Gamma Taylor WVaE 97.5 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity | | Gamma Taylor WVaE 99 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity | | Vanna Taylor VaE LEstimated Trades | Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Vanna sensitivity | | Vanna Taylor VaE 97.5 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | Vanna Taylor VaE 99 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | Vanna Taylor WVaE LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity | | Vanna Taylor WVaE 97.5 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity | | Vanna Taylor WVaE 99 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity | | Vega Taylor VaE LEstimated Trades | Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Vega sensitivity | | Vega Taylor VaE 97.5 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | Vega Taylor VaE 99 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | Vega Taylor WVaE LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Vega sensitivity | | Vega Taylor WVaE 97.5 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity | | Vega Taylor WVaE 99 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity | | Volga Taylor VaE LEstimated Trades | Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Volga sensitivity | | Volga Taylor VaE 97.5 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | Volga Taylor VaE 99 LEstimated Trades | Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Volga sensitivity | | Volga Taylor WVaE LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Volga sensitivity | | Volga Taylor WVaE 97.5 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Volga sensitivity | | Volga Taylor WVaE 99 LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Volga sensitivity |