10 Pens Institutional Terminal
Trading Desk Daemon: IDLE
TICKER:
BENCHMARK:
VOL REGIME:
LIVE REFRESH:
Toolkit 45: SVI Vol Surface
Variance (a)0.0386
Slope (b)0.125
Skew (ρ)-0.65
Curvature (σ)0.15
ArbitrageNO ARBITRAGE
Toolkit 35: Diebold-Yilmaz
Spillover NodeOBSERVED FLOW
Total Connectedness2.7%
Directional (To)1.5%
Directional (From)1.2%
Fragility TierISOLATED VARIANCE
Toolkit 48: Eisenberg-Noe
Interbank MetricRATIO
Interbank Assets$33.07M
Obligations$39.64M
Clearing Ratio100.0%
EquilibriumFULL PAYMENT
Toolkit 46: Volume Profile POC
Auction NodePRICE
Point of Control (POC)$336.13
Value Area High (VAH)$337.90
Value Area Low (VAL)$322.71
Auction ProfileEXTENDED AUCTION
Auction Distribution & Volume Profile POC Canvas
Systemic Interbank Network & Volatility Arbitrage Topology
Topology Dimension Systemic Invariance State
Microstructural Invariance Impact (Toolkit 39) 85.9 bps (SHALLOW INVARIANCE PROFILE)
Heston Closed-Form Feller Bound (Toolkit 47) STABLE SOLVENCY
Sovereign Default Migration Frontier (Toolkit 50) AA+ (6.8%)
SVI Gatheral No-Arbitrage Verification NO ARBITRAGE
Eisenberg-Noe Cascade Default State FULL PAYMENT