Consultation
Derivatives Volatility Monitoring Retainer
Weekly regime notes and on-call stress reads for agreed underlyings and tenors.
Who it is for
Heads of trading, portfolio managers, and treasury leads who already run options, futures, or structured derivatives and need a steady outside view of how volatility is behaving across their book.
Result you should expect
A weekly written regime note covering agreed underlyings, plus the ability to request a short stress read when implied levels gap or when a known event sits on the calendar. You leave each cycle knowing where vol sits relative to recent history and to the hedges you hold.
Scope
Included
- Weekly volatility regime note (implied vs realised, skew shape, notable dislocations)
- Monitoring list of up to eight underlyings / tenor buckets agreed at kickoff
- Two ad-hoc stress reads per month within Bangkok market hours
- One pre-event scenario sketch for a major scheduled print each month
Excluded
- Order routing, brokerage, or trade execution
- Formal regulatory capital modelling
- Continuous overnight coverage outside agreed hours
- Construction of proprietary pricing libraries
Provider and process
Work is led by Apigateway Grid analysts in Bangkok. Kickoff is a ninety-minute book walkthrough. Week one establishes the monitoring list and delivery format. Thereafter notes land each Monday before the local open, with stress reads turned around the same session when requested before noon.
Duration and location
Minimum commitment is three months. Sessions may be held at Level 11, 29 Silom Road, or by video. Notes are delivered as PDF and a short verbal debrief when useful.
Preparation
Share anonymised position summaries or risk reports for the underlyings in scope, recent hedge rationals, and any hard constraints (mandates, liquidity limits, reporting calendars).
Constraints
We advise; we do not manage money or place orders. Insights are based on publicly available market data and materials you provide. Capacity is limited to a small number of concurrent retainers so notes stay specific.
Pricing basis
Monthly retainer from THB 85,000 depending on underlying count and stress-read frequency. A one-time setup fee may apply for unusually large books.
Next step
Request a review with your underlyings and preferred start month. We reply within one business day.