In today’s briefing:
- NSE NIFTY50/ Vol Update / INDO-PAK CONFLICT SPURS LOCAL RISK-PREMIA HIGHER. IV @ +18.0%
NSE NIFTY50/ Vol Update / INDO-PAK CONFLICT SPURS LOCAL RISK-PREMIA HIGHER. IV @ +18.0%
- Onset of IND-PAK military conflict spurs IVs higher to +18% levels. Vol Regime model holds in “High & Up” state.
- Skew extends to extreme levels, RRs trades from -5.0 to -7.0 vols. Vol Term-structure is now flat in the front-end & in Backwardation at the back-end of the curve.
- Tactical Implications: Avoid Risk-premia harvesting as “High & Up” vol-state prevails.
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