AceGama Advisors

Trading desk specializing in the Listed & OTC options strategies for risk management & investment purposes.

Proprietary Trading Desk

EQD / NSE NIFTY50 Vol Update / India Budget Event Is Driving Price-Action in the Options Market

EQD | Nifty 50 Option Strategy - Implied Volatility Is Not as Rich as It Seems

EQD / NSE NIFTY50 Vol Update / India Budget Event Dominates Local Options Markets.

EQD / NSE NIFTY50 Vol Update / Options Market Caught Flat-Footed on Hawkish Fed Rhetoric. IVs Jump.

EQD / NSE NIFTY50 Vol Update / Stable Index Causes Risk-Premia Markdown.

EQD / NSE NIFTY50 Vol Update / High & Down Vol State Confirmed. Greenlight for Selling Smile/ Vega.

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Equity Derivatives

<ul>
<li>IVs jump early as sentiment soured, but trailed off through the week as underlying markets held support zones. Vol-Regime Model retains "High &amp; Down" state.</li>
<li>Skew &amp; Smile unchanged over the week in spite of the rollercoaster ride in IVs. Term-structure experienced to-and-fro swings.    </li>
<li>Trading Strategy Implications: Iron Condor/ Butterfly structures to be continued as long as regime model indicates "High &amp; Down" vol state. </li>
</ul>


IVs jump early as sentiment soured, but trailed off through the week as underlying markets held support zones. Vol-Regime Model retains "High &amp; Down" state.
Skew &amp; Smile unchanged over the week in spite of the rollercoaster ride in IVs. Term-structure experienced to-and-fro swings.    
Trading Strategy Implications: Iron Condor/ Butterfly structures to be continued as long as regime model indicates "High &amp; Down" vol state. 


EQD / NSE NIFTY50 Vol Update / IVs Jump on HMPV Scare Then Grind Lower as Mkts Hold Support.

NIFTY Index

EQD / NSE NIFTY50 Vol Update / IVs Jump on HMPV Scare Then Grind Lower as Mkts Hold Support.