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EQD / NSE NIFTY50 Vol Update / Markdown in Short-Dated IVs Overdone Given Upcoming FOMC Event Risk
624 Views15 Dec 2024 16:59
Front-end IV markdown seems overdone given upcoming FOMC event risk - Consider Long Gamma positioning. ATM Weekly straddles @ Rs. 290 look cheap.
What is covered in the Full Insight:
- Introduction and Summary
- Market Overview
- Event Risk Calendar
- Implied Volatilities and Vol Regime
- Option Chain Dynamics
Boomeranged on Sat, 21 Dec 2024 13:56
Nifty50 weakness & FOMC event-risk has triggered a move higher in IVs. Weekly IVs jumped from 11.0% to 15.0%.& Monthly IVs jumped from 12.2% to 15.5%. Long Gamma positions continue to be supported.
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