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EQD / NSE NIFTY50 Vol Update / Vol Term-Structure Inverts as Front-End IVs Jump to 15.0%
AceGama has highlighted this Insight as a Top Pick
698 Views08 Dec 2024 21:09
Short-dated IVs rise as active contract rolls over to new expiry. Vol term-structure in Backwardation. Avoid Short Gamma exposure & retain Vega/Smile harvesting structures.
What is covered in the Full Insight:
- EQD / NSE NIFTY50 Vol Update
- Market Overview
- Implied Volatilities & Vol Regime
- Option Chain Dynamics
- Trading Strategy Implications
Boomeranged on Mon, 16 Dec 2024 01:04
Previously noted that the inverted Vol term-structure was out of phase with a rallying NIFTY50. The term-structure has now flattened & moved into Contango, which matches the overall compression seen in risk premia.
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- EQD / NSE Vol Update / IVs Finally Respond to Mkt. Forces as Holidays Drop off the Calendar25 Nov 2024
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