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EQD / NSE Vol Update / Equities Continue Their Decline .. Options Markets Avoid Panic Mode for Now.
410 Views28 Oct 2024 03:05
Boomeranged on Wed, 30 Oct 2024 08:19
Vol curve has inverted mid-week in spite of low delivered Realized Vol. Options Markets are quickly pricing in U.S. Election result (06.11.2024) event-risk premium. The on-the-run Weekly expiry dates are: BankNifty: 06.11.2024 & Nifty50: 07.11.2024. More details in the discussions section.
SUMMARY
- Risk premia continues to re-price higher with Equity Indices trading decisively below critical levels. Nifty50 Monthly IVs back at 14.0% & BankNifty IVs at 16.0%.
- Vol-Regime still in "High & Down" state - chances of switching to "High & Up" are increasing.
- Options Markets avoid panic mode - orderly declines in the Index & upcoming holiday-shortened week being the contributing factors.
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Discussions
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