AceGama Advisors

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

Proprietary Trading Desk

EQD / NSE Vol Update / IVs Rise in Conjunction with Equities Counter to Regular Spot-Vol Correlation

EQD / NSE Vol Update / Regular Correlations Take Hold - Vols Drop as Market Soars

EQD / NSE Vol Update / Vega Was Bid & Gamma Was Offered

EQD / Weekly Vol Update / IVs Spike with Election Results Round the Corner

EQD / Weekly Vol Update / IVs Crushed Post Elections but Realized Vol Does Not Disappoint

EQD / Weekly Vol Update / Positive Risk-Sentiment & Short Trading Week Put Pressure on IV Levels

EQD | The NIFTY Swung Big But the Rally Could Continue For +2 Weeks

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Equity Derivatives

<ul>
<li>Implied Volatilities (IVs) stabilized over the week after falling dramatically since the 04-June-2024 India General Election results.</li>
<li>No tactical changes required while IVs are stable &amp; "High &amp; Down" Vol-state is maintained.</li>
<li>Vol Curve continues to be in Contango. Lack of significant event risk should keep term structure locked in its current orientation. </li>
</ul>


Implied Volatilities (IVs) stabilized over the week after falling dramatically since the 04-June-2024 India General Election results.
No tactical changes required while IVs are stable &amp; "High &amp; Down" Vol-state is maintained.
Vol Curve continues to be in Contango. Lack of significant event risk should keep term structure locked in its current orientation. 


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

EQD / NSE Vol Update / IVs Stabilize After Falling Dramatically over past 2 Weeks

NIFTY Index

EQD / NSE Vol Update / IVs Stabilize After Falling Dramatically over past 2 Weeks