AceGama Advisors

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

Proprietary Trading Desk

EQD / NSE Volatility Update / 15-Apr-24 to 19-Apr-24

EQD / NSE Volatility Update / 22-Apr-24 to 26-Apr-24

EQD / NSE Volatility Update / 01-Apr-24 to 05-Apr-24

EQD / NSE Volatility Update / 25-Mar-24 to 29-Mar-24

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Event-Driven

<ul>
<li>Downtrend in IVs stall as market sentiment deteriorates. Vol Regime Model sticks to "High &amp; Down" state.</li>
<li>Consider Equity Tail hedges/ buying OTM puts in current environment. Roll strikes lower if/when equities weaken further.</li>
<li>Skew compression seen in BankNifty options as preference for out-of-money puts wane. Skew selling an unsuitable strategy at current levels.</li>
</ul>


Downtrend in IVs stall as market sentiment deteriorates. Vol Regime Model sticks to "High &amp; Down" state.
Consider Equity Tail hedges/ buying OTM puts in current environment. Roll strikes lower if/when equities weaken further.
Skew compression seen in BankNifty options as preference for out-of-money puts wane. Skew selling an unsuitable strategy at current levels.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

EQD / NSE Volatility Update / 08-Apr-24 to 12-Apr-24

NIFTY Index

EQD / NSE Volatility Update / 08-Apr-24 to 12-Apr-24