AceGama Advisors

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

Proprietary Trading Desk

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

EQD / NSE Volatility Update / 29-Apr-24 to 03-May-24

EQD / NSE Volatility Update / 06-May-24 to 10-May-24

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

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

Equity Derivatives

<ul>
<li>Unprecedented levels of FII option-buying &amp; increasing geo-political risk causing IVs to re-price higher.</li>
<li>Skew/ Smile characteristics of the Vol Surface reflect increased risk aversion but not it panic mode - yet.</li>
<li>BankNifty IVs exhibiting unusual "kink-in-the-curve". Enter barbell structures to position for reversion in curve shape.</li>
</ul>


Unprecedented levels of FII option-buying &amp; increasing geo-political risk causing IVs to re-price higher.
Skew/ Smile characteristics of the Vol Surface reflect increased risk aversion but not it panic mode - yet.
BankNifty IVs exhibiting unusual "kink-in-the-curve". Enter barbell structures to position for reversion in curve shape.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

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

NIFTY Index

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