AceGama Advisors

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

Proprietary Trading Desk

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 / 15-Apr-24 to 19-Apr-24

EQD / NSE Volatility Update / 18-Mar-24 to 22-Mar-24

EQD / NSE Volatility Update / 11-Mar-24 to 15-Mar-24

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Event-Driven

<ul>
<li>On-The-Run Quarterly Options now capture India General Elections. Position buildup can be seen in the 21,000 put and 24,000 call strikes</li>
<li>Weekly and Monthly contract risk premia being squeezed lower due to holiday shortened trading but Quarterly contracts exhibit vol richness</li>
<li>Scale back short gamma exposure as reward-risk unappealing at current IV levels</li>
</ul>


On-The-Run Quarterly Options now capture India General Elections. Position buildup can be seen in the 21,000 put and 24,000 call strikes
Weekly and Monthly contract risk premia being squeezed lower due to holiday shortened trading but Quarterly contracts exhibit vol richness
Scale back short gamma exposure as reward-risk unappealing at current IV levels


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

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

NIFTY Index

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