AceGama Advisors

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

Proprietary Trading Desk

NSE NIFTY50/ Vol Update / INDO-PAK CONFLICT SPURS LOCAL RISK-PREMIA HIGHER. IV @ +18.0%

NSE NIFTY50/ Vol Update / Indo-Pak Ceasefire! Large Markdowns in IV-Skew-Smile Triggered

NSE NIFTY50/ Vol Update / Risk Premia Catches up with Global Counterparts in Spite of Truncated Week

NSE NIFTY50/ Vol Update / Improved Risk Sentiment & Truncated Week Cause Risk-Premia Compression

NSE NIFTY50/ Vol Update / Trade Tensions Prevail: Reduce Vol Harvesting & Position for +ve Vega.

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Equity Derivatives

<ul>
<li>IVs rise as markets return from holiday-truncated week, moving from 14.2% to 15.8%. Monthly contracts benefit most as they capture multiple tier-1 event risks.</li>
<li>“High &amp; Up” vol-state persists. Though there is a high probability of switching to “High &amp; Down” with slight IV stabilization.</li>
<li>TACTICAL IMPLICATIONS: Avoid negative Gamma/ Smile/ Vega exposure. Wait for vol-regime shift before initiating new risk-premia harvesting structures</li>
</ul>


IVs rise as markets return from holiday-truncated week, moving from 14.2% to 15.8%. Monthly contracts benefit most as they capture multiple tier-1 event risks.
“High &amp; Up” vol-state persists. Though there is a high probability of switching to “High &amp; Down” with slight IV stabilization.
TACTICAL IMPLICATIONS: Avoid negative Gamma/ Smile/ Vega exposure. Wait for vol-regime shift before initiating new risk-premia harvesting structures


NSE NIFTY50/ Vol Update / Option Markets Remain in High Vol-Regime

NIFTY Index

NSE NIFTY50/ Vol Update / Option Markets Remain in High Vol-Regime