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NSE NIFTY50/ Vol Update / SEBI Intervenes Stalling Expiry Day Shift. IVs Pushed to 1Yr Lows.
644 Views31 Mar 2025 18:24
SEBI intervenes on Option contract specs, NSE halts expiry day shift. IVs at 11%, risk premia low. Tactical implications: scale back Vol harvesting, use reverse calendars for long gamma exposure.
What is covered in the Full Insight:
- SEBI Intervention and Expiry Day Shift
- Nifty50 Index and Market Overview
- Implied Volatilities and Vol Regime
- Option Chain Dynamics
- Trading Strategy Implications
Boomeranged on Wed, 2 Apr 2025 09:42
IV & Event update: IVs marked back up to 13% as 02.04.2025 US Tariff deadline approaches. Risk sentiment has deteriorated in the 11th hour despite the tariff news being well advertised.
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