AceGama Advisors

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

Proprietary Trading Desk

NIFTY Index Rally Outlook After Trump's Tariffs PAUSE

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

NIFTY 50 Tactical Outlook (Post-Easter Targets)

NSE NIFTY50/ Vol Update / IVs Subdued as Options Markets See Low Risk of U.S. Trade Tension Blowup.

NSE NIFTY50/ Vol Update / SEBI Intervenes Stalling Expiry Day Shift. IVs Pushed to 1Yr Lows.

NIFTY Outlook: Possible Breakout as Options Expiry Moves to Monday

NSE NIFTY50/ Vol Update / Expiry Day Shifted to Mondays - Expect Major Changes in Vol Dynamics

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Equity Derivatives

<ul>
<li>Nifty50 risk premia recovers from depressed levels due to Global trade tensions. Lags global equity Vol-spike. Monthly IVs: 11.0% -&gt; 12.5%. Vol-Regime moves to "Low &amp; Up" state.  </li>
<li>Term-Structure swings into Backwardation in the Front-End, but curve finally settled back in Contango by week's end. Skew/ Smile characteristics held steady with slight compression in Strangle markups.</li>
<li>Tactical Implications: (1) Continue reduced exposure to Risk-premia harvesting, (2) Long Vega structures recommended in "Low &amp; Up" vol-state. </li>
</ul>


Nifty50 risk premia recovers from depressed levels due to Global trade tensions. Lags global equity Vol-spike. Monthly IVs: 11.0% -&gt; 12.5%. Vol-Regime moves to "Low &amp; Up" state.  
Term-Structure swings into Backwardation in the Front-End, but curve finally settled back in Contango by week's end. Skew/ Smile characteristics held steady with slight compression in Strangle markups.
Tactical Implications: (1) Continue reduced exposure to Risk-premia harvesting, (2) Long Vega structures recommended in "Low &amp; Up" vol-state. 


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