EQD / NSE Volatility Update / 29-Apr-24 to 03-May-24
End of the downtrend in IVs? Will Vol regime switch from "High & Down" to "High & Up"? Vol market seems to be at an inflection point with Election...
200 Views
EQD / NSE Volatility Update / 22-Apr-24 to 26-Apr-24
Dispersion trading/ Vol arb to get a boost from new margin rules. Nifty50 vol surface flattens in-spite of major event risk & term structure...
217 Views
EQD / NSE Volatility Update / 15-Apr-24 to 19-Apr-24
FII option-buying and geopolitical events driving IVs higher. Skew/ Smile reflect heightened risk aversion but not in panic mode - yet. BankNifty...
281 Views
EQD / NSE Volatility Update / 08-Apr-24 to 12-Apr-24
IV downtrend stalls as market sentiment deteriorates late-week. Equity tail hedges recommended, roll strikes lower as/when equities selloff....
303 Views
EQD / NSE Volatility Update / 01-Apr-24 to 05-Apr-24
Equities remain resilient despite RBI's hawkish stance. Markets focused on inflows from MSCI rejig & Elections. Short vega positions & Equity Tail...
277 Views