Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>The <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY Index</a> had rallied quite hard the week before last week, then stalled last week, however its looks like maybe is changing in its trend structure, maybe a breakout...</li>
<li>However the breakout may have to wait a bit more, as the NIFTY is overbought WEEKLY according to our model: before the uptrend resumes, there will be a pullback.</li>
<li>Last: as written by <a href="https://www.smartkarma.com/companies/acegama-advisors" target="_blank" data-smartkarma-citation="companies:30807" rel="noopener">AceGama Advisors</a> the WEEKLY options expiry will be moved from Thursday to Monday, starting in April 2025, impacting the market. Read their insight for detailed analysis.</li>
</ul>


The NIFTY Index had rallied quite hard the week before last week, then stalled last week, however its looks like maybe is changing in its trend structure, maybe a breakout...
However the breakout may have to wait a bit more, as the NIFTY is overbought WEEKLY according to our model: before the uptrend resumes, there will be a pullback.
Last: as written by AceGama Advisors the WEEKLY options expiry will be moved from Thursday to Monday, starting in April 2025, impacting the market. Read their insight for detailed analysis.


NIFTY Outlook: Possible Breakout as Options Expiry Moves to Monday

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Proprietary Trading Desk

AceGama Advisors

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

<ul>
<li>Effective 05.04.2025, Expiry for Options will be moved from Thursday to Monday. Premiums still adjusting to retroactive implementation of the technical change.</li>
<li>Option markets shun additional risk premia on account of U.S. trade tensions - IVs remain subdued. Vol-state transitioned to "Low &amp; Down" &amp; term-structure pushed further into Contango.  </li>
<li>IVs were higher on the weekly open, but premiums decayed rapidly post U.S. Fed event risk. Skew has unwound its earlier compression.</li>
</ul>


Effective 05.04.2025, Expiry for Options will be moved from Thursday to Monday. Premiums still adjusting to retroactive implementation of the technical change.
Option markets shun additional risk premia on account of U.S. trade tensions - IVs remain subdued. Vol-state transitioned to "Low &amp; Down" &amp; term-structure pushed further into Contango.  
IVs were higher on the weekly open, but premiums decayed rapidly post U.S. Fed event risk. Skew has unwound its earlier compression.


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

Equity Derivatives and Volatility Specialist, Clifton Derivatives

John Ley

Equity Derivatives and Volatility Specialist

Clifton Derivatives

Independent derivative and volatility research firm focusing on events/catalysts, earnings, relative value and cross asset volatility strategies.

<ul>
<li>Weekly recap of volatility and price metrics, covering option volumes, volatility trends, the spot/implied relationship, and open interest.</li>
<li>Nifty posts its largest weekly gain in nine months however, the rally resembles past counter-trend moves since the September 2024 peak.</li>
<li>We outline a tactical hedge that aligns with recent price action, volatility shifts, and heightened global political risks</li>
</ul>


Weekly recap of volatility and price metrics, covering option volumes, volatility trends, the spot/implied relationship, and open interest.
Nifty posts its largest weekly gain in nine months however, the rally resembles past counter-trend moves since the September 2024 peak.
We outline a tactical hedge that aligns with recent price action, volatility shifts, and heightened global political risks


Nifty Index Options Weekly (Mar 17 – 21): A Familiar Rally Pattern—We Outline a Hedge

Derivatives and Quantitative Strategist

Gaudenz Schneider

Event-Driven

<ul>
<li>
India: Index changes for Nifty indices will take place. Multiple option expiries are scheduled, impacting stocks and indices such as the <a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617:1" rel="noopener">NIFTY 50 Index</a>, and the <a href="https://www.smartkarma.com/entities/s-p-bse-sensex-index" target="_blank" data-smartkarma-citation="entities:31494:1" rel="noopener">SENSEX Index</a>.</li>
<li>
Asia-Pacific: Key events include Hong Kong's earnings week and Tokyo CPI release, while Australia reports its Monthly CPI indicator.</li>
<li>
USA: Significant releases include the final Q4 2024 GDP figures and the PCE Price Index, the Fed's preferred inflation gauge.</li>
</ul>



India: Index changes for Nifty indices will take place. Multiple option expiries are scheduled, impacting stocks and indices such as the NIFTY 50 Index, and the SENSEX Index.

Asia-Pacific: Key events include Hong Kong's earnings week and Tokyo CPI release, while Australia reports its Monthly CPI indicator.

USA: Significant releases include the final Q4 2024 GDP figures and the PCE Price Index, the Fed's preferred inflation gauge.


Market Movers: Key Dates at a Glance (March 24-30)

<ul>
<li>Central banks globally are making rate decisions, with the Fed holding steady while Sweden, Switzerland, Taiwan, and the UK announce their decisions today.</li>
<li>Mexico and Canada are central banks to watch, with Fitch forecasting both economies to enter recession in 2025 due to their high US trade exposure.</li>
<li>The US's global reciprocal tariffs, set to be revealed on April 2, have significant implications for the global economy, with the potential to influence central bank policies worldwide.</li>
</ul>


Central banks globally are making rate decisions, with the Fed holding steady while Sweden, Switzerland, Taiwan, and the UK announce their decisions today.
Mexico and Canada are central banks to watch, with Fitch forecasting both economies to enter recession in 2025 due to their high US trade exposure.
The US's global reciprocal tariffs, set to be revealed on April 2, have significant implications for the global economy, with the potential to influence central bank policies worldwide.


Central Banks Hold Steady Amid Global Economic Uncertainty

India

The NIFTY 50 index is National Stock Exchange of India's benchmark stock market index for Indian equity market. Nifty is owned and managed by India Index Services and Products (IISL), which is a wholly owned subsidiary of the NSE Strategic Investment Corporation Limited.

NIFTY Index (NIFTY INDEX)

NIFTY Outlook: Possible Breakout as Options Expiry Moves to Monday

The NIFTY is showing a potential breakout, possibly the start of an uptrend, but it is OVERBOUGHT: expect a pullback before a rally. Weekly...

Nico Rosti

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

Starting 05.04.2025, Options Expiry will shift to Mondays, impacting premiums. Option markets ignore trade tensions- IVs low & Term-structure in...

AceGama Advisors

Nifty Index Options Weekly (Mar 17 – 21): A Familiar Rally Pattern—We Outline a Hedge

Weekly recap of market volatility and price metrics, Nifty sees largest gain in 9 months but rally has similar feel to previous counter-trend...

John Ley

Market Movers: Key Dates at a Glance (March 24-30)

Index changes in India's Nifty indices, key events in Asia-Pacific, and significant releases in the USA impacting stocks and indices globally.

Gaudenz Schneider

Central Banks Hold Steady Amid Global Economic Uncertainty

Reminder. China Mobile (941 HK) will release 2024 results tonight at 19:00h (HK time) and announce their dividend. Large volume traded yesterday in...

Gaudenz Schneider

NIFTY Outlook: Possible Breakout as Options Expiry Moves to Monday

The ​NIFTY is showing a potential breakout, possibly the start of an uptrend, but it is OVERBOUGHT: expect a pullback before a rally. Weekly...

Nico Rosti

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

​Starting 05.04.2025, Options Expiry will shift to Mondays, impacting premiums. Option markets ignore trade tensions- IVs low & Term-structure in...

AceGama Advisors

Nifty Index Options Weekly (Mar 17 – 21): A Familiar Rally Pattern—We Outline a Hedge

​Weekly recap of market volatility and price metrics, Nifty sees largest gain in 9 months but rally has similar feel to previous counter-trend...

John Ley

Market Movers: Key Dates at a Glance (March 24-30)

​Index changes in India's Nifty indices, key events in Asia-Pacific, and significant releases in the USA impacting stocks and indices globally.

Gaudenz Schneider

Central Banks Hold Steady Amid Global Economic Uncertainty

Reminder. China Mobile (941 HK) will release 2024 results tonight at 19:00h (HK time) and announce their dividend. Large volume traded yesterday in...

Gaudenz Schneider

The NIFTY is showing a potential breakout, possibly the start of an uptrend, but it is OVERBOUGHT: expect a pullback before a rally. Weekly...

Starting 05.04.2025, Options Expiry will shift to Mondays, impacting premiums. Option markets ignore trade tensions- IVs low & Term-structure in...

Weekly recap of market volatility and price metrics, Nifty sees largest gain in 9 months but rally has similar feel to previous counter-trend...

Index changes in India's Nifty indices, key events in Asia-Pacific, and significant releases in the USA impacting stocks and indices globally.