EQD / NSE Vol Update / As Suspected ... Risk-Premia Unable to Hold Its Bid
IVs lower as risk sentiment improves; Volatility regime shifts to "Low & Down" for BankNifty, "High & Down" retained for Nifty50 options. Fed...
277 Views
EQD | The NIFTY Potential Upside From Here
The NIFTY Index closed down last week, but if the rally restarts this week, our Weekly patterns model suggest the uptrend may last 2-3 weeks on...
308 Views
EQD / NSE Vol Update / IVs Move Higher as Equities Falter. End-Of-Summer Seasonality at Play?
IVs higher to 14% as Equities falter. Is it end-of-summer seasonality? Low PCR & Put-strike OI contributing to Index struggles.
194 Views
EQD / NSE Vol Update / Skew & PCR Indicate Active Use of OTM Puts to Hedge NIFTY50 at All-Time-Highs
Nifty50 held supports & recovered in the face of a decent Global Equities sell-off. As highlighted in the update, the PCR & Skew of the options...
435 Views
EQD / NSE Vol Update / Smile & Skew Compress as Vols Trade to New Summer Lows
Nifty50 IVs hit new summer lows at 11.0%, despite early-August spike. Volatility regime remains steady in "High & Down" state. Smile/ Skew...
245 Views