EQD / NSE Vol Update / IVs Ride the Fed Seesaw
IVs fluctuated through the week, peaking at 12.7% before dropping to 11.4%. Vol Term-structure normalized post Fed-meeting. BankNifty Smile & Skew...
257 Views
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...
279 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.
196 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...
437 Views