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...
295 Views
EQD / NSE Volatility Update / 25-Mar-24 to 29-Mar-24
June Expiry date captures General Elections. Vol richness in Quarterly contracts while Weekly and Monthly contracts have lower risk premia - scale...
336 Views
TCS US$1.1bn Placement - Relatively Small but Isn’t Well Flagged, Could Have Implications for Others
Tata Sons, holding company of Tata Group, is looking to raise around US$1.1bn via selling a 0.65% stake in Tata Consultancy Svcs (TCS IN).
435 Views
EQD / NSE Volatility Update / 11-Mar-24 to 15-Mar-24
IVs rebound but remain constrained within a 12-16% range. Volatility Regime Model predicts a gradual decline in IVs. Volatility surface suggests...
248 Views
EQD / NSE Volatility Update / 04-Mar-24 to 08-Mar-24
NIFTY50 hits new highs as IVs continue to drop. Potential change in Vol Regime. But caution advised due to holiday-shortened week. BankNifty...
195 Views