In today’s briefing:
- EQD / NSE Vol Update / IVs Marked Higher & Vol Curve Inverts … Its All About the Budget
EQD / NSE Vol Update / IVs Marked Higher & Vol Curve Inverts … Its All About the Budget
- Weekly IVs marked significantly higher. Options demand returns post holiday-shortened week. Market focuses on 23.07.2024 Budget & Corporate Earnings announcements.
- Put-Call Ratio compression + Rising IVs indicative of call-buying activity. Significant Open-Interest buildup seen in 25000 calls.
- Vol Term-structure: Entire curve in Backwardation. Much of which can be attributed to the India Budget event. Curve expected to flatten out post event.
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