In today’s briefing:
- EQD / NSE Volatility Update / 22-Apr-24 to 26-Apr-24
- Morning Views Asia: China Vanke , Road King Infrastructure
EQD / NSE Volatility Update / 22-Apr-24 to 26-Apr-24
- SEBI extends cross-margining discounts to correlated assets with different maturities – Dispersion trading & vol arb strategies to benefit.
- In spite of upcoming tier-1 event risks the vol surface has flattened dramatically. Current IV levels are supportive of a continued “High & Down” vol state.
- Curve steepening seen in Nifty50 IVs. Unusual kinked-shaped in BankNifty term structure has normalized – vol curve now has a uniform orientation.
Morning Views Asia: China Vanke , Road King Infrastructure
Lucror Analytics Morning Views comprise our fundamental credit analysis, opinions and trade recommendations on high yield issuers in the region, based on key company-specific developments in the past 24 hours. Our Morning Views include a section with a brief market commentary, key market indicators and a macroeconomic and corporate event calendar.
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