In today’s briefing:
- EQD / NSE Volatility Update / 18-Mar-24 to 22-Mar-24
- Morning Views Asia: China Vanke , Hopson Development
EQD / NSE Volatility Update / 18-Mar-24 to 22-Mar-24
- Indian markets to implement T+0 settlement cycle starting 28-March-2024. Phase-wise transition planned .
- Upcoming long weekends causing drastic markdown in IV levels. This combined with “High & Down” vol regime – short gamma/ short vega trades recommended.
- Contango shape of Volatility curves are an additional reason to be short gamma & earning theta
Morning Views Asia: China Vanke , Hopson Development
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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