In today’s briefing:
- EQD / NSE NIFTY50 Vol Update / Options Market Caught Flat-Footed on Hawkish Fed Rhetoric. IVs Jump.
EQD / NSE NIFTY50 Vol Update / Options Market Caught Flat-Footed on Hawkish Fed Rhetoric. IVs Jump.
- Options Market caught flat-footed on hawkish Fed rhetoric. IVs corrected sharply higher, with Monthly IVs trading up to 15.5%.
- Vol Regime has switched to “High & Up” state. IVs now in top percentile of historical ranges. Look for a quick switch back to “High & Down” state.
- Smile dynamics unchanged. Skew has undergone compression. Vol term structure trading in inverted-V shape – should normalize once market-holiday drops off the calendar.
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