In today’s briefing:
- EQD / NSE Vol Update / Skew & Smile Unmoved by Equity Selloff – Options Market Ill-Prepared for More
- Morning Views Asia: CIFI Holdings, Vedanta Resources
EQD / NSE Vol Update / Skew & Smile Unmoved by Equity Selloff – Options Market Ill-Prepared for More
- Nifty50 Monthly IVs post +2.6 vol jump as risk premia gets marked higher on return from 02.10.2024 holiday – China-induced Index selloff & FII Options-buying being the main drivers.
- Vol Term-Structure has switched from Contango to Backwardation in the front end for Nifty50 options. BankNifty Vol Curve flattens due to 11th hour IV markdown.
- Options Market looks ill-prepared for another leg lower in indices – Smile & Skew subdued in spite of IV-jump.
Morning Views Asia: CIFI Holdings, Vedanta Resources
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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