In today’s briefing:
- EQD / NSE Volatility Update / 13-May-24 to 17-May-24
- Morning Views Asia: Hopson Development, Vedanta Resources
EQD / NSE Volatility Update / 13-May-24 to 17-May-24
- Curtail Short Gamma & Short Vega exposure as Vol-regime has switched to “High & Up” state.
- Short-Dated IVs traded markedly lower, driven by recovering equities & the 20-May market holiday
- Nifty50 vol curve is exhibiting unusual kinked shape. Monthly IVs are commanding a large vol markup relative to rest of the curve.
Morning Views Asia: Hopson Development, 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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