In today’s briefing:
- EQD / NSE Volatility Update / 15-Apr-24 to 19-Apr-24
- Morning Views Asia: Pertamina Geothermal Energy PT, Vedanta Resources
EQD / NSE Volatility Update / 15-Apr-24 to 19-Apr-24
- Unprecedented levels of FII option-buying & increasing geo-political risk causing IVs to re-price higher.
- Skew/ Smile characteristics of the Vol Surface reflect increased risk aversion but not it panic mode – yet.
- BankNifty IVs exhibiting unusual “kink-in-the-curve”. Enter barbell structures to position for reversion in curve shape.
Morning Views Asia: Pertamina Geothermal Energy PT, 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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