bullish

NIFTY Index

EQD / NSE NIFTY50 Vol Update / India Budget Event Dominates Local Options Markets.

558 Views27 Jan 2025 01:50
​India Budget event causing significant IV markups in Monthly Options contracts. Weekly Options out-of-favour in spite of FOMC.
What is covered in the Full Insight:
  • Introduction to EQD/NSE Nifty50 Volatility Update
  • Market Overview and FII Influence
  • India Budget and Its Market Implications
  • Options and Volatility Dynamics
  • Trading Strategies and Recommendations
Boomeranged on Fri, 31 Jan 2025 02:24
Pre-Budget Update: 01.02.2025 (Saturday) announced as special trading session. First full budget release for the Modi 3.0 Govt. Options markets have priced in significant risk-premia for the event. Vol curve is now fully inverted. ATM IVs (as of 30.01.2025 close) are as follows: -- Weekly expiry (06-Feb-25): 23.7% -- Weekly-2 expiry (13-Feb-25): 20.1% -- Monthly expiry (27-Feb-25): 17.2%
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