India Budget on 01.02.2025 impacting Options Market with increased IVs and kinked vol term-structure. Adjustments recommended as Vol regime in "High & Up" state. Explore Vol-barbell opportunities.
What is covered in the Full Insight:
India Budget Impact on Options Market
Market Overview and Earnings Results
Foreign Institutional Investors Activity
Event Risks and Upcoming Catalysts
Volatility Trading Strategies
Boomeranged on Thu, 23 Jan 2025 00:30
IV Update: Option Market remains hyper-focused on the 01.02.2025 India Budget date, pushing IVs for 06.02.2025 expiry contracts even higher to 18.7% levels (17.0% previously). At the same time IVs for contracts covering the nearer dated FOMC event continue to languish at sub-14% levels.
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