AceGama Advisors

Trading desk specializing in the Listed & OTC options strategies for risk management & investment purposes.

Proprietary Trading Desk

EQD | WHAT IF The NIFTY Starts to Pullback This Week?

EQD / NSE Vol Update / Vols Focus on India-Specific News & Ignore Upcoming Global Macro Events

EQD / NSE Vol Update / IVs Marked Higher & Vol Curve Inverts ... Its All About the Budget

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Event-Driven

<ul>
<li>Implied Volatilities (IVs) fell post-FOMC, but reversed course as market sentiment worsened late -week. IV-jump expected as Indian markets catch up to Friday's U.S. price action </li>
<li>Vol-Regime Model still in a "High &amp; Down" vol state. Will switch if large IV change on the open. Short Vega &amp; Risk-Reversal positions will need to be reevaluated. </li>
<li>Low PCR, OI call bias &amp; Skew compression: All point to unguarded downside in Nifty50. Next stop 24000.</li>
</ul>


Implied Volatilities (IVs) fell post-FOMC, but reversed course as market sentiment worsened late -week. IV-jump expected as Indian markets catch up to Friday's U.S. price action 
Vol-Regime Model still in a "High &amp; Down" vol state. Will switch if large IV change on the open. Short Vega &amp; Risk-Reversal positions will need to be reevaluated. 
Low PCR, OI call bias &amp; Skew compression: All point to unguarded downside in Nifty50. Next stop 24000.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

EQD / NSE Vol Update / Coffee Boost for Sleepy Vol Mkts as Risk Sentiment Sours into the Weekend

NIFTY Index

EQD / NSE Vol Update / Coffee Boost for Sleepy Vol Mkts as Risk Sentiment Sours into the Weekend