AceGama Advisors

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

Proprietary Trading Desk

EQD / NSE Vol Update / IVs Oscillate  - Reacting First To MSCI-HDFC News & Later to U.S. Inflation

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

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

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

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Event-Driven

<ul>
<li>IVs move higher in a controlled manner relative to U.S. markets. Combination of technical factors put a dampener on the Options Markets &amp; IV turn lower by Week's end.</li>
<li>Many determining factors underwent changes in Vol-Regime Model  - but threshold to switch out of "High &amp; Down" state not achieved.</li>
<li>Smile &amp; Skew characteristics blow out significantly on the open but settle at lower levels by week's close.</li>
</ul>


IVs move higher in a controlled manner relative to U.S. markets. Combination of technical factors put a dampener on the Options Markets &amp; IV turn lower by Week's end.
Many determining factors underwent changes in Vol-Regime Model  - but threshold to switch out of "High &amp; Down" state not achieved.
Smile &amp; Skew characteristics blow out significantly on the open but settle at lower levels by week's close.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

EQD / NSE Vol Update / Controlled Detonation in Vols - Initial Jump Followed by Calmer Levels

NIFTY Index

EQD / NSE Vol Update / Controlled Detonation in Vols - Initial Jump Followed by Calmer Levels