Controlled detonation in IVs as Global Markets witness risk aversion. Local Options Markets avoid panic mode due to multiple technical factors.
What is covered in the Full Insight:
Market Overview
Event Risk
Implied Volatilities & Vol Regime
Option Chain Dynamics: NSE NIFTY50
Option Chain Dynamics: NSE BANKNIFTY
Boomeranged on Wed, 14 Aug 2024 11:13
MSCI's decides to split HDFC Bank's re-weighting between August & November 2024. HDFC Bank down -3.5% as a result, dragging BankNifty & Nifty50 indices lower with it. BankNifty IVs go bid as a result - Weekly IVs up from 15.5% to 17.0% & Monthly IVs from 15.6% to 16.7%.
SUMMARY
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