bearish
EQD / NSE Vol Update / IVs Subdued in Spite of Weakening Equities. Skew Looks Overly Compressed.
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221 Views17 Nov 2024 20:18
Despite a drop in indices IVs remain steady. Skew overly compressed. Short-dated IVs lowered due to market holidays, leading to a deeper Contango in vol term structure.
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- Market Overview
- Implied Volatilities & Vol Regime
- Trading Strategy Implications
- Option Chain Dynamics
- Strategy Trackers – Systematic Volatility Trading
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