AceGama Advisors

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

Proprietary Trading Desk

EQD | Dropping NIFTY 50 Could Find Support Very Soon

EQD | Global Option Implied Volatility – Consistently Declining Volatility Amid Mixed Markets

EQD / NSE Vol Update / US Elections & FOMC Event-Risk Push Vol Regime into High & Up State

EQD / NSE Vol Update / Options Mkt. Structural Changes Incoming: 15x Position Limits + 3x Lot Size

EQD / NSE Vol Update / Equities Continue Their Decline .. Options Markets Avoid Panic Mode for Now.

EQD | Nifty 50 – Option Strategy for Bulls and Bears

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Event-Driven

<ul>
<li>Passing of tier-1 event risks resulted in risk premia compression. Nifty50 IVs back down to 12.8% as a result. IV selloff exacerbated by the upcoming market holidays.    </li>
<li>Vol Regime: Fears of prolonged "High &amp; Up" vol-state were quashed. Vol Regime Model has switched to "High &amp; Down" state. Re-establish Short Vega/ Smile-selling structures. </li>
<li>Markdowns reflected in Vol Surface characteristics - Term Structure/ Smile/ Skew. PCR &amp; OI indicate low participation in Put-strikes. </li>
</ul>


Passing of tier-1 event risks resulted in risk premia compression. Nifty50 IVs back down to 12.8% as a result. IV selloff exacerbated by the upcoming market holidays.    
Vol Regime: Fears of prolonged "High &amp; Up" vol-state were quashed. Vol Regime Model has switched to "High &amp; Down" state. Re-establish Short Vega/ Smile-selling structures. 
Markdowns reflected in Vol Surface characteristics - Term Structure/ Smile/ Skew. PCR &amp; OI indicate low participation in Put-strikes. 


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

EQD / NSE Vol Update / Risk Premia Marked Down as Tier1 Event Risks Drop off the Calendar

NIFTY Index

EQD / NSE Vol Update / Risk Premia Marked Down as Tier1 Event Risks Drop off the Calendar