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 / Controlled Detonation in Vols - Initial Jump Followed by Calmer Levels

EQD / NSE Vol Update / Smile & Skew Compress as Vols Trade to New Summer Lows

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Event-Driven

<ul>
<li>Recovery in Risk-Premia was short-lived. Pressure from a lack of upcoming event-risk has driven short-dated IVs lower.</li>
<li>Nifty50 at All-Time-Highs - PCR &amp; Skew extend further towards puts. Implying active hedging of core long equity positions using OTM puts. </li>
<li>"High &amp; Down" Vol-state persists. Expect a continued slide lower in IVs. Retain previous week's tactical stance - allocations to Short Iron Condors &amp; Skew Harvesting structures.   </li>
</ul>


Recovery in Risk-Premia was short-lived. Pressure from a lack of upcoming event-risk has driven short-dated IVs lower.
Nifty50 at All-Time-Highs - PCR &amp; Skew extend further towards puts. Implying active hedging of core long equity positions using OTM puts. 
"High &amp; Down" Vol-state persists. Expect a continued slide lower in IVs. Retain previous week's tactical stance - allocations to Short Iron Condors &amp; Skew Harvesting structures.   


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

EQD / NSE Vol Update / Skew & PCR Indicate Active Use of OTM Puts to Hedge NIFTY50 at All-Time-Highs

NIFTY Index

EQD / NSE Vol Update / Skew & PCR Indicate Active Use of OTM Puts to Hedge NIFTY50 at All-Time-Highs