AceGama Advisors

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

Proprietary Trading Desk

EQD / NSE Vol Update / IVs Marked Higher & Vol Curve Inverts ... Its All About the Budget

EQD / NSE Vol Update / Vols Focus on India-Specific News & Ignore Upcoming Global Macro Events

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

EQD / NSE Vol Update / IVs Rise in Conjunction with Equities Counter to Regular Spot-Vol Correlation

EQD / NSE Vol Update / Regular Correlations Take Hold - Vols Drop as Market Soars

EQD / NSE Vol Update / IVs Stabilize After Falling Dramatically over past 2 Weeks

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Event-Driven

<ul>
<li>IVs for Monthly &amp; Quarterly contracts rose as options market baked in additional risk premia for the Budget Announcement. </li>
<li>Vega bid &amp; Gamma offered  - Monthly IVs higher by +2.3 vols &amp; Weekly IVs lower by -0.5 vols.  Short-Dated IVs closed lower in spite of upcoming earnings events </li>
<li>Term structure is trading with a kinked shape, with Monthly IVs trading at a markup to rest of the curve</li>
</ul>


IVs for Monthly &amp; Quarterly contracts rose as options market baked in additional risk premia for the Budget Announcement. 
Vega bid &amp; Gamma offered  - Monthly IVs higher by +2.3 vols &amp; Weekly IVs lower by -0.5 vols.  Short-Dated IVs closed lower in spite of upcoming earnings events 
Term structure is trading with a kinked shape, with Monthly IVs trading at a markup to rest of the curve


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

EQD / NSE Vol Update / Vega Was Bid & Gamma Was Offered

NIFTY Index

EQD / NSE Vol Update / Vega Was Bid & Gamma Was Offered