bullish
EQD / NSE Vol Update / ++Vol-Of-Vol & Unstable Vol-Regime. Structural Changes Unfolding in Vol Mkts?
AceGama has highlighted this Insight as a Top Pick
465 Views14 Oct 2024 01:23
Lack of RV caused sharp markdowns in front-end IVs. Volatility regime model undergoing multiple switches, indicating structural changes in vol markets.
What is covered in the Full Insight:
- Market Overview
- Option Market Dynamics
- Implied Volatilities & Vol Regime
- Trading Strategy Implications
- Upcoming Event Risk
Boomeranged on Wed, 16 Oct 2024 10:17
The new SEBI announcement (15.10.2024) w.r.t to position limits will add to the structural changes unfolding in the Options Markets. Position limits for the derivatives segment has now been increased to 15% of Total OI.
SUMMARY
(Sign Up to Access)Begin exploring Smartkarma's AI-augmented investing intelligence platform with a complimentary Preview Pass to:
- Unlock research summaries
- Follow top, independent analysts
- Receive personalised alerts
- Access Analytics, Events and more
Join 55,000+ investors, including top global asset managers overseeing $13+ trillion.
Upgrade later to our paid plans for full-access.
or
Already have an account? Sign In Now
Full Insight
(Paid Plans Only, 5-minute read)
Discussions
(Paid Plans Only)
Rising
AceGama Advisors
Proprietary Trading Desk
Price Chart(Sign Up to Access)
- EQD / NSE Vol Update / Options Mkt. Structural Changes Incoming: 15x Position Limits + 3x Lot Size21 Oct 2024
- EQD / NSE Vol Update / Skew & Smile Unmoved by Equity Selloff - Options Market Ill-Prepared for More07 Oct 2024
- EQD / NSE Vol Update / Vols Bogged Down by Holiday Shortened Week in Spite of Upcoming Event Risks30 Sep 2024
- EQD / NSE Vol Update / IVs Ride the Fed Seesaw23 Sep 2024
x