AceGama Advisors

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

Proprietary Trading Desk

EQD / NSE Volatility Update / 13-May-24 to 17-May-24

EQD / NSE Volatility Update / 20-May-24 to 24-May-24

EQD / Weekly Vol Update / IVs Spike with Election Results Round the Corner

EQD / NSE Volatility Update / 22-Apr-24 to 26-Apr-24

EQD | The NIFTY May Be About to Start A Come Down

EQD / NSE Volatility Update / 29-Apr-24 to 03-May-24

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Event-Driven

<ul>
<li>Election-Related volatility being reflected in options. India VIX has surged 70% over the past two weeks. Quarterly IVs have seen the largest rise as they capture election result date.</li>
<li>BankNifty IVs are finally responding as the market plays catch up to the bank regulator's new-found aggressiveness</li>
<li>Elevated Vol-of-vol observed the past few weeks. Vol-regime Switching Model continues to point to "High &amp; Down" state. Odds of switching to a "High &amp; Up" state are increasing.</li>
</ul>


Election-Related volatility being reflected in options. India VIX has surged 70% over the past two weeks. Quarterly IVs have seen the largest rise as they capture election result date.
BankNifty IVs are finally responding as the market plays catch up to the bank regulator's new-found aggressiveness
Elevated Vol-of-vol observed the past few weeks. Vol-regime Switching Model continues to point to "High &amp; Down" state. Odds of switching to a "High &amp; Up" state are increasing.


NSE Nifty Bank Index (NSEBANK INDEX EQUITY)

EQD / NSE Volatility Update / 06-May-24 to 10-May-24

NIFTY Index

EQD / NSE Volatility Update / 06-May-24 to 10-May-24