bullish
EQD / Weekly Vol Update / Positive Risk-Sentiment & Short Trading Week Put Pressure on IV Levels
AceGama has highlighted this Insight as a Top Pick
118 Views17 Jun 2024 02:00
IVs are dropping quickly due to a holiday week and risk-seeking behavior. Smile & Skew dynamics compress. Vol Term-Structure shifts from Backwardation to Contango.
What is covered in the Full Insight:
- Market Overview
- Implied Volatilities & Vol Regime
- Option Chain Dynamics
- Vol Surface Smile & Skew dynamics
- Strategy Trackers – Systematic Volatility Trading
Boomeranged on Tue, 18 Jun 2024 11:48
Markets were closed on 17-June-2024 when the insight was released. It would have been missed by many readers. Re-circulate since this is a Weekly publication & will be useful for traders.
SUMMARY
(Sign Up to Access)Get started on the Smartkarma Research Network with a complimentary Preview Pass to:
- Unlock all research summaries
- Follow top, independent analysts
- Receive personalised alerts and emails
- Access Briefings, Analytics, and Events
Upgrade anytime to our paid plans for full-length research, real-time analyst discussions, and more.
Join a thriving community of 45,000+ investors, including the top global asset managers managing over $13trn in assets.
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 / IVs Rise in Conjunction with Equities Counter to Regular Spot-Vol Correlation01 Jul 2024
- EQD / NSE Vol Update / IVs Stabilize After Falling Dramatically over past 2 Weeks24 Jun 2024
- EQD / Weekly Vol Update / Positive Risk-Sentiment & Short Trading Week Put Pressure on IV Levels17 Jun 2024
- EQD / Weekly Vol Update / IVs Crushed Post Elections but Realized Vol Does Not Disappoint09 Jun 2024
- EQD / Weekly Vol Update / IVs Spike with Election Results Round the Corner02 Jun 2024
- EQD / NSE Volatility Update / 20-May-24 to 24-May-2426 May 2024
x