AceGama Advisors

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

Proprietary Trading Desk

NIFTY 50 Tactical Outlook (Post-Easter Targets)

NSE NIFTY50/ Vol Update / Improved Risk Sentiment & Truncated Week Cause Risk-Premia Compression

NSE NIFTY50/ Vol Update / Trade Tensions Prevail: Reduce Vol Harvesting & Position for +ve Vega.

NSE NIFTY50/ Vol Update / SEBI Intervenes Stalling Expiry Day Shift. IVs Pushed to 1Yr Lows.

NIFTY Outlook: Possible Breakout as Options Expiry Moves to Monday

Head of Trading/ Partner, AceGama Advisors

Sankalp Singh

Head of Trading/ Partner

Equity Derivatives

<ul>
<li>Risk premia in Nifty50 Options catches up with Global Markets as IVs spike from sub-12% to 24% - levels last seen during 2024 National Elections. </li>
<li>Vol-Regime switches from "Low &amp; Up" state to "High &amp; Up". Term-structure swings into Backwardation. Front-end risk premiums elevated in spite of truncated upcoming week.  </li>
<li>Tactical Implications: (1) Use IV-spike to flatten +ve Vega exposure. (2) Avoid -ve Gamma, Vol harvesting structures. (3) Front-end/ Back-end Calendars recommended as extreme curve inversion expected to normalize.</li>
</ul>


Risk premia in Nifty50 Options catches up with Global Markets as IVs spike from sub-12% to 24% - levels last seen during 2024 National Elections. 
Vol-Regime switches from "Low &amp; Up" state to "High &amp; Up". Term-structure swings into Backwardation. Front-end risk premiums elevated in spite of truncated upcoming week.  
Tactical Implications: (1) Use IV-spike to flatten +ve Vega exposure. (2) Avoid -ve Gamma, Vol harvesting structures. (3) Front-end/ Back-end Calendars recommended as extreme curve inversion expected to normalize.


NSE NIFTY50/ Vol Update / Risk Premia Catches up with Global Counterparts in Spite of Truncated Week

NIFTY Index

NSE NIFTY50/ Vol Update / Risk Premia Catches up with Global Counterparts in Spite of Truncated Week