EQD / NSE Vol Update / IVs Marked Higher & Vol Curve Inverts ... Its All About the Budget
Increased options demand & higher IVs post-holiday week, focus is on upcoming Budget and earnings. Vol Curve is in Backwardation but expected to...
134 Views
EQD / NSE Vol Update / Vega Was Bid & Gamma Was Offered
IVs rise as additional risk premia gets baked in for Budget Announcement. Kinked-shaped term structure with Monthly IVs trading at a markup to rest...
224 Views
EQD / NSE Vol Update / Regular Correlations Take Hold - Vols Drop as Market Soars
IVs trade lower as equity markets reach new highs. Vol Regime Model projects continued IV decline. Vol Surface characteristics imply reduced risk...
219 Views
EQD / NSE Vol Update / IVs Rise in Conjunction with Equities Counter to Regular Spot-Vol Correlation
Implied volatilities rise as index tests resistance, spot-vol correlations break down. Nifty50 options show backwardation due to Indian Budget...
245 Views
EQD / NSE Vol Update / IVs Stabilize After Falling Dramatically over past 2 Weeks
Unusual activity in BankNifty Vol Term Structure. Vol curve opened the week in Backwardation while underlying Index continues to to trade at ATHs.
271 Views