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...
229 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.
261 Views
EQD / Weekly Vol Update / Positive Risk-Sentiment & Short Trading Week Put Pressure on IV Levels
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...
118 Views
EQD / Weekly Vol Update / IVs Crushed Post Elections but Realized Vol Does Not Disappoint
IVs get crushed post-elections in spite of lingering political instability & large trading ranges. Vol regime remains "High & Up". Vol term...
258 Views
EQD / Weekly Vol Update / IVs Spike with Election Results Round the Corner
Vols spiking! Risk of IV-crush post elections. Wait for Vol regime switch to "High & Down" to initiate new short Gamma positions. Vol Curve...
239 Views