Skip to content

Vohi Capital

Extracting Volatility & Equity Premia using Options & Momentum

  • Home
  • About
  • Disclaimer

Category: Featured

Earnings – TataElxsi – Part 2

On January 9, 2019 By Prashant Mullick In Featured, Trading, Volatility

This is a follow up to my previous post on trading the earnings cycle with some info on $TataElxsi.  $TataElxsi reported its quarterly earnings on Tuesday 08-Jan-2018 at 12;55pm. The options marketplace was pricing in …

Continue reading

Put Options for 2019 Elections

On December 19, 2018 By Prashant Mullick In Featured, Trading, Volatility

The state assembly elections were a big eye opener for the incumbent party. The results were a big surprise across the board. This sets up the 2019 Lok Sabha Elections to be a cracker.  Elections …

Continue reading

Nifty Weekly Options coming up

On December 18, 2018 By Prashant Mullick In Featured, Trading

There seems to be a “Khelo India Khelo” meme on twitter referring to the upcoming Nifty weekly options announced by NSE. The insinuation is towards the BankNifty weekly options that some market participants see as …

Continue reading

HDFC BANK Edition – Where’s the edge?

On December 4, 2018 By Prashant Mullick In Featured, Trading, Volatility

Options traders trading the short side of volatility look for a simple volatility edge to play out. This edge expresses itself when the implied volatility from options pricing is greater than the future realized volatility.  …

Continue reading

It’s almost 2019 – Is Volatility Back?

On December 2, 2018 By Prashant Mullick In Featured, Volatility

As we round up the trading year of 2018, we’re found asking ourselves where is volatility headed into 2019? If there ever was a volatility killer, 2017 staked its claim to be one of the …

Continue reading

Posts navigation

1 2 Next Posts»

Tags

$INDIAVIX 2019 Elections asymmetry Average-True-Range BankNifty earnings edge elections expiry HDFCBank historical Hive-of-Flies ILFS implied implied volatility INFY LEAPS liquidity Nifty NSE open-interest options risk straddles Strategy TataElxsi trading VohiHaiku volatility volatility crush weekly year-in-review

Subscribe to VohiCapital

Enter your email address to subscribe to this blog and receive notifications of new posts by email.

My Tweets

Copyright © 2018 | Vohi Capital

Powered by WordPress and Chronus.