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 …
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Extracting Volatility & Equity Premia using Options & Momentum
This is a follow up to my previous post on trading the earnings cycle with some info on $TataElxsi. $TataElxsi reported its quarterly earnings on Tuesday 08-Jan-2018 at 12;55pm. The options marketplace was pricing in …
Continue reading$TataELXSI kicks off the earnings season with announcement of its Q3 results on 08-Jan.
So, what are earnings trades?
Continue readingThe 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 readingPost event volatility crush is a known phenomenon across various underlyings. Post state election results this week Indian traders saw massive doses of implied volatility dump across various underlyings. The most widely traded underlyings, $Nifty …
Continue readingOptions 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. …
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