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 …
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Extracting Volatility & Equity Premia using Options & Momentum
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 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 readingThis week of 06 December is the Fifth Bi-Monthly RBI Monetary Policy Statement for 2018-19. It is also the first since the face-off with the government happened in November. Media generated tussle or not, the …
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