Skip to content

Vohi Capital

Extracting Volatility & Equity Premia using Options & Momentum

  • Home
  • About
  • Disclaimer

Tag: BankNifty

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

Post Elections Volatility Dump

On December 14, 2018 By Prashant Mullick In Trading, Volatility

Post 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 reading

BankNifty – RBI Policy Week of 06Dec

On December 3, 2018 By Prashant Mullick In Trading, Volatility

This 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 …

Continue reading

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.