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 …
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Extracting Volatility & Equity Premia using Options & Momentum
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 readingThere 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 …
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