$Nifty almost takes out the ATM straddle in one session.
Are we in for a slow grind up like 2017.
$Nifty and $BankNifty IVR almost at all year low levels.
Interesting to see Twitter folk still trying to sell index volatility.
Are we in for a slow grind up like 2017.
$Nifty and $BankNifty IVR almost at all year low levels.
Interesting to see Twitter folk still trying to sell index volatility.
As for my book, apart for some #putcalendars got a couple short vol trades that are setup to flip to long volatility by mid September series. These are going to need some dynamic delta adjustments.
Short vol candidates remain in single stock Sep series.
#OptionsTrading
Short vol candidates remain in single stock Sep series.
#OptionsTrading
Just for reference, the $NIFTY ATM straddle is now less than 0.8% of the spot.
Last week of expiry.
Last week of expiry.
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