Thursday, December 21, 2023

Volatility Regime change ?


 #indiavix #nifty #nifty50 #niftyfifty #niftyoptions



The fear & greed index of volatility of india's stock market is seen to be spiking ~25% from last swing low & now it seem to be heading to ~15 & therefore there is likely that we are entering a new volatility regime after March of 2023 from where we had seen it dip to historic lows close to 10.



IV-RV ( difference between the implied volatility & realised volatility )spread & IVP ( implied volatile percentile) >80% which are indicators that may be hinting that things are in favour of options sellers for now. Same is reflected in the options premium price where increase is visible.




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