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Operation Sindoor

The document discusses India VIX, focusing on its correlation with Nifty 50 and the implications of volatility in trading strategies. It includes observations on VIX movement and categorization, as well as a timeline related to Operation Sindoor. Additionally, it mentions the concept of Gama explosion in the context of out-of-the-money contracts.

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Debajit Banik
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82 views6 pages

Operation Sindoor

The document discusses India VIX, focusing on its correlation with Nifty 50 and the implications of volatility in trading strategies. It includes observations on VIX movement and categorization, as well as a timeline related to Operation Sindoor. Additionally, it mentions the concept of Gama explosion in the context of out-of-the-money contracts.

Uploaded by

Debajit Banik
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as KEY, PDF, TXT or read online on Scribd

INDIA VIX & GAMA BLAST FOR OTM CONTRACTS

What is India VIX?


PROJ
ECT

VIX; PAHALGAM ATTACK 2 OPERATION SINDOOR


DA
TE DA
7T
22 × 52 = 3.05

GAMA EXPLOSION!
Today’s Observation:

Understanding analogy behind VIX movement

Correlation b/w Nifty 50 & VIX

Timeline of Operation Sindoor Volatility

VIX categorisation

Volatility Adjusted Strategies

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