VolPaglu

Yaa toh life me over achiever bano ya fir sab bhagwan bhaorse chhodne wale bano...... ye jo bich me mehnat karne wale log hai na unke l***e lage pade rehte hai....

@p_gammae Aapke hisaab se dealer short hai?

@awara__octopus @pranavvk 😭😭

@1lot_fader @pranavvk I didn't except ul read all that shit to the very end

Love the circular reasoning here. IVs are calculated from the option pricing, and then he is using the IV to calculate the option price... And calling it scary precision . 🙄

@p_gammae @kunalkggupta8 -100*

@p_gammae @kunalkggupta8 Maybe you can track call and put prices of the strike lets say you want to execute at 23900 synthetic price..... by trading 24000 calls and puts... monitor 24000 call and puts difference when the difference hits 100rs punch orders? Is this what you are seeking?

@kunalkggupta8 @p_gammae Execute kya karna hai synthetic future?

@p_gammae I'm confused. You want certain option orders executed at 9:15:01 right? You can set limit order for a combined price (for your synthetic) at pre open or can set market order both of which gets filled in the first second

Haha save yourself embarasment indian fintwit🤦‍♂️

@G3ni3sWish @Fallibilist Brother define bear market 😂

@Fallibilist I actually was MCMCing a few systematic investment strats in a 3/5/7/10 yr bear market.. with total returns ranging from -3 to 10% CAGR.. it turns out that a fixed size SIP performs the best amongst all Guess what performs the worst

Confusion ho gaya ye toh

@Nick_khandelwal @rishabhg21 Producer hedging lol

@rishabhg21 Selling futures.

Will Trump’s $10 billi be enough to hold crude or will it see the same fate as India’s SGBs where the government ended up losing lakhs of crores as gold kept rallying? Trying to cap a global commodity is a dangerous game. Markets are bigger than balance sheets, but is it bigger than the Fed's balance sheet?

@pranavvk Whay do you think it's exaggerated?

wow, look at the backwardation on the oil futures. I generally dont track these things, but this seems a bit exaggerated.

My twitter feed "........if this turns out to be true then it is far more......."

Middle East, my non-expert take.... There is a lot of gaming going on here. Both sides are building leverage ahead of what looks increasingly like talks later this week. Take Iran’s actions. Yes, they have fired toward a Saudi refinery. Yes, missiles were directed toward Dubai and near military bases. However, they have not fired to maximise damage. They have fired to demonstrate capability. There is a big difference. No major long range missiles launched yet. Ask yourself why....... Because if Iran deploys its largest missile and it underdelivers, that is the ceiling of their capability exposed. You do not show your full hand before you sit at the table. Instead, Iran has signalled they can shut the Strait of Hormuz without sinking half the global shipping fleet. One vessel hit and traffic halts. They have signalled they can disrupt the UAE without flattening Dubai. They showed this morning they can cause concern around Saudi Oil facilities without causing any disrutpion. That is leverage. Now look at the US and Israel side. France, the UK and Germany moving closer to involvement is not random. Taking out all Iran key Leadership. It is coordinated pressure. Maximum leverage before talks. Both sides have now achieved their initial objectives. They have demonstrated capability. Now come the talks. If this conflict were intended to be prolonged and existential, oil would not be trading where it is $74,25 . We are still 6% below the price levels from strikes in 2025 Risk would not be this contained. Markets are pricing negotiations. The key question now is not who has leverage. Both sides do. The question is who believes they have more leverage when they sit down and is their an actual compromise. We will know this week because if talks do not produce any outcomes this week it implies we will again escalate to find out who really has the most leverage. This markets are not pricing! This conflict cannot sustain itself for long without triggering global economic disruption. Both sides know that. Which is why the next phase is most likely talks this week. Watch oil spreads. Watch long bond yields. Watch volatility. #NotAI

Jane street selling at 3pm in Indian markets 🤦‍♂️ visible edge

Mera saara beginner's luck paper trading me hi use hojata hai

@awara__octopus @pranavvk @Maverick_Quant @Comrade_inn 10-20bps of vega approx

Big ask spread just widens up massively What could be a normal spread on nifty monthly atm or 0.7 itm? @pranavvk @Maverick_Quant @1lot_fader @Comrade_inn

@Nick_khandelwal The vols are elevated as well..... so the risk of spot up vol up should be considered too.

Silver IV has slipped below 100, and the call-side skew (IV on otm calls ) has flattened. The street is starting to believe the top is in and big upside moves are unlikely. That’s exactly what feels scary. Looking at cheap call backspreads here (sell ATM, buy more OTM) for low-cost exposure in case a sudden blow-out rally shows up.

How much of this is luck and not "fire fighting" ? as said by OP?

@pranavvk Why is it always "CA _____ ______" 😂

😐 That's enough fintwit for the day

@pranavvk No one wants to sell.... stt is the because

Vols haven't fallen.... Guess the real response hasn't arrived yet.