Tuesday, March 8, 2011

Nifty IV moving higher

Nifty IVs cooled down after the budget and from the last update on 26th Feb. The current IV is higher than the 30 Day and 60 Day HV's.



The IV are not only higher than average but also highest among major stock indices of the world. Here the snapshot:

Worth noting is that the 1 month IV for the Asian Indices are higher than the 3 month IV's.

Looks like funds are bearish for near term but see the indices bullish for next 3 months.

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