Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile
Pankaj Ji "Mathura Wale" ("असली Gamma वाले")

@pankaj_ji_mwale

My book : Title : " the five secrets you must discover before
you die trading Straddle and Strangle in Index "

ID: 1667184689298251785

calendar_today09-06-2023 15:00:24

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Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

Interesting to see whether there are any indications of the market settling down through Nifty50 stocks, and to understand where we currently stand in the volatility regime. What are the differences in the behavior of high beta and low beta stocks ? Please share your observations

Interesting to see whether there are any indications of the market settling down through Nifty50 stocks, and to understand where we currently stand in the volatility regime. What are the differences in the behavior of high beta and low beta stocks ?
Please share your observations
Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

What does this chart show ? The 7-day forward volatility consists of the current expiry and the next weekly expiry. How can we interpret Call VIX and Put VIX?

Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

कल का गेम कैसा लग रहा है सट्टेबाजों ? फील्ड मार्शल राणा बागड़बिल्ला सा(Mtyna. Bn. B.M.P) आपकी इच्छा है, क्या 24800 स्ट्राइक पर जबरदस्त नेगेटिव गामा शिफ्ट हो गया है ?😂

कल का गेम कैसा लग रहा है सट्टेबाजों ?

<a href="/_Baagad_Billa_/">फील्ड मार्शल राणा बागड़बिल्ला सा(Mtyna. Bn. B.M.P)</a> आपकी इच्छा है, क्या 24800 स्ट्राइक पर जबरदस्त नेगेटिव गामा शिफ्ट हो गया है ?😂
Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

The price of the ATM straddle is directly proportional to implied volatility. Therefore, saying that volatility is rising and that the straddle is rising is essentially saying the same thing. पांचो सही कहा न, फिर बातें क्यों ?

Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

आओ टाइम पास करें.. सवाल हल करें 👇 A time-based short straddle (TBS) intraday with a variable stop loss can be profitable because it targets _______ and maintains a ________ Sharpe ratio, which improves risk-adjusted returns.

Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

आज के सट्टेबाज़ों की सफलता के बाद कल का सट्टेबाज़ार👇 Welcome JS boys...😉

आज के सट्टेबाज़ों की सफलता के बाद कल का सट्टेबाज़ार👇

Welcome JS boys...😉
Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

Tomorrow’s homework: design at least two volatility strategies based on the information below.👇 do not forget to comment the strategies. You will get surprise... disc : अगर आपको समझ आया तो ठीक है, नहीं आया तब भी, परेशान होने वाली बात नहीं । It is ok if info is wrong move on..

Tomorrow’s homework: design at least two volatility strategies based on the information below.👇

do not forget to comment the strategies. You will get surprise...

disc : अगर आपको समझ आया तो ठीक है, नहीं आया तब भी, परेशान होने वाली बात नहीं । It is ok if info is wrong move on..
Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

Are you frustrated that Jane Street is not very active/limited active in the Indian market ? If yes, you are an option _____. If no, you are an option______.

Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

क्या करोगे.... Forward vols took a sabbatical, and the term structure RSVP’d ‘sorry can’t come’—guess it’s a real market snoozefest BEBI : Options are for Hedging...😀

क्या करोगे....

Forward vols took a sabbatical, and the term structure RSVP’d ‘sorry can’t come’—guess it’s a real market snoozefest

BEBI : Options are for Hedging...😀
Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

आओ सवाल हल करें : The ATM call delta for an option is approximately __. IV =Implied Volatility T= Option expiry time Please provide the reason as well...

Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

Alpha Leak : robust and economically meaningful negative relationship between the Nifty gamma exposure and the next day open. -monotonic decrease in returns as gamma exposure increases -(low-high) (Q) is approximately 1.21% in fwd returns, exploitable in trading/risk management

Alpha Leak : robust and economically meaningful negative relationship between the Nifty gamma exposure and the next day open.

-monotonic decrease in returns as gamma exposure increases

-(low-high) (Q) is approximately 1.21% in fwd returns, exploitable in trading/risk management
Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

It is interesting to see that gamma exposure has predictive power for forecasting the next day’s intraday range or volatility, which we refer to as gamma based implied volatility. -gamma exposure is high, the market is less volatile -gamma exposure is low, the market is wilder

It is interesting to see that gamma exposure has predictive power for forecasting the next day’s intraday range or volatility, which we refer to as gamma based implied volatility.

-gamma exposure is high, the market is less volatile 
-gamma exposure is low, the market is wilder
Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

The Beautiful World of Gamma Through the Eyes of Physics. Introducing: "GEX Momentum" ( The Snoozing Effect—Implied Direction and Gamma Force ) Amerika: Vanilla GEX alone does not have any predictive power.

The Beautiful World of Gamma Through the Eyes of Physics.

 Introducing: "GEX Momentum"

( The Snoozing Effect—Implied Direction and Gamma Force )

Amerika: Vanilla GEX alone does not have any predictive power.