The blog
Notes on research, market microstructure, and the systems we build.
🔍 Decoding Nifty’s Implied Risk: Why the 63-Day Realized Trend Challenges a Calm Options Market
🔍 Decoding Nifty’s Implied Risk: Why the 63-Day Realized Trend Challenges a Calm Options Market
🌊 What the Volatility Surface Whispered Before Nifty’s 02 June 0-DTE Expiry ?
🌊 What the Volatility Surface Whispered Before Nifty’s 02 June 0-DTE Expiry ?
Spot Up. Vol Up. 🔥 The Rare Vanna Regime That’s Completely Breaking the Market Rules in Nifty & S&P 500
Spot Up. Vol Up. 🔥 The Rare Vanna Regime That’s Completely Breaking the Market Rules in Nifty & SPX
Nifty Gamma Squeeze & Volatility Surface Uplift on MSCI Rebalancing Day: Parallel Shift with Skew Intact – A Textbook Event Response
Nifty Volatility Surface Uplift on MSCI Rebalancing Day: Parallel Shift with Skew Intact – A Textbook Event Response May 29, 2026 | …