I will begin with chaos is a ladder, and someone in the Indian market is trying very hard to kill the flourishing market we had. This is not a conspiracy. They began with killing margin, then taxes, then STT, banned USDINR, more taxes, the Jane Street case went cold.
@abidsensibull this one is tricky, normal c2c rv is 80, if everything remian constant BS will spit 0 IV. but world does not work as equation it IV can be anything
@abidsensibull well implied is hard to predict as it is market consensus. we can approx rv. if we use normal formula we will get 0 RV. one way to fix this is use Zero-mean. around 80 annual. i think
@PRAFULKULKARN18 Survived the recent CAS market moves without losing money, but honestly, the Indian market is pure "Andher Nagari, Chaupat Raja" right now.