Insights
Markets
Notes on research, market microstructure, and the systems we build.
Markets
🔍 57% Volatility on a Quiet Afternoon? Reading NIFTY's 27 October Expiry Minute by Minute
At 15:20 on NIFTY's 27 October expiry, a typical ATM IV readout showed 57%. By 15:28 it showed 0.4%. The options were …
Markets
🔍Why Dealer Gamma Exposure GEX / Gamma Density Charts Don't Mean What They Claim in India.
🔍 Why "Dealer Gamma Exposure GEX"/"Gamma Density" Charts Don't Mean What They Claim in India.
Markets
🚨 The Mechanics of Gamma (GEX) : How Dealer Hedging Actually Moves Markets
🚨 The Mechanics of Gamma (GEX) : How Dealer Hedging Actually Moves Markets
Markets
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 | …