Nifty Vol Pricing Attractively For Directional Option Plays
The low level of volatility in the Nifty 50 index is making it attractive to deploy option strategies on the index, particularly protection strategies given continued concerns that earnings cuts in India will continue into 2016. According to UBS Research, the Nifty is likely to recover to 8,200 by year-end, although growth recovery could remain sluggish.
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