MSCI Rebalance: Reliance 87% Delivery, Adani Energy -10.4%, Zero Auction Dislocation In The Large Caps | 111 Micro-Caps Broke Anyway | IV Explodes 49%, Both Signals Flip To BUY VOL | S2Ep115 1st Sept Tuesday
Summary
Host Kharmaikutgi analyzes the MSCI rebalance, noting that while closing auctions were flawless, the event exposed liquidity gaps in the derivatives market. With Nifty expiry approaching, the episode details OI shifts, a volatility flip to buy, and a projected range of 23,930 to 24,240. The host advises traders to avoid selling naked premium and monitor key support at 24,000, while also reviewing global macro trends like rising yields and crude oil prices.
Topics discussed
Sponsor: Berkeley College
Sponsor: Kewpie Mayo
MSCI Rebalance and Closing Auction Analysis
Closing Auction Test Results and Derivatives Impact
Nifty Expiry: Open Interest and Support Levels
Volatility Signals and Max Pain Levels
Participant Flows: Pros, Foreigners, and Crowd
Cash Market Flows and Global Macro Yields
Global Markets and Portfolio Performance
Expiry Day Trading Plan and Range
Risk Management and Volatility Strategy
Outro and Subscription CTA
Sponsor: Berkeley College
Sponsor: Just Food For Dogs
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