Nifty Options Volatility Analysis
Budget: ₹600 – ₹1,500 INR
I need a clear, data-driven technical study of Nifty option contracts that focuses on measuring and explaining current volatility conditions. Please centre the work on moving averages and the Relative Strength Index; feel free to reference complementary tools such as Bollinger Bands only if they genuinely sharpen the insight.
Use recent price and volume data, chart the key expiry strikes, and walk me through how momentum and mean-reversion signals combine to flag volatility shifts. I am less interested in directional calls and more in understanding whether the market is poised for contraction or expansion in implied and realised volatility, together with the confidence you assign to that view.
Deliverables
• A brief write-up (PDF or DOCX) that summarises the methodology, inputs, and findings
• Annotated charts highlighting moving-average crossovers, RSI extremes, and the resulting volatility read
• A one-page executive takeaway that I can share internally, stating the current volatility regime and any notable risk levels
Charts can be produced in TradingView, Python-matplotlib, or a comparable platform—just export them clearly. Accuracy, transparency of calculations, and concise explanations will determine acceptance.
Use recent price and volume data, chart the key expiry strikes, and walk me through how momentum and mean-reversion signals combine to flag volatility shifts. I am less interested in directional calls and more in understanding whether the market is poised for contraction or expansion in implied and realised volatility, together with the confidence you assign to that view.
Deliverables
• A brief write-up (PDF or DOCX) that summarises the methodology, inputs, and findings
• Annotated charts highlighting moving-average crossovers, RSI extremes, and the resulting volatility read
• A one-page executive takeaway that I can share internally, stating the current volatility regime and any notable risk levels
Charts can be produced in TradingView, Python-matplotlib, or a comparable platform—just export them clearly. Accuracy, transparency of calculations, and concise explanations will determine acceptance.