Trade Setup with Tanmay - Your 5min edge before the chaos begins.

EP06: FII Selling Returns, Volatility Low – Calendar Spread in Play | July 14 (Monday)


Listen Later

Welcome to Episode 6 of Trade Setup with Tanmay, your 5-minute podcast before the chaos begins. In this episode, Tanmay Kurtkoti Founder QCAlpha breaks down the global setup, sector flows, volatility signals, and trade ideas for the day.

πŸ”₯

Top Highlights:

πŸ“‰ Market Overview:

  • SGX Nifty at 25,188, flat to mildly negative.
  • Friday close: Nifty dipped below key support at 25,200, entering a volatile but low IV zone.
  • Current mean reversion level: 25,300; buy near 25,000 levels.

🌍 Global Cues:

  • US Markets down: Dow -0.5%, S&P -0.33%
  • Weakness driven by Meta news and Trump tariff escalation.
  • Asian markets mixed: Nikkei & Taiwan down, Shanghai, Hangseng, Jakarta up.

πŸ›’οΈ Commodities:

  • Brent Crude: $70.42
  • Gold: $3,356/oz
  • Silver (MCX): β‚Ή111506 – showing strength
  • Gold MCX: β‚Ή97,373, watch for breakout above β‚Ή97,600
  • Crude & NatGas: Neutral
  • Bitcoin: Trading strong around β‚Ή1.18L

πŸ“Š FII/DII Data:

  • FIIs sold β‚Ή5,154 Cr, continuing their exit.
  • DIIs bought β‚Ή3,558 Cr; net DII inflows ~β‚Ή12,000 Cr MTD.
  • FIIs remain net sellers for July: β‚Ή10,284 Cr.

πŸ“‰ Sector Signals (TK ALGO):

  • Broad weakness across sectors:
    • Capital markets, Smallcap, Midcap, Metals, Auto, Infra β†’ all negative.

  • Nifty TK Algo Signal:
    • Slow Signal Sell: 25,438
    • Fast Signal Sell: 25,363

βš™οΈ Options & Volatility:

  • IV (17 July): 9.17 (very low)
  • IV (24 July): 10.0
  • Suggests short-term suppression, but vol bounce likely next week.
  • Calendar Spread Idea:
    • Buy 24 July straddle, Sell 17 July straddle
    • Take advantage of IV differential (long calendar)

πŸ“Œ ATM Straddle (17 July @ 25,200):

  • Trading at β‚Ή244 β†’ 1 SD range β‰ˆ 25,000–25,300

🎯 Take:

  • Low volatility = great time to initiate calendars
  • Market remains in mean-reverting mode between 25,000–25,300
  • Short-vol trades early in the week, prepare for vol expansion later

πŸ‘ Like what you hear? Follow, Share, and Rate the podcast.

🎧 Join us tomorrow again for your daily 5-minute prep before the chaos begins.

...more
View all episodesView all episodes
Download on the App Store

Trade Setup with Tanmay - Your 5min edge before the chaos begins.By Tanmay Kurtkoti