Nikkei 225 Option Report 2023-11-30

nikkei225 options

Author

Affiliation

Mark Y

 

Published

Nov. 29, 2023

DOI


Traded Volume:

Date: 2023-11-30 Contract: Dec 2023

Contract: Jan & Feb 2024

Open Interest:

Date: 2023-11-30Contract: Dec 2023

Contract: Jan and Feb 2024

Change in Open Interest:

Date: 2023-11-30 Contract: Dec 2023

Contract: Jan and Feb 2024

Spot Gamma Exposure:

Date: 2023-11-30
Nikkei 225 Closing Price: 3.3487^{4}

Gamma Exposure Profile

Date: 2023-11-30
Nikkei 225 Closing Price: 3.3487^{4}