Nikkei 225 Option Report 2023-12-06

Japan’s Nikkei share average rose sharply on Wednesday, erasing losses from the previous three sessions as investors bought back beaten-down chip-related stocks. The Nikkei index jumped 2.04% to close at 33,445.90, posting its biggest daily gains since Nov. 15. The broader Topix rose 1.9% to 2,387.20.

Traded Volume:

Date: 2023-12-06 Contract: Dec 2023

Contract: Jan & Feb 2024

Open Interest:

Date: 2023-12-06Contract: Dec 2023

Contract: Jan and Feb 2024

Change in Open Interest:

Date: 2023-12-06 Contract: Dec 2023

Contract: Jan and Feb 2024

Spot Gamma Exposure:

Date: 2023-12-06
Nikkei 225 Closing Price: 3.3446^{4}

Gamma Exposure Profile (All Months)

Date: 2023-12-06
Nikkei 225 Closing Price: 3.3446^{4}

Gamma Exposure Profile (Excluding Front Month)

Date: 2023-12-06
Nikkei 225 Closing Price: 3.3446^{4}