Nikkei 225 Option Report 2023-12-08

Japanese markets were reeling on Friday, with the Nikkei heading for its biggest weekly drop in a year while bonds have been battered and the yen is eyeing its largest weekly gain in five months, as investors rushed out of bets on Japan’s rates staying low. The yen leapt more than 2% on Thursday and was well-supported on Friday as short sellers fear that a long-awaited rally may have finally begun. Reporting from Reuters.

Traded Volume:

Date: 2023-12-08 Contract: Jan 2024

Contract: Feb & March 2024

Open Interest:

Date: 2023-12-08Contract: Jan 2024

Contract: Feb and March 2024

Change in Open Interest:

Date: 2023-12-08 Contract: Jan 2024

Contract: Feb and March 2024

Spot Gamma Exposure:

Date: 2023-12-08
Nikkei 225 Closing Price: 3.2308^{4}

Gamma Exposure Profile (All Months)

Date: 2023-12-08
Nikkei 225 Closing Price: 3.2308^{4}

Gamma Exposure Profile (Excluding Front Month)

Date: 2023-12-08
Nikkei 225 Closing Price: 3.2308^{4}