Nikkei 225 Option Report 2023-12-26

nikkei225 options

Traded Volume:

Date: 2023-12-26 Contract: Jan 2024

Contract: Feb & March 2024

Open Interest:

Date: 2023-12-26Contract: Jan 2024

Contract: Feb and March 2024

Change in Open Interest:

Date: 2023-12-26 Contract: Jan 2024

Contract: Feb and March 2024

Spot Gamma Exposure:

Date: 2023-12-26
Nikkei 225 Closing Price: 3.3306^{4}

Gamma Exposure Profile (All Months)

Date: 2023-12-26
Nikkei 225 Closing Price: 3.3306^{4}

Gamma Exposure Profile (Excluding Front Month)

Date: 2023-12-26
Nikkei 225 Closing Price: 3.3306^{4}

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000M-100 000M0M100 000M200 000M
Gamma Exposure Profile PriceGamma Exposure ($M Yen/1% move)