Release： 12/03/2018 21:11

Update： 04/08/2021 02:35

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I have worked with FX brokers and banks in forex and interest rate derivatives. I post weekly analyses of Nikkei options IV and U.S. rates.

Nikkei Implied Volatility Analysis November 2018 Week 5

Hello, I am a derivatives enthusiast.

I update the analysis of implied volatility for Nikkei 225 options on a weekly basis.

As futures rise, IV has declined in a straightforward manner. However, the level remains higher than the summer highs, and the HV staying slightly elevated is also a concern.

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http://delta-hedge.xyz/2018/12/04/2018-11-5-nky-iv/

On my blog, in addition to articles like this, I publish the following articles.

US interest rate weekly analysis
How to implement IB Securities API using Python
A collection of market data that is freely available

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