Release： 12/08/2018 00:20

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 December 1st Week, 2018

Hello, I am a derivative enthusiast.

I update weekly analysis of the implied volatility of Nikkei 225 options.

IV rose as the futures declined, but unless it falls below 21,000 yen, staying above 30% may be difficult. I get the impression that it’s not easy to go long gamma.

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http://delta-hedge.xyz/2018/12/08/2018-12-1-nky-iv/

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