Nikkei Implied Volatility Analysis December 2nd Week, 2018
Hello, I am a derivative enthusiast.
I update weekly analyses of Japan's Nikkei 225 option implied volatility.
It shows a solid bottom around 21,000 yen, and as a result IV has declined. That said, the level remains relatively high.
Continue here
http://delta-hedge.xyz/2018/12/16/2018-12-2-nky-iv/
On the blog, in addition to articles like this, I publish the following posts.
- Weekly analysis of U.S. interest rates
- How to implement the IB Securities API using Python
- A roundup of free market data you can obtain
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