Equity Derivatives Broker - Delta One Japan, Vantage Capital Markets Japan

François-Xavier Pustoc'h

Equity Derivatives Broker - Delta One Japan

Independent Financial Broker

Vantage Capital Markets Japan

We provide world class financial solutions to our extensive institutional client base including rapidly growing corporations, leading investment banks, commercial banks, asset managers, private equity funds, family offices and hedge funds.

Our services include capital market offerings and placements, wholesale brokerage and execution of cash and derivative products (both listed and OTC) across a range of asset classes.

VCM has offices in London, Hong Kong, Tokyo and Dubai from where we service our global client base. Our strength lies in the experience and quality of our teams, supported by excellent operations and infrastructure.

Equity Derivatives

<ul><li>BUY APR25 37500/36500 PS 1X2 for a 36,500 Apr25 SQ.     </li><li>Uncertainty around USDJPY and tariffs are capping the Nikkei 225 and USDJPY</li><li>Take advantage of rich implied volatility current realized volatility</li></ul>

BUY APR25 37500/36500 PS 1X2 for a 36,500 Apr25 SQ.     Uncertainty around USDJPY and tariffs are capping the Nikkei 225 and USDJPYTake advantage of rich implied volatility current realized volatility

Nikkei 225: Trading Ideas for APR25 Expiry

Pan-Asia Tactical Market Calls (Quant-Driven), MRM Research

Nico Rosti

Pan-Asia Tactical Market Calls (Quant-Driven)

MRM Research

Quantitative Research

<ul>
<li>As predicted in our <a href="https://www.smartkarma.com/insights/nikkei-225-index-outlook-bullish-possibly-directed-past-41k" target="_blank" rel="noopener">July 15th insight</a>, the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225 (NKY INDEX)</a> rallied past 41k (reached near 44k) and now, as predicted by our latest <a href="https://qantrading.com/quantcharts/Heatmaps/rev_prob_heat_map_WEEKLY.html" target="_blank" rel="noopener">WEEKLY HEAT MAP</a>, went down.</li>
<li>The index reached a low of 42724 this week, it is only mildly oversold so far, probability of reversal is around 52% at the moment.</li>
<li>
Key support levels to watch are 42577 (Q2) and 41606 (Q3). A file with all our PRICE/TIME model dataset for the <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909:1" rel="noopener">Nikkei 225</a> is attached at the end, for your reference. </li>
</ul>


As predicted in our July 15th insight, the Nikkei 225 (NKY INDEX) rallied past 41k (reached near 44k) and now, as predicted by our latest WEEKLY HEAT MAP, went down.
The index reached a low of 42724 this week, it is only mildly oversold so far, probability of reversal is around 52% at the moment.

Key support levels to watch are 42577 (Q2) and 41606 (Q3). A file with all our PRICE/TIME model dataset for the Nikkei 225 is attached at the end, for your reference. 


Nikkei 225 Index Outlook: Key Buy Targets To Watch

<ul>
<li>NKY dividends were under pressure last week as Nikkei lost 1.9%.    </li>
<li>Solid volumes across the curve with 1967 contracts trading.    </li>
<li>Growing interest in steepeners: 2025/2026, 2026/2027 and 2026/2028.    </li>
</ul>


NKY dividends were under pressure last week as Nikkei lost 1.9%.    
Solid volumes across the curve with 1967 contracts trading.    
Growing interest in steepeners: 2025/2026, 2026/2027 and 2026/2028.    


EQD | Nikkei Dividends Update (Jan 10th – Jan 17th)

<ul>
<li>Short term NKY dividends were unchanged whereas long term dividends were slighly under pressure.</li>
<li>Volumes were concentrated on short term tenors (mostly 2025).</li>
<li>Dividend Yield 2025 around 1.95% (close to average)</li>
</ul>


Short term NKY dividends were unchanged whereas long term dividends were slighly under pressure.
Volumes were concentrated on short term tenors (mostly 2025).
Dividend Yield 2025 around 1.95% (close to average)


EQD | Nikkei Dividends Update – Nikkei (Jan 6th – Jan 13th)

Equity Derivatives and Volatility Specialist, Clifton Derivatives

John Ley

Equity Derivatives and Volatility Specialist

Clifton Derivatives

Independent derivative and volatility research firm focusing on events/catalysts, earnings, relative value and cross asset volatility strategies.

<ul>
<li>
<a href="https://www.smartkarma.com/entities/hong-kong-hang-seng-index" target="_blank" data-smartkarma-citation="entities:22899" rel="noopener">Hang Seng Index (HSI INDEX)</a>, <a href="https://www.smartkarma.com/entities/shanghai-shenzhen-csi-300-index" target="_blank" data-smartkarma-citation="entities:22906" rel="noopener">Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY)</a> and <a href="https://www.smartkarma.com/entities/nikkei-225" target="_blank" data-smartkarma-citation="entities:22909" rel="noopener">Nikkei 225 (NKY INDEX)</a> all have elevated implied vols vs their peers and vs historical observations for October.</li>
<li>
<a href="https://www.smartkarma.com/entities/nifty-index" target="_blank" data-smartkarma-citation="entities:23617" rel="noopener">NIFTY Index (NIFTY INDEX)</a> , <a href="https://www.smartkarma.com/entities/s-p-500-index" target="_blank" data-smartkarma-citation="entities:22886" rel="noopener">S&amp;P 500 INDEX (SPX INDEX)</a> and <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a>  implied vols are on the low end of what is typically realized in October.</li>
<li>Most markets see price weakness in the 3rd week of the month with realized volatility underperforming over the back half of the month.</li>
</ul>



Hang Seng Index (HSI INDEX), Shanghai Shenzhen CSI 300 Index (SHSZ300 INDEX EQUITY) and Nikkei 225 (NKY INDEX) all have elevated implied vols vs their peers and vs historical observations for October.

NIFTY Index (NIFTY INDEX) , S&amp;P 500 INDEX (SPX INDEX) and S&amp;P/ASX 200 (AS51 INDEX)  implied vols are on the low end of what is typically realized in October.
Most markets see price weakness in the 3rd week of the month with realized volatility underperforming over the back half of the month.


EQD | Asia Monthly Vol Roadmap: Elevated IV's in CSI300 and Hang Seng Present Tactical Opportunity

Japan

The Nikkei-225 Stock Average is a price-weighted average of 225 top-rated Japanese companies listed in the First Section of the Tokyo Stock Exchange. The Nikkei Stock Average was first published on May 16, 1949, where the average price was ¥176.21 with a divisor of 225. 

Nikkei 225 (NKY INDEX)

Nikkei 225: Trading Ideas for APR25 Expiry

BUY APR25 37500/36500 PS 1X2 for a 36,500 Apr25 SQ. Uncertainty around USDJPY and tariffs are capping the Nikkei 225 and USDJPY Take advantage of...

Vantage Capital Markets Japan

Nikkei 225 Index Outlook: Key Buy Targets To Watch

The Nikkei 225 index rallied past 41k, nearly reached 44k, now down to 42.7k, mildly oversold with 52% chance of reversal. Key support levels at...

Nico Rosti

EQD | Nikkei Dividends Update (Jan 10th – Jan 17th)

NKY dividends were under pressure last week as Nikkei lost 1.9%. Solid volumes across the curve with 1967 contracts trading. Growing interest in...

Vantage Capital Markets Japan

EQD | Nikkei Dividends Update – Nikkei (Jan 6th – Jan 13th)

Short term NKY dividends were unchanged whereas long term dividends were slighly under pressure. Volumes were concentrated on short term tenors...

Vantage Capital Markets Japan

EQD | Asia Monthly Vol Roadmap: Elevated IV's in CSI300 and Hang Seng Present Tactical Opportunity

Implied volatility levels across key Asian indices present several tactical opportunities this month for outright or pairs trades...

John Ley

Nikkei 225: Trading Ideas for APR25 Expiry

BUY APR25 37500/36500 PS 1X2 for a 36,500 Apr25 SQ. Uncertainty around USDJPY and tariffs are capping the Nikkei 225 and USDJPY Take advantage of...

Vantage Capital Markets Japan

Nikkei 225 Index Outlook: Key Buy Targets To Watch

The ​Nikkei 225 index rallied past 41k, nearly reached 44k, now down to 42.7k, mildly oversold with 52% chance of reversal. Key support levels at...

Nico Rosti

EQD | Nikkei Dividends Update (Jan 10th – Jan 17th)

NKY dividends were under pressure last week as Nikkei lost 1.9%. Solid volumes across the curve with 1967 contracts trading. Growing interest in...

Vantage Capital Markets Japan

EQD | Nikkei Dividends Update – Nikkei (Jan 6th – Jan 13th)

Short term NKY dividends were unchanged whereas long term dividends were slighly under pressure. Volumes were concentrated on short term tenors...

Vantage Capital Markets Japan

EQD | Asia Monthly Vol Roadmap: Elevated IV's in CSI300 and Hang Seng Present Tactical Opportunity

​Implied volatility levels across key Asian indices present several tactical opportunities this month for outright or pairs trades...

John Ley

The Nikkei 225 index rallied past 41k, nearly reached 44k, now down to 42.7k, mildly oversold with 52% chance of reversal. Key support levels at...

Implied volatility levels across key Asian indices present several tactical opportunities this month for outright or pairs trades...