2025年04月17日 20:00

スマイルカーブ250417大引







原資産 34396.28




短期金利 0.45%




期近修正ATM(残存日数24.75日換算)


前日 始値 高値 安値 終値 (前日比)
28.901% 29.393% 29.846% 26.232% 26.238% -2.663


ATR 瞬間 39.448% -5.608



5日 59.966% -9.381



20日 70.955% -2.388



60日 53.286% +0.203







5月限
残存日数 15.7


修正ATM
補正値 10


前日 始値 高値 安値 終値 (前日比)
29.497% 30.182% 30.734% 26.245% 26.245% -3.253



歪み率 6.884% +0.219
SP 始値 高値 安値 終値 前日比
20000 84.409% 86.542% 82.635% 83.908% -0.277
21000 78.898% 80.776% 77.393% 78.425% -0.415
22000 76.144% 76.144% 72.518% 73.351% -0.554
23000 70.901% 71.629% 67.529% 68.640% -0.692
24000 66.449% 66.449% 63.086% 64.076% -0.831
25000 62.249% 62.249% 58.592% 59.258% -0.969
26000 57.213% 57.213% 54.277% 55.036% -1.108
27000 53.076% 53.076% 50.129% 50.988% -1.246
27500 50.500% 50.730% 45.334% 48.904% -1.315
27750 48.972% 49.800% 47.099% 47.858% -1.350
28000 48.997% 48.997% 46.057% 46.811% -1.384
28250 44.895% 47.883% 44.895% 45.819% -1.419
28500 46.909% 46.981% 44.189% 44.794% -1.454
28750 45.044% 46.150% 43.248% 43.968% -1.488
29000 45.005% 45.213% 42.318% 43.143% -1.523
29125 42.698% -1.537
29250 42.228% 44.573% 41.483% 42.253% -1.551
29375 41.830% -1.565
29500 42.775% 43.602% 40.584% 41.406% -1.579
29625 41.008% -1.593
29750 41.912% 42.787% 39.486% 40.610% -1.607
29875 40.171% -1.621
30000 42.241% 42.241% 38.648% 39.732% -1.635
30125 39.327% -1.651
30250 40.789% 41.287% 38.078% 38.922% -1.666
30375 38.448% -1.682
30500 40.966% 40.966% 37.204% 37.974% -1.697
30625 37.613% -1.712
30750 37.994% 39.729% 36.440% 37.252% -1.728
30875 36.846% -1.743
31000 38.137% 38.890% 35.799% 36.440% -1.759
31125 35.991% -1.774
31250 34.434% 38.238% 34.434% 35.542% -1.790
31375 35.092% -1.805
31500 37.844% 37.844% 34.298% 34.643% -1.821
31625 34.210% -1.836
31750 34.176% 36.720% 33.460% 33.778% -1.852
31875 33.345% -1.867
32000 36.284% 36.284% 32.806% 32.912% -1.883
32125 32.538% -1.898
32250 35.520% 35.520% 32.011% 32.164% -1.914
32375 31.790% -1.929
32500 34.568% 34.648% 31.337% 31.416% -1.945
32625 31.063% -1.960
32750 33.600% 33.945% 30.655% 30.709% -1.976
32875 30.356% -1.991
33000 34.358% 34.358% 29.883% 30.002% -2.006
33125 29.617% -2.022
33250 32.628% 32.628% 29.232% 29.232% -2.037
33375 28.848% -2.053
33500 32.080% 32.080% 28.464% 28.464% -2.068
33625 28.128% -2.084
33750 30.825% 31.344% 27.792% 27.792% -2.099
33875 27.463% -2.115
34000 30.025% 30.644% 27.011% 27.133% -2.130
34125 26.860% -2.146
34250 29.787% 30.300% 26.487% 26.587% -2.161
34375 26.313% -2.177
34500 29.549% 29.825% 25.963% 26.040% -2.192
34625 25.784% -2.208
34750 28.777% 29.384% 25.288% 25.527% -2.223
34875 25.282% -2.239
35000 27.974% 29.059% 24.931% 25.036% -2.254
35125 24.863% -2.208
35250 28.816% 28.816% 24.403% 24.690% -2.161
35375 24.517% -2.115
35500 27.485% 28.398% 23.974% 24.343% -2.068
35625 24.170% -2.022
35750 27.191% 28.128% 23.754% 23.997% -1.975
35875 23.823% -1.929
36000 27.165% 27.976% 23.529% 23.650% -1.882
36125 23.558% -1.859
36250 27.737% 27.737% 23.051% 23.465% -1.836
36375 23.372% -1.813
36500 26.587% 27.454% 22.903% 23.280% -1.790
36625 23.187% -1.767
36750 26.859% 27.247% 22.662% 23.094% -1.744
36875 22.989% -1.734
37000 26.216% 27.095% 22.707% 22.883% -1.724
37125 22.790% -1.714
37250 26.369% 26.836% 22.535% 22.740% -1.704
37375 22.691% -1.694
37500 25.972% 26.626% 22.550% 22.642% -1.684
37625 22.700% -1.622
37750 25.861% 26.384% 22.524% 22.758% -1.561
37875 22.816% -1.500
38000 25.903% 26.214% 22.611% 22.874% -1.439
38125 22.919% -1.378
38250 25.792% 26.019% 22.700% 22.964% -1.316
38375 23.034% -1.255
38500 25.880% 25.921% 22.772% 23.104% -1.194
38625 23.105% -1.203
38750 24.335% 25.866% 22.805% 23.105% -1.211
38875 23.135% -1.220
39000 26.215% 26.215% 23.025% 23.165% -1.229
39125 23.251% -1.238
39250 25.639% 25.953% 23.267% 23.337% -1.246
39375 23.423% -1.255
39500 26.601% 26.601% 23.350% 23.509% -1.264
39625 23.569% -1.289
39750 25.646% 26.355% 23.388% 23.629% -1.313
39875 23.689% -1.338
40000 27.107% 27.107% 23.520% 23.749% -1.363
40125 23.809% -1.387
40250 25.927% 26.591% 23.741% 23.868% -1.412
40375 23.959% -1.437
40500 26.761% 26.761% 23.959% 24.050% -1.462
40625 24.193% -1.486
40750 26.487% 26.810% 24.178% 24.336% -1.511
40875 24.479% -1.536
41000 27.279% 27.279% 24.396% 24.623% -1.560
41125 24.766% -1.585
41250 26.338% 28.096% 24.894% 24.909% -1.610
41375 25.283% -1.439
41500 27.076% 27.411% 25.643% 25.658% -1.268
41750 27.831% 26.385% 26.400% -0.976 1円売
42000 28.557% 27.120% 27.136% -0.950 1円売
42250 29.277% 27.849% 27.866% -0.924 1円売
42500 29.991% 28.572% 28.590% -0.899 1円売
42750 30.699% 29.289% 29.307% -0.874 1円売
43000 31.402% 30.001% 30.019% -0.849 1円売
43250 32.099% 30.706% 30.725% -0.824 1円売
43500 32.790% 31.406% 31.425% -0.800 1円売
43750 33.476% 32.100% 32.120% -0.776 1円売
44000 34.157% 32.789% 32.809% -0.752 1円売
44250 34.833% 33.472% 33.493% -0.728 1円売
44500 35.503% 34.150% 34.171% -0.705 1円売
44750 36.169% 34.823% 34.845% -0.682 1円売
45000 36.829% 35.492% 35.514% -0.659 1円売

続きを読む

スマイルカーブ250416大引







原資産 33896.88




短期金利 0.45%




期近修正ATM(残存日数24.75日換算)


前日 始値 高値 安値 終値 (前日比)
28.088% 27.410% 29.485% 27.087% 28.901% +0.813


ATR 瞬間 45.056% +20.279



5日 69.348% -12.599



20日 73.343% -3.402



60日 53.082% -0.569







5月限
残存日数 16.7


修正ATM
補正値 10


前日 始値 高値 安値 終値 (前日比)
28.608% 27.838% 30.098% 27.513% 29.497% +0.889



歪み率 6.665% +0.210
SP 始値 高値 安値 終値 前日比
20000 82.220% 85.774% 81.837% 84.185% +1.659
21000 77.874% 80.360% 76.849% 78.840% +1.547
22000 72.446% 75.413% 72.230% 73.905% +1.436
23000 67.983% 70.420% 66.490% 69.332% +1.325
24000 63.141% 65.935% 63.141% 64.907% +1.296
25000 58.994% 61.414% 58.576% 60.227% +1.267
26000 54.568% 57.231% 54.522% 56.144% +1.239
27000 50.075% 53.167% 50.075% 52.234% +1.210
27500 48.757% 51.113% 48.055% 50.220% +1.196
27750 48.504% 50.129% 41.918% 49.208% +1.188
28000 46.665% 49.116% 46.498% 48.196% +1.181
28250 47.504% 48.261% 45.558% 47.238% +1.174
28500 45.079% 47.332% 44.868% 46.248% +1.135
28750 45.627% 46.455% 42.157% 45.457% +1.095
29000 43.356% 45.636% 43.061% 44.666% +1.056
29125 44.235% +1.036
29250 42.051% 44.726% 41.907% 43.804% +1.016
29375 43.395% +0.997
29500 41.569% 43.845% 40.719% 42.985% +0.977
29625 42.601% +0.957
29750 41.695% 42.948% 40.197% 42.217% +0.938
29875 41.792% +0.918
30000 39.819% 42.152% 39.675% 41.367% +0.898
30125 40.977% +0.879
30250 39.305% 41.256% 38.906% 40.588% +0.859
30375 40.129% +0.832
30500 38.637% 40.369% 38.134% 39.671% +0.804
30625 39.325% +0.777
30750 37.834% 39.491% 37.331% 38.980% +0.749
30875 38.590% +0.722
31000 36.909% 38.669% 36.527% 38.199% +0.694
31125 37.765% +0.667
31250 36.121% 37.837% 35.847% 37.332% +0.640
31375 36.898% +0.612
31500 35.659% 37.033% 35.063% 36.464% +0.585
31625 36.047% +0.557
31750 35.442% 36.201% 34.397% 35.629% +0.530
31875 35.212% +0.503
32000 33.999% 35.377% 33.621% 34.795% +0.475
32125 34.436% +0.448
32250 34.560% 34.560% 32.894% 34.078% +0.420
32375 33.719% +0.393
32500 32.662% 33.732% 32.122% 33.361% +0.366
32625 33.023% +0.338
32750 31.890% 32.951% 31.342% 32.685% +0.311
32875 32.347% +0.283
33000 31.093% 32.190% 30.563% 32.009% +0.256
33125 31.639% +0.228
33250 31.194% 31.441% 29.846% 31.270% +0.201
33375 30.901% +0.174
33500 30.566% 30.723% 29.307% 30.533% +0.146
33625 30.212% +0.119
33750 30.736% 30.736% 28.512% 29.892% +0.091
33875 29.578% +0.064
34000 29.184% 29.446% 27.907% 29.263% +0.037
34125 29.006% +0.009
34250 27.921% 28.867% 27.397% 28.748% -0.018
34375 28.490% -0.046
34500 27.328% 28.276% 26.852% 28.232% -0.073
34625 27.991% -0.101
34750 27.112% 27.750% 26.197% 27.750% -0.128
34875 27.520% -0.155
35000 26.590% 27.290% 25.841% 27.290% -0.183
35125 27.071% -0.210
35250 26.348% 26.877% 25.343% 26.851% -0.238
35375 26.631% -0.265
35500 25.939% 26.580% 24.829% 26.412% -0.292
35625 26.192% -0.320
35750 25.688% 26.252% 24.377% 25.972% -0.347
35875 25.752% -0.375
36000 25.457% 25.925% 23.912% 25.533% -0.402
36125 25.417% -0.429
36250 24.869% 25.584% 23.542% 25.301% -0.457
36375 25.185% -0.484
36500 24.959% 25.310% 23.282% 25.070% -0.512
36625 24.954% -0.539
36750 24.749% 25.071% 22.993% 24.838% -0.567
36875 24.723% -0.594
37000 24.151% 24.850% 22.672% 24.607% -0.621
37125 24.503% -0.580
37250 24.246% 24.713% 20.399% 24.444% -0.539
37375 24.385% -0.498
37500 24.118% 24.590% 21.719% 24.325% -0.457
37625 24.322% -0.416
37750 24.075% 24.550% 22.304% 24.319% -0.375
37875 24.316% -0.333
38000 24.012% 24.678% 22.517% 24.313% -0.292
38125 24.296% -0.251
38250 23.855% 24.701% 22.638% 24.280% -0.210
38375 24.289% -0.143
38500 24.107% 24.760% 22.762% 24.298% -0.077
38625 24.307% -0.055
38750 23.539% 24.844% 22.933% 24.316% -0.032
38875 24.355% +0.019
39000 23.870% 24.927% 23.105% 24.393% +0.071
39125 24.489% +0.123
39250 23.725% 25.137% 23.439% 24.584% +0.175
39375 24.679% +0.227
39500 24.333% 25.451% 23.703% 24.774% +0.278
39625 24.858% +0.330
39750 23.496% 25.669% 23.496% 24.943% +0.382
39875 25.027% +0.434
40000 24.895% 25.921% 24.249% 25.112% +0.486
40125 25.196% +0.537
40250 23.841% 27.160% 23.841% 25.281% +0.589
40375 25.396% +0.641
40500 25.430% 26.495% 24.382% 25.512% +0.693
40625 25.680% +0.797
40750 24.437% 26.691% 24.437% 25.847% +0.901
40875 26.015% +1.005
41000 25.209% 26.952% 25.120% 26.183% +1.109
41125 26.351% +1.213
41250 24.366% 27.213% 24.366% 26.518% +1.317
41375 26.722% +1.420
41500 26.731% 27.474% 25.643% 26.926% +1.524
41750 25.797% 28.186% 25.797% 27.376% +1.776
42000 26.503% 28.893% 26.503% 28.086% +2.286 1円売
42250 30.705% 27.214% 28.790% +2.303 1円売
42500 30.289% 27.909% 29.488% +2.320 1円売
42750 30.978% 28.598% 30.181% +2.337 1円売
43000 31.662% 29.281% 30.867% +2.354 1円売
43250 32.341% 29.958% 31.549% +2.371 1円売
43500 33.014% 30.630% 32.225% +2.388 1円売
43750 33.682% 31.297% 32.895% +2.405 1円売
44000 34.344% 31.959% 33.561% +2.422 1円売
44250 35.002% 32.616% 34.221% +2.438 1円売
44500 35.655% 33.267% 34.877% +2.455 1円売
44750 36.303% 33.914% 35.527% +2.471 1円売
45000 36.947% 34.556% 36.173% +2.488 1円売

続きを読む

■大引け
相場は反発。IVは期近を中心にやや大きく低下しました。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 33970 34430 33910 34430 +510
期近 29.393% 29.846% 26.232% 26.238% -2.663
5月限 30.182% 30.734% 26.245% 26.245% -3.253
6月限 27.914% 28.199% 26.137% 26.227% -1.406
7月限

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +71 -69
+0.14 +0 +0.00 +2
累計


568,995 +33

続きを読む

2025年04月16日 18:00

■大引け
相場は反落。IVは中安外高でした。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 34305 34325 33680 33920 -435
期近 28.199% 29.485% 27.087% 28.901% +0.813
5月限 28.698% 30.098% 27.513% 29.497% +0.889
6月限 27.264% 28.187% 26.139% 27.633% +0.883
7月限

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +72 -73
+0.10 +5 +0.00 -1
累計


568,962 -57

続きを読む

2025年04月15日 20:00

スマイルカーブ250415大引







原資産 34325.53




短期金利 0.45%




期近修正ATM(残存日数24.75日換算)


前日 始値 高値 安値 終値 (前日比)
31.540% 30.074% 30.279% 27.977% 28.088% -3.452


ATR 瞬間 24.777% -55.098



5日 81.946% -30.745



20日 76.745% -7.078



60日 53.651% -2.047







5月限
残存日数 17.7


修正ATM
補正値 10


前日 始値 高値 安値 終値 (前日比)
32.235% 30.746% 30.974% 28.491% 28.608% -3.627



歪み率 6.455% +0.092
SP 始値 高値 安値 終値 前日比
20000 84.410% 84.410% 81.868% 82.526% -2.444
21000 77.388% 79.323% 76.851% 77.293% -2.643
22000 72.806% 74.577% 72.131% 72.469% -2.843
23000 70.460% 70.460% 67.673% 68.008% -3.042
24000 66.034% 66.088% 63.060% 63.611% -3.241
25000 61.829% 61.970% 58.960% 58.960% -3.441
26000 57.767% 57.892% 54.905% 54.905% -3.640
27000 53.093% 54.106% 50.841% 51.024% -3.839
27500 51.455% 52.273% 48.754% 49.024% -3.939
27750 50.258% 51.423% 47.967% 48.019% -3.989
28000 50.126% 50.404% 47.014% 47.014% -4.039
28250 47.368% 49.618% 46.064% 46.064% -4.022
28500 48.337% 48.637% 45.113% 45.113% -4.005
28750 45.232% 47.759% 44.362% 44.362% -3.988
29000 46.644% 46.936% 43.497% 43.610% -3.971
29125 43.199% -3.963
29250 45.849% 46.071% 42.748% 42.788% -3.954
29375 42.398% -3.946
29500 44.959% 45.212% 41.929% 42.008% -3.937
29625 41.644% -3.929
29750 42.069% 44.356% 41.128% 41.279% -3.920
29875 40.874% -3.912
30000 42.929% 43.505% 40.293% 40.469% -3.903
30125 40.099% -3.895
30250 40.096% 42.644% 39.560% 39.729% -3.886
30375 39.298% -3.878
30500 41.632% 41.902% 38.751% 38.867% -3.869
30625 38.549% -3.861
30750 38.316% 40.999% 38.015% 38.230% -3.853
30875 37.868% -3.844
31000 39.619% 40.176% 37.243% 37.505% -3.836
31125 37.098% -3.827
31250 37.259% 39.352% 36.533% 36.692% -3.819
31375 36.285% -3.810
31500 38.452% 38.535% 35.769% 35.879% -3.802
31625 35.489% -3.793
31750 36.188% 37.752% 35.071% 35.099% -3.785
31875 34.709% -3.776
32000 36.513% 36.979% 34.320% 34.320% -3.768
32125 33.989% -3.741
32250 36.225% 36.225% 33.646% 33.658% -3.714
32375 33.327% -3.687
32500 35.406% 35.426% 32.925% 32.996% -3.660
32625 32.685% -3.633
32750 32.173% 34.686% 32.173% 32.374% -3.607
32875 32.064% -3.580
33000 33.905% 33.991% 31.586% 31.753% -3.553
33125 31.411% -3.526
33250 32.885% 33.252% 30.896% 31.069% -3.499
33375 30.728% -3.472
33500 32.264% 32.606% 30.261% 30.387% -3.445
33625 30.093% -3.418
33750 31.713% 31.934% 29.594% 29.800% -3.391
33875 29.514% -3.365
34000 31.215% 31.341% 28.999% 29.227% -3.338
34125 28.996% -3.284
34250 30.627% 30.844% 28.574% 28.766% -3.231
34375 28.536% -3.178
34500 30.135% 30.419% 28.006% 28.305% -3.125
34625 28.092% -3.072
34750 29.643% 29.924% 27.529% 27.878% -3.018
34875 27.676% -2.965
35000 29.121% 29.459% 27.161% 27.473% -2.912
35125 27.281% -2.859
35250 29.043% 29.043% 26.901% 27.089% -2.805
35375 26.896% -2.752
35500 28.391% 28.626% 26.545% 26.704% -2.699
35625 26.512% -2.646
35750 28.062% 28.331% 26.265% 26.319% -2.593
35875 26.127% -2.539
36000 27.775% 28.041% 25.935% 25.935% -2.486
36125 25.846% -2.437
36250 27.176% 27.608% 25.628% 25.758% -2.388
36375 25.670% -2.339
36500 27.019% 27.303% 25.381% 25.581% -2.290
36625 25.493% -2.226
36750 26.782% 27.009% 25.052% 25.405% -2.161
36875 25.317% -2.111
37000 26.465% 26.715% 24.723% 25.228% -2.060
37125 25.084% -2.004
37250 26.360% 26.589% 24.528% 24.983% -1.949
37375 24.883% -1.893
37500 25.942% 26.325% 24.602% 24.782% -1.837
37625 24.738% -1.781
37750 26.168% 26.168% 24.383% 24.694% -1.725
37875 24.649% -1.669
38000 25.837% 25.909% 24.292% 24.605% -1.613
38125 24.548% -1.557
38250 25.509% 25.816% 24.248% 24.490% -1.501
38375 24.432% -1.445
38500 25.637% 25.745% 24.164% 24.375% -1.389
38625 24.362% -1.354
38750 25.677% 25.677% 24.110% 24.349% -1.319
38875 24.335% -1.283
39000 25.269% 25.557% 24.015% 24.322% -1.248
39125 24.366% -1.206
39250 25.481% 25.612% 24.142% 24.409% -1.164
39375 24.452% -1.123
39500 24.665% 25.674% 24.210% 24.495% -1.081
39625 24.528% -1.049
39750 25.890% 25.890% 24.390% 24.560% -1.018
39875 24.593% -1.063
40000 25.423% 25.625% 24.345% 24.626% -1.108
40125 24.659% -1.161
40250 25.865% 25.865% 24.439% 24.691% -1.215
40375 24.755% -1.237
40500 25.681% 25.987% 24.577% 24.819% -1.260
40625 24.883% -1.282
40750 26.498% 26.498% 24.747% 24.946% -1.305
40875 25.010% -1.327
41000 26.642% 26.642% 24.836% 25.074% -1.349
41125 25.138% -1.372
41250 26.608% 26.608% 25.089% 25.202% -1.394
41375 25.302% -1.416
41500 26.288% 26.814% 25.341% 25.401% -1.439
41750 25.363% 27.037% 25.363% 25.601% -1.484
42000 26.049% 27.267% 25.693% 25.800% -1.528 1円売
42250 26.729% 27.607% 26.124% 26.487% -1.063 1円売
42500 27.403% 27.948% 26.508% 27.168% -0.604 1円売
42750 28.126% 27.179% 27.843% -0.229 1円売
43000 28.789% 27.845% 28.513% +0.139 1円売
43250 29.447% 28.505% 29.177% +0.158 1円売
43500 30.099% 29.159% 29.837% +0.177 1円売
43750 30.747% 29.809% 30.490% +0.196 1円売
44000 31.389% 30.453% 31.139% +0.215 1円売
44250 32.026% 31.093% 31.783% +0.233 1円売
44500 32.659% 31.728% 32.422% +0.251 1円売
44750 33.287% 32.357% 33.056% +0.270 1円売
45000 33.910% 32.982% 33.685% +0.288 1円売

続きを読む

■大引け
相場は小幅続伸。IVは大きく低下しました。

今日の取引。
5C355@485円×1枚買い。
5C377@71円×2枚売り。
5C382@43円×2枚売り。


始値 高値 安値 現値 前日比
先物 34220 34495 34170 34355 +190
期近 30.074% 30.279% 27.977% 28.088% -3.452
5月限 30.746% 30.974% 28.491% 28.608% -3.627
6月限 28.239% 28.448% 26.559% 26.750% -2.588
7月限

デルタ セータ Cガンマ Pガンマ ベガL ベガS



-0.01 +0.00 +86 -99
+0.08 +11 -0.01 -13
累計


569,019 +27
続きを読む

2025年04月14日 20:00

スマイルカーブ250414大引







原資産 34135.07




短期金利 0.45%




期近修正ATM(残存日数24.75日換算)


前日 始値 高値 安値 終値 (前日比)
36.492% 33.096% 33.780% 30.961% 31.540% -4.952


ATR 瞬間 79.875% -21.591



5日 112.692% -12.201



20日 83.823% +2.330



60日 55.698% +2.608







5月限
残存日数 18.7


修正ATM
補正値 10


前日 始値 高値 安値 終値 (前日比)
37.573% 33.789% 34.683% 31.607% 32.235% -5.338



歪み率 6.363% +0.479
SP 始値 高値 安値 終値 前日比
20000 86.669% 86.669% 82.825% 84.971% -0.019
21000 81.444% 81.444% 78.432% 79.936% -1.032
22000 77.553% 77.553% 73.933% 75.311% -1.748
23000 72.545% 72.545% 70.076% 71.050% -2.464
24000 68.647% 68.647% 65.738% 66.852% -2.703
25000 64.410% 64.410% 61.470% 62.401% -3.474
26000 60.594% 60.594% 57.739% 58.545% -3.751
27000 56.040% 56.176% 53.884% 54.863% -4.029
27500 53.769% 54.457% 51.981% 52.963% -4.168
27750 53.188% 53.585% 50.988% 52.008% -4.237
28000 52.878% 52.878% 50.126% 51.053% -4.306
28250 49.104% 51.962% 49.104% 50.085% -4.376
28500 50.852% 51.141% 48.320% 49.118% -4.445
28750 48.937% 50.242% 47.434% 48.349% -4.410
29000 49.786% 49.786% 46.536% 47.581% -4.375
29125 47.161% -4.358
29250 47.806% 48.549% 45.776% 46.742% -4.340
29375 46.344% -4.323
29500 48.266% 48.266% 44.890% 45.945% -4.305
29625 45.572% -4.288
29750 46.734% 46.954% 44.125% 45.199% -4.270
29875 44.786% -4.253
30000 46.132% 46.141% 43.322% 44.372% -4.235
30125 43.994% -4.219
30250 44.496% 45.356% 42.522% 43.615% -4.202
30375 43.176% -4.185
30500 44.572% 44.659% 41.652% 42.736% -4.169
30625 42.410% -4.152
30750 41.545% 43.816% 40.925% 42.083% -4.135
30875 41.712% -4.119
31000 43.561% 43.561% 40.149% 41.340% -4.102
31125 40.926% -4.085
31250 38.967% 42.309% 38.967% 40.511% -4.068
31375 40.096% -4.052
31500 41.470% 41.577% 38.656% 39.681% -4.035
31625 39.283% -4.018
31750 37.490% 40.794% 37.490% 38.884% -4.002
31875 38.486% -3.985
32000 40.112% 40.112% 37.136% 38.088% -3.968
32125 37.730% -3.951
32250 39.139% 39.309% 36.516% 37.372% -3.935
32375 37.014% -3.918
32500 37.878% 38.613% 35.812% 36.656% -3.901
32625 36.318% -3.877
32750 34.396% 37.929% 34.396% 35.981% -3.853
32875 35.643% -3.829
33000 38.007% 38.007% 34.446% 35.306% -3.805
33125 34.937% -3.781
33250 32.312% 36.514% 32.312% 34.568% -3.757
33375 34.200% -3.734
33500 38.301% 38.301% 33.161% 33.832% -3.710
33625 33.512% -3.686
33750 34.162% 35.181% 32.511% 33.192% -3.662
33875 32.878% -3.638
34000 33.716% 34.589% 31.925% 32.565% -3.614
34125 32.281% -3.590
34250 33.270% 33.970% 31.366% 31.997% -3.566
34375 31.714% -3.542
34500 32.823% 33.471% 30.837% 31.430% -3.518
34625 31.163% -3.494
34750 32.377% 32.875% 30.330% 30.897% -3.470
34875 30.641% -3.446
35000 32.263% 32.333% 29.777% 30.385% -3.422
35125 30.140% -3.453
35250 31.773% 31.815% 29.258% 29.894% -3.485
35375 29.648% -3.516
35500 31.023% 31.298% 28.735% 29.403% -3.548
35625 29.157% -3.579
35750 30.782% 30.865% 28.337% 28.912% -3.610
35875 28.666% -3.642
36000 30.114% 30.474% 27.839% 28.421% -3.673
36125 28.284% -3.705
36250 29.673% 30.058% 27.369% 28.146% -3.736
36375 28.009% -3.767
36500 29.524% 29.736% 26.985% 27.872% -3.799
36625 27.719% -3.830
36750 29.331% 29.470% 26.582% 27.566% -3.861
36875 27.427% -3.893
37000 28.621% 29.204% 26.174% 27.289% -3.924
37125 27.088% -3.956
37250 28.846% 29.023% 26.000% 26.932% -3.943
37375 26.775% -3.930
37500 27.675% 28.763% 25.831% 26.619% -3.918
37625 26.519% -3.905
37750 28.358% 28.736% 25.757% 26.418% -3.892
37875 26.318% -3.880
38000 27.894% 28.419% 25.692% 26.218% -3.867
38125 26.104% -3.868
38250 28.203% 28.368% 25.616% 25.991% -3.868
38375 25.877% -3.948
38500 27.439% 28.209% 25.515% 25.764% -4.027
38625 25.716% -4.067
38750 27.382% 28.000% 25.340% 25.667% -4.107
38875 25.619% -4.147
39000 27.055% 27.966% 25.291% 25.571% -4.187
39125 25.572% -4.169
39250 27.589% 27.884% 25.170% 25.573% -4.151
39375 25.574% -4.133
39500 27.058% 27.843% 25.263% 25.576% -4.115
39625 25.577% -4.097
39750 27.779% 28.003% 25.292% 25.578% -4.079
39875 25.656% -4.061
40000 26.805% 27.983% 25.382% 25.734% -4.043
40125 25.820% -3.943
40250 27.335% 27.953% 25.443% 25.906% -3.843
40375 25.992% -3.743
40500 27.410% 28.157% 25.693% 26.079% -3.643
40625 26.165% -3.577
40750 28.237% 28.502% 25.867% 26.251% -3.510
40875 26.337% -3.393
41000 27.506% 28.783% 25.971% 26.423% -3.276
41125 26.510% -3.242
41250 27.602% 28.822% 26.200% 26.596% -3.208
41375 26.718% -3.138
41500 28.357% 28.955% 26.429% 26.840% -3.068
41750 28.249% 29.219% 26.658% 27.084% -2.943
42000 27.846% 29.511% 26.887% 27.329% -2.817
42250 29.673% 27.104% 27.550% -2.691
42500 29.231% 30.525% 27.320% 27.772% -2.564
42750 28.121% 31.154% 27.617% 28.073% -2.437
43000 28.765% 29.718% 27.913% 28.374% -2.311
43250 29.404% 29.927% 28.558% 29.019% -1.840 1円売
43500 30.038% 30.337% 28.839% 29.659% -1.374 1円売
43750 30.667% 30.967% 29.470% 30.294% -1.355 1円売
44000 31.291% 31.592% 30.097% 30.924% -1.335 1円売
44250 31.911% 32.213% 30.718% 31.550% -1.316 1円売
44500 32.828% 31.335% 32.170% -1.297 1円売
44750 33.439% 31.947% 32.786% -1.278 1円売
45000 34.046% 32.554% 33.398% -1.260 1円売

続きを読む

■大引け
週明けの相場は反発。IVは反落しました。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 33980 34350 33905 34165 +650
期近 33.096% 33.780% 30.961% 31.540% -4.952
5月限 33.789% 34.683% 31.607% 32.235% -5.338
6月限 30.752% 30.824% 28.505% 29.339% -2.829
7月限 29.785% 29.785% 27.609% 29.559% -0.973

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +60 -69
+0.02 +14 +0.00 -9
累計


568,992 +117

続きを読む

2025年04月11日 20:00

スマイルカーブ250411大引







原資産 33479.83




短期金利 0.45%




期近修正ATM(残存日数24.75日換算)


前日 始値 高値 安値 終値 (前日比)
31.521% 39.000% 42.287% 35.631% 36.492% +4.972


ATR 瞬間 101.466% -102.454



5日 124.892% -23.787



20日 81.493% -4.914



60日 53.090% -2.907







5月限
残存日数 19.7


修正ATM
補正値 10


前日 始値 高値 安値 終値 (前日比)
32.012% 40.084% 43.780% 36.624% 37.573% +5.561



歪み率 5.884% -0.343
SP 始値 高値 安値 終値 前日比
20000 90.682% 91.093% 83.877% 84.990% +0.491
21000 85.668% 89.340% 80.168% 80.968% +0.863
22000 79.738% 82.255% 76.027% 77.059% +1.235
23000 75.558% 78.340% 72.512% 73.514% +1.606
24000 71.815% 74.194% 68.262% 69.555% +1.978
25000 68.629% 70.379% 64.981% 65.875% +2.350
26000 64.047% 66.767% 60.906% 62.296% +2.721
27000 61.251% 63.210% 57.883% 58.892% +3.093
27500 60.546% 61.450% 56.213% 57.131% +3.279
27750 59.036% 60.580% 55.262% 56.245% +3.372
28000 57.229% 59.769% 54.528% 55.359% +3.465
28250 60.218% 60.218% 53.759% 54.461% +3.470
28500 54.856% 57.977% 52.891% 53.563% +3.475
28750 58.115% 58.115% 52.125% 52.759% +3.480
29000 53.647% 56.158% 51.203% 51.956% +3.486
29125 51.519% +3.488
29250 56.782% 56.782% 50.440% 51.082% +3.491
29375 50.666% +3.494
29500 52.431% 54.414% 49.612% 50.251% +3.496
29625 49.860% +3.499
29750 51.954% 53.497% 48.793% 49.470% +3.501
29875 49.039% +3.504
30000 50.591% 52.623% 47.847% 48.607% +3.507
30125 48.212% +3.509
30250 49.350% 51.710% 47.078% 47.817% +3.512
30375 47.361% +3.515
30500 48.565% 50.846% 46.308% 46.905% +3.517
30625 46.562% +3.493
30750 48.860% 49.948% 45.579% 46.218% +3.469
30875 45.830% +3.445
31000 47.160% 49.121% 44.675% 45.442% +3.421
31125 45.011% +3.397
31250 46.674% 48.220% 43.976% 44.579% +3.373
31375 44.147% +3.349
31500 45.118% 47.377% 43.216% 43.716% +3.325
31625 43.301% +3.301
31750 44.531% 46.506% 42.411% 42.886% +3.277
31875 42.471% +3.253
32000 44.828% 45.758% 41.605% 42.056% +3.229
32125 41.681% +3.205
32250 45.939% 45.939% 40.802% 41.306% +3.181
32375 40.932% +3.157
32500 42.479% 44.160% 39.975% 40.557% +3.133
32625 40.196% +3.109
32750 44.777% 44.777% 39.258% 39.834% +3.085
32875 39.473% +3.061
33000 40.956% 42.872% 38.464% 39.111% +3.037
33125 38.718% +3.013
33250 40.465% 42.257% 37.735% 38.325% +2.989
33375 37.933% +2.965
33500 34.733% 41.693% 34.733% 37.541% +2.941
33625 37.197% +2.917
33750 33.021% 41.143% 33.021% 36.853% +2.893
33875 36.516% +2.869
34000 34.773% 40.647% 34.773% 36.178% +2.845
34125 35.871% +2.821
34250 33.719% 40.210% 33.719% 35.563% +2.797
34375 35.255% +2.773
34500 33.837% 39.701% 33.837% 34.948% +2.749
34625 34.657% +2.725
34750 33.608% 39.292% 33.608% 34.367% +2.701
34875 34.087% +2.677
35000 35.711% 38.892% 33.359% 33.807% +2.653
35125 33.593% +2.743
35250 33.881% 38.509% 32.908% 33.379% +2.833
35375 33.165% +2.923
35500 34.460% 38.150% 32.407% 32.951% +3.013
35625 32.736% +3.103
35750 32.831% 37.876% 31.916% 32.522% +3.193
35875 32.308% +3.283
36000 33.742% 37.626% 31.352% 32.094% +3.373
36125 31.988% +3.463
36250 31.812% 37.183% 31.078% 31.882% +3.553
36375 31.776% +3.643
36500 32.808% 36.798% 30.779% 31.671% +3.733
36625 31.549% +3.796
36750 31.431% 36.439% 30.480% 31.428% +3.859
36875 31.320% +3.922
37000 32.156% 36.081% 30.179% 31.213% +3.985
37125 31.044% +4.047
37250 30.828% 35.578% 29.961% 30.875% +4.110
37375 30.706% +4.173
37500 30.583% 35.228% 29.799% 30.536% +4.236
37625 30.424% +4.299
37750 30.361% 34.807% 29.741% 30.311% +4.362
37875 30.198% +4.425
38000 30.205% 34.378% 29.624% 30.085% +4.488
38125 29.972% +4.551
38250 29.986% 35.007% 29.549% 29.859% +4.614
38375 29.825% +4.677
38500 29.824% 33.548% 29.433% 29.791% +4.740
38625 29.783% +4.803
38750 29.390% 33.206% 29.367% 29.774% +4.866
38875 29.766% +4.929
39000 29.052% 32.659% 29.052% 29.758% +4.992
39125 29.741% +4.999
39250 28.119% 32.431% 28.119% 29.725% +5.007
39375 29.708% +5.015
39500 28.325% 31.927% 28.325% 29.691% +5.022
39625 29.674% +5.030
39750 28.390% 31.770% 28.390% 29.658% +5.037
39875 29.717% +5.045
40000 28.265% 31.401% 28.265% 29.777% +5.053
40125 29.763% +4.951
40250 28.300% 32.184% 28.300% 29.749% +4.849
40375 29.736% +4.747
40500 28.134% 33.160% 28.134% 29.722% +4.645
40625 29.742% +4.543
40750 28.323% 32.781% 28.323% 29.761% +4.441
40875 29.731% +4.339
41000 28.386% 32.299% 28.386% 29.700% +4.237
41125 29.752% +4.087
41250 29.834% 32.079% 28.775% 29.804% +3.938
41375 29.856% +3.788
41500 28.982% 31.859% 28.801% 29.908% +3.639
41750 28.541% 31.667% 28.541% 30.027% +3.340
42000 29.220% 32.069% 29.220% 30.146% +3.041
42250 29.893% 32.151% 29.341% 30.241% +2.834
42500 28.739% 32.234% 28.739% 30.336% +2.627
42750 29.369% 32.316% 29.137% 30.510% +2.500
43000 29.993% 32.401% 29.271% 30.685% +2.371
43250 33.013% 29.728% 30.859% +2.330
43500 31.227% 33.624% 30.349% 31.034% +2.289
43750 34.236% 30.964% 31.649% +2.689
44000 32.443% 34.839% 31.576% 32.260% +3.085 1円売
44250 35.437% 32.182% 32.866% +3.392 1円売
44500 36.031% 32.784% 33.467% +3.694 1円売
44750 36.620% 33.381% 34.064% +3.992 1円売
45000 37.206% 33.974% 34.657% +4.286 1円売

続きを読む

■大引け
相庭は反落。引き続き乱高下が続いています。IVは反発。SQは32737.29と安値で決着しました。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 33380 33710 32650 33515 -1,120
期近 39.000% 42.287% 35.631% 36.492% +4.972
5月限 40.084% 43.780% 36.624% 37.573% +5.561
6月限 34.317% 36.057% 31.621% 32.168% +3.230
7月限

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +65 -89
+0.01 +30 -0.01 -24
累計


568,875 -106

続きを読む

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200万円を元手に2001年から商品先物の専業トレーダー。2007年より日経先物・オプショントレードをメインにトレード。リーマンショック、東日本大震災等いろいろなことがありましたが、今はゆるくやっています。

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