2023年06月08日 20:00

スマイルカーブ230608大引







原資産 31685.12




短期金利 -0.05%




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)
19.555% 19.914% 20.098% 19.220% 19.729% +0.174


ATR 瞬間 34.408% -8.620



5日 34.656% +0.465



20日 27.606% +1.171



60日 22.874% +0.772







6月限
残存日数 0.75


修正ATM
補正値 -15


前日 始値 高値 安値 終値 (前日比)
21.426% 22.260% 23.177% 18.932% 20.746% -0.680



歪み率 25.531% +12.052
SP 始値 高値 安値 終値 前日比
15000 437.057% 378.003% 437.057% +148.873 1円売
15250 427.854% 370.100% 427.854% +145.692 1円売
15500 418.799% 362.324% 418.799% +142.562 1円売
15750 409.885% 354.670% 409.885% +139.480 1円売
16000 401.109% 347.134% 401.109% +136.446 1円売
16250 392.465% 339.711% 392.465% +133.458 1円売
16500 383.950% 332.400% 383.950% +130.514 1円売
16750 375.560% 325.195% 375.560% +127.613 1円売
17000 367.289% 318.093% 367.289% +124.753 1円売
17250 359.135% 311.092% 359.135% +121.934 1円売
17500 351.094% 304.188% 351.094% +119.153 1円売
17750 343.163% 297.378% 343.163% +116.411 1円売
18000 335.338% 290.659% 335.338% +113.705 1円売
18250 327.615% 284.029% 327.615% +111.034 1円売
18500 319.993% 277.484% 319.993% +108.398 1円売
18750 312.468% 271.023% 312.468% +105.795 1円売
19000 305.036% 264.643% 305.036% +103.225 1円売
19250 297.696% 258.341% 297.696% +100.686 1円売
19500 290.445% 252.116% 290.445% +98.178 1円売
19750 283.279% 245.965% 283.279% +95.700 1円売
20000 276.198% 239.885% 276.198% +93.250 1円売
20250 269.197% 233.876% 269.197% +90.828 1円売
20500 262.276% 227.935% 262.276% +88.434 1円売
20750 255.432% 222.059% 255.432% +86.066 1円売
21000 248.662% 216.248% 248.662% +83.723 1円売
21250 241.964% 210.499% 241.964% +81.406 1円売
21500 235.337% 204.811% 235.337% +79.113 1円売
21750 228.779% 199.182% 228.779% +76.843 1円売
22000 222.287% 193.610% 222.287% +74.596 1円売
22250 215.859% 188.101% 215.859% +72.372 1円売
22500 209.495% 182.639% 209.495% +70.169 1円売
22750 203.191% 177.230% 203.191% +67.986 1円売
23000 196.947% 171.871% 196.947% +65.825 1円売
23250 190.761% 166.562% 190.761% +63.683 1円売
23500 184.630% 161.302% 184.630% +61.560 1円売
23750 178.553% 156.088% 178.553% +59.455 1円売
24000 172.529% 150.913% 172.529% +57.369 1円売
24250 166.556% 145.795% 166.556% +55.300 1円売
24500 141.723% 160.632% 140.713% 160.632% +53.248 1円売
24750 136.642% 154.755% 135.672% 154.755% +51.211 1円売
25000 131.601% 148.925% 130.671% 148.925% +49.191 1円売
25125 146.026% +48.187 1円売
25250 126.598% 143.139% 125.708% 143.139% +47.186 1円売
25375 140.262% +46.188 1円売
25500 121.633% 137.395% 120.777% 137.395% +45.195 1円売
25625 134.539% +44.205 1円売
25750 116.704% 131.693% 115.893% 131.693% +43.218 1円売
25875 128.857% +42.234
26000 111.810% 126.030% 111.038% 126.030% +41.254 1円売
26125 123.213% +40.277 1円売
26250 106.949% 120.406% 106.215% 120.406% +39.303 1円売
26375 117.607% +38.332 1円売
26500 102.119% 114.817% 101.424% 114.817% +37.364 1円売
26625 112.035% +36.398 1円売
26750 97.320% 109.262% 96.663% 109.262% +35.436 1円売
26875 106.497% +34.476 1円売
27000 92.549% 103.739% 91.925% 103.739% +33.519 1円売
27125 100.990% +32.564 1円売
27250 87.805% 98.247% 87.220% 98.247% +31.611 1円売
27375 95.512% +30.661 1円売
27500 83.086% 92.783% 82.539% 92.783% +29.713 1円売
27625 90.061% +28.767
27750 78.391% 87.345% 77.881% 87.345% +27.823 1円売
27875 84.635% +26.881 1円売
28000 73.717% 81.931% 73.245% 81.931% +25.941 1円売
28125 79.232% +25.002 1円売
28250 69.063% 76.538% 68.634% 76.538% +24.064 1円売
28375 73.848% +22.925
28500 64.426% 71.162% 64.028% 71.162% +21.815 1円売
28625 68.480% +20.662 1円売
28750 59.803% 65.802% 59.402% 65.802% +19.547 1円売
28875 63.126% +18.526 1円売
29000 55.191% 60.452% 54.206% 60.452% +17.415 1円売
29125 57.780% +16.305 1円売
29250 50.587% 55.293% 49.012% 55.108% +15.175 1円売
29375 52.438% +14.051
29500 45.987% 50.945% 43.814% 49.766% +12.882 1円売
29625 47.278% +11.896
29750 41.387% 45.914% 39.459% 44.803% +10.909
29875 42.549% +9.922
30000 36.779% 41.754% 35.868% 40.295% +8.936
30125 38.041% +7.949
30250 34.861% 37.598% 32.723% 35.786% +6.963
30375 33.795% +5.976
30500 31.549% 34.177% 28.790% 31.456% +4.643
30625 29.276% +3.309
30750 28.432% 30.530% 26.042% 27.551% +2.430
30875 25.993% +1.709
31000 27.309% 27.895% 22.694% 25.055% +1.541
31125 24.118% +1.113
31250 24.441% 25.480% 20.163% 23.366% +0.871
31375 22.615% +0.534
31500 23.175% 24.142% 18.743% 21.994% +0.399
31625 21.138% -0.384
31750 21.773% 23.541% 18.078% 20.051% -1.421
31875 19.701% -1.719
32000 23.301% 23.301% 17.658% 20.812% -0.536
32125 19.070% -2.316
32250 22.779% 24.039% 18.329% 19.820% -1.604
32375 20.653% -0.892
32500 23.865% 25.881% 18.969% 22.171% +0.506
32625 23.711% +1.903
32750 24.430% 29.073% 20.982% 25.392% +3.301 1円売
32875 27.920% +5.236 1円売
33000 26.790% 33.726% 23.447% 30.414% +7.137 1円売
33125 32.876% +9.164 1円売
33250 27.563% 38.391% 25.834% 35.309% +11.090 1円売
33375 37.716% +12.886 1円売
33500 31.750% 42.964% 28.410% 40.098% +14.656 1円売
33625 42.457% +16.392 1円売
33750 35.850% 47.454% 32.535% 44.793% +17.978 1円売
33875 47.108% +18.765 1円売
34000 39.871% 51.868% 36.576% 49.403% +19.545 1円売
34125 51.679% +20.320 1円売
34250 56.212% 40.542% 53.937% +21.089 1円売
34375 56.177% +21.853 1円売
34500 60.491% 44.441% 58.399% +22.612 1円売
34750 64.702% 48.277% 62.796% +24.113 1円売
35000 55.307% 68.864% 52.055% 67.130% +25.595 1円売
36000 84.997% 66.658% 83.914% +31.343 1円売
37000 83.804% 100.395% 80.560% 99.921% +36.835 1円売
38000 115.262% 93.866% 115.262% +42.104 1円売
39000 130.011% 106.650% 130.011% +47.175 1円売
40000 122.257% 144.228% 118.965% 144.228% +52.066 1円売
続きを読む

■大引け
相場は小幅続落。IVは小じっかり。


今日の取引。
6C320@150円×1枚返済売り。
7P270@34円×4枚返済売り。
6P315@40円×1枚売り。


始値 高値 安値 現値 前日比
先物 31855 32040 31415 31690 -175
期近 19.914% 20.098% 19.220% 19.729% +0.174
6月限 22.260% 23.177% 18.932% 20.746% -0.680
7月限 19.790% 19.969% 19.158% 19.687% +0.294
8月限 19.066% 18.329% 18.905% +0.328

デルタ セータ Cガンマ Pガンマ ベガL ベガS



-0.06 +0.12 +322 -251
+0.62 -58 +0.06 +71
累計


565,249 +25
続きを読む

2023年06月07日 20:00

スマイルカーブ230607大引







原資産 31866.77




短期金利 -0.05%




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)
18.411% 18.518% 19.643% 18.120% 19.555% +1.144


ATR 瞬間 43.028% +11.021



5日 34.191% +4.258



20日 26.434% +1.614



60日 22.102% +0.594







6月限
残存日数 1.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
17.901% 18.980% 21.820% 16.418% 21.426% +3.525



歪み率 13.479% +1.159
SP 始値 高値 安値 終値 前日比
15000 288.659% 273.514% 288.183% +53.684 1円売
15250 282.693% 267.829% 282.162% +52.459 1円売
15500 276.822% 262.264% 276.237% +51.254 1円売
15750 271.043% 256.758% 270.405% +50.067 1円売
16000 265.353% 251.337% 264.663% +48.898 1円売
16250 259.750% 245.998% 259.008% +47.747 1円売
16500 254.230% 240.739% 253.437% +46.613 1円売
16750 248.791% 235.556% 247.947% +45.495 1円売
17000 243.430% 230.448% 242.536% +44.393 1円売
17250 238.145% 225.412% 237.202% +43.306 1円売
17500 232.933% 220.446% 231.941% +42.234 1円売
17750 227.792% 215.548% 226.752% +41.177 1円売
18000 222.721% 210.685% 221.633% +40.134 1円売
18250 217.716% 205.946% 216.581% +39.104 1円売
18500 212.777% 201.239% 211.595% +38.087 1円売
18750 207.900% 196.592% 206.672% +37.083 1円売
19000 203.085% 192.004% 201.811% +36.092 1円売
19250 198.329% 187.471% 197.010% +35.112 1円売
19500 193.635% 182.994% 192.266% +34.144 1円売
19750 189.009% 178.570% 187.580% +33.187 1円売
20000 184.437% 174.198% 182.948% +32.241 1円売
20250 179.917% 169.877% 178.369% +31.306 1円売
20500 175.449% 165.604% 173.842% +30.381 1円売
20750 171.031% 161.379% 169.366% +29.466 1円売
21000 166.661% 157.200% 164.938% +28.561 1円売
21250 162.339% 153.066% 160.558% +27.666 1円売
21500 158.062% 148.976% 156.225% +26.779 1円売
21750 153.830% 144.928% 151.936% +25.901 1円売
22000 149.641% 140.922% 147.691% +25.032 1円売
22250 145.495% 136.956% 143.488% +24.171 1円売
22500 141.409% 133.029% 139.326% +23.319 1円売
22750 137.323% 129.140% 135.205% +22.474 1円売
23000 133.296% 125.287% 131.123% +21.637 1円売
23250 129.307% 121.471% 127.078% +20.807 1円売
23500 125.354% 117.689% 123.070% +19.984 1円売
23750 121.436% 113.941% 119.098% +19.168 1円売
24000 117.554% 110.226% 115.160% +18.359 1円売
24250 113.704% 106.543% 111.256% +17.556 1円売
24500 108.157% 109.887% 102.890% 107.384% +16.759 1円売
24750 106.101% 99.267% 103.544% +15.968 1円売
25000 101.045% 102.346% 95.673% 99.734% +15.183 1円売
25125 97.840% +14.792 1円売
25250 97.532% 98.730% 92.107% 95.953% +14.403 1円売
25375 94.073% +14.015 1円売
25500 94.046% 95.253% 88.535% 92.201% +13.628 1円売
25625 90.335% +13.242 1円売
25750 90.587% 91.803% 85.055% 88.475% +12.858 1円売
25875 86.623% +12.475 1円売
26000 87.153% 88.378% 81.567% 84.777% +12.093 1円売
26125 82.937% +11.712 1円売
26250 83.744% 84.978% 78.102% 81.103% +11.332 1円売
26375 79.275% +10.953 1円売
26500 80.358% 81.602% 74.661% 77.453% +10.575 1円売
26625 75.637% +10.197 1円売
26750 76.996% 78.248% 71.241% 73.826% +9.821 1円売
26875 72.021% +9.446 1円売
27000 73.655% 74.917% 67.843% 70.221% +9.071 1円売
27125 68.426% +8.697 1円売
27250 70.335% 71.607% 64.464% 66.636% +8.324 1円売
27375 64.851% +7.952 1円売
27500 67.035% 68.317% 61.103% 63.070% +7.580 1円売
27625 61.294% +7.053 1円売
27750 63.753% 65.046% 57.760% 59.522% +6.529 1円売
27875 57.754% +6.010 1円売
28000 60.490% 61.792% 54.432% 55.991% +5.495 1円売
28125 54.230% +4.974
28250 57.242% 58.556% 51.120% 52.474% +4.461 1円売
28375 50.923% +4.154
28500 54.011% 55.336% 47.785% 49.347% +3.847
28625 47.819% +3.539
28750 50.793% 52.335% 44.531% 46.254% +3.232
28875 44.599% +2.925
29000 51.069% 51.069% 41.802% 43.037% +2.618
29125 41.475% +2.310
29250 47.680% 47.680% 39.214% 39.934% +2.003
29375 38.386% +1.696
29500 41.207% 43.243% 36.626% 36.884% +1.389
29625 35.382% +1.081
29750 38.029% 40.844% 33.894% 33.894% +0.774
29875 32.626% +0.687
30000 37.548% 37.832% 31.072% 31.359% +0.601
30125 30.091% +0.514
30250 31.683% 34.820% 28.318% 28.824% +0.427
30375 27.818% +0.341
30500 30.796% 32.219% 25.827% 26.813% +0.254
30625 25.967% +0.422
30750 27.408% 29.342% 24.407% 25.121% +0.589
30875 24.284% +0.752
31000 25.290% 26.892% 22.644% 23.514% +0.916
31125 23.005% +1.218
31250 23.391% 24.722% 20.882% 22.496% +1.521
31375 22.081% +1.931
31500 21.174% 23.162% 18.937% 21.595% +1.997
31625 21.522% +2.441
31750 19.076% 22.490% 17.898% 21.471% +2.908
31875 21.420% +3.214
32000 18.371% 21.818% 17.206% 21.348% +3.536
32125 21.386% +3.726
32250 18.122% 21.990% 16.424% 21.424% +3.720
32375 21.545% +3.682
32500 18.427% 24.835% 16.429% 21.666% +3.645
32625 21.808% +3.509
32750 19.981% 23.331% 16.689% 22.091% +3.589
32875 22.684% +3.978
33000 21.742% 23.596% 17.544% 23.276% +4.373
33125 23.712% +4.610
33250 21.642% 24.731% 17.571% 24.219% +4.848
33375 24.831% +5.137
33500 21.343% 26.157% 18.134% 25.443% +5.503
33625 26.065% +5.783
33750 21.194% 26.815% 18.704% 26.815% +6.190 1円売
33875 28.344% +7.237 1円売
34000 21.889% 29.858% 20.190% 29.858% +8.269 1円売
34125 31.359% +9.412 1円売
34250 23.842% 32.847% 21.469% 32.847% +10.542 1円売
34375 34.323% +11.329 1円売
34500 24.842% 35.788% 23.290% 35.788% +12.104 1円売
34750 38.683% 26.084% 38.683% +13.314 1円売
35000 41.535% 28.827% 41.535% +13.851 1円売
36000 40.880% 52.571% 39.377% 52.571% +15.959 1円売
37000 63.087% 49.369% 63.087% +17.997 1円売
38000 73.157% 58.906% 73.157% +19.966 1円売
39000 82.836% 68.050% 82.836% +21.868 1円売
40000 92.162% 76.847% 92.162% +23.709 1円売
続きを読む

■大引け
相場は急反落。夜間取引の流れを引き継いで続伸して始まりましたがすぐに急落。その後も軟調に推移して安値引けとなりました。IVはコール高プット安。SQを控えた期近は盛り上がりました。

今日の取引。
7C340@290円×1枚買い。
7C380@19円×8枚返済売り。
7P302@210円×1枚売り。
7P250@11円×16枚買い。
7P297@180円×1枚売り。
7P270@29円×4枚買い。


始値 高値 安値 現値 前日比
先物 32590 32720 31855 31865 -555
期近 18.518% 19.643% 18.120% 19.555% +1.144
6月限 18.980% 21.820% 16.418% 21.426% +3.525
7月限 18.472% 19.515% 18.260% 19.393% +0.912
8月限 19.414% 18.215% 18.577% +0.267

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.16 -0.03 +408 -305
+0.54 -185 +0.13 +103
累計


565,224 -463
続きを読む

2023年06月06日 20:00

スマイルカーブ230606大引







原資産 32415.77




短期金利 -0.05%




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)
18.963% 18.906% 19.261% 18.113% 18.411% -0.551


ATR 瞬間 32.007% -6.045



5日 29.933% +0.399



20日 24.821% +0.225



60日 21.508% -0.111







6月限
残存日数 2.75


修正ATM
補正値 -10


前日 始値 高値 安値 終値 (前日比)
19.139% 17.836% 19.108% 16.589% 17.901% -1.238



歪み率 12.320% +1.270
SP 始値 高値 安値 終値 前日比
15000 235.061% 220.212% 234.499% +34.901 1円売
15250 230.275% 215.625% 229.703% +34.214 1円売
15500 225.566% 211.112% 224.983% +33.538 1円売
15750 220.931% 206.669% 220.338% +32.872 1円売
16000 216.368% 202.296% 215.765% +32.217 1円売
16250 211.874% 197.988% 211.261% +31.572 1円売
16500 207.447% 193.744% 206.824% +30.937 1円売
16750 203.086% 189.563% 202.452% +30.311 1円売
17000 198.786% 185.441% 198.143% +29.694 1円売
17250 194.548% 181.378% 193.896% +29.085 1円売
17500 190.369% 177.371% 189.707% +28.486 1円売
17750 186.247% 173.419% 185.575% +27.894 1円売
18000 182.181% 169.520% 181.500% +27.311 1円売
18250 178.168% 165.672% 177.478% +26.735 1円売
18500 174.208% 161.874% 173.508% +26.167 1円売
18750 170.299% 158.125% 169.589% +25.606 1円売
19000 166.441% 154.422% 165.720% +25.053 1円売
19250 162.630% 150.765% 161.898% +24.506 1円売
19500 158.866% 147.152% 158.123% +23.966 1円売
19750 155.146% 143.583% 154.393% +23.432 1円売
20000 151.471% 140.055% 150.706% +22.905 1円売
20250 147.838% 136.568% 147.063% +22.384 1円売
20500 144.247% 133.120% 143.461% +21.869 1円売
20750 140.696% 129.711% 139.899% +21.360 1円売
21000 137.184% 126.339% 136.377% +20.856 1円売
21250 133.711% 123.003% 132.893% +20.358 1円売
21500 130.274% 119.703% 129.446% +19.865 1円売
21750 126.873% 116.436% 126.034% +19.378 1円売
22000 123.507% 113.204% 122.658% +18.896 1円売
22250 120.176% 110.003% 119.316% +18.419 1円売
22500 116.893% 106.834% 116.008% +17.946 1円売
22750 113.611% 103.695% 112.731% +17.478 1円売
23000 110.376% 100.587% 109.486% +17.015 1円売
23250 107.172% 97.507% 106.271% +16.556 1円売
23500 103.997% 94.455% 103.086% +16.102 1円売
23750 100.851% 91.430% 99.930% +15.652 1円売
24000 97.733% 88.432% 96.801% +15.206 1円売
24250 86.101% 94.643% 85.459% 93.700% +14.763 1円売
24500 91.579% 82.511% 90.625% +14.325 1円売
24750 80.217% 88.540% 79.587% 87.576% +13.891 1円売
25000 77.311% 85.526% 76.687% 84.551% +13.460 1円売
25125 83.048% +13.246 1円売
25250 74.427% 82.537% 73.808% 81.550% +13.033 1円売
25375 80.059% +12.821 1円売
25500 71.565% 79.570% 70.951% 78.573% +12.609 1円売
25625 77.092% +12.399 1円売
25750 68.723% 76.626% 68.116% 75.618% +12.014 1円売
25875 74.148% +11.635 1円売
26000 65.902% 73.704% 65.300% 72.684% +11.264 1円売
26125 71.225% +10.932 1円売
26250 63.101% 70.802% 62.504% 69.771% +10.611 1円売
26375 68.322% +10.325 1円売
26500 60.317% 67.921% 59.726% 66.878% +10.012 1円売
26625 65.439% +9.700 1円売
26750 57.552% 65.059% 56.965% 64.005% +9.273 1円売
26875 62.575% +8.851
27000 54.803% 62.216% 54.739% 61.149% +8.426 1円売
27125 59.728% +8.193 1円売
27250 55.715% 59.390% 52.146% 58.311% +7.963 1円売
27375 56.899% +7.666
27500 49.353% 56.643% 49.353% 55.490% +7.401 1円売
27625 54.241% +7.074
27750 46.649% 54.524% 46.649% 52.993% +6.732
27875 51.744% +6.390
28000 47.120% 52.268% 45.442% 50.495% +6.198
28125 49.256% +6.224
28250 44.279% 49.415% 42.696% 48.013% +6.243
28375 46.769% +6.063
28500 41.448% 47.005% 40.350% 45.501% +5.859
28625 44.279% +5.701
28750 38.625% 44.560% 37.969% 43.022% +5.544
28875 41.675% +5.386
29000 35.808% 41.991% 35.615% 40.420% +5.228
29125 39.164% +5.071
29250 34.592% 39.562% 33.260% 37.930% +4.913
29375 36.690% +4.756
29500 31.671% 37.134% 30.906% 35.496% +4.598
29625 34.301% +4.440
29750 30.743% 34.822% 28.609% 33.120% +4.155
29875 31.939% +3.933
30000 26.813% 32.510% 26.643% 30.758% +3.776
30125 29.577% +3.620
30250 25.216% 30.276% 24.651% 28.396% +3.302
30375 27.478% +3.462
30500 23.062% 27.844% 22.686% 26.559% +3.202
30625 25.546% +3.203
30750 20.873% 26.038% 20.873% 24.532% +2.949
30875 23.532% +2.590
31000 20.100% 23.966% 19.551% 22.599% +2.298
31125 21.787% +1.848
31250 18.371% 21.858% 18.371% 20.975% +1.487
31375 20.150% +1.010
31500 18.306% 20.402% 17.899% 19.598% +0.606
31625 19.081% +0.229
31750 18.459% 19.307% 17.188% 18.563% -0.241
31875 18.206% -0.552
32000 17.874% 19.121% 16.544% 17.812% -0.999
32125 17.660% -1.282
32250 20.416% 20.416% 16.517% 17.703% -1.458
32375 17.862% -1.451
32500 20.651% 20.651% 16.794% 18.021% -1.720
32625 18.299% -1.779
32750 20.967% 20.967% 17.144% 18.502% -1.913
32875 18.706% -1.907
33000 21.505% 21.505% 17.055% 18.904% -1.904
33125 19.101% -1.901
33250 21.861% 21.861% 17.104% 19.371% -1.898
33375 19.694% -1.776
33500 22.247% 22.247% 17.572% 19.940% -1.655
33625 20.283% -1.357
33750 22.733% 22.733% 18.407% 20.625% -1.059
33875 21.107% -0.761
34000 24.460% 24.460% 19.683% 21.589% -0.463
34125 21.948% -0.374
34250 25.711% 25.711% 20.896% 22.306% -0.285
34500 26.083% 26.584% 21.976% 23.684% +0.486
34750 28.303% 28.797% 23.977% 25.368% +1.256
35000 30.490% 30.978% 26.298% 27.684% +2.531 1円売
36000 39.409% 35.238% 36.612% +3.849 1円売
37000 47.439% 43.717% 45.089% +5.092 1円売
38000 54.702% 55.128% 51.754% 53.191% +6.274 1円売
39000 62.516% 59.441% 60.967% +7.406 1円売
40000 69.635% 66.805% 68.453% +8.494 1円売
続きを読む

■大引け
相場は4日続伸。IVはコール安プット高になりました。期近IVの歪はおおむね解消されました。

夜間取引。
7C327@630円×1枚売り。
7C350@175円×2枚返済売り。
7C360@42円×4枚買い。

今日の取引。
先物ミニ6月限@32435円×5枚、@32475円×5枚返済売り。
6C327@110円×2枚買い戻し。
6C325@225円×1枚買い戻し。
6P320@76円×1枚売り。


始値 高値 安値 現値 前日比
先物 32000 32540 31930 32420 +180
期近 18.906% 19.261% 18.113% 18.411% -0.551
6月限 17.836% 19.108% 16.589% 17.901% -1.238
7月限 19.066% 19.390% 18.309% 18.481% -0.448
8月限 18.823% 18.150% 18.311% -0.240

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.08 +0.05 +476 -302
+0.76 -104 +0.13 +174
累計


565,687 +14
続きを読む

2023年06月05日 20:00

スマイルカーブ230605大引







原資産 32242.16




短期金利 -0.05%




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)
17.688% 18.515% 19.183% 18.245% 18.963% +1.275


ATR 瞬間 38.052% +17.123



5日 29.534% +3.934



20日 24.595% +1.119



60日 21.619% +0.287







6月限
残存日数 3.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
17.475% 19.087% 19.839% 17.705% 19.139% +1.664



歪み率 11.050% +0.508
SP 始値 高値 安値 終値 前日比
15000 199.664% 190.165% 199.598% +26.746 1円売
15250 195.557% 186.185% 195.489% +26.295 1円売
15500 191.517% 182.273% 191.446% +25.851 1円売
15750 187.540% 178.418% 187.466% +25.414 1円売
16000 183.625% 174.622% 183.547% +24.985 1円売
16250 179.768% 170.884% 179.689% +24.562 1円売
16500 175.970% 167.201% 175.887% +24.145 1円売
16750 172.227% 163.572% 172.141% +23.735 1円売
17000 168.538% 159.995% 168.450% +23.331 1円売
17250 164.901% 156.469% 164.810% +22.933 1円売
17500 161.314% 152.992% 161.221% +22.540 1円売
17750 157.777% 149.562% 157.681% +22.153 1円売
18000 154.287% 146.173% 154.189% +21.772 1円売
18250 150.843% 142.838% 150.742% +21.395 1円売
18500 147.444% 139.542% 147.341% +21.024 1円売
18750 144.089% 136.287% 143.983% +20.658 1円売
19000 140.775% 133.074% 140.667% +20.297 1円売
19250 137.503% 129.900% 137.392% +19.940 1円売
19500 134.270% 126.764% 134.157% +19.588 1円売
19750 131.076% 123.666% 130.961% +19.240 1円売
20000 127.920% 120.603% 127.802% +18.897 1円売
20250 124.799% 117.577% 124.679% +18.558 1円売
20500 121.715% 114.584% 121.592% +18.223 1円売
20750 118.665% 111.625% 118.540% +17.892 1円売
21000 115.648% 108.697% 115.521% +17.565 1円売
21250 112.664% 105.802% 112.535% +17.242 1円売
21500 109.712% 102.937% 109.580% +16.922 1円売
21750 106.791% 100.101% 106.656% +16.606 1円売
22000 103.899% 97.295% 103.763% +16.294 1円売
22250 101.037% 94.516% 100.898% +15.985 1円売
22500 98.216% 91.765% 98.062% +15.680 1円売
22750 95.396% 89.040% 95.253% +15.378 1円売
23000 92.616% 86.341% 92.471% +15.080 1円売
23250 89.863% 83.667% 89.715% +14.784 1円売
23500 87.134% 81.017% 86.984% +14.492 1円売
23750 84.430% 78.390% 84.278% +14.203 1円売
24000 81.750% 76.062% 81.596% +13.690 1円売
24250 74.300% 79.093% 73.799% 78.937% +13.133 1円売
24500 76.429% 76.459% 71.310% 76.300% +12.598 1円売
24750 73.748% 73.846% 68.792% 73.685% +12.031 1円売
25000 71.088% 71.254% 66.408% 71.091% +11.350 1円売
25125 69.802% +11.141 1円売
25250 64.187% 68.683% 63.778% 68.517% +10.937 1円売
25375 67.238% +10.687
25500 65.827% 66.132% 61.216% 65.964% +10.474 1円売
25625 64.694% +10.173 1円売
25750 59.246% 63.604% 58.809% 63.604% +10.051
25875 62.513% +9.929
26000 60.640% 61.420% 56.396% 61.420% +9.807
26125 60.293% +9.685
26250 58.073% 59.160% 54.345% 59.160% +9.563
26375 57.998% +9.441
26500 55.522% 56.867% 52.262% 56.867% +9.319
26625 55.740% +9.197
26750 52.986% 54.732% 50.336% 54.732% +9.075
26875 53.724% +8.953
27000 50.465% 52.723% 48.537% 52.723% +8.831
27125 51.536% +8.709
27250 47.958% 50.348% 46.373% 50.348% +8.587
27375 49.233% +8.465
27500 45.464% 48.090% 44.324% 48.090% +8.343
27625 47.167% +8.221
27750 44.913% 46.261% 42.705% 46.261% +8.099
27875 45.355% +7.977
28000 42.349% 44.298% 40.768% 44.298% +7.855
28125 43.032% +7.525
28250 41.162% 41.970% 38.572% 41.769% +7.183
28375 40.705% +7.040
28500 38.544% 39.947% 36.396% 39.642% +6.898
28625 38.578% +6.755
28750 35.931% 38.075% 33.987% 37.479% +6.612
28875 36.289% +6.470
29000 34.289% 36.117% 32.404% 35.191% +6.327
29125 34.094% +6.185
29250 32.412% 33.339% 30.094% 33.017% +6.042
29375 31.935% +5.893
29500 30.350% 31.172% 28.549% 30.898% +5.745
29625 29.860% +5.596
29750 28.134% 29.285% 26.268% 28.965% +5.447
29875 28.006% +5.299
30000 25.782% 27.315% 24.483% 26.982% +5.150
30125 25.957% +5.001
30250 24.046% 25.678% 22.768% 25.094% +4.743
30375 24.015% +4.269
30500 22.724% 23.732% 21.194% 23.357% +4.121
30625 22.343% +3.617
30750 20.949% 22.178% 20.004% 21.583% +3.274
30875 20.942% +3.025
31000 20.035% 20.922% 18.893% 20.301% +2.603
31125 19.939% +2.427
31250 19.143% 19.930% 18.032% 19.488% +2.084
31375 19.139% +1.744
31500 19.053% 19.456% 17.644% 18.992% +1.534
31625 18.851% +1.348
31750 19.134% 19.739% 17.458% 18.805% +1.171
31875 18.758% +0.953
32000 19.077% 20.024% 17.680% 18.811% +0.835
32125 18.942% +0.718
32250 19.876% 20.449% 17.718% 19.162% +0.600
32375 19.313% +0.415
32500 20.561% 20.788% 18.583% 19.741% +0.527
32625 20.078% +0.556
32750 20.791% 21.261% 19.023% 20.415% +0.584
32875 20.613% +0.472
33000 21.377% 22.210% 19.274% 20.807% +0.358
33125 21.002% +0.244
33250 21.669% 22.513% 19.366% 21.269% +0.097
33375 21.471% -0.051
33500 22.489% 23.347% 19.479% 21.595% -0.275
33750 22.624% 23.929% 19.949% 21.684% -0.885
33000 21.377% 22.210% 19.274% 20.807% +0.358
33250 21.669% 22.513% 19.366% 21.269% +0.097
33500 22.489% 23.347% 19.479% 21.595% -0.275
33750 22.624% 23.929% 19.949% 21.684% -0.885
34000 24.190% 24.612% 20.341% 22.052% -1.258
34250 24.600% 25.187% 21.120% 22.591% -1.561
34500 25.865% 26.212% 21.790% 23.198% -2.179
34750 26.695% 27.610% 22.970% 24.112% -2.796
35000 26.696% 28.988% 24.908% 25.153% -3.266 1円売
36000 34.012% 35.102% 32.518% 32.763% -1.513 1円売
37000 40.979% 42.047% 39.753% 39.998% -0.626 1円売
38000 47.649% 48.698% 46.670% 46.917% +0.209 1円売
39000 55.092% 53.312% 53.561% +1.001 1円売
40000 61.254% 59.679% 59.959% +1.757 1円売
続きを読む

■大引け
週明けの相場は大幅続伸で32000円を突破、33年ぶりの高値をつけました。IVは期近を中心に上昇しました。

夜間取引。
6C320@250円×1枚返済売り。
6C327@70円×2枚売り。
6C335@15円×8枚買い。
7C332@340円×1枚売り。
7C380@14円×16枚買い。

今日の取引。
6C325@150円×1枚売り。
6C332@24円×4枚買い。
7C332@385円×1枚売り。
7C390@8円×16枚、@12円×16枚買い。
7C400@5円×1枚買い。

6月限コール側のIVがかなり歪んでいたので少し仕掛けてみましたが、残存が少ないのでうまくいくかどうかは微妙です。


始値 高値 安値 現値 前日比
先物 31960 32290 31810 32240 +690
期近 18.515% 19.183% 18.245% 18.963% +1.275
6月限 19.087% 19.839% 17.705% 19.139% +1.664
7月限 18.397% 19.052% 18.210% 18.929% +1.188
8月限 18.608% 17.962% 18.551% +0.831

デルタ セータ Cガンマ Pガンマ ベガL ベガS



-0.09 +0.23 +596 -334
+1.29 -143 +0.14 +262
累計


565,673 +821
続きを読む

2023年06月02日 20:00

スマイルカーブ230602大引







原資産 31545.85




短期金利 -0.05%




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)
17.003% 17.470% 17.848% 17.131% 17.688% +0.685


ATR 瞬間 20.929% -8.345



5日 25.600% -2.607



20日 23.476% -0.499



60日 21.333% -0.221







6月限
残存日数 4.75


修正ATM
補正値 0


前日 始値 高値 安値 終値 (前日比)
16.594% 17.283% 17.763% 16.429% 17.475% +0.880



歪み率 10.542% +0.427
SP 始値 高値 安値 終値 前日比
15000 172.852% 167.508% 172.852% +18.158 1円売
15250 169.194% 163.934% 169.194% +17.829 1円売
15500 165.595% 160.415% 165.595% +17.505 1円売
15750 162.052% 156.948% 162.052% +17.186 1円売
16000 158.563% 153.534% 158.563% +16.872 1円売
16250 155.127% 150.171% 155.127% +16.563 1円売
16500 151.742% 146.858% 151.742% +16.258 1円売
16750 148.407% 143.594% 148.407% +15.959 1円売
17000 145.119% 140.376% 145.119% +15.663 1円売
17250 141.878% 137.204% 141.878% +15.372 1円売
17500 138.681% 134.075% 138.681% +15.085 1円売
17750 135.528% 130.989% 135.528% +14.802 1円売
18000 132.417% 127.944% 132.417% +14.523 1円売
18250 129.347% 124.939% 129.347% +14.248 1円売
18500 126.317% 121.973% 126.317% +13.976 1円売
18750 123.325% 119.044% 123.325% +13.708 1円売
19000 120.370% 116.152% 120.370% +13.443 1円売
19250 117.452% 113.295% 117.452% +13.182 1円売
19500 114.569% 110.473% 114.569% +12.924 1円売
19750 111.720% 107.684% 111.720% +12.669 1円売
20000 108.905% 104.928% 108.905% +12.418 1円売
20250 106.122% 102.203% 106.122% +12.169 1円売
20500 103.370% 99.508% 103.370% +11.924 1円売
20750 100.648% 96.844% 100.648% +11.681 1円売
21000 97.956% 94.208% 97.956% +11.441 1円売
21250 95.293% 91.600% 95.293% +11.204 1円売
21500 92.658% 89.020% 92.658% +10.970 1円売
21750 90.050% 86.466% 90.050% +10.738 1円売
22000 87.468% 83.937% 87.468% +10.508 1円売
22250 84.912% 81.434% 84.912% +10.282 1円売
22500 78.894% 82.381% 78.894% 82.381% +9.630 1円売
22750 79.875% 76.499% 79.875% +9.002 1円売
23000 74.023% 77.391% 74.023% 77.391% +8.391 1円売
23250 76.246% 76.246% 71.656% 74.931% +7.982 1円売
23500 73.732% 73.732% 69.416% 72.492% +7.595 1円売
23750 66.881% 70.075% 66.881% 70.075% +7.142 1円売
24000 64.542% 67.906% 64.542% 67.906% +6.903
24250 62.222% 65.829% 62.222% 65.804% +6.664
24500 63.886% 63.886% 61.037% 63.701% +6.425
24750 57.637% 61.781% 57.637% 61.654% +6.186
25000 59.078% 59.919% 57.175% 59.741% +5.947
25125 58.661% +5.828
25250 56.701% 57.810% 55.065% 57.581% +5.708
25375 56.551% +5.589
25500 54.340% 55.769% 53.023% 55.489% +5.469
25625 54.521% +5.350
25750 48.674% 53.883% 48.674% 53.553% +5.230
25875 52.585% +5.111
26000 49.665% 51.995% 49.246% 51.613% +4.991
26125 50.608% +4.872
26250 47.350% 50.030% 47.280% 49.598% +4.752
26375 48.557% +4.633
26500 47.025% 48.116% 45.432% 47.548% +4.513
26625 46.543% +4.394
26750 42.758% 46.249% 42.758% 45.657% +4.393
26875 44.771% +4.393
27000 42.291% 44.399% 41.823% 43.892% +4.393
27125 42.827% +4.393
27250 41.289% 42.182% 39.656% 41.761% +4.392
27375 40.768% +4.392
27500 37.599% 40.082% 37.599% 39.747% +4.392
27625 38.946% +4.392
27750 36.485% 38.412% 35.984% 38.162% +4.391
27875 37.377% +4.391
28000 35.059% 36.607% 34.228% 36.443% +4.391
28125 35.508% +4.390
28250 33.413% 34.586% 32.321% 34.586% +4.346
28375 33.665% +4.302
28500 30.928% 32.744% 30.414% 32.744% +4.257
28625 31.823% +4.213
28750 28.442% 30.958% 28.442% 30.866% +4.062
28875 29.819% +3.912
29000 27.557% 28.911% 26.935% 28.864% +3.762
29125 27.909% +3.612
29250 25.367% 27.215% 25.122% 26.975% +3.453
29375 26.042% +3.283
29500 23.419% 25.153% 23.053% 25.153% +3.158
29625 24.264% +2.945
29750 21.807% 23.518% 21.674% 23.518% +2.838
29875 22.707% +2.593
30000 20.607% 21.914% 20.262% 21.832% +2.283
30125 20.956% +1.973
30250 19.479% 20.501% 19.015% 20.351% +1.904
30375 19.747% +1.691
30500 18.403% 19.298% 18.027% 19.236% +1.537
30625 18.726% +1.391
30750 17.404% 18.523% 17.278% 18.309% +1.205
30875 17.917% +1.109
31000 17.394% 18.122% 16.713% 17.698% +1.012
31125 17.512% +0.916
31250 17.194% 17.751% 16.436% 17.404% +0.819
31375 17.395% +0.761
31500 17.442% 17.796% 16.690% 17.458% +0.662
31625 17.503% +0.541
31750 17.944% 18.063% 16.791% 17.634% +0.505
31875 17.805% +0.507
32000 18.131% 18.330% 17.325% 17.976% +0.480
32125 18.224% +0.530
32250 18.680% 18.715% 17.673% 18.561% +0.631
32375 18.898% +0.682
32500 19.104% 19.426% 18.249% 19.214% +0.711
32625 19.523% +0.776
32750 20.133% 20.133% 18.924% 19.831% +0.842
32875 20.140% +0.853
33000 20.627% 20.713% 19.582% 20.449% +0.784
33125 20.758% +0.705
33250 21.283% 21.389% 20.238% 21.172% +0.731
33375 21.521% +0.719
33500 21.969% 22.076% 21.162% 21.871% +0.708
33750 22.515% 22.978% 22.038% 22.569% +0.685
33000 20.627% 20.713% 19.582% 20.449% +0.784
33250 21.283% 21.389% 20.238% 21.172% +0.731
33500 21.969% 22.076% 21.162% 21.871% +0.708
33750 22.515% 22.978% 22.038% 22.569% +0.685
34000 24.461% 24.461% 22.867% 23.310% +0.661
34250 25.170% 25.170% 23.761% 24.152% +0.627
34500 25.109% 25.704% 24.885% 25.377% +0.592
34750 26.796% 27.221% 26.143% 26.908% +0.558
35000 28.461% 28.899% 27.622% 28.419% +0.524
36000 35.438% 34.267% 34.276% +0.386 1円売
37000 41.686% 40.608% 40.623% +1.001 1円売
38000 47.678% 46.688% 46.708% +1.586 1円売
39000 53.444% 52.436% 52.560% +2.144 1円売
40000 59.005% 57.934% 58.202% +2.678 1円売
続きを読む

■大引け
相場は続伸してバブル崩壊後の高値を再び更新しました。IVも全体的に上昇しました。

今日の取引。
6P322@85円×2枚売り。


始値 高値 安値 現値 前日比
先物 31340 31550 31270 31550 +400
期近 17.470% 17.848% 17.131% 17.688% +0.685
6月限 17.283% 17.763% 16.429% 17.475% +0.880
7月限 17.519% 17.869% 17.254% 17.741% +0.609
8月限 17.837% 17.278% 17.720% +0.497

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.03 +0.12 +349 -239
+0.70 -126 +0.15 +109
累計


564,852 +250
続きを読む

2023年トルコ・シリア地震救援金



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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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