2016年08月25日

8月25日スマイルカーブ





原資産 16539.85




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)
19.216% 19.579% 19.924% 18.964% 19.924% +0.708







9月限
残存日数 10.75


修正ATM
補正値 -25


前日 始値 高値 安値 終値 (前日比)
16.462% 16.666% 17.197% 15.828% 17.141% +0.680



歪み率 6.854% +0.493
SP 始値 高値 安値 終値 前日比
11000 67.450% 66.019% 66.773% +2.654 1円売
11250 64.047% 62.626% 63.341% +2.504 1円売
11500 59.734% 60.710% 59.299% 59.977% +2.357 1円売
11750 56.472% 57.436% 56.034% 56.675% +2.212 1円売
12000 53.270% 54.765% 52.828% 54.561% +3.197
12250 52.471% 50.285% 52.364% +2.913
12500 50.430% 48.371% 50.029% +2.492
12750 47.172% 48.530% 45.847% 47.723% +2.311
13000 43.989% 45.654% 43.533% 45.332% +2.222
13125 42.414% 44.796% 42.026% 44.235% +2.275
13250 42.762% 43.473% 40.884% 42.990% +2.181
13375 41.148% 42.394% 40.065% 41.745% +2.139
13500 37.752% 40.894% 37.752% 40.701% +2.200
13625 37.949% 39.696% 36.943% 39.657% +2.261
13750 37.676% 39.370% 36.692% 38.427% +2.287
13875 36.052% 37.385% 35.545% 37.196% +2.026
14000 35.462% 36.379% 34.684% 35.950% +1.816
14125 33.815% 35.267% 33.661% 34.704% +1.352
14250 33.003% 34.135% 32.749% 33.587% +1.431
14375 32.048% 33.406% 31.734% 32.553% +1.212
14500 31.554% 32.219% 30.808% 31.578% +1.078
14625 30.328% 31.198% 29.706% 30.637% +1.077
14750 29.467% 30.151% 28.807% 29.500% +0.827
14875 28.063% 29.422% 27.489% 28.558% +0.886
15000 26.951% 28.219% 26.802% 27.579% +0.817
15125 26.299% 27.266% 25.496% 26.496% +0.554
15250 25.146% 26.348% 24.668% 25.627% +0.682
15375 24.282% 25.215% 23.632% 24.612% +0.635
15500 23.184% 24.258% 22.689% 23.699% +0.671
15625 22.370% 23.365% 21.808% 22.720% +0.673
15750 21.399% 22.372% 20.895% 21.677% +0.470
15875 20.381% 21.526% 19.998% 20.790% +0.351
16000 19.467% 20.585% 19.106% 20.066% +0.462
16125 18.628% 19.803% 18.245% 19.043% +0.196
16250 17.745% 18.916% 17.303% 18.250% +0.053
16375 17.475% 18.162% 16.691% 17.823% +0.393
16500 16.893% 17.517% 16.135% 17.205% +0.634
16625 16.455% 17.040% 15.817% 16.666% +0.403
16750 16.018% 16.668% 15.504% 16.437% +0.363
16875 16.072% 16.428% 15.087% 16.209% +0.332
17000 15.739% 16.266% 15.010% 16.093% +0.398
17125 15.846% 16.351% 15.198% 16.154% +0.434
17250 15.933% 16.496% 15.353% 16.454% +0.424
17375 16.239% 16.692% 15.515% 16.462% +0.338
17500 16.300% 16.999% 15.714% 16.820% +0.490
17625 16.793% 17.194% 15.809% 17.067% +0.506
17750 17.207% 17.451% 16.214% 17.423% +0.465
17875 17.084% 17.807% 16.531% 17.738% +0.506
18000 17.676% 18.311% 16.953% 18.132% +0.497
18125 17.969% 18.682% 17.338% 18.674% +0.606
18250 19.158% 19.526% 18.037% 19.526% +0.826
18375 18.786% 20.271% 18.737% 20.190% +0.960
18500 19.872% 20.913% 19.274% 20.598% +0.602 1円売
18625 20.945% 21.680% 20.285% 21.680% +1.221 1円売
18750 22.750% 21.353% 22.750% +1.266 1円売
18875 23.806% 22.408% 23.806% +1.311 1円売
19000 24.851% 23.451% 24.851% +1.355 1円売
19250 26.906% 25.502% 26.906% +1.443 1円売
19500 28.919% 27.509% 28.919% +1.528 1円売
19750 30.891% 29.475% 30.891% +1.612 1円売
20000 32.824% 31.403% 32.824% +1.695 1円売
20250 34.722% 33.294% 34.722% +1.776 1円売
20500 36.586% 35.151% 36.586% +1.856 1円売
20750 38.416% 36.975% 38.416% +1.935 1円売
21000 40.216% 38.767% 40.216% +2.012 1円売
21250 41.986% 40.529% 41.986% +2.088 1円売
21500 43.727% 42.263% 43.727% +2.163 1円売
21750 45.440% 43.969% 45.440% +2.236 1円売
22000 47.127% 45.648% 47.127% +2.309 1円売
22250 48.789% 47.302% 48.789% +2.380 1円売
22500 50.425% 48.931% 50.425% +2.451 1円売
22750 52.038% 50.536% 52.038% +2.520 1円売
23000 53.628% 52.118% 53.628% +2.589 1円売
23250 55.195% 53.678% 55.195% +2.657 1円売
23500 56.741% 55.216% 56.741% +2.723 1円売

続きを読む

actok at 16:20コメント(0)トラックバック(0)IVデータ 
■大引け
今日の相場は小反落。狭いレンジの動きが長らく続いています。IVは確り。

今日の取引。
先物ミニ10月限@16415円×5枚買い。
9C185@1円×10枚返済売り。


始値 高値 安値 現値 前日比
先物 16580 16650 16510 16515 -25
期近 19.579% 19.924% 18.964% 19.924% +0.708
9月限 16.666% 17.197% 15.828% 17.141% +0.680
10月限 21.328% 21.556% 20.805% 21.514% +0.390
11月限 22.091% 21.757% 22.080% +0.177

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.05 +0.06 +87 -227
+0.23 +3 +0.12 -140
累計


548,209 -5

続きを読む

actok at 16:18コメント(0)トラックバック(0)トレードとポジション 

2016年08月24日

8月24日スマイルカーブ





原資産 16564.37




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)
18.810% 18.535% 19.421% 18.535% 19.216% +0.406







9月限
残存日数 11.75


修正ATM
補正値 -20


前日 始値 高値 安値 終値 (前日比)
16.308% 15.892% 16.900% 15.892% 16.462% +0.154



歪み率 6.361% +0.168
SP 始値 高値 安値 終値 前日比
11000 63.786% 64.369% 63.450% 64.118% +2.917 1円売
11250 61.090% 60.195% 60.837% +2.788 1円売
11500 57.876% 57.004% 57.620% +2.661 1円売
11750 54.238% 54.722% 53.872% 54.464% +2.536 1円売
12000 51.172% 52.338% 50.919% 51.364% +1.693
12250 50.514% 49.273% 49.450% +1.950
12500 45.199% 47.689% 45.199% 47.536% +2.207
12750 45.347% 46.293% 44.403% 45.412% +1.986
13000 42.300% 43.238% 42.300% 43.111% +1.760
13125 40.793% 42.011% 40.793% 41.960% +1.728
13250 41.134% 41.134% 39.888% 40.809% +1.697
13375 39.589% 40.170% 38.761% 39.606% +1.623
13500 38.054% 38.934% 37.881% 38.501% +1.648
13625 37.692% 36.768% 37.397% +1.718
13750 36.274% 37.012% 35.729% 36.140% +1.714
13875 34.720% 35.660% 34.593% 35.170% +1.364
14000 34.160% 34.537% 33.739% 34.134% +1.173
14125 33.414% 33.764% 32.726% 33.353% +1.458
14250 31.813% 32.678% 31.740% 32.155% +0.930
14375 30.903% 31.739% 30.715% 31.341% +0.786
14500 29.884% 30.908% 29.884% 30.500% +1.011
14625 29.269% 29.924% 28.905% 29.560% +0.816
14750 28.031% 28.894% 27.856% 28.672% +0.845
14875 27.113% 28.014% 26.912% 27.672% +1.016
15000 26.376% 27.045% 26.088% 26.762% +0.834
15125 25.165% 26.152% 25.146% 25.942% +1.056
15250 23.856% 25.206% 23.856% 24.945% +0.821
15375 23.325% 24.113% 23.189% 23.978% +0.744
15500 22.133% 23.219% 22.133% 23.028% +0.707
15625 21.424% 22.347% 21.325% 22.047% +0.695
15750 20.689% 21.444% 20.460% 21.207% +0.469
15875 19.868% 20.597% 19.523% 20.439% +0.575
16000 19.022% 19.932% 18.925% 19.604% +0.536
16125 17.811% 18.960% 17.811% 18.847% +0.674
16250 17.058% 18.469% 17.058% 18.197% +0.670
16375 16.168% 17.884% 16.168% 17.430% +0.511
16500 16.095% 17.450% 16.095% 16.571% +0.261
16625 15.797% 16.697% 15.664% 16.263% +0.214
16750 15.499% 16.355% 15.389% 16.074% +0.307
16875 15.687% 16.268% 15.168% 15.877% +0.662
17000 15.106% 16.184% 15.066% 15.695% +0.241
17125 15.023% 16.365% 14.794% 15.720% +0.280
17250 15.329% 16.252% 15.204% 16.030% +0.376
17375 15.587% 16.358% 15.346% 16.124% +0.384
17500 15.782% 16.548% 15.626% 16.330% +0.349
17625 15.822% 16.735% 15.777% 16.561% +0.431
17750 16.234% 17.195% 16.123% 16.957% +0.378
17875 16.685% 17.433% 16.479% 17.233% +0.293
18000 16.709% 17.713% 16.709% 17.635% +0.140
18125 17.915% 18.167% 17.220% 18.069% +0.041
18250 18.141% 18.924% 17.787% 18.700% +0.082
18375 19.230% 18.447% 19.230% +0.022
18500 18.839% 20.060% 18.839% 19.996% +0.295
18625 19.867% 20.459% 19.465% 20.459% +0.428 1円売
18750 20.882% 21.483% 20.482% 21.483% +0.471 1円売
18875 22.495% 21.488% 22.495% +0.513 1円売
19000 22.877% 23.496% 22.481% 23.496% +0.555 1円売
19250 25.464% 24.435% 25.464% +0.636 1円売
19500 27.390% 26.347% 27.390% +0.716 1円売
19750 29.278% 28.221% 29.278% +0.794 1円売
20000 31.129% 30.057% 31.129% +0.870 1円売
20250 32.946% 31.859% 32.946% +0.945 1円売
20500 34.729% 33.628% 34.729% +1.018 1円売
20750 36.482% 35.366% 36.482% +1.089 1円売
21000 38.204% 37.073% 38.204% +1.160 1円売
21250 39.898% 38.752% 39.898% +1.229 1円売
21500 41.564% 40.403% 41.564% +1.297 1円売
21750 43.204% 42.029% 43.204% +1.364 1円売
22000 44.818% 43.628% 44.818% +1.429 1円売
22250 46.408% 45.204% 46.408% +1.494 1円売
22500 47.974% 46.756% 47.974% +1.558 1円売
22750 49.518% 48.285% 49.518% +1.620 1円売
23000 51.039% 49.792% 51.039% +1.682 1円売
23250 52.539% 51.278% 52.539% +1.743 1円売
23500 54.018% 52.743% 54.018% +1.803 1円売

続きを読む

actok at 16:23コメント(0)トラックバック(0)IVデータ 
■大引け
相場は小反発。動意薄な相場が継続しています。IVは小幅続伸。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 16570 16630 16525 16540 +35
期近 18.535% 19.421% 18.535% 19.216% +0.406
9月限 15.892% 16.900% 15.892% 16.462% +0.154
10月限 20.453% 21.272% 20.453% 21.123% +0.228
11月限 22.115% 21.453% 21.903% +0.272

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.10 +0.06 +103 -237
-0.16 -2 +0.15 -134
累計


548,214 -46

続きを読む

actok at 16:16コメント(0)トラックバック(0)トレードとポジション 

2016年08月23日

8月23日スマイルカーブ





原資産 16521.16




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)
18.362% 18.568% 19.247% 18.389% 18.810% +0.449







9月限
残存日数 12.75


修正ATM
補正値 -20


前日 始値 高値 安値 終値 (前日比)
16.234% 16.363% 17.032% 15.768% 16.308% +0.074



歪み率 6.193% +0.135
SP 始値 高値 安値 終値 前日比
11000 62.164% 60.535% 61.201% +1.737 1円売
11250 59.028% 57.414% 58.050% +1.618 1円売
11500 54.623% 55.954% 54.353% 54.960% +1.501 1円売
11750 51.621% 52.938% 51.350% 51.928% +0.498
12000 48.673% 50.178% 48.673% 49.671% -0.192
12250 48.501% 46.991% 47.500% +0.361
12500 46.014% 46.023% 44.503% 45.329% +0.262
12750 43.039% 43.857% 42.299% 43.426% +0.322
13000 40.108% 41.518% 40.108% 41.351% +0.836
13125 38.658% 40.593% 38.658% 40.232% +0.855
13250 38.965% 39.509% 37.850% 39.112% +0.874
13375 37.478% 38.654% 36.907% 37.983% +0.653
13500 36.001% 37.160% 35.717% 36.853% +0.431
13625 34.532% 36.140% 34.532% 35.679% +0.514
13750 34.269% 35.183% 33.714% 34.426% +0.229
13875 32.773% 33.952% 32.572% 33.806% +0.593
14000 32.219% 33.205% 31.911% 32.961% +0.589
14125 30.702% 32.251% 30.702% 31.894% +0.361
14250 29.945% 31.225% 29.945% 31.225% +0.787
14375 29.648% 30.556% 29.112% 30.556% +0.990
14500 28.587% 29.644% 28.326% 29.490% +0.842
14625 27.889% 28.744% 27.416% 28.744% +1.071
14750 26.644% 27.828% 26.611% 27.828% +0.876
14875 26.018% 26.788% 25.813% 26.656% +0.505
15000 25.184% 25.944% 25.022% 25.928% +0.631
15125 24.425% 25.044% 24.047% 24.886% +0.349
15250 23.673% 24.159% 23.330% 24.124% +0.329
15375 22.706% 23.294% 22.436% 23.234% +0.298
15500 22.020% 22.429% 21.604% 22.322% +0.111
15625 21.195% 21.685% 20.799% 21.352% +0.014
15750 20.902% 20.902% 19.682% 20.737% +0.122
15875 19.101% 20.132% 19.101% 19.863% -0.036
16000 18.528% 19.368% 18.434% 19.068% +0.084
16125 18.330% 18.624% 17.695% 18.173% -0.163
16250 17.606% 17.831% 16.866% 17.527% -0.387
16375 16.734% 17.369% 16.226% 16.919% -0.150
16500 16.430% 16.816% 15.996% 16.310% -0.190
16625 16.096% 16.539% 15.460% 16.048% +0.031
16750 15.762% 16.195% 15.060% 15.768% +0.233
16875 15.678% 16.102% 14.929% 15.215% -0.208
17000 15.256% 16.315% 14.809% 15.453% +0.167
17125 15.485% 16.161% 14.861% 15.440% +0.103
17250 15.548% 16.289% 15.071% 15.654% +0.298
17375 15.509% 16.487% 15.176% 15.740% +0.254
17500 15.964% 16.718% 15.379% 15.980% +0.363
17625 15.938% 17.002% 15.555% 16.130% +0.374
17750 15.882% 17.326% 15.771% 16.579% +0.611
17875 16.690% 17.711% 16.064% 16.939% +0.710
18000 17.352% 18.030% 16.345% 17.494% +0.919
18125 16.920% 18.607% 16.741% 18.028% +1.154
18250 18.011% 19.404% 17.396% 18.618% +1.223
18375 19.087% 19.631% 17.818% 19.208% +1.293
18500 18.640% 20.328% 18.236% 19.702% +1.394
18625 19.624% 20.622% 18.667% 20.031% +1.331 1円売
18750 20.597% 21.599% 19.651% 21.012% +1.365 1円売
18875 22.565% 20.624% 21.982% +1.398 1円売
19000 23.520% 21.585% 22.941% +1.431 1円売
19250 25.399% 23.475% 24.827% +1.497 1円売
19500 27.239% 25.324% 26.674% +1.562 1円売
19750 29.042% 27.136% 28.484% +1.625 1円売
20000 29.761% 30.811% 28.912% 30.259% +1.688 1円売
20250 32.547% 30.654% 32.001% +1.750 1円売
20500 34.252% 32.365% 33.712% +1.810 1円売
20750 35.928% 34.045% 35.392% +1.870 1円売
21000 37.575% 35.697% 37.044% +1.929 1円売
21250 39.194% 37.321% 38.669% +1.987 1円売
21500 40.788% 38.918% 40.267% +2.045 1円売
21750 42.357% 40.490% 41.840% +2.101 1円売
22000 43.901% 42.037% 43.389% +2.157 1円売
22250 45.422% 43.561% 44.914% +2.212 1円売
22500 46.921% 45.062% 46.416% +2.266 1円売
22750 48.397% 46.541% 47.897% +2.319 1円売
23000 49.853% 47.998% 49.357% +2.372 1円売
23250 51.288% 49.435% 50.795% +2.424 1円売
23500 52.704% 50.852% 52.215% +2.475 1円売

続きを読む

actok at 18:25コメント(1)トラックバック(0)IVデータ 
■大引け
相場は小幅反落。IVは小確りでした。

夜間取引。
9P162@135円×2枚買い。


始値 高値 安値 現値 前日比
先物 16535 16645 16430 16505 -65
期近 18.568% 19.247% 18.389% 18.810% +0.449
9月限 16.363% 17.032% 15.768% 16.308% +0.074
10月限 20.491% 21.163% 20.278% 20.896% +0.407
11月限 21.915% 21.430% 21.631% +0.388

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.09 +0.06 +105 -232
-0.15 +0 +0.14 -127
累計


548,261 -4

続きを読む

actok at 18:23コメント(0)トラックバック(0)トレードとポジション 

2016年08月22日

8月22日スマイルカーブ





原資産 16588.88




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)
19.008% 18.784% 18.884% 18.214% 18.362% -0.646







9月限
残存日数 13.75


修正ATM
補正値 -20


前日 始値 高値 安値 終値 (前日比)
17.350% 16.957% 17.133% 16.033% 16.234% -1.116



歪み率 6.058% +0.271
SP 始値 高値 安値 終値 前日比
11000 59.055% 59.588% 58.625% 59.463% +2.402 1円売
11250 56.050% 56.560% 55.616% 56.431% +2.191 1円売
11500 53.105% 53.590% 52.666% 53.458% +0.225 1円売
11750 50.214% 52.141% 50.214% 51.429% +0.323
12000 50.301% 49.408% 49.862% +0.883
12250 47.755% 47.843% 46.839% 47.139% +0.108
12500 44.846% 46.015% 44.661% 45.067% -0.016
12750 41.983% 43.604% 41.983% 43.104% -0.196
13000 40.972% 41.593% 40.356% 40.514% -0.204
13125 39.522% 40.642% 38.914% 39.376% -0.720
13250 39.417% 39.417% 38.169% 38.238% -1.198
13375 37.946% 38.642% 36.820% 37.330% -0.664
13500 37.533% 37.533% 36.180% 36.422% -0.857
13625 36.044% 36.446% 35.021% 35.165% -0.714
13750 35.420% 35.577% 34.102% 34.197% -0.840
13875 34.658% 34.658% 33.120% 33.213% -0.849
14000 33.137% 33.743% 32.222% 32.372% -0.944
14125 32.826% 32.826% 31.287% 31.534% -0.991
14250 31.790% 31.793% 30.328% 30.438% -0.906
14375 30.690% 30.916% 29.387% 29.566% -0.907
14500 29.936% 29.970% 28.359% 28.647% -0.977
14625 29.047% 29.231% 27.673% 27.673% -1.175
14750 28.352% 28.352% 26.921% 26.951% -1.044
14875 27.225% 27.348% 26.108% 26.151% -0.993
15000 26.498% 26.561% 25.297% 25.297% -1.031
15125 25.388% 25.734% 24.537% 24.537% -0.920
15250 24.729% 24.837% 23.747% 23.795% -0.933
15375 24.013% 24.013% 22.920% 22.935% -0.766
15500 23.081% 23.128% 22.116% 22.211% -0.822
15625 22.086% 22.346% 21.304% 21.338% -0.912
15750 21.659% 21.659% 20.499% 20.615% -0.751
15875 20.413% 20.807% 19.734% 19.899% -0.708
16000 19.834% 20.017% 18.951% 18.985% -0.982
16125 18.893% 19.186% 18.246% 18.336% -1.011
16250 18.328% 18.501% 17.484% 17.915% -0.596
16375 18.320% 18.320% 16.835% 17.069% -0.962
16500 17.459% 17.459% 16.291% 16.501% -0.927
16625 16.721% 17.266% 15.907% 16.018% -0.980
16750 15.982% 16.482% 15.474% 15.534% -1.242
16875 15.928% 16.252% 15.228% 15.423% -1.128
17000 15.582% 16.069% 15.063% 15.286% -1.139
17125 15.331% 16.044% 15.136% 15.338% -1.144
17250 15.778% 16.038% 15.186% 15.357% -1.016
17375 15.975% 16.151% 15.311% 15.486% -0.952
17500 15.888% 16.303% 15.454% 15.617% -1.004
17625 16.097% 16.472% 15.599% 15.756% -1.107
17750 16.294% 16.695% 15.858% 15.968% -0.943
17875 16.673% 16.955% 16.153% 16.229% -1.025
18000 16.648% 17.180% 16.471% 16.575% -1.023
18125 17.259% 17.630% 16.793% 16.874% -0.965
18250 17.685% 18.143% 17.320% 17.395% -0.941
18375 17.835% 18.712% 17.641% 17.915% -0.823
18500 18.861% 19.127% 18.307% 18.307% -0.795
18625 18.393% 19.337% 18.393% 18.700% -0.766 1円売
18750 19.333% 19.897% 19.085% 19.647% +0.290 1円売
18875 20.824% 20.014% 20.584% +0.324 1円売
19000 21.741% 20.933% 21.510% +0.357 1円売
19250 22.985% 23.544% 22.739% 23.330% +0.423 1円売
19500 25.309% 24.508% 25.113% +0.487 1円売
19750 26.484% 27.040% 26.240% 26.859% +0.550 1円売
20000 28.182% 28.736% 27.939% 28.571% +0.611 1円売
20250 30.401% 29.605% 30.252% +0.671 1円売
20500 32.036% 31.241% 31.901% +0.729 1円売
20750 33.642% 32.849% 33.522% +0.787 1円売
21000 35.221% 34.428% 35.115% +0.843 1円売
21250 36.774% 35.981% 36.682% +0.899 1円売
21500 38.301% 37.509% 38.223% +0.953 1円売
21750 39.804% 39.013% 39.739% +1.006 1円売
22000 41.284% 40.493% 41.232% +1.059 1円売
22250 42.742% 41.951% 42.702% +1.111 1円売
22500 44.177% 43.387% 44.151% +1.162 1円売
22750 45.592% 44.802% 45.578% +1.212 1円売
23000 46.987% 46.196% 46.985% +1.261 1円売
23250 48.372% 47.571% 48.372% +1.310 1円売
23500 49.739% 48.927% 49.739% +1.358 1円売

続きを読む

actok at 20:43コメント(0)トラックバック(0)IVデータ 
■大引け
相場は小幅続伸。IVは軟調でした。

今日の取引。
10P158@295円×2枚売り。


始値 高値 安値 現値 前日比
先物 16545 16615 16520 16570 +50
期近 18.784% 18.884% 18.214% 18.362% -0.646
9月限 16.957% 17.133% 16.033% 16.234% -1.116
10月限 20.696% 20.894% 20.341% 20.489% -0.508
11月限 21.399% 20.931% 21.243% -0.266

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.11 -0.05 +92 -249
+0.57 +17 +0.06 -157
累計


548,265 -22

続きを読む

actok at 20:31コメント(0)トラックバック(0)トレードとポジション 

2016年08月19日

8月19日スマイルカーブ





原資産 16542.48




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)
19.075% 18.882% 19.728% 18.513% 19.008% -0.067







9月限
残存日数 14.75


修正ATM
補正値 -20


前日 始値 高値 安値 終値 (前日比)
17.733% 17.251% 18.386% 16.712% 17.350% -0.383



歪み率 5.787% +0.283
SP 始値 高値 安値 終値 前日比
11000 56.791% 57.240% 56.211% 57.062% +1.998 1円売
11250 53.887% 54.747% 53.297% 54.241% +2.012
11500 51.040% 53.234% 50.862% 53.234% +2.177
11750 51.620% 51.627% 49.201% 51.106% +2.071
12000 48.712% 48.979% 47.537% 48.979% +1.965
12250 45.853% 47.510% 45.345% 47.031% +1.787
12500 43.041% 45.083% 43.041% 45.083% +1.610
12750 42.115% 43.300% 41.149% 43.300% +1.774
13000 39.283% 40.903% 39.283% 40.718% +1.141
13125 39.203% 40.096% 38.386% 40.096% +1.528
13250 37.771% 39.436% 37.608% 39.045% +1.661
13375 36.348% 37.994% 36.348% 37.994% +1.520
13500 36.818% 37.279% 35.766% 37.279% +1.532
13625 35.351% 36.047% 34.820% 35.879% +1.031
13750 33.891% 35.037% 33.882% 35.037% +0.953
13875 33.147% 34.168% 33.033% 34.062% +0.743
14000 32.298% 33.317% 32.169% 33.317% +0.832
14125 31.364% 32.525% 31.348% 32.525% +0.875
14250 30.823% 31.603% 30.529% 31.344% +0.555
14375 30.113% 30.706% 29.620% 30.473% +0.361
14500 29.272% 29.865% 28.815% 29.624% +0.346
14625 28.625% 29.032% 28.013% 28.848% +0.345
14750 27.818% 28.228% 27.207% 27.995% +0.241
14875 26.880% 27.411% 26.349% 27.145% +0.209
15000 26.242% 26.566% 25.559% 26.328% +0.195
15125 25.416% 25.805% 24.766% 25.456% +0.132
15250 24.433% 25.006% 23.978% 24.728% +0.196
15375 23.876% 24.321% 23.177% 23.701% -0.080
15500 23.437% 23.532% 22.420% 23.033% -0.227
15625 21.956% 22.644% 21.696% 22.250% +0.023
15750 21.846% 22.117% 20.919% 21.366% -0.129
15875 20.915% 21.177% 19.836% 20.607% -0.378
16000 19.732% 20.498% 19.236% 19.966% -0.555
16125 19.387% 19.910% 18.793% 19.347% -0.454
16250 18.629% 19.257% 17.995% 18.511% -0.388
16375 18.109% 18.891% 17.626% 18.031% -0.399
16500 17.246% 18.235% 16.673% 17.428% -0.308
16625 17.259% 17.869% 16.514% 16.997% -0.496
16750 17.273% 17.558% 16.341% 16.776% -0.476
16875 16.840% 17.416% 16.160% 16.551% -0.479
17000 16.863% 17.329% 15.856% 16.425% -0.528
17125 16.719% 17.313% 16.033% 16.482% -0.262
17250 16.412% 17.349% 16.025% 16.372% -0.412
17375 16.679% 17.460% 16.053% 16.438% -0.437
17500 16.743% 17.558% 16.228% 16.622% -0.332
17625 16.772% 17.720% 16.371% 16.863% -0.255
17750 17.145% 17.956% 16.489% 16.911% -0.439
17875 17.438% 18.223% 16.846% 17.255% -0.253
18000 17.708% 18.478% 17.105% 17.598% -0.067
18125 17.574% 18.845% 17.367% 17.839% -0.205
18250 18.108% 19.062% 17.759% 18.336% +0.125
18375 18.459% 19.423% 18.050% 18.738% +0.244
18500 18.534% 20.104% 18.534% 19.102% +0.180
18625 19.510% 20.289% 18.742% 19.466% +0.115
18750 20.474% 20.498% 18.976% 19.358% -0.448 1円売
18875 21.117% 19.703% 20.260% +0.084 1円売
19000 20.749% 21.774% 20.368% 21.152% +0.511 1円売
19250 23.514% 22.115% 22.907% +0.569 1円売
19500 25.218% 23.826% 24.626% +0.625 1円売
19750 26.888% 25.502% 26.309% +0.680 1円売
20000 28.526% 27.145% 27.961% +0.735 1円売
20250 30.134% 28.757% 29.581% +0.788 1円売
20500 31.713% 30.340% 31.172% +0.840 1円売
20750 33.265% 31.895% 32.735% +0.891 1円売
21000 34.790% 33.423% 34.272% +0.941 1円売
21250 36.290% 34.926% 35.783% +0.991 1円売
21500 37.766% 36.404% 37.270% +1.039 1円売
21750 39.219% 37.859% 38.733% +1.087 1円売
22000 40.649% 39.291% 40.173% +1.134 1円売
22250 42.057% 40.701% 41.591% +1.180 1円売
22500 43.445% 42.090% 42.989% +1.226 1円売
22750 44.813% 43.459% 44.366% +1.271 1円売
23000 46.161% 44.808% 45.723% +1.315 1円売
23250 47.490% 46.139% 47.061% +1.358 1円売
23500 48.801% 47.451% 48.381% +1.401 1円売

続きを読む

actok at 19:00コメント(0)トラックバック(0)IVデータ 
■大引け
相場は小反発。IVは小幅まちまち。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 16570 16600 16430 16520 +20
期近 18.882% 19.728% 18.513% 19.008% -0.067
9月限 17.251% 18.386% 16.712% 17.350% -0.383
10月限 20.931% 21.563% 20.564% 20.997% -0.016
11月限 21.773% 20.214% 21.509%


デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.12 +0.00 +106 -211
+0.03 -3 +0.12 -105
累計


548,287 -53

続きを読む

actok at 18:00コメント(0)トラックバック(0)トレードとポジション 
平成28年熊本地震災害義援金



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2016年エクアドル地震救援金



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