2018年11月16日
| 原資産 | 21653.36 | |||||
| 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） | |
| 20.089% | 20.141% | 20.732% | 19.720% | 20.647% | +0.558 | |
| ATR | 瞬間 | 28.341% | +0.367 | |||
| 5日 | 30.681% | -1.161 | ||||
| 20日 | 35.048% | -0.696 | ||||
| 60日 | 31.911% | -0.112 | ||||
| 12月限 | 残存日数 | 18.75 | ||||
| 修正ATM | 補正値 | -5 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 20.202% | 20.310% | 20.977% | 19.799% | 20.827% | +0.625 | |
| 歪み率 | 4.225% | -0.387 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 14500 | 49.285% | 51.689% | 48.718% | 48.724% | -2.415 | |
| 14750 | 47.365% | 50.462% | 47.365% | 47.566% | -2.312 | |
| 15000 | 45.474% | 48.465% | 45.474% | 46.324% | -2.292 | |
| 15250 | 46.516% | 48.362% | 45.083% | 45.083% | -2.272 | |
| 15500 | 46.449% | 46.723% | 43.817% | 43.841% | -2.252 | |
| 15750 | 44.463% | 45.485% | 42.414% | 42.856% | -1.976 | |
| 16000 | 43.855% | 44.116% | 41.654% | 41.871% | -1.829 | |
| 16250 | 42.951% | 43.195% | 40.373% | 40.859% | -1.709 | |
| 16500 | 41.847% | 41.982% | 39.305% | 39.848% | -1.589 | |
| 16750 | 40.598% | 40.686% | 38.300% | 38.836% | -1.509 | |
| 17000 | 39.238% | 39.414% | 37.460% | 37.825% | -1.352 | |
| 17250 | 37.790% | 38.516% | 36.399% | 36.813% | -1.196 | |
| 17500 | 37.218% | 37.302% | 35.148% | 35.802% | -1.061 | |
| 17750 | 35.939% | 36.015% | 34.487% | 34.790% | -0.950 | |
| 18000 | 34.867% | 35.034% | 33.392% | 33.870% | -0.748 | |
| 18250 | 33.606% | 33.935% | 32.565% | 32.950% | -0.582 | |
| 18500 | 32.676% | 32.908% | 31.595% | 32.029% | -0.416 | |
| 18750 | 31.889% | 31.927% | 30.644% | 31.109% | -0.254 | |
| 19000 | 30.798% | 30.894% | 29.699% | 30.189% | -0.181 | |
| 19125 | 30.238% | 30.380% | 29.242% | 29.735% | -0.137 | |
| 19250 | 29.892% | 29.934% | 28.804% | 29.281% | -0.092 | |
| 19375 | 29.573% | 29.616% | 28.307% | 28.827% | -0.098 | |
| 19500 | 28.803% | 28.966% | 27.878% | 28.303% | -0.085 | |
| 19625 | 28.315% | 28.525% | 27.407% | 27.870% | -0.078 | |
| 19750 | 27.844% | 28.074% | 26.984% | 27.438% | -0.072 | |
| 19875 | 27.375% | 27.580% | 26.559% | 27.005% | -0.065 | |
| 20000 | 26.898% | 27.101% | 26.106% | 26.572% | -0.058 | |
| 20125 | 26.405% | 26.815% | 25.583% | 26.213% | +0.052 | |
| 20250 | 26.107% | 26.243% | 25.189% | 25.737% | +0.040 | |
| 20375 | 25.681% | 25.735% | 24.652% | 25.204% | +0.003 | |
| 20500 | 24.821% | 25.261% | 24.308% | 24.770% | -0.016 | |
| 20625 | 24.494% | 24.816% | 23.798% | 24.338% | +0.107 | |
| 20750 | 24.029% | 24.431% | 23.825% | 23.907% | +0.052 | |
| 20875 | 23.704% | 23.841% | 22.879% | 23.460% | +0.065 | |
| 21000 | 23.232% | 23.412% | 22.542% | 23.014% | +0.098 | |
| 21125 | 22.860% | 22.952% | 21.894% | 22.568% | +0.046 | |
| 21250 | 22.333% | 22.483% | 21.606% | 22.166% | +0.095 | |
| 21375 | 21.877% | 22.071% | 20.946% | 21.691% | +0.034 | |
| 21500 | 21.256% | 21.687% | 20.449% | 21.216% | -0.028 | |
| 21625 | 21.097% | 21.240% | 19.942% | 20.888% | +0.058 | |
| 21750 | 20.535% | 20.938% | 19.996% | 20.561% | +0.142 | |
| 21875 | 20.165% | 20.434% | 19.643% | 20.167% | +0.158 | |
| 22000 | 19.805% | 20.252% | 19.274% | 19.907% | +0.221 | |
| 22125 | 19.445% | 19.954% | 18.940% | 19.605% | +0.184 | |
| 22250 | − | 19.600% | 18.754% | 19.360% | +0.193 | |
| 22375 | − | 19.389% | 18.415% | 19.103% | +0.219 | |
| 22500 | 18.956% | 19.031% | 18.282% | 18.909% | +0.275 | |
| 22625 | 18.547% | 18.830% | 18.056% | 18.679% | +0.285 | |
| 22750 | 18.119% | 18.773% | 17.847% | 18.476% | +0.254 | |
| 22875 | 18.303% | 18.456% | 17.693% | 18.272% | +0.273 | |
| 23000 | 17.948% | 18.306% | 17.574% | 18.098% | +0.220 | |
| 23125 | 17.730% | 18.190% | 17.436% | 17.944% | +0.167 | |
| 23250 | 17.566% | 18.147% | 17.316% | 17.808% | +0.133 | |
| 23375 | 17.635% | 18.027% | 17.213% | 17.672% | +0.085 | |
| 23500 | 17.482% | 17.922% | 17.138% | 17.644% | +0.120 | |
| 23625 | 17.317% | 17.898% | 17.041% | 17.539% | +0.078 | |
| 23750 | 17.378% | 17.858% | 17.003% | 17.462% | +0.064 | |
| 23875 | 17.213% | 17.796% | 16.968% | 17.409% | +0.074 | |
| 24000 | 17.269% | 17.791% | 16.911% | 17.356% | +0.084 | |
| 24125 | 17.098% | 17.733% | 16.901% | 17.391% | +0.198 | |
| 24250 | 17.019% | 17.731% | 16.836% | 17.426% | +0.202 | |
| 24375 | 17.216% | 17.792% | 16.912% | 17.462% | +0.207 | |
| 24500 | 17.273% | 17.788% | 16.865% | 17.475% | +0.174 | |
| 24625 | 17.110% | 17.779% | 16.910% | 17.706% | +0.360 | |
| 24750 | 17.741% | 18.263% | 17.122% | 17.937% | +0.546 | |
| 24875 | 17.083% | 18.281% | 17.056% | 18.169% | +0.611 | 1円売 |
| 25000 | 17.668% | 18.754% | 17.427% | 18.754% | +1.001 | 1円売 |
| 25125 | 18.247% | 19.335% | 18.008% | 19.335% | +1.386 | 1円売 |
| 25250 | 18.823% | 19.912% | 18.584% | 19.912% | +1.399 | 1円売 |
| 25375 | − | 20.484% | 19.155% | 20.484% | +1.411 | 1円売 |
| 25500 | 19.959% | 21.051% | 19.721% | 21.051% | +1.423 | 1円売 |
| 25625 | 20.520% | 21.614% | 20.284% | 21.614% | +1.436 | 1円売 |
| 25750 | − | 22.173% | 20.841% | 22.173% | +1.448 | 1円売 |
| 25875 | − | 22.727% | 21.395% | 22.727% | +1.460 | 1円売 |
| 26000 | 22.179% | 23.278% | 21.944% | 23.278% | +1.473 | 1円売 |
| 26125 | 22.724% | 23.824% | 22.490% | 23.824% | +1.485 | 1円売 |
| 26250 | − | 24.367% | 23.031% | 24.367% | +1.497 | 1円売 |
| 26500 | − | 25.440% | 24.103% | 25.440% | +1.521 | 1円売 |
| 26750 | − | 26.499% | 25.159% | 26.499% | +1.545 | 1円売 |
| 27000 | − | 27.544% | 26.201% | 27.544% | +1.569 | 1円売 |
■大引け
相場は続落。IVはコール高プット安でした。
夜間取引。
12P212＠395円×2枚返済売り。
今日の取引。
12P160＠3円×32枚買い。
12P170＠7円×8枚買い。
12P203＠145円×2枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 21830 | 21870 | 21650 | 21650 | -170 | |
| 期近 | 20.141% | 20.732% | 19.720% | 20.647% | +0.558 | |
| 12月限 | 20.310% | 20.977% | 19.799% | 20.827% | +0.625 | |
| 1月限 | 19.868% | 20.465% | 19.550% | 20.376% | +0.514 | |
| 2月限 | − | 19.958% | 19.206% | 19.949% | +0.489 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| -0.12 | -0.05 | +383 | -428 | |||
| 計 | +0.63 | -41 | -0.17 | -45 | ||
| 累計 | 554,673 | -109 | ||||
2018年11月15日
| 原資産 | 21816.13 | |||||
| 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） | |
| 19.386% | 21.171% | 21.265% | 19.743% | 20.089% | +0.702 | |
| ATR | 瞬間 | 27.974% | +1.362 | |||
| 5日 | 31.842% | -2.027 | ||||
| 20日 | 35.743% | -0.918 | ||||
| 60日 | 32.023% | -0.226 | ||||
| 12月限 | 残存日数 | 19.75 | ||||
| 修正ATM | 補正値 | 0 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 19.439% | 21.244% | 21.316% | 19.826% | 20.202% | +0.763 | |
| 歪み率 | 4.613% | -0.171 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 14500 | 50.321% | 52.383% | 50.321% | 51.139% | -0.397 | |
| 14750 | 50.346% | 50.779% | 49.354% | 49.878% | -0.370 | |
| 15000 | 49.828% | 49.828% | 48.163% | 48.616% | -0.343 | |
| 15250 | 47.781% | 48.113% | 47.019% | 47.355% | -0.317 | |
| 15500 | 45.763% | 46.891% | 45.646% | 46.093% | -0.304 | |
| 15750 | 45.864% | 45.864% | 44.464% | 44.832% | -0.292 | |
| 16000 | 43.819% | 44.207% | 43.462% | 43.700% | -0.149 | |
| 16250 | 43.322% | 43.322% | 42.069% | 42.568% | -0.086 | |
| 16500 | 41.904% | 41.904% | 41.120% | 41.436% | -0.022 | |
| 16750 | 40.412% | 40.610% | 39.938% | 40.345% | +0.082 | |
| 17000 | 39.793% | 39.793% | 38.828% | 39.177% | +0.110 | |
| 17250 | 38.498% | 38.510% | 37.639% | 38.010% | +0.138 | |
| 17500 | 37.089% | 37.421% | 36.505% | 36.863% | +0.187 | |
| 17750 | 35.884% | 36.069% | 35.366% | 35.741% | +0.195 | |
| 18000 | 35.033% | 35.122% | 34.247% | 34.618% | +0.202 | |
| 18250 | 34.138% | 34.138% | 33.133% | 33.532% | +0.240 | |
| 18500 | 32.993% | 32.993% | 32.052% | 32.445% | +0.277 | |
| 18750 | 32.108% | 32.108% | 30.986% | 31.363% | +0.319 | |
| 19000 | 30.817% | 30.817% | 29.932% | 30.370% | +0.449 | |
| 19125 | 30.340% | 30.340% | 29.424% | 29.872% | +0.424 | |
| 19250 | 29.563% | 29.752% | 28.922% | 29.373% | +0.471 | |
| 19375 | 28.852% | 29.215% | 28.397% | 28.925% | +0.464 | |
| 19500 | 28.874% | 28.874% | 27.932% | 28.388% | +0.472 | |
| 19625 | 28.734% | 28.734% | 27.454% | 27.949% | +0.478 | |
| 19750 | 28.215% | 28.215% | 26.894% | 27.509% | +0.579 | |
| 19875 | 27.612% | 27.612% | 26.491% | 27.070% | +0.681 | |
| 20000 | 26.931% | 26.967% | 25.998% | 26.630% | +0.782 | |
| 20125 | 26.515% | 26.572% | 25.513% | 26.161% | +0.655 | |
| 20250 | 26.304% | 26.304% | 25.070% | 25.697% | +0.716 | |
| 20375 | 25.366% | 25.682% | 24.490% | 25.200% | +0.686 | |
| 20500 | 25.207% | 25.207% | 24.181% | 24.786% | +0.729 | |
| 20625 | 24.369% | 24.699% | 23.725% | 24.231% | +0.644 | |
| 20750 | 24.201% | 24.201% | 23.245% | 23.855% | +0.737 | |
| 20875 | 23.636% | 23.690% | 22.813% | 23.395% | +0.747 | |
| 21000 | 23.174% | 23.286% | 22.377% | 22.916% | +0.719 | |
| 21125 | 22.791% | 22.796% | 21.923% | 22.522% | +0.756 | |
| 21250 | 22.038% | 22.490% | 21.451% | 22.071% | +0.736 | |
| 21375 | 22.184% | 22.189% | 21.068% | 21.657% | +0.779 | |
| 21500 | 21.114% | 21.846% | 20.592% | 21.244% | +0.794 | |
| 21625 | 21.362% | 21.502% | 20.119% | 20.830% | +0.791 | |
| 21750 | 20.885% | 21.159% | 19.852% | 20.420% | +0.760 | |
| 21875 | 20.236% | 20.815% | 19.431% | 20.009% | +0.729 | |
| 22000 | 19.821% | 20.474% | 19.079% | 19.686% | +0.774 | |
| 22125 | 19.825% | 20.221% | 18.761% | 19.421% | +0.764 | |
| 22250 | − | 19.965% | 18.457% | 19.166% | +0.877 | |
| 22375 | − | 19.708% | 18.213% | 18.884% | +0.810 | |
| 22500 | 19.005% | 19.476% | 17.996% | 18.634% | +0.775 | |
| 22625 | 18.847% | 19.259% | 17.761% | 18.393% | +0.749 | |
| 22750 | 18.442% | 19.093% | 17.576% | 18.221% | +0.789 | |
| 22875 | 18.471% | 18.927% | 17.399% | 18.000% | +0.722 | |
| 23000 | 18.284% | 18.763% | 17.240% | 17.878% | +0.744 | |
| 23125 | 18.168% | 18.633% | 17.115% | 17.776% | +0.706 | |
| 23250 | 17.990% | 18.552% | 17.018% | 17.675% | +0.749 | |
| 23375 | 18.111% | 18.436% | 16.929% | 17.587% | +0.679 | |
| 23500 | 17.909% | 18.369% | 16.873% | 17.524% | +0.647 | |
| 23625 | 17.889% | 18.320% | 16.818% | 17.461% | +0.657 | |
| 23750 | 17.626% | 18.290% | 16.762% | 17.398% | +0.564 | |
| 23875 | 17.754% | 18.199% | 16.713% | 17.335% | +0.547 | |
| 24000 | 17.709% | 18.182% | 16.698% | 17.272% | +0.433 | |
| 24125 | 17.781% | 18.089% | 16.694% | 17.193% | +0.303 | |
| 24250 | 18.102% | 18.108% | 16.649% | 17.224% | +0.282 | |
| 24375 | 17.820% | 18.140% | 16.648% | 17.255% | +0.262 | |
| 24500 | 17.842% | 18.115% | 16.477% | 17.301% | +0.229 | |
| 24625 | 18.483% | 18.483% | 16.601% | 17.346% | +0.196 | |
| 24750 | 18.253% | 18.281% | 16.850% | 17.391% | +0.097 | |
| 24875 | 17.552% | 18.607% | 17.377% | 17.557% | +0.120 | |
| 25000 | 19.460% | 19.460% | 17.249% | 17.753% | +0.066 | |
| 25125 | 18.682% | 18.901% | 17.816% | 17.949% | +0.012 | 1円売 |
| 25250 | 19.240% | 19.459% | 18.378% | 18.513% | +0.257 | 1円売 |
| 25375 | − | 20.012% | 18.935% | 19.072% | +0.498 | 1円売 |
| 25500 | − | 20.560% | 19.488% | 19.627% | +0.511 | 1円売 |
| 25625 | − | 21.105% | 20.037% | 20.178% | +0.525 | 1円売 |
| 25750 | − | 21.646% | 20.581% | 20.724% | +0.538 | 1円売 |
| 25875 | − | 22.182% | 21.122% | 21.267% | +0.551 | 1円売 |
| 26000 | − | 22.715% | 21.658% | 21.805% | +0.564 | 1円売 |
| 26125 | − | 23.243% | 22.190% | 22.339% | +0.577 | 1円売 |
| 26250 | − | 23.768% | 22.719% | 22.870% | +0.590 | 1円売 |
| 26500 | − | 24.807% | 23.765% | 23.919% | +0.616 | 1円売 |
| 26750 | − | 25.832% | 24.796% | 24.954% | +0.641 | 1円売 |
| 27000 | − | 26.843% | 25.813% | 25.975% | +0.666 | 1円売 |
■大引け
相場は小反落。方向感のない動きでした。IVは小確り。
夜間取引。
12C223＠220円×1枚売り。
12P201＠135円×2枚売り。
今日の取引。
12P185＠35円×16枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 21655 | 21830 | 21610 | 21820 | -5 | |
| 期近 | 21.083% | 21.265% | 19.743% | 20.089% | +0.702 | |
| 12月限 | 21.244% | 21.316% | 19.826% | 20.202% | +0.763 | |
| 1月限 | 21.013% | 21.013% | 19.554% | 19.861% | +0.620 | |
| 2月限 | − | 19.995% | 19.236% | 19.460% | +0.467 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| -0.08 | +0.02 | +453 | -420 | |||
| 計 | -0.67 | -81 | -0.05 | +33 | ||
| 累計 | 554,783 | -284 | ||||
2018年11月14日
| 原資産 | 21827.51 | |||||
| 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） | |
| 19.273% | 19.104% | 19.655% | 18.395% | 19.386% | +0.113 | |
| ATR | 瞬間 | 26.613% | -28.944 | |||
| 5日 | 33.869% | -2.793 | ||||
| 20日 | 36.662% | -0.218 | ||||
| 60日 | 32.249% | +0.531 | ||||
| 12月限 | 残存日数 | 20.75 | ||||
| 修正ATM | 補正値 | -5 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 19.303% | 19.148% | 19.713% | 18.374% | 19.439% | +0.136 | |
| 歪み率 | 4.784% | +0.075 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 14500 | 52.136% | 52.192% | 50.546% | 51.536% | +0.836 | |
| 14750 | 50.137% | 50.679% | 49.624% | 50.248% | +0.844 | |
| 15000 | 48.167% | 49.294% | 48.167% | 48.960% | +0.851 | |
| 15250 | 47.667% | 48.247% | 47.270% | 47.672% | +0.859 | |
| 15500 | 45.702% | 46.798% | 45.702% | 46.397% | +0.881 | |
| 15750 | 44.878% | 45.803% | 44.740% | 45.123% | +0.888 | |
| 16000 | 42.923% | 44.361% | 42.923% | 43.849% | +0.896 | |
| 16250 | 41.888% | 43.075% | 41.888% | 42.654% | +1.075 | |
| 16500 | 41.403% | 41.808% | 40.965% | 41.458% | +1.255 | |
| 16750 | 40.036% | 40.519% | 39.769% | 40.263% | +1.235 | |
| 17000 | 38.599% | 39.395% | 38.446% | 39.067% | +1.214 | |
| 17250 | 37.561% | 38.129% | 37.210% | 37.872% | +1.193 | |
| 17500 | 36.366% | 36.878% | 35.726% | 36.677% | +1.172 | |
| 17750 | 35.050% | 35.661% | 34.841% | 35.546% | +1.172 | |
| 18000 | 33.929% | 34.555% | 33.654% | 34.416% | +1.171 | |
| 18250 | 32.654% | 33.431% | 32.422% | 33.292% | +1.142 | |
| 18500 | 31.692% | 32.347% | 31.351% | 32.168% | +1.113 | |
| 18750 | 30.697% | 31.230% | 30.194% | 31.044% | +1.084 | |
| 19000 | 29.484% | 30.147% | 29.184% | 29.920% | +1.055 | |
| 19125 | 28.955% | 29.624% | 28.658% | 29.448% | +1.082 | |
| 19250 | 28.499% | 29.123% | 28.123% | 28.902% | +1.004 | |
| 19375 | 27.598% | 28.583% | 27.557% | 28.460% | +1.048 | |
| 19500 | 27.492% | 28.088% | 27.121% | 27.916% | +1.023 | |
| 19625 | 26.075% | 27.585% | 26.075% | 27.471% | +1.028 | |
| 19750 | 26.608% | 27.094% | 26.101% | 26.930% | +0.937 | |
| 19875 | 25.728% | 26.611% | 25.650% | 26.389% | +0.846 | |
| 20000 | 25.654% | 26.140% | 25.163% | 25.848% | +0.755 | |
| 20125 | 24.974% | 25.798% | 24.673% | 25.506% | +0.863 | |
| 20250 | 24.730% | 25.463% | 24.058% | 24.981% | +0.789 | |
| 20375 | 23.353% | 24.707% | 23.353% | 24.515% | +0.786 | |
| 20500 | 23.874% | 24.308% | 23.265% | 24.057% | +0.754 | |
| 20625 | 23.287% | 24.033% | 22.640% | 23.587% | +0.712 | |
| 20750 | 22.875% | 23.380% | 22.249% | 23.118% | +0.669 | |
| 20875 | 22.340% | 22.845% | 21.704% | 22.648% | +0.591 | |
| 21000 | 21.932% | 22.388% | 21.414% | 22.197% | +0.559 | |
| 21125 | 21.619% | 21.972% | 20.958% | 21.766% | +0.526 | |
| 21250 | 21.156% | 21.588% | 20.461% | 21.334% | +0.494 | |
| 21375 | 20.335% | 21.073% | 20.165% | 20.878% | +0.437 | |
| 21500 | 20.204% | 20.772% | 19.607% | 20.449% | +0.417 | |
| 21625 | 18.488% | 20.291% | 18.488% | 20.039% | +0.360 | |
| 21750 | 19.397% | 19.872% | 18.915% | 19.659% | +0.334 | |
| 21875 | 19.088% | 19.545% | 18.549% | 19.280% | +0.306 | |
| 22000 | 18.780% | 19.149% | 18.235% | 18.912% | +0.277 | |
| 22125 | 18.479% | 18.852% | 17.909% | 18.656% | +0.209 | |
| 22250 | − | 18.665% | 17.601% | 18.289% | +0.107 | |
| 22375 | − | 18.351% | 17.357% | 18.074% | +0.149 | |
| 22500 | 17.696% | 18.092% | 17.118% | 17.859% | +0.132 | |
| 22625 | 17.574% | 17.885% | 16.772% | 17.644% | +0.114 | |
| 22750 | 17.476% | 17.819% | 16.748% | 17.432% | +0.093 | |
| 22875 | 17.137% | 17.558% | 16.571% | 17.278% | +0.032 | |
| 23000 | 17.078% | 17.443% | 16.474% | 17.134% | -0.018 | |
| 23125 | 17.067% | 17.338% | 16.354% | 17.070% | +0.011 | |
| 23250 | 16.909% | 17.236% | 16.271% | 16.925% | -0.055 | |
| 23375 | 16.854% | 17.188% | 16.238% | 16.908% | +0.006 | |
| 23500 | 16.774% | 17.140% | 16.234% | 16.877% | -0.016 | |
| 23625 | 16.697% | 17.111% | 16.208% | 16.803% | -0.056 | |
| 23750 | 16.677% | 17.091% | 16.201% | 16.834% | -0.040 | |
| 23875 | 16.802% | 17.118% | 16.216% | 16.788% | -0.115 | |
| 24000 | 16.511% | 17.149% | 16.218% | 16.839% | -0.093 | |
| 24125 | 16.726% | 17.191% | 16.255% | 16.890% | -0.070 | |
| 24250 | 16.812% | 17.183% | 16.296% | 16.942% | -0.047 | |
| 24375 | 16.711% | 17.268% | 16.313% | 16.993% | -0.024 | |
| 24500 | 16.880% | 17.311% | 16.377% | 17.071% | +0.009 | |
| 24625 | 16.915% | 17.459% | 16.466% | 17.150% | -0.051 | |
| 24750 | 16.737% | 17.433% | 16.476% | 17.294% | -0.045 | |
| 24875 | 17.332% | 17.750% | 16.668% | 17.438% | -0.039 | |
| 25000 | 17.923% | 18.030% | 16.928% | 17.688% | +0.072 | |
| 25125 | 17.228% | 18.279% | 17.062% | 17.937% | +0.162 | |
| 25250 | 17.775% | 18.287% | 17.100% | 18.256% | +0.320 | |
| 25375 | − | 18.829% | 17.645% | 18.574% | +0.107 | 1円売 |
| 25500 | − | 19.368% | 18.186% | 19.116% | +0.120 | 1円売 |
| 25625 | − | 19.902% | 18.722% | 19.653% | +0.133 | 1円売 |
| 25750 | − | 20.433% | 19.254% | 20.186% | +0.146 | 1円売 |
| 25875 | − | 20.959% | 19.782% | 20.715% | +0.159 | 1円売 |
| 26000 | − | 21.482% | 20.305% | 21.241% | +0.172 | 1円売 |
| 26125 | − | 22.000% | 20.825% | 21.762% | +0.185 | 1円売 |
| 26250 | − | 22.515% | 21.342% | 22.279% | +0.198 | 1円売 |
| 26500 | − | 23.534% | 22.363% | 23.303% | +0.223 | 1円売 |
| 26750 | − | 24.539% | 23.370% | 24.313% | +0.247 | 1円売 |
| 27000 | − | 25.531% | 24.363% | 25.310% | +0.272 | 1円売 |
■大引け
相場は小反発。IVはOTMコールを除き総じて堅調でした。
今日の取引はありません。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 21850 | 21985 | 21755 | 21825 | +65 | |
| 期近 | 19.104% | 19.655% | 18.395% | 19.386% | +0.113 | |
| 12月限 | 19.148% | 19.713% | 18.374% | 19.439% | +0.136 | |
| 1月限 | 18.971% | 19.529% | 18.402% | 19.241% | +0.088 | |
| 2月限 | − | 19.012% | 18.302% | 18.993% | +0.090 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| -0.05 | -0.01 | +402 | -379 | |||
| 計 | -0.17 | -66 | -0.05 | +23 | ||
| 累計 | 555,067 | +35 | ||||
2018年11月13日
| 原資産 | 21767.71 | |||||
| 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） | |
| 16.742% | 19.625% | 20.980% | 18.939% | 19.273% | +2.532 | |
| ATR | 瞬間 | 55.556% | +33.060 | |||
| 5日 | 36.662% | +9.457 | ||||
| 20日 | 36.879% | +1.978 | ||||
| 60日 | 31.717% | +0.819 | ||||
| 12月限 | 残存日数 | 21.75 | ||||
| 修正ATM | 補正値 | -10 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 16.673% | 19.621% | 21.110% | 18.961% | 19.303% | +2.630 | |
| 歪み率 | 4.708% | +0.007 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 14500 | 48.393% | 51.998% | 48.393% | 50.700% | +1.250 | |
| 14750 | 49.928% | 50.067% | 47.304% | 49.404% | +1.174 | |
| 15000 | 46.506% | 48.573% | 45.756% | 48.108% | +1.098 | |
| 15250 | 46.001% | 47.256% | 44.816% | 46.812% | +1.022 | |
| 15500 | 45.198% | 46.017% | 43.899% | 45.516% | +0.946 | |
| 15750 | 43.260% | 44.668% | 42.194% | 44.235% | +0.803 | |
| 16000 | 42.246% | 43.298% | 41.083% | 42.954% | +0.674 | |
| 16250 | 41.091% | 41.996% | 39.874% | 41.579% | +0.671 | |
| 16500 | 39.830% | 40.746% | 38.963% | 40.204% | +0.669 | |
| 16750 | 38.483% | 39.570% | 37.303% | 39.028% | +0.561 | |
| 17000 | 37.558% | 38.262% | 36.580% | 37.853% | +0.454 | |
| 17250 | 36.456% | 37.318% | 35.389% | 36.679% | +0.428 | |
| 17500 | 35.218% | 35.817% | 34.234% | 35.505% | +0.435 | |
| 17750 | 34.181% | 34.705% | 33.114% | 34.375% | +0.594 | |
| 18000 | 32.713% | 33.519% | 31.930% | 33.244% | +0.638 | |
| 18250 | 31.648% | 32.353% | 30.979% | 32.150% | +0.676 | |
| 18500 | 30.608% | 31.263% | 29.853% | 31.055% | +0.713 | |
| 18750 | 29.714% | 30.196% | 28.849% | 29.960% | +0.707 | |
| 19000 | 28.718% | 29.191% | 27.932% | 28.865% | +0.701 | |
| 19125 | 28.261% | 28.779% | 27.438% | 28.366% | +0.746 | |
| 19250 | 27.734% | 28.217% | 26.956% | 27.899% | +0.823 | |
| 19375 | 27.255% | 27.903% | 25.585% | 27.412% | +0.862 | |
| 19500 | 26.808% | 27.307% | 26.101% | 26.893% | +0.868 | |
| 19625 | 26.376% | 26.828% | 24.570% | 26.443% | +0.943 | |
| 19750 | 25.860% | 26.378% | 25.199% | 25.993% | +0.935 | |
| 19875 | 25.269% | 26.149% | 15.348% | 25.543% | +0.974 | |
| 20000 | 25.061% | 25.750% | 24.366% | 25.093% | +1.012 | |
| 20125 | 24.450% | 25.278% | 23.853% | 24.643% | +1.051 | |
| 20250 | 24.090% | 24.622% | 23.294% | 24.193% | +1.104 | |
| 20375 | 23.620% | 24.252% | 22.834% | 23.729% | +1.143 | |
| 20500 | 23.048% | 23.888% | 22.712% | 23.302% | +1.218 | |
| 20625 | 22.915% | 23.514% | 22.030% | 22.875% | +1.205 | |
| 20750 | 22.382% | 23.166% | 21.869% | 22.448% | +1.192 | |
| 20875 | 21.976% | 22.742% | 21.320% | 22.058% | +1.200 | |
| 21000 | 21.665% | 22.402% | 21.111% | 21.638% | +1.256 | |
| 21125 | 21.211% | 22.046% | 20.404% | 21.239% | +1.234 | |
| 21250 | 20.616% | 21.556% | 20.088% | 20.840% | +1.212 | |
| 21375 | 20.488% | 21.480% | 19.828% | 20.441% | +1.222 | |
| 21500 | 19.989% | 21.132% | 19.735% | 20.032% | +1.214 | |
| 21625 | 19.868% | 20.627% | 19.289% | 19.678% | +1.176 | |
| 21750 | 19.602% | 20.385% | 19.121% | 19.325% | +1.270 | |
| 21875 | 19.342% | 20.113% | 18.414% | 18.973% | +1.272 | |
| 22000 | 19.083% | 19.972% | 18.264% | 18.636% | +1.289 | |
| 22125 | 17.818% | 19.692% | 17.741% | 18.447% | +1.429 | |
| 22250 | − | 19.606% | 17.796% | 18.183% | +1.492 | |
| 22375 | − | 19.513% | 17.334% | 17.925% | +1.487 | |
| 22500 | 18.250% | 19.426% | 17.344% | 17.728% | +1.531 | |
| 22625 | 18.005% | 19.304% | 17.188% | 17.530% | +1.554 | |
| 22750 | 17.784% | 18.967% | 17.069% | 17.339% | +1.582 | |
| 22875 | 17.609% | 18.865% | 16.942% | 17.246% | +1.691 | |
| 23000 | 17.316% | 18.724% | 16.842% | 17.152% | +1.801 | |
| 23125 | 17.415% | 18.645% | 16.763% | 17.059% | +1.846 | |
| 23250 | 17.067% | 18.552% | 16.722% | 16.981% | +1.843 | |
| 23375 | 17.096% | 18.573% | 16.686% | 16.902% | +1.872 | |
| 23500 | 17.153% | 18.524% | 16.631% | 16.894% | +1.971 | |
| 23625 | 17.014% | 18.433% | 16.669% | 16.860% | +1.976 | |
| 23750 | 16.929% | 18.340% | 16.589% | 16.874% | +2.060 | |
| 23875 | 16.788% | 18.341% | 16.664% | 16.903% | +2.158 | |
| 24000 | 16.861% | 18.423% | 16.680% | 16.932% | +2.198 | |
| 24125 | 16.748% | 18.561% | 16.567% | 16.960% | +2.237 | |
| 24250 | 17.110% | 18.362% | 16.724% | 16.989% | +2.279 | |
| 24375 | 16.983% | 18.433% | 16.703% | 17.018% | +2.276 | |
| 24500 | 17.130% | 18.514% | 16.762% | 17.062% | +2.290 | |
| 24625 | 17.144% | 18.594% | 16.866% | 17.201% | +2.262 | |
| 24750 | 16.944% | 18.538% | 16.917% | 17.339% | +2.232 | |
| 24875 | 16.304% | 18.696% | 16.279% | 17.477% | +2.268 | |
| 25000 | 16.846% | 18.995% | 16.821% | 17.616% | +2.273 | |
| 25125 | − | 19.449% | 17.616% | 17.776% | +2.161 | |
| 25250 | 17.917% | 19.261% | 17.619% | 17.936% | +2.049 | |
| 25375 | 18.446% | 19.786% | 18.152% | 18.468% | +2.309 | 1円売 |
| 25500 | 18.971% | 20.308% | 18.681% | 18.996% | +2.565 | 1円売 |
| 25625 | − | 20.826% | 19.206% | 19.520% | +2.868 | 1円売 |
| 25750 | − | 21.340% | 19.726% | 20.040% | +2.873 | 1円売 |
| 25875 | − | 21.850% | 20.243% | 20.556% | +2.879 | 1円売 |
| 26000 | − | 22.357% | 20.756% | 21.068% | +2.885 | 1円売 |
| 26125 | − | 22.859% | 21.265% | 21.577% | +2.891 | 1円売 |
| 26250 | − | 23.359% | 21.770% | 22.082% | +2.897 | 1円売 |
| 26500 | − | 24.347% | 22.770% | 23.081% | +2.909 | 1円売 |
| 26750 | − | 25.322% | 23.756% | 24.066% | +2.922 | 1円売 |
| 27000 | − | 26.284% | 24.729% | 25.038% | +2.935 | 1円売 |
■大引け
相場は大幅続落。IVは急反発しました。
夜間取引。
12C221＠365円×1枚売り。
12P216＠410円×1枚売り。
今日の取引。
12P160＠7円×32枚買い。
12P175＠16円×8枚買い。
いつものように条件のよいところではバックを積んでいきます。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 21745 | 21830 | 21470 | 21760 | -495 | |
| 期近 | 19.625% | 20.980% | 18.939% | 19.273% | +2.532 | |
| 12月限 | 19.621% | 21.110% | 18.961% | 19.303% | +2.630 | |
| 1月限 | 19.639% | 20.719% | 18.838% | 19.153% | +1.966 | |
| 2月限 | − | 20.290% | 18.656% | 18.903% | +1.580 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| -0.05 | +0.00 | +415 | -386 | |||
| 計 | -0.02 | -67 | -0.05 | +30 | ||
| 累計 | 555,032 | +48 | ||||
2018年11月12日
| 原資産 | 22258.49 | |||||
| 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） | |
| 17.311% | 18.331% | 18.360% | 16.593% | 16.742% | -0.569 | |
| ATR | 瞬間 | 22.496% | +2.314 | |||
| 5日 | 27.206% | -2.057 | ||||
| 20日 | 34.901% | -0.941 | ||||
| 60日 | 30.898% | +0.029 | ||||
| 12月限 | 残存日数 | 22.75 | ||||
| 修正ATM | 補正値 | 0 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 17.280% | 18.315% | 18.346% | 16.521% | 16.673% | -0.607 | |
| 歪み率 | 4.702% | -0.113 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 14500 | 49.093% | 50.765% | 48.863% | 49.450% | -1.439 | |
| 14750 | 47.253% | 48.985% | 47.253% | 48.230% | -1.353 | |
| 15000 | 47.317% | 47.422% | 46.608% | 47.010% | -1.267 | |
| 15250 | 45.467% | 46.502% | 45.297% | 45.790% | -1.216 | |
| 15500 | 45.003% | 45.660% | 44.418% | 44.570% | -1.202 | |
| 15750 | 43.156% | 44.107% | 43.156% | 43.432% | -1.159 | |
| 16000 | 43.298% | 43.298% | 42.087% | 42.280% | -1.130 | |
| 16250 | 42.207% | 42.207% | 40.757% | 40.908% | -1.439 | |
| 16500 | 41.010% | 41.010% | 39.527% | 39.535% | -1.624 | |
| 16750 | 39.128% | 39.547% | 38.467% | 38.467% | -1.407 | |
| 17000 | 38.379% | 38.415% | 37.317% | 37.399% | -1.191 | |
| 17250 | 37.425% | 37.425% | 35.923% | 36.251% | -1.221 | |
| 17500 | 36.320% | 36.320% | 34.807% | 35.070% | -1.216 | |
| 17750 | 35.097% | 35.121% | 33.623% | 33.780% | -1.318 | |
| 18000 | 34.070% | 34.079% | 32.372% | 32.606% | -1.286 | |
| 18250 | 32.896% | 32.921% | 31.232% | 31.474% | -1.280 | |
| 18500 | 31.821% | 31.875% | 30.062% | 30.341% | -1.236 | |
| 18750 | 30.968% | 30.968% | 28.948% | 29.253% | -1.262 | |
| 19000 | 29.738% | 29.738% | 27.827% | 28.164% | -1.289 | |
| 19125 | 29.441% | 29.441% | 27.270% | 27.620% | -1.257 | |
| 19250 | 28.791% | 28.791% | 26.754% | 27.076% | -1.280 | |
| 19375 | 27.712% | 28.240% | 26.239% | 26.550% | -1.285 | |
| 19500 | 27.745% | 27.748% | 25.711% | 26.025% | -1.289 | |
| 19625 | 26.976% | 27.225% | 25.195% | 25.500% | -1.305 | |
| 19750 | 26.698% | 26.728% | 24.729% | 25.058% | -1.274 | |
| 19875 | 26.040% | 26.243% | 24.212% | 24.569% | -1.221 | |
| 20000 | 25.780% | 25.780% | 23.742% | 24.081% | -1.150 | |
| 20125 | 25.009% | 25.255% | 23.266% | 23.592% | -1.140 | |
| 20250 | 24.814% | 24.814% | 22.801% | 23.089% | -1.172 | |
| 20375 | 24.077% | 24.230% | 22.330% | 22.586% | -1.193 | |
| 20500 | 23.824% | 23.824% | 21.894% | 22.084% | -1.213 | |
| 20625 | 23.456% | 23.456% | 21.443% | 21.670% | -1.154 | |
| 20750 | 22.696% | 22.781% | 21.033% | 21.257% | -1.076 | |
| 20875 | 22.691% | 22.691% | 20.346% | 20.858% | -1.053 | |
| 21000 | 21.766% | 21.860% | 19.980% | 20.383% | -1.060 | |
| 21125 | 21.511% | 21.535% | 19.709% | 20.005% | -0.952 | |
| 21250 | 21.121% | 21.121% | 19.291% | 19.628% | -0.933 | |
| 21375 | 20.389% | 20.639% | 18.811% | 19.219% | -0.879 | |
| 21500 | 20.388% | 20.388% | 18.443% | 18.818% | -0.848 | |
| 21625 | 19.417% | 19.825% | 18.177% | 18.503% | -0.745 | |
| 21750 | 19.308% | 19.346% | 17.809% | 18.055% | -0.774 | |
| 21875 | 19.028% | 19.047% | 17.519% | 17.701% | -0.762 | |
| 22000 | 18.579% | 18.579% | 17.152% | 17.347% | -0.750 | |
| 22125 | 18.294% | 18.294% | 16.881% | 17.019% | -0.709 | |
| 22250 | 17.854% | 17.931% | 16.573% | 16.690% | -0.636 | |
| 22375 | 17.783% | 17.783% | 16.226% | 16.438% | -0.621 | |
| 22500 | 17.519% | 17.519% | 15.992% | 16.196% | -0.595 | |
| 22625 | 17.042% | 17.131% | 15.756% | 15.977% | -0.588 | |
| 22750 | 16.955% | 16.955% | 15.598% | 15.757% | -0.581 | |
| 22875 | 16.428% | 16.751% | 15.421% | 15.554% | -0.574 | |
| 23000 | 16.347% | 16.625% | 15.165% | 15.352% | -0.568 | |
| 23125 | 16.310% | 16.453% | 15.097% | 15.213% | -0.562 | |
| 23250 | 16.233% | 16.299% | 14.973% | 15.138% | -0.492 | |
| 23375 | 15.854% | 16.246% | 14.953% | 15.030% | -0.537 | |
| 23500 | 16.082% | 16.160% | 14.901% | 14.923% | -0.582 | |
| 23625 | 15.984% | 16.109% | 14.833% | 14.883% | -0.559 | |
| 23750 | 15.841% | 16.069% | 14.765% | 14.814% | -0.579 | |
| 23875 | 15.795% | 16.075% | 14.731% | 14.745% | -0.629 | |
| 24000 | 15.952% | 16.038% | 14.688% | 14.734% | -0.617 | |
| 24125 | 15.954% | 16.067% | 14.670% | 14.723% | -0.643 | |
| 24250 | 15.734% | 16.024% | 14.562% | 14.710% | -0.661 | |
| 24375 | 15.978% | 16.120% | 14.641% | 14.741% | -0.672 | |
| 24500 | 15.801% | 16.156% | 14.642% | 14.773% | -0.623 | |
| 24625 | 15.709% | 16.135% | 14.697% | 14.938% | -0.646 | |
| 24750 | 15.872% | 16.286% | 14.888% | 15.107% | -0.590 | |
| 24875 | 15.909% | 16.370% | 14.993% | 15.209% | -0.633 | |
| 25000 | 15.744% | 16.590% | 15.220% | 15.343% | -0.650 | |
| 25125 | 16.308% | 16.888% | 15.329% | 15.615% | -0.642 | |
| 25250 | 16.866% | 16.866% | 15.495% | 15.887% | -0.633 | |
| 25375 | 16.215% | 17.152% | 15.664% | 16.159% | -0.538 | |
| 25500 | 16.733% | 17.502% | 16.172% | 16.431% | -0.443 | |
| 25625 | 18.513% | 18.513% | 16.320% | 16.652% | -0.438 | 1円売 |
| 25750 | 17.757% | 18.110% | 16.834% | 17.167% | -0.139 | 1円売 |
| 25875 | − | 18.615% | 17.344% | 17.677% | +0.156 | 1円売 |
| 26000 | 18.765% | 19.116% | 17.850% | 18.184% | +0.447 | 1円売 |
| 26125 | − | 19.614% | 18.352% | 18.686% | +0.458 | 1円売 |
| 26250 | − | 20.108% | 18.850% | 19.185% | +0.468 | 1円売 |
| 26500 | − | 21.085% | 19.836% | 20.172% | +0.489 | 1円売 |
| 26750 | − | 22.048% | 20.807% | 21.144% | +0.509 | 1円売 |
| 27000 | − | 22.998% | 21.765% | 22.103% | +0.529 | 1円売 |
■大引け
週明けの相場は小幅続落。安寄りして始まりましたが、その後は底堅く推移して下げ幅を縮小しました。IVは続落。
夜間取引。
12C231＠130円×2枚売り。
12P211＠195円×2枚売り。
12C228＠195円×2枚売り。
12P213＠260円×2枚売り。
今日の取引。
12C237＠38円×4枚買い。
12P192＠27円×8枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 22115 | 22325 | 22035 | 22255 | -15 | |
| 期近 | 18.331% | 18.360% | 16.593% | 16.742% | -0.569 | |
| 12月限 | 18.315% | 18.346% | 16.521% | 16.673% | -0.607 | |
| 1月限 | 18.452% | 18.542% | 17.020% | 17.187% | -0.550 | |
| 2月限 | − | 18.365% | 17.238% | 17.323% | -0.376 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.14 | -0.03 | +394 | -291 | |||
| 計 | +0.20 | -52 | +0.12 | +103 | ||
| 累計 | 554,984 | -10 | ||||
