2020年05月28日 20:00
| 原資産 | 22035.17 | |||||
| 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） | |
| 20.493% | 21.956% | 22.899% | 20.938% | 20.938% | +0.445 | |
| ATR | 瞬間 | 45.535% | +19.781 | |||
| 5日 | 36.537% | +4.179 | ||||
| 20日 | 35.894% | +0.666 | ||||
| 60日 | 42.685% | -0.329 | ||||
| 6月限 | 残存日数 | 10.75 | ||||
| 修正ATM | 補正値 | -10 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 19.798% | 21.744% | 23.715% | 21.131% | 21.446% | +1.648 | |
| 歪み率 | 8.774% | +0.438 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 11500 | 97.912% | 105.262% | 97.912% | 105.262% | +8.021 | |
| 11750 | 94.782% | 102.550% | 94.782% | 102.550% | +7.912 | |
| 12000 | 97.497% | 99.837% | 96.678% | 99.837% | +7.640 | |
| 12250 | 94.321% | 97.454% | 94.048% | 97.125% | +7.368 | |
| 12500 | 91.207% | 95.072% | 91.029% | 94.413% | +7.086 | |
| 12750 | 91.670% | 92.692% | 90.276% | 92.232% | +7.048 | |
| 13000 | 88.564% | 90.370% | 87.637% | 90.050% | +7.010 | |
| 13250 | 85.513% | 88.048% | 85.451% | 87.869% | +6.972 | |
| 13500 | 82.515% | 85.726% | 82.344% | 85.688% | +6.966 | |
| 13750 | 79.567% | 83.578% | 79.567% | 83.578% | +7.032 | |
| 14000 | 79.000% | 81.528% | 78.659% | 81.469% | +7.098 | |
| 14250 | 76.072% | 79.359% | 75.824% | 79.359% | +7.164 | |
| 14500 | 75.004% | 77.250% | 73.647% | 77.250% | +7.230 | |
| 14625 | 71.765% | 76.195% | 71.765% | 76.195% | +7.263 | |
| 14750 | 70.350% | 75.140% | 70.350% | 75.140% | +7.296 | |
| 14875 | 72.162% | 74.085% | 70.367% | 74.085% | +7.328 | |
| 15000 | 69.247% | 73.031% | 69.247% | 73.031% | +7.361 | |
| 15125 | 69.274% | 71.976% | 67.884% | 71.976% | +7.232 | |
| 15250 | 67.845% | 70.823% | 67.417% | 70.823% | +7.005 | |
| 15375 | 67.661% | 69.670% | 65.213% | 69.670% | +6.777 | |
| 15500 | 66.230% | 68.517% | 65.133% | 68.517% | +6.550 | |
| 15625 | 64.808% | 67.364% | 63.912% | 67.364% | +6.315 | |
| 15750 | 64.453% | 66.211% | 63.095% | 66.211% | +6.081 | |
| 15875 | 63.030% | 65.203% | 61.934% | 65.057% | +5.846 | |
| 16000 | 61.616% | 63.953% | 61.342% | 63.904% | +5.611 | |
| 16125 | 60.210% | 63.726% | 59.402% | 62.751% | +5.341 | |
| 16250 | 59.712% | 62.064% | 58.761% | 61.598% | +5.071 | |
| 16375 | 59.887% | 60.965% | 57.485% | 60.602% | +4.957 | |
| 16500 | 57.709% | 60.102% | 57.147% | 59.605% | +4.843 | |
| 16625 | 56.302% | 59.001% | 55.611% | 58.609% | +4.899 | |
| 16750 | 56.300% | 57.957% | 54.953% | 57.612% | +4.954 | |
| 16875 | 54.880% | 57.046% | 53.907% | 56.616% | +5.010 | |
| 17000 | 54.082% | 56.001% | 53.179% | 55.619% | +5.065 | |
| 17125 | 52.663% | 54.971% | 51.892% | 54.623% | +4.972 | |
| 17250 | 50.662% | 54.050% | 50.662% | 53.626% | +4.878 | |
| 17375 | 50.393% | 53.302% | 49.772% | 52.630% | +4.784 | |
| 18000 | 46.311% | 48.332% | 45.723% | 47.512% | +4.316 | |
| 18125 | 45.211% | 47.463% | 44.418% | 46.646% | +4.345 | |
| 18250 | 44.418% | 46.521% | 43.660% | 45.780% | +4.375 | |
| 18375 | 43.864% | 45.728% | 42.918% | 44.894% | +4.383 | |
| 18500 | 43.210% | 44.791% | 41.807% | 44.007% | +4.392 | |
| 18625 | 41.700% | 43.827% | 40.849% | 43.120% | +4.381 | |
| 18750 | 40.944% | 42.880% | 40.079% | 42.233% | +4.371 | |
| 18875 | 40.113% | 42.111% | 39.229% | 41.347% | +4.360 | |
| 19000 | 39.424% | 41.235% | 38.537% | 40.460% | +4.350 | |
| 19125 | 38.453% | 40.317% | 37.570% | 39.573% | +4.348 | |
| 19250 | 37.426% | 39.325% | 36.854% | 38.686% | +4.346 | |
| 19375 | 36.349% | 38.461% | 35.900% | 37.803% | +4.350 | |
| 19500 | 35.700% | 37.616% | 35.097% | 36.919% | +4.327 | |
| 19625 | 34.796% | 36.729% | 34.183% | 36.036% | +4.311 | |
| 19750 | 34.614% | 35.893% | 33.311% | 35.153% | +4.294 | |
| 19875 | 33.384% | 35.034% | 32.488% | 34.172% | +4.165 | |
| 20000 | 32.221% | 34.193% | 31.610% | 33.192% | +4.036 | |
| 20125 | 31.212% | 33.329% | 30.773% | 32.468% | +4.211 | |
| 20250 | 30.718% | 32.504% | 29.702% | 31.744% | +4.387 | |
| 20375 | 29.779% | 31.617% | 29.129% | 30.966% | +4.392 | |
| 20500 | 28.725% | 30.874% | 28.249% | 30.188% | +4.397 | |
| 20625 | 27.968% | 30.044% | 27.368% | 29.275% | +4.398 | |
| 20750 | 27.430% | 29.191% | 26.480% | 28.361% | +4.261 | |
| 20875 | 26.694% | 28.507% | 25.736% | 27.725% | +4.403 | |
| 21000 | 25.772% | 27.653% | 24.923% | 27.089% | +4.544 | |
| 21125 | 24.669% | 27.047% | 24.106% | 26.178% | +4.442 | |
| 21250 | 25.478% | 26.242% | 23.365% | 25.318% | +4.382 | |
| 21375 | 23.341% | 25.443% | 22.654% | 24.638% | +4.417 | |
| 21500 | 22.824% | 24.825% | 21.967% | 23.957% | +4.219 | |
| 21625 | 22.307% | 24.246% | 21.371% | 23.276% | +4.000 | |
| 21750 | 21.433% | 23.837% | 20.880% | 22.595% | +3.725 | |
| 21875 | 21.390% | 23.466% | 20.462% | 22.116% | +3.476 | |
| 22000 | 21.097% | 23.186% | 20.214% | 21.538% | +3.129 | |
| 22125 | 19.827% | 23.043% | 19.827% | 21.081% | +2.835 | |
| 22250 | 21.513% | 22.876% | 19.906% | 20.735% | +2.541 | |
| 22375 | 20.370% | 22.849% | 19.627% | 20.518% | +2.247 | |
| 22500 | 20.885% | 22.846% | 19.603% | 20.469% | +2.121 | |
| 22625 | 20.393% | 22.927% | 18.990% | 20.549% | +2.048 | |
| 22750 | 20.632% | 22.892% | 20.041% | 20.628% | +1.975 | |
| 22875 | 20.234% | 23.703% | 20.190% | 20.774% | +1.903 | |
| 23000 | 21.476% | 23.098% | 20.333% | 20.919% | +1.830 | |
| 23125 | 21.332% | 23.239% | 20.560% | 21.188% | +1.825 | |
| 23250 | 21.437% | 23.267% | 20.719% | 21.350% | +1.714 | |
| 23375 | 21.423% | 23.395% | 20.973% | 21.437% | +1.486 | |
| 23500 | 21.986% | 23.514% | 21.227% | 21.592% | +1.327 | |
| 23750 | 22.071% | 23.877% | 21.698% | 21.903% | +0.835 | |
| 24000 | 23.006% | 24.239% | 22.008% | 22.008% | +0.136 | |
■大引け
相場は大幅続伸して3か月ぶりに22000円台を回復しました。IVは期近プットを中心に上昇し、全面高となりました。
夜間取引。
6C221＠210円×2枚売り。
先物ミニ6月限＠21680円×5枚買い。
今日の取引。
6C221＠290円×2枚売り。
先物ミニ6月限＠21860円×5枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 21705 | 22025 | 21570 | 22025 | +540 | |
| 期近 | 21.956% | 22.899% | 20.938% | 20.938% | +0.445 | |
| 6月限 | 21.744% | 23.715% | 21.131% | 21.446% | +1.648 | |
| 7月限 | 22.053% | 22.605% | 20.721% | 20.721% | -0.147 | |
| 8月限 | − | 22.850% | 21.374% | 21.374% | -0.446 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| -0.01 | +0.00 | +210 | -217 | |||
| 計 | +0.05 | -9 | -0.01 | -7 | ||
| 累計 | 566,824 | +174 | ||||
2020年05月27日 16:19
| 原資産 | 21494.54 | |||||
| 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） | |
| 20.487% | 21.206% | 21.732% | 20.433% | 20.493% | +0.006 | |
| ATR | 瞬間 | 25.755% | -17.857 | |||
| 5日 | 32.359% | -4.082 | ||||
| 20日 | 35.227% | -1.789 | ||||
| 60日 | 43.015% | -1.538 | ||||
| 6月限 | 残存日数 | 11.75 | ||||
| 修正ATM | 補正値 | -10 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 19.907% | 20.677% | 21.527% | 19.715% | 19.798% | -0.109 | |
| 歪み率 | 8.336% | +0.533 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 11500 | − | 97.241% | 93.992% | 97.241% | +5.680 | |
| 11750 | 93.478% | 94.638% | 91.397% | 94.638% | +5.309 | |
| 12000 | 84.975% | 92.198% | 84.975% | 92.198% | +5.101 | |
| 12250 | 87.319% | 89.949% | 86.002% | 89.757% | +4.893 | |
| 12500 | 84.328% | 87.492% | 84.059% | 87.327% | +4.575 | |
| 12750 | 84.668% | 85.343% | 82.116% | 85.184% | +4.543 | |
| 13000 | 78.512% | 83.194% | 78.512% | 83.040% | +4.511 | |
| 13250 | 78.753% | 80.897% | 77.826% | 80.897% | +4.479 | |
| 13500 | 75.872% | 78.789% | 75.872% | 78.721% | +4.279 | |
| 13750 | 73.039% | 76.834% | 73.039% | 76.546% | +4.079 | |
| 14000 | 72.410% | 75.074% | 71.340% | 74.371% | +3.878 | |
| 14250 | 69.595% | 72.714% | 68.896% | 72.195% | +3.678 | |
| 14500 | 68.497% | 70.598% | 67.350% | 70.020% | +3.478 | |
| 14625 | 68.520% | 69.665% | 65.949% | 68.932% | +3.378 | |
| 14750 | 65.707% | 68.593% | 64.776% | 67.845% | +3.278 | |
| 14875 | 65.701% | 67.416% | 64.163% | 66.757% | +3.178 | |
| 15000 | 64.306% | 66.726% | 63.387% | 65.669% | +3.078 | |
| 15125 | − | 65.653% | 61.889% | 64.744% | +3.140 | |
| 15250 | 61.545% | 64.455% | 60.977% | 63.818% | +3.202 | |
| 15375 | 61.312% | 63.781% | 60.252% | 62.892% | +3.229 | |
| 15500 | 59.933% | 62.753% | 58.985% | 61.967% | +3.257 | |
| 15625 | 59.551% | 61.725% | 58.404% | 61.048% | +3.291 | |
| 15750 | 58.170% | 60.779% | 57.254% | 60.130% | +3.325 | |
| 15875 | 56.798% | 59.772% | 56.194% | 59.211% | +3.359 | |
| 16000 | 56.289% | 58.810% | 55.435% | 58.293% | +3.394 | |
| 16125 | 55.692% | 57.895% | 54.250% | 57.410% | +3.393 | |
| 16250 | 54.311% | 56.882% | 53.345% | 56.528% | +3.393 | |
| 16375 | 52.938% | 55.820% | 52.517% | 55.645% | +3.392 | |
| 16500 | 51.573% | 55.121% | 50.959% | 54.762% | +3.452 | |
| 16625 | 51.510% | 54.276% | 50.556% | 53.710% | +3.343 | |
| 16750 | 50.130% | 53.147% | 49.506% | 52.658% | +3.233 | |
| 16875 | 48.758% | 52.162% | 48.582% | 51.606% | +3.124 | |
| 17000 | 48.478% | 51.380% | 47.575% | 50.554% | +3.014 | |
| 17125 | 47.587% | 50.531% | 46.800% | 49.651% | +3.012 | |
| 17250 | 46.661% | 49.422% | 45.889% | 48.749% | +3.010 | |
| 17375 | 45.700% | 48.772% | 44.952% | 47.846% | +3.008 | |
| 18000 | 41.109% | 44.314% | 40.396% | 43.196% | +2.878 | |
| 18125 | 39.962% | 43.457% | 39.632% | 42.301% | +2.852 | |
| 18250 | 39.599% | 42.510% | 38.804% | 41.406% | +2.826 | |
| 18375 | 38.377% | 41.642% | 37.752% | 40.510% | +2.800 | |
| 18500 | 38.051% | 40.751% | 37.005% | 39.615% | +2.718 | |
| 18625 | 36.544% | 39.897% | 36.127% | 38.739% | +2.656 | |
| 18750 | 36.041% | 39.093% | 35.296% | 37.862% | +2.594 | |
| 18875 | 34.877% | 38.185% | 34.468% | 36.986% | +2.532 | |
| 19000 | 34.686% | 37.385% | 33.597% | 36.110% | +2.478 | |
| 19125 | 33.094% | 36.497% | 32.791% | 35.225% | +2.415 | |
| 19250 | 32.244% | 35.648% | 31.888% | 34.340% | +2.352 | |
| 19375 | 31.445% | 34.742% | 31.057% | 33.453% | +2.287 | |
| 19500 | 30.796% | 33.935% | 30.236% | 32.593% | +2.251 | |
| 19625 | 29.794% | 33.037% | 29.375% | 31.725% | +2.210 | |
| 19750 | 28.603% | 32.188% | 28.554% | 30.858% | +2.168 | |
| 19875 | 27.945% | 31.330% | 27.533% | 30.007% | +2.133 | |
| 20000 | 27.861% | 30.495% | 26.768% | 29.156% | +2.043 | |
| 20125 | 27.204% | 29.656% | 25.822% | 28.257% | +1.906 | |
| 20250 | 26.382% | 28.830% | 25.164% | 27.358% | +1.822 | |
| 20375 | 25.407% | 27.931% | 24.264% | 26.574% | +1.854 | |
| 20500 | 24.619% | 27.153% | 23.614% | 25.791% | +1.766 | |
| 20625 | 23.644% | 26.594% | 22.611% | 24.877% | +1.575 | |
| 20750 | 23.084% | 25.547% | 21.926% | 24.100% | +1.521 | |
| 20875 | 22.848% | 24.858% | 21.286% | 23.322% | +1.454 | |
| 21000 | 21.772% | 24.009% | 20.622% | 22.545% | +1.314 | |
| 21125 | 21.215% | 23.221% | 20.043% | 21.736% | +1.142 | |
| 21250 | 20.657% | 22.591% | 19.314% | 20.937% | +0.946 | |
| 21375 | 20.265% | 21.898% | 18.822% | 20.221% | +0.710 | |
| 21500 | 19.796% | 21.330% | 18.513% | 19.738% | +0.585 | |
| 21625 | 19.506% | 21.052% | 18.131% | 19.276% | +0.593 | |
| 21750 | 19.117% | 20.707% | 18.139% | 18.871% | +0.467 | |
| 21875 | 18.950% | 20.243% | 17.739% | 18.640% | +0.368 | |
| 22000 | 18.731% | 20.058% | 17.917% | 18.409% | +0.275 | |
| 22125 | 18.900% | 19.917% | 17.823% | 18.246% | +0.277 | |
| 22250 | 19.010% | 19.870% | 17.813% | 18.194% | +0.260 | |
| 22375 | 18.758% | 19.877% | 17.802% | 18.271% | +0.261 | |
| 22500 | 19.073% | 19.975% | 17.982% | 18.349% | +0.261 | |
| 22625 | 19.117% | 20.060% | 18.076% | 18.501% | +0.207 | |
| 22750 | 19.163% | 20.190% | 18.281% | 18.653% | +0.152 | |
| 22875 | 18.307% | 20.369% | 18.307% | 18.871% | +0.222 | |
| 23000 | 19.679% | 20.592% | 18.604% | 19.089% | +0.291 | |
| 23125 | 19.862% | 20.810% | 18.738% | 19.363% | +0.299 | |
| 23250 | 20.175% | 21.028% | 18.872% | 19.636% | +0.307 | |
| 23500 | 20.711% | 21.496% | 19.648% | 20.265% | +0.374 | |
| 23750 | 21.124% | 22.096% | 20.375% | 21.068% | +0.391 | |
| 24000 | 21.790% | 23.069% | 21.255% | 21.871% | +0.280 | |
■大引け
相場は3日続伸で連日の高値更新。IVは総じて堅調でした。
今日の取引。
6C218＠165円×2枚売り。先物ミニ6月限＠21350円×5枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 21245 | 21485 | 21135 | 21485 | +210 | |
| 期近 | 21.206% | 21.732% | 20.433% | 20.493% | +0.006 | |
| 6月限 | 20.677% | 21.527% | 19.715% | 19.798% | -0.109 | |
| 7月限 | 21.507% | 22.082% | 20.793% | 20.867% | -0.007 | |
| 8月限 | − | 22.843% | 21.813% | 21.820% | -0.164 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.17 | -0.12 | +188 | -168 | |||
| 計 | +0.18 | -32 | +0.05 | +20 | ||
| 累計 | 566,650 | +7 | ||||
2020年05月26日 16:28
| 原資産 | 21281.87 | |||||
| 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） | |
| 21.302% | 20.933% | 21.593% | 20.203% | 20.487% | -0.814 | |
| ATR | 瞬間 | 43.612% | +0.962 | |||
| 5日 | 36.440% | +2.863 | ||||
| 20日 | 37.016% | -0.105 | ||||
| 60日 | 44.553% | -1.013 | ||||
| 6月限 | 残存日数 | 12.75 | ||||
| 修正ATM | 補正値 | -10 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 20.866% | 20.421% | 21.330% | 19.583% | 19.907% | -0.959 | |
| 歪み率 | 7.803% | +0.426 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 11500 | 85.641% | 92.819% | 85.641% | 91.561% | +4.693 | |
| 11750 | − | 90.214% | 85.771% | 89.329% | +4.624 | |
| 12000 | 79.918% | 87.679% | 79.918% | 87.096% | +4.556 | |
| 12250 | 82.077% | 85.366% | 81.695% | 84.864% | +4.507 | |
| 12500 | 79.198% | 83.100% | 79.198% | 82.752% | +4.579 | |
| 12750 | 79.462% | 80.982% | 77.579% | 80.641% | +4.650 | |
| 13000 | 76.589% | 78.883% | 75.520% | 78.530% | +4.497 | |
| 13250 | 73.766% | 76.785% | 73.461% | 76.418% | +4.343 | |
| 13500 | 70.991% | 74.997% | 70.991% | 74.443% | +4.326 | |
| 13750 | 68.262% | 73.209% | 68.262% | 72.468% | +4.308 | |
| 14000 | 67.605% | 71.421% | 67.369% | 70.492% | +4.291 | |
| 14250 | 64.892% | 69.262% | 64.854% | 68.517% | +4.274 | |
| 14500 | 62.220% | 67.369% | 62.220% | 66.542% | +4.256 | |
| 14625 | 62.441% | 66.139% | 62.441% | 65.554% | +4.204 | |
| 14750 | 62.412% | 65.031% | 61.523% | 64.566% | +4.152 | |
| 14875 | − | 63.919% | 60.579% | 63.579% | +4.100 | |
| 15000 | 60.834% | 62.841% | 59.483% | 62.591% | +4.048 | |
| 15125 | 58.377% | 66.524% | 58.333% | 61.603% | +3.912 | |
| 15250 | − | 68.586% | 57.632% | 60.616% | +3.776 | |
| 15375 | 56.791% | 62.033% | 56.514% | 59.663% | +3.675 | |
| 15500 | 55.461% | 59.298% | 55.392% | 58.710% | +3.637 | |
| 15625 | 55.060% | 58.277% | 54.804% | 57.757% | +3.599 | |
| 15750 | 53.728% | 57.339% | 53.728% | 56.805% | +3.561 | |
| 15875 | 52.404% | 56.378% | 52.404% | 55.852% | +3.523 | |
| 16000 | 51.883% | 55.487% | 51.883% | 54.899% | +3.485 | |
| 16125 | 51.279% | 54.455% | 51.153% | 54.017% | +3.531 | |
| 16250 | 50.607% | 53.584% | 50.200% | 53.135% | +3.578 | |
| 16375 | 49.876% | 52.558% | 49.127% | 52.252% | +3.625 | |
| 16500 | 47.933% | 51.648% | 47.933% | 51.310% | +3.611 | |
| 16625 | 47.741% | 51.232% | 47.569% | 50.367% | +3.524 | |
| 16750 | 46.395% | 49.784% | 46.395% | 49.425% | +3.438 | |
| 16875 | 46.036% | 48.878% | 45.849% | 48.482% | +3.351 | |
| 17000 | 44.679% | 47.954% | 44.679% | 47.540% | +3.264 | |
| 17125 | 44.187% | 47.052% | 44.106% | 46.639% | +3.160 | |
| 17250 | 43.600% | 46.124% | 43.263% | 45.739% | +3.055 | |
| 17375 | 42.581% | 45.187% | 42.403% | 44.838% | +2.951 | |
| 18000 | 38.694% | 40.695% | 38.267% | 40.318% | +2.425 | |
| 18125 | 37.707% | 39.822% | 37.361% | 39.449% | +2.349 | |
| 18250 | 36.681% | 38.950% | 36.590% | 38.580% | +2.253 | |
| 18375 | 36.015% | 38.117% | 35.729% | 37.711% | +2.157 | |
| 18500 | 35.441% | 37.203% | 35.022% | 36.896% | +2.146 | |
| 18625 | 34.761% | 36.451% | 34.245% | 36.082% | +2.090 | |
| 18750 | 33.683% | 35.607% | 33.473% | 35.268% | +2.051 | |
| 18875 | 33.132% | 34.749% | 32.738% | 34.454% | +1.919 | |
| 19000 | 32.331% | 33.874% | 31.983% | 33.632% | +1.832 | |
| 19125 | 31.075% | 33.060% | 31.075% | 32.810% | +1.778 | |
| 19250 | 30.696% | 32.208% | 30.405% | 31.989% | +1.725 | |
| 19375 | 29.843% | 31.372% | 29.671% | 31.165% | +1.640 | |
| 19500 | 29.180% | 30.575% | 28.951% | 30.342% | +1.556 | |
| 19625 | 28.474% | 29.794% | 28.096% | 29.516% | +1.469 | |
| 19750 | 27.468% | 29.160% | 27.300% | 28.690% | +1.370 | |
| 19875 | 27.131% | 28.257% | 26.589% | 27.874% | +1.336 | |
| 20000 | 26.233% | 27.758% | 25.891% | 27.113% | +1.293 | |
| 20125 | 25.532% | 26.939% | 25.209% | 26.351% | +1.325 | |
| 20250 | 24.655% | 26.218% | 24.473% | 25.536% | +1.304 | |
| 20375 | 24.206% | 25.460% | 23.726% | 24.721% | +1.279 | |
| 20500 | 22.955% | 24.909% | 22.955% | 24.025% | +1.373 | |
| 20625 | 22.348% | 23.955% | 22.127% | 23.302% | +1.440 | |
| 20750 | 21.752% | 23.253% | 21.448% | 22.579% | +1.366 | |
| 20875 | 20.880% | 22.708% | 20.663% | 21.869% | +1.304 | |
| 21000 | 20.209% | 22.086% | 20.109% | 21.231% | +1.325 | |
| 21125 | 19.735% | 21.500% | 19.526% | 20.594% | +1.190 | |
| 21250 | 19.179% | 20.910% | 19.150% | 19.991% | +1.058 | |
| 21375 | 18.503% | 20.562% | 18.503% | 19.511% | +1.048 | |
| 21500 | 17.977% | 20.136% | 17.977% | 19.153% | +0.958 | |
| 21625 | 17.984% | 19.791% | 17.984% | 18.683% | +0.799 | |
| 21750 | 17.674% | 19.553% | 17.674% | 18.404% | +0.669 | |
| 21875 | 17.664% | 19.453% | 17.664% | 18.272% | +0.569 | |
| 22000 | 17.656% | 19.084% | 17.521% | 18.134% | +0.465 | |
| 22125 | 17.602% | 19.004% | 17.602% | 17.969% | +0.250 | |
| 22250 | 17.703% | 19.035% | 17.640% | 17.934% | +0.164 | |
| 22375 | 17.620% | 19.005% | 17.620% | 18.010% | +0.146 | |
| 22500 | 17.979% | 19.166% | 17.782% | 18.087% | +0.128 | |
| 22625 | 18.629% | 19.258% | 17.883% | 18.294% | +0.179 | |
| 22750 | 18.593% | 19.416% | 18.005% | 18.501% | +0.225 | |
| 23000 | 19.068% | 19.810% | 18.380% | 18.798% | -0.147 | |
| 23250 | 19.807% | 20.580% | 18.902% | 19.329% | -0.284 | |
| 23500 | 20.792% | 21.292% | 19.463% | 19.891% | -0.772 | |
| 23750 | 21.426% | 21.905% | 20.368% | 20.677% | -1.035 | |
| 24000 | 23.001% | 23.001% | 21.161% | 21.591% | -1.319 | |
■大引け
相場は大幅続伸で21000円台に乗せました。IVはFOTMコールを除いて上昇。基準値では20％台に低下しました。
今日の取引。
6C213＠285円×1枚売り。
6C216＠190円×2枚売り。
先物ミニ6月限＠21140円×5枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 20960 | 21330 | 20925 | 21275 | +460 | |
| 期近 | 20.933% | 21.593% | 20.203% | 20.487% | -0.814 | |
| 6月限 | 20.421% | 21.330% | 19.583% | 19.907% | -0.959 | |
| 7月限 | 21.293% | 21.859% | 20.553% | 20.874% | -0.784 | |
| 8月限 | − | 22.800% | 21.666% | 21.984% | -0.587 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.17 | -0.09 | +178 | -144 | |||
| 計 | +0.17 | -43 | +0.08 | +34 | ||
| 累計 | 566,643 | +197 | ||||
2020年05月25日 17:18
| 原資産 | 20826.87 | |||||
| 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） | |
| 23.676% | 21.841% | 22.607% | 21.302% | 21.302% | -2.374 | |
| ATR | 瞬間 | 42.650% | +15.697 | |||
| 5日 | 33.577% | +4.885 | ||||
| 20日 | 37.121% | +1.020 | ||||
| 60日 | 45.566% | +0.449 | ||||
| 6月限 | 残存日数 | 13.75 | ||||
| 修正ATM | 補正値 | -10 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 23.572% | 21.521% | 22.377% | 20.866% | 20.866% | -2.706 | |
| 歪み率 | 7.377% | +0.032 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 11500 | 86.108% | 87.869% | 85.208% | 86.868% | -0.596 | |
| 11750 | 83.160% | 85.675% | 83.160% | 84.704% | -0.704 | |
| 12000 | 80.271% | 83.480% | 80.271% | 82.541% | -0.811 | |
| 12250 | 80.557% | 81.285% | 79.617% | 80.357% | -0.938 | |
| 12500 | 80.020% | 80.020% | 77.579% | 78.174% | -1.065 | |
| 12750 | 74.854% | 77.296% | 74.854% | 75.991% | -1.199 | |
| 13000 | 74.273% | 75.410% | 73.504% | 74.033% | -1.107 | |
| 13250 | 73.238% | 73.345% | 71.640% | 72.075% | -1.016 | |
| 13500 | 70.428% | 71.581% | 69.483% | 70.117% | -0.924 | |
| 13750 | 69.089% | 69.089% | 67.416% | 68.159% | -0.917 | |
| 14000 | 66.320% | 67.422% | 65.454% | 66.201% | -0.909 | |
| 14250 | 64.773% | 65.190% | 63.763% | 64.243% | -0.902 | |
| 14500 | 62.045% | 62.933% | 61.469% | 62.285% | -0.895 | |
| 14625 | 61.706% | 62.160% | 60.167% | 61.350% | -0.856 | |
| 14750 | 60.348% | 61.242% | 59.619% | 60.414% | -0.818 | |
| 14875 | 58.999% | 59.962% | 58.570% | 59.478% | -0.779 | |
| 15000 | 59.345% | 59.345% | 57.688% | 58.543% | -0.740 | |
| 15125 | 57.187% | 58.094% | 56.719% | 57.691% | -0.702 | |
| 15250 | 57.357% | 57.357% | 55.874% | 56.840% | -0.663 | |
| 15375 | 55.998% | 56.163% | 54.893% | 55.988% | -0.624 | |
| 15500 | 54.647% | 55.186% | 54.094% | 55.073% | -0.649 | |
| 15625 | 53.304% | 54.351% | 53.082% | 54.159% | -0.673 | |
| 15750 | 53.201% | 53.426% | 52.129% | 53.244% | -0.698 | |
| 15875 | 52.406% | 52.406% | 51.358% | 52.329% | -0.722 | |
| 16000 | 51.049% | 51.501% | 50.565% | 51.415% | -0.747 | |
| 16125 | 50.210% | 50.735% | 49.499% | 50.486% | -0.801 | |
| 16250 | 49.796% | 50.019% | 48.626% | 49.557% | -0.855 | |
| 16375 | 48.862% | 48.942% | 47.760% | 48.628% | -0.910 | |
| 16500 | 47.902% | 47.902% | 46.935% | 47.699% | -0.964 | |
| 16625 | 46.916% | 62.350% | 45.983% | 46.843% | -0.945 | |
| 16750 | 45.908% | 46.266% | 45.286% | 45.987% | -0.927 | |
| 16875 | 44.878% | 45.609% | 44.396% | 45.131% | -0.908 | |
| 17000 | 44.150% | 44.337% | 43.558% | 44.275% | -0.889 | |
| 17125 | 43.365% | 43.608% | 42.768% | 43.479% | -0.864 | |
| 17250 | 42.249% | 43.115% | 41.953% | 42.683% | -0.839 | |
| 17375 | 42.155% | 42.198% | 41.149% | 41.887% | -0.813 | |
| 18000 | 37.597% | 38.069% | 37.254% | 37.894% | -0.811 | |
| 18125 | 37.129% | 37.287% | 36.575% | 37.100% | -0.793 | |
| 18250 | 36.546% | 36.546% | 35.730% | 36.327% | -0.755 | |
| 18375 | 35.436% | 35.805% | 34.996% | 35.554% | -0.673 | |
| 18500 | 34.959% | 35.044% | 34.306% | 34.751% | -0.620 | |
| 18625 | 34.360% | 34.360% | 33.587% | 33.992% | -0.632 | |
| 18750 | 33.310% | 33.525% | 32.830% | 33.217% | -0.599 | |
| 18875 | 32.528% | 32.782% | 32.094% | 32.535% | -0.574 | |
| 19000 | 31.952% | 32.359% | 31.171% | 31.800% | -0.583 | |
| 19125 | 30.691% | 31.646% | 30.547% | 31.032% | -0.511 | |
| 19250 | 30.260% | 30.883% | 29.675% | 30.264% | -0.489 | |
| 19375 | 29.671% | 30.102% | 29.082% | 29.525% | -0.438 | |
| 19500 | 28.940% | 29.349% | 28.269% | 28.786% | -0.333 | |
| 19625 | 28.076% | 28.580% | 27.500% | 28.047% | -0.311 | |
| 19750 | 27.420% | 27.754% | 26.790% | 27.320% | -0.290 | |
| 19875 | 26.605% | 27.028% | 25.935% | 26.538% | -0.163 | |
| 20000 | 25.936% | 26.242% | 25.274% | 25.820% | -0.077 | |
| 20125 | 24.511% | 25.364% | 24.323% | 25.026% | +0.014 | |
| 20250 | 24.329% | 24.656% | 23.670% | 24.232% | -0.034 | |
| 20375 | 22.835% | 23.785% | 22.835% | 23.442% | -0.063 | |
| 20500 | 22.449% | 23.220% | 22.228% | 22.652% | -0.038 | |
| 20625 | 22.049% | 22.190% | 21.435% | 21.862% | -0.235 | |
| 20750 | 21.114% | 21.618% | 20.761% | 21.213% | -0.165 | |
| 20875 | 20.352% | 21.055% | 20.051% | 20.564% | -0.352 | |
| 21000 | 19.800% | 20.265% | 19.562% | 19.906% | -0.348 | |
| 21125 | 19.431% | 19.953% | 18.949% | 19.404% | -0.359 | |
| 21250 | 18.681% | 19.482% | 18.486% | 18.934% | -0.384 | |
| 21375 | 18.424% | 19.019% | 18.175% | 18.463% | -0.598 | |
| 21500 | 18.113% | 18.702% | 17.875% | 18.195% | -0.612 | |
| 21625 | 17.760% | 18.487% | 17.622% | 17.885% | -0.689 | |
| 21750 | 17.695% | 18.392% | 17.452% | 17.736% | -0.756 | |
| 21875 | 17.450% | 18.342% | 17.332% | 17.702% | -0.707 | |
| 22000 | 17.562% | 18.402% | 17.301% | 17.669% | -0.772 | |
| 22125 | 17.505% | 18.538% | 17.405% | 17.719% | -0.837 | |
| 22250 | 17.671% | 18.585% | 17.479% | 17.769% | -0.902 | |
| 22375 | 17.800% | 18.818% | 17.524% | 17.864% | -1.006 | |
| 22500 | 17.943% | 18.977% | 17.804% | 17.959% | -1.110 | |
| 22625 | 18.198% | 19.306% | 17.908% | 18.115% | -1.185 | |
| 22750 | 18.709% | 19.427% | 18.223% | 18.276% | -1.255 | |
| 23000 | 19.421% | 20.158% | 18.945% | 18.945% | -1.575 | |
| 23250 | 20.376% | 20.915% | 19.614% | 19.614% | -1.895 | |
| 23500 | 19.501% | 21.820% | 19.501% | 20.663% | -1.980 | |
| 23750 | 20.947% | 22.974% | 20.947% | 21.712% | -1.978 | |
| 24000 | 22.367% | 24.128% | 22.367% | 22.910% | -1.829 | |
■大引け
週明けの相場は大幅反発で直近高値を更新しました。IVは反落。
今日の取引。
6P165＠18円×8枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 20695 | 20815 | 20575 | 20815 | +450 | |
| 期近 | 21.841% | 22.607% | 21.302% | 21.302% | -2.374 | |
| 6月限 | 21.521% | 22.377% | 20.866% | 20.866% | -2.706 | |
| 7月限 | 22.116% | 22.866% | 21.658% | 21.658% | -2.122 | |
| 8月限 | − | 23.621% | 22.572% | 22.572% | -1.737 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.14 | -0.06 | +142 | -105 | |||
| 計 | +0.26 | -45 | +0.08 | +37 | ||
| 累計 | 566,446 | +101 | ||||
2020年05月22日 20:00
| 原資産 | 20378.84 | |||||
| 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） | |
| 22.030% | 22.443% | 24.138% | 21.928% | 23.676% | +1.646 | |
| ATR | 瞬間 | 26.954% | +2.207 | |||
| 5日 | 28.692% | -0.954 | ||||
| 20日 | 36.101% | -1.069 | ||||
| 60日 | 45.117% | -0.747 | ||||
| 6月限 | 残存日数 | 14.75 | ||||
| 修正ATM | 補正値 | -15 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 21.801% | 22.444% | 24.087% | 21.688% | 23.572% | +1.772 | |
| 歪み率 | 7.345% | +0.827 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 11500 | 82.403% | 87.465% | 80.295% | 87.465% | +8.049 | |
| 11750 | 79.553% | 85.408% | 78.764% | 85.408% | +7.936 | |
| 12000 | 76.759% | 83.393% | 76.743% | 83.352% | +7.823 | |
| 12250 | 77.008% | 81.441% | 74.605% | 81.295% | +7.710 | |
| 12500 | 74.225% | 79.273% | 72.467% | 79.239% | +7.597 | |
| 12750 | 71.493% | 77.190% | 70.329% | 77.190% | +7.589 | |
| 13000 | 68.809% | 75.140% | 68.516% | 75.140% | +7.371 | |
| 13250 | 66.172% | 73.736% | 66.172% | 73.090% | +7.153 | |
| 13500 | 65.541% | 71.508% | 65.235% | 71.041% | +6.935 | |
| 13750 | 64.498% | 70.052% | 63.375% | 69.076% | +6.645 | |
| 14000 | 61.867% | 67.210% | 61.589% | 67.111% | +6.354 | |
| 14250 | 60.544% | 66.014% | 59.855% | 65.145% | +6.063 | |
| 14500 | 59.031% | 63.346% | 58.074% | 63.180% | +5.772 | |
| 14625 | 58.689% | 62.505% | 57.241% | 62.206% | +5.653 | |
| 14750 | 57.374% | 61.632% | 56.500% | 61.232% | +5.534 | |
| 14875 | 56.920% | 60.969% | 55.585% | 60.257% | +5.416 | |
| 15000 | 55.607% | 59.666% | 54.912% | 59.283% | +5.297 | |
| 15125 | 55.061% | 58.791% | 53.975% | 58.393% | +5.262 | |
| 15250 | 53.751% | 57.983% | 53.152% | 57.503% | +5.163 | |
| 15375 | 52.448% | 57.005% | 52.448% | 56.612% | +5.063 | |
| 15500 | 51.821% | 56.192% | 51.605% | 55.722% | +4.994 | |
| 15625 | 52.801% | 55.321% | 50.806% | 54.832% | +4.924 | |
| 15750 | 51.461% | 54.363% | 50.042% | 53.942% | +4.855 | |
| 15875 | 50.129% | 53.719% | 49.280% | 53.052% | +4.750 | |
| 16000 | 48.804% | 52.656% | 48.439% | 52.161% | +4.646 | |
| 16125 | 47.952% | 51.811% | 47.704% | 51.287% | +4.579 | |
| 16250 | 47.068% | 50.898% | 46.927% | 50.412% | +4.513 | |
| 16375 | 46.553% | 50.059% | 46.162% | 49.538% | +4.407 | |
| 16500 | 45.593% | 49.126% | 45.387% | 48.663% | +4.301 | |
| 16625 | 45.294% | 48.354% | 44.647% | 47.788% | +4.137 | |
| 16750 | 43.936% | 47.461% | 43.888% | 46.914% | +3.972 | |
| 16875 | 43.203% | 46.593% | 43.143% | 46.039% | +3.808 | |
| 17000 | 42.967% | 45.856% | 42.426% | 45.165% | +3.643 | |
| 17125 | 42.099% | 44.940% | 41.676% | 44.343% | +3.500 | |
| 17250 | 41.192% | 44.035% | 40.966% | 43.522% | +3.356 | |
| 17375 | 40.471% | 43.246% | 40.218% | 42.701% | +3.291 | |
| 18000 | 36.992% | 39.190% | 36.597% | 38.704% | +2.910 | |
| 18125 | 36.351% | 38.417% | 35.875% | 37.893% | +2.783 | |
| 18250 | 35.622% | 37.578% | 35.169% | 37.082% | +2.656 | |
| 18375 | 34.938% | 37.173% | 34.480% | 36.227% | +2.462 | |
| 18500 | 34.166% | 36.244% | 33.817% | 35.371% | +2.289 | |
| 18625 | 33.526% | 35.388% | 33.088% | 34.624% | +2.194 | |
| 18750 | 32.685% | 34.764% | 32.225% | 33.816% | +2.074 | |
| 18875 | 32.409% | 33.918% | 31.470% | 33.109% | +2.054 | |
| 19000 | 31.114% | 32.901% | 30.794% | 32.383% | +2.014 | |
| 19125 | 30.594% | 32.238% | 30.264% | 31.543% | +1.859 | |
| 19250 | 29.936% | 31.383% | 29.352% | 30.753% | +1.697 | |
| 19375 | 29.152% | 30.632% | 28.673% | 29.963% | +1.535 | |
| 19500 | 28.585% | 29.837% | 28.002% | 29.119% | +1.327 | |
| 19625 | 27.867% | 29.005% | 27.299% | 28.358% | +1.247 | |
| 19750 | 27.306% | 28.079% | 26.428% | 27.610% | +1.179 | |
| 19875 | 26.289% | 27.277% | 25.760% | 26.701% | +0.952 | |
| 20000 | 25.681% | 26.429% | 24.966% | 25.896% | +0.828 | |
| 20125 | 24.887% | 25.628% | 24.201% | 25.012% | +0.633 | |
| 20250 | 23.903% | 24.825% | 23.407% | 24.266% | +0.576 | |
| 20375 | 23.723% | 23.929% | 22.739% | 23.504% | +0.503 | |
| 20500 | 22.801% | 23.281% | 22.070% | 22.690% | +0.378 | |
| 20625 | 22.122% | 22.672% | 21.333% | 22.097% | +0.335 | |
| 20750 | 21.632% | 21.886% | 20.690% | 21.378% | +0.157 | |
| 20875 | 21.133% | 21.361% | 20.187% | 20.916% | +0.270 | |
| 21000 | 20.578% | 20.872% | 19.757% | 20.254% | +0.036 | |
| 21125 | 19.952% | 20.356% | 19.238% | 19.763% | -0.081 | |
| 21250 | 19.535% | 19.817% | 18.859% | 19.318% | -0.118 | |
| 21375 | 19.395% | 19.583% | 18.468% | 19.061% | -0.094 | |
| 21500 | 19.051% | 19.259% | 18.352% | 18.807% | -0.022 | |
| 21625 | 18.797% | 19.067% | 18.110% | 18.574% | -0.107 | |
| 21750 | 18.921% | 18.996% | 18.025% | 18.492% | -0.002 | |
| 21875 | 18.519% | 18.932% | 17.929% | 18.409% | -0.000 | |
| 22000 | 18.452% | 18.868% | 17.879% | 18.441% | +0.065 | |
| 22125 | 18.689% | 18.951% | 17.949% | 18.556% | +0.186 | |
| 22250 | 18.487% | 19.035% | 18.094% | 18.671% | +0.325 | |
| 22375 | 19.749% | 19.749% | 18.196% | 18.870% | +0.416 | |
| 22500 | 18.751% | 19.463% | 18.337% | 19.069% | +0.508 | |
| 22625 | 18.639% | 19.780% | 18.598% | 19.300% | +0.589 | |
| 22750 | 19.108% | 20.043% | 18.776% | 19.531% | +0.670 | |
| 23000 | 19.741% | 20.698% | 19.328% | 20.520% | +1.261 | |
| 23250 | 20.626% | 21.697% | 20.229% | 21.508% | +1.626 | |
| 23500 | 21.174% | 22.847% | 20.859% | 22.643% | +2.010 | |
| 23750 | 22.648% | 23.986% | 21.993% | 23.691% | +2.124 | |
| 24000 | 22.443% | 25.568% | 22.411% | 24.739% | +2.238 | |
■大引け
相場は6営業日ぶりに反落。IVは期近OTMプットが大きく上昇しました。
今日の取引。
6P176＠68円×2枚売り。
6P120＠4円×8枚返済売り。
6P130＠7円×4枚返済売り。
6P145＠13円×4枚返済売り。
6P147＠15円×4枚返済売り。
6P155＠19円×8枚返済売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 20570 | 20610 | 20315 | 20365 | -255 | |
| 期近 | 22.443% | 24.138% | 21.928% | 23.676% | +1.646 | |
| 6月限 | 22.444% | 24.087% | 21.688% | 23.572% | +1.772 | |
| 7月限 | 22.441% | 24.204% | 22.107% | 23.780% | +1.470 | |
| 8月限 | − | 24.571% | 22.831% | 24.309% | +1.365 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.04 | -0.05 | +114 | -123 | |||
| 計 | +0.43 | -14 | -0.01 | -8 | ||
| 累計 | 566,345 | +57 | ||||
