2021年03月02日 20:56

スマイルカーブ210302大引







原資産 29488.19




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)
20.714% 19.080% 20.775% 18.883% 19.917% -0.797


ATR 瞬間 37.036% +5.727



5日 37.511% -0.673



20日 31.195% +0.262



60日 26.068% +0.075







3月限
残存日数 7.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
20.759% 18.878% 20.904% 18.029% 19.089% -1.669



歪み率 8.383% -0.133
SP 始値 高値 安値 終値 前日比
15000 121.332% 118.843% 120.629% +6.586 1円売
15250 118.581% 116.064% 117.831% +6.420 1円売
15500 115.874% 113.329% 115.077% +6.257 1円売
15750 113.209% 110.636% 112.367% +6.097 1円売
16000 110.584% 107.984% 109.697% +5.939 1円売
16250 107.999% 105.371% 107.067% +5.783 1円売
16500 105.452% 102.797% 104.476% +5.629 1円売
16750 102.942% 100.260% 101.922% +5.478 1円売
17000 100.467% 97.758% 99.404% +5.329 1円売
17250 98.027% 95.292% 96.921% +5.182 1円売
17500 95.620% 92.859% 94.472% +4.402 1円売
17750 93.246% 90.458% 92.056% +3.655 1円売
18000 90.903% 88.089% 89.671% +2.939 1円売
18250 88.590% 85.750% 87.318% +2.255 1円売
18500 86.187% 86.306% 83.441% 84.994% +1.600 1円売
18750 84.052% 81.160% 82.698% +0.974 1円売
19000 81.707% 81.825% 78.907% 80.431% +0.376 1円売
19250 79.508% 79.624% 76.681% 78.191% -0.195 1円売
19500 77.335% 78.058% 75.384% 75.978% -0.851 1円売
19750 75.187% 76.378% 73.946% 74.431% -0.840
20000 73.063% 74.698% 72.373% 72.884% -0.830
20250 73.018% 70.761% 71.256% -0.900
20500 71.338% 69.136% 69.629% -0.970
20750 71.069% 71.069% 67.520% 68.163% -0.988
21000 68.924% 68.924% 65.810% 66.697% -1.006
21250 66.800% 66.800% 64.100% 65.176% -1.079
21500 64.698% 65.356% 62.390% 63.656% -1.227
21750 65.146% 65.146% 61.451% 62.137% -1.374
22000 63.013% 63.013% 59.841% 60.618% -0.751
22250 60.900% 60.900% 57.482% 59.098% -0.867
22500 58.805% 58.805% 56.476% 57.561% -1.002
22750 56.730% 57.909% 54.467% 56.024% -1.137
23000 56.361% 56.361% 53.351% 54.487% -1.272
23250 54.267% 54.877% 52.053% 52.949% -1.358
23500 53.506% 53.506% 50.806% 51.412% -1.444
23750 51.401% 51.401% 49.529% 49.888% -1.517
24000 49.312% 49.682% 47.964% 48.363% -1.590
24250 47.237% 48.564% 46.504% 46.839% -1.663
24375 46.077% -1.700
24500 46.168% 46.922% 44.974% 45.315% -1.736
24625 44.601% -1.724
24750 44.932% 45.118% 43.581% 43.887% -1.713
24875 43.173% -1.701
25000 43.566% 43.919% 42.101% 42.459% -1.689
25125 41.745% -1.688
25250 41.445% 44.580% 40.631% 41.031% -1.687
25375 40.275% -1.727
25500 39.959% 40.654% 38.897% 39.520% -1.770
25625 38.765% -1.814
25750 38.905% 39.251% 37.771% 38.010% -1.858
25875 37.254% -1.902
26000 38.071% 38.071% 36.365% 36.499% -1.946
26125 35.836% -1.966
26250 35.447% 36.423% 34.983% 35.155% -2.004
26375 34.494% -2.022
26500 34.000% 35.036% 33.616% 33.812% -2.061
26625 33.130% -2.100
26750 33.323% 33.581% 32.206% 32.448% -2.139
26875 31.767% -2.178
27000 32.276% 32.334% 30.932% 31.085% -2.217
27125 30.492% -3.003
27250 30.957% 31.023% 29.595% 29.900% -2.073
27375 29.263% -2.045
27500 29.597% 29.748% 28.342% 28.626% -2.018
27625 28.011% -2.059
27750 28.737% 28.737% 27.055% 27.397% -2.101
27875 26.780% -2.144
28000 27.112% 27.237% 25.851% 26.163% -2.162
28125 25.533% -2.193
28250 26.003% 26.096% 24.641% 24.904% -2.161
28375 24.254% -2.149
28500 24.759% 24.784% 23.383% 23.627% -2.154
28625 23.002% -2.179
28750 23.025% 23.963% 22.013% 22.376% -2.089
28875 21.808% -2.097
29000 22.127% 22.847% 20.980% 21.240% -2.105
29125 20.656% -2.098
29250 21.440% 21.771% 19.759% 20.018% -2.100
29375 19.482% -2.106
29500 20.232% 20.446% 18.913% 19.028% -2.066
29625 18.606% -1.993
29750 20.117% 20.117% 18.109% 18.266% -2.017
29875 17.999% -1.989
30000 18.738% 19.419% 17.470% 17.861% -1.813
30125 17.730% -1.716
30250 16.840% 19.140% 16.840% 17.666% -1.551
30375 17.603% -1.393
30500 17.615% 19.196% 17.183% 17.628% -1.261
30625 17.661% -1.095
30750 17.255% 19.287% 17.245% 17.707% -0.968
30875 17.828% -0.786
31000 17.701% 19.604% 17.451% 17.949% -0.808
31125 18.171% -0.736
31250 17.704% 20.011% 17.704% 18.398% -0.647
31375 18.605% -0.604
31500 17.841% 20.394% 17.841% 18.850% -0.578
31625 19.148% -0.497
31750 18.319% 21.009% 18.319% 19.446% -0.479
31875 19.795% -0.374
32000 19.022% 21.807% 19.022% 20.127% -0.311
32125 20.625% -0.174
32250 19.851% 22.571% 19.771% 21.052% -0.110
32375 21.478% -0.047
32500 20.716% 23.308% 20.557% 21.914% +0.026
32750 21.206% 24.054% 21.136% 22.794% +0.276
33000 21.983% 24.799% 21.716% 23.675% +0.526
33250 22.425% 25.545% 22.295% 24.556% +0.821
33500 22.215% 26.290% 22.215% 25.437% +1.000 1円売
33750 23.535% 27.604% 23.482% 26.764% +1.626 1円売
34000 24.838% 28.902% 24.838% 28.076% +2.236 1円売
34250 26.125% 30.185% 26.058% 29.372% +2.310 1円売
34500 31.453% 27.330% 30.653% +2.383 1円売
34750 32.707% 28.588% 31.919% +2.456 1円売
35000 33.947% 29.831% 33.172% +2.527 1円売
35500 36.397% 32.276% 35.636% +2.669 1円売
36000 38.801% 34.668% 38.050% +2.808 1円売
37000 39.367% 43.469% 39.309% 42.735% +3.078 1円売
38000 43.829% 47.964% 43.772% 47.245% +3.339 1円売
39000 52.302% 48.073% 51.597% +3.592 1円売
40000 56.495% 52.228% 55.803% +3.836 1円売
続きを読む

■大引け
相場は小反落。大幅高で寄り付いた後急速に値を消し、マイナスサイドでの引けとなりました。IVは続落。

夜間取引。
3P260@22円×10枚買い。

今日の取引。
3C310@46円×2枚買い。

玉の入れ方が悪く、せっかく取り戻した利益を吐き出してしまいました。


始値 高値 安値 現値 前日比
先物 29955 30010 29310 29490 -90
期近 19.080% 20.775% 18.883% 19.917% -0.797
3月限 18.878% 20.904% 18.029% 19.089% -1.669
4月限 19.119% 20.751% 18.995% 20.063% -0.640
5月限 21.635% 20.446% 21.294% -0.457

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.06 +0.02 +195 -115
+0.15 -181 +0.08 +80
累計


569,047 -301
続きを読む

2021年03月01日 19:48

スマイルカーブ210301大引







原資産 29584.74




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)
23.281% 21.033% 21.593% 20.299% 20.714% -2.567


ATR 瞬間 31.309% -33.753



5日 38.184% -2.134



20日 30.934% +1.007



60日 25.993% +0.989







3月限
残存日数 8.75


修正ATM
補正値 -15


前日 始値 高値 安値 終値 (前日比)
24.274% 20.859% 21.858% 20.150% 20.759% -3.516



歪み率 8.517% +0.687
SP 始値 高値 安値 終値 前日比
15000 114.658% 111.883% 114.043% +7.640 1円売
15250 112.028% 109.287% 111.411% +7.504 1円売
15500 109.439% 106.733% 108.820% +7.371 1円売
15750 106.891% 104.218% 106.270% +7.239 1円売
16000 102.362% 104.381% 101.741% 103.758% +7.110 1円売
16250 99.922% 101.909% 99.301% 101.284% +6.983 1円売
16500 99.473% 96.897% 98.847% +6.360 1円売
16750 95.150% 97.073% 94.527% 96.444% +5.773 1円売
17000 92.815% 94.706% 92.191% 94.076% +5.220 1円売
17250 92.560% 90.301% 91.740% +4.699
17500 88.240% 90.736% 88.124% 90.071% +4.845
17750 85.999% 88.911% 85.999% 88.402% +4.991
18000 83.787% 87.087% 83.787% 86.732% +5.137
18250 81.604% 85.262% 81.604% 85.063% +5.064
18500 83.508% 81.210% 83.394% +4.990
18750 77.320% 81.868% 77.320% 81.725% +4.917
19000 79.892% 80.227% 77.384% 80.055% +4.843
19250 77.701% 78.718% 76.089% 78.386% +4.770
19500 78.492% 78.492% 74.408% 76.829% +4.808
19750 76.278% 76.460% 73.019% 75.271% +4.630
20000 74.089% 75.331% 71.604% 73.713% +4.452
20250 74.202% 70.107% 72.156% +4.274
20500 69.781% 73.073% 68.533% 70.598% +4.095
20750 67.661% 70.257% 67.337% 69.150% +4.027
21000 67.521% 68.734% 65.687% 67.703% +3.927
21250 65.391% 67.036% 64.424% 66.255% +3.825
21500 64.820% 65.338% 63.161% 64.883% +3.800
21750 62.687% 63.640% 61.738% 63.511% +3.774
22000 60.575% 62.488% 60.263% 61.368% +2.977
22250 59.699% 60.805% 58.857% 59.966% +2.880
22500 57.588% 59.150% 57.415% 58.563% +2.783
22750 58.272% 58.272% 55.920% 57.161% +2.685
23000 56.110% 56.410% 54.408% 55.759% +2.588
23250 53.964% 54.757% 52.898% 54.307% +2.465
23500 52.543% 53.217% 51.109% 52.856% +2.342
23750 51.045% 52.174% 49.852% 51.405% +2.219
24000 50.030% 50.529% 48.458% 49.953% +2.096
24250 48.363% 48.830% 47.120% 48.502% +1.973
24375 47.776% +1.911
24500 48.327% 48.327% 45.650% 47.051% +1.850
24625 46.325% +1.788
24750 44.469% 46.097% 44.254% 45.599% +1.727
24875 44.874% +1.652
25000 44.552% 44.552% 42.849% 44.148% +1.578
25125 43.433% +1.469
25250 43.537% 43.537% 41.433% 42.717% +1.361
25375 42.002% +1.265
25500 41.246% 41.817% 40.084% 41.291% +1.182
25625 40.579% +1.098
25750 39.991% 40.397% 38.691% 39.868% +0.940
25875 39.156% +0.758
26000 38.576% 38.870% 37.261% 38.445% +0.586
26125 37.802% +0.483
26250 36.214% 37.498% 35.898% 37.159% +0.411
26375 36.516% +0.277
26500 36.039% 36.076% 34.622% 35.873% +0.143
26625 35.230% +0.009
26750 34.939% 34.939% 33.359% 34.588% -0.125
26875 33.945% -0.259
27000 35.408% 35.408% 32.137% 33.302% -0.393
27125 33.496% +0.332
27250 33.343% 33.343% 30.941% 31.973% -0.660
27375 31.308% -0.793
27500 30.975% 31.130% 29.741% 30.644% -0.926
27625 30.071% -0.986
27750 29.683% 30.085% 28.581% 29.497% -1.052
27875 28.924% -1.118
28000 27.932% 28.691% 27.407% 28.325% -1.211
28125 27.726% -1.319
28250 26.967% 27.581% 26.224% 27.065% -1.383
28375 26.404% -1.463
28500 25.546% 26.488% 25.127% 25.781% -1.549
28625 25.181% -1.612
28750 25.331% 25.534% 23.784% 24.465% -1.751
28875 23.905% -1.734
29000 23.434% 24.119% 22.678% 23.345% -1.844
29125 22.754% -1.972
29250 21.944% 22.925% 21.662% 22.118% -2.146
29375 21.589% -2.259
29500 21.081% 21.822% 20.652% 21.094% -2.311
29625 20.599% -2.483
29750 19.747% 21.141% 19.616% 20.283% -2.473
29875 19.988% -2.587
30000 19.921% 20.659% 19.187% 19.674% -2.631
30125 19.446% -2.589
30250 19.853% 20.489% 18.793% 19.218% -2.680
30375 18.996% -2.764
30500 19.580% 20.237% 18.549% 18.889% -2.862
30625 18.755% -2.961
30750 19.373% 19.942% 18.421% 18.674% -3.059
30875 18.614% -3.158
31000 19.179% 19.962% 18.452% 18.757% -3.053
31125 18.907% -2.957
31250 19.141% 20.020% 18.559% 19.045% -2.874
31375 19.209% -2.790
31500 19.751% 20.239% 18.836% 19.427% -2.707
31625 19.645% -2.623
31750 19.902% 20.599% 19.226% 19.926% -2.540
31875 20.169% -2.456
32000 20.622% 21.046% 19.791% 20.438% -2.373
32125 20.799% -2.197
32250 20.868% 21.736% 20.356% 21.162% -2.020
32375 21.525% -1.807
32500 21.456% 22.401% 21.046% 21.888% -1.643
32750 22.325% 23.067% 21.766% 22.519% -1.479
33000 22.975% 23.574% 22.391% 23.149% -1.315
33250 24.368% 24.368% 22.869% 23.735% -1.312
33500 24.620% 24.878% 23.515% 24.437% -1.192
33750 24.198% 25.675% 24.077% 25.138% -1.129
34000 25.418% 26.472% 25.093% 25.840% -1.065 1円売
34250 26.623% 27.476% 26.274% 27.062% -0.481 1円売
34500 27.814% 28.480% 27.294% 28.270% -0.336 1円売
34750 28.991% 29.655% 28.474% 29.464% -0.267 1円売
35000 30.155% 30.817% 29.641% 30.644% -0.199 1円売
35500 33.103% 31.937% 32.967% -0.066 1円売
36000 34.689% 35.342% 34.184% 35.242% +0.063 1円売
37000 39.043% 39.689% 38.546% 39.656% +0.312 1円売
38000 43.233% 43.906% 42.744% 43.906% +0.550 1円売
39000 48.006% 46.793% 48.006% +0.778 1円売
40000 51.967% 50.706% 51.967% +0.997 1円売
続きを読む

■大引け
週明けの相場は反発。IVはOTMプットを除いて低下しました。

夜間取引。
3P220@10円×16枚返済売り。
3C317@15円×2枚買い戻し。
3P272@90円×2枚買い戻し。
3C315@20円×2枚買い。
3P275@110円×1枚買い。

今日の取引。
3P280@115円×1枚買い。
3C320@9円×2枚買い。
3C310@48円×1枚買い。


始値 高値 安値 現値 前日比
先物 29595 29715 29475 29580 +330
期近 21.033% 21.593% 20.299% 20.714% -2.567
3月限 20.859% 21.858% 20.150% 20.759% -3.516
4月限 21.080% 21.544% 20.324% 20.703% -2.247
5月限 22.089% 21.406% 21.751% -1.522

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.06 +0.01 +231 -149
+0.22 -183 +0.07 +82
累計


569,348 +265
続きを読む

2021年02月26日 20:00

スマイルカーブ210226大引







原資産 29247.18




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)
19.144% 22.012% 24.843% 21.950% 23.281% +4.137


ATR 瞬間 65.062% +33.462



5日 40.317% +11.853



20日 29.926% +3.211



60日 25.004% +0.918







3月限
残存日数 9.75


修正ATM
補正値 -15


前日 始値 高値 安値 終値 (前日比)
18.390% 22.243% 26.372% 22.242% 24.274% +5.884



歪み率 7.829% +0.308
SP 始値 高値 安値 終値 前日比
15000 106.846% 104.998% 106.403% +0.784 1円売
15250 104.368% 102.531% 103.906% +0.658 1円売
15500 101.929% 100.103% 101.449% +0.533 1円売
15750 99.554% 99.554% 97.712% 99.031% +0.410 1円売
16000 97.205% 97.205% 95.355% 96.648% +0.289 1円売
16250 94.891% 95.073% 93.007% 94.302% +0.169 1円売
16500 92.611% 93.269% 91.112% 92.486% +0.548
16750 90.364% 91.464% 89.072% 90.671% +0.896
17000 88.148% 89.660% 87.000% 88.856% +1.212
17250 85.964% 88.059% 85.542% 87.041% +1.499
17500 83.809% 86.486% 83.809% 85.226% +1.757
17750 81.683% 84.912% 81.683% 83.410% +1.987
18000 79.585% 83.339% 79.585% 81.595% +2.191
18250 82.285% 82.285% 78.118% 79.999% +2.161
18500 80.129% 80.129% 77.036% 78.404% +2.132
18750 77.999% 78.258% 75.184% 76.808% +2.102
19000 75.895% 76.789% 73.332% 75.212% +2.039
19250 76.696% 76.696% 71.882% 73.616% +1.975
19500 71.762% 73.658% 70.380% 72.020% +1.912
19750 72.471% 72.671% 68.878% 70.641% +2.065
20000 67.724% 71.683% 67.066% 69.262% +2.218
20250 70.354% 70.354% 65.769% 67.882% +2.282
20500 68.270% 68.808% 64.152% 66.503% +2.346
20750 67.793% 67.793% 62.766% 65.123% +2.409
21000 64.168% 66.085% 61.126% 63.776% +2.505
21250 63.649% 64.534% 60.009% 62.430% +2.602
21500 61.607% 62.999% 58.786% 61.083% +2.692
21750 60.811% 61.560% 56.972% 59.737% +2.781
22000 59.830% 60.352% 55.135% 58.391% +2.871
22250 57.779% 59.080% 53.891% 57.086% +2.888
22500 56.647% 57.809% 52.646% 55.781% +2.904
22750 55.404% 56.537% 51.402% 54.476% +2.921
23000 53.353% 55.306% 50.158% 53.171% +2.870
23250 52.663% 54.152% 48.914% 51.842% +2.797
23500 50.600% 53.005% 47.669% 50.514% +2.723
23750 50.668% 51.876% 46.412% 49.186% +2.650
24000 47.592% 50.791% 45.128% 47.857% +2.576
24250 46.908% 49.525% 43.979% 46.529% +2.502
24375 45.865% +2.465
24500 45.608% 48.259% 42.831% 45.201% +2.429
24625 44.537% +2.338
24750 43.494% 47.115% 41.680% 43.872% +2.247
24875 43.221% +2.169
25000 44.466% 45.842% 40.625% 42.570% +2.092
25125 41.963% +2.084
25250 42.511% 44.682% 39.559% 41.356% +2.076
25375 40.737% +2.056
25500 40.296% 43.572% 38.505% 40.109% +2.028
25625 39.481% +1.971
25750 38.772% 42.244% 37.531% 38.928% +1.990
25875 38.398% +2.032
26000 37.940% 41.114% 36.516% 37.858% +2.064
26125 37.319% +2.096
26250 36.692% 39.800% 35.396% 36.748% +2.097
26375 36.239% +2.061
26500 36.151% 38.646% 34.318% 35.730% +2.123
26625 35.222% +2.144
26750 34.639% 37.585% 33.318% 34.713% +2.180
26875 34.204% +2.179
27000 33.773% 36.322% 32.281% 33.695% +2.219
27125 33.164% +2.238
27250 32.318% 35.075% 31.367% 32.633% +2.257
27375 32.102% +2.218
27500 31.545% 33.802% 30.301% 31.570% +2.214
27625 31.056% +2.196
27750 30.340% 32.621% 29.385% 30.550% +2.203
27875 30.043% +2.203
28000 28.844% 31.226% 28.293% 29.536% +2.203
28125 29.045% +2.232
28250 28.003% 29.917% 27.403% 28.448% +2.210
28375 27.867% +2.072
28500 26.456% 28.777% 26.456% 27.330% +2.165
28625 26.793% +2.107
28750 26.317% 27.590% 25.265% 26.216% +2.174
28875 25.639% +2.110
29000 24.166% 26.471% 24.166% 25.189% +2.247
29125 24.726% +2.224
29250 22.688% 25.660% 22.688% 24.264% +2.298
29375 23.848% +2.526
29500 22.604% 24.788% 22.399% 23.405% +2.632
29625 23.082% +2.841
29750 21.293% 24.204% 21.293% 22.755% +3.047
29875 22.575% +3.308
30000 20.109% 23.792% 20.109% 22.305% +3.480
30125 22.035% +3.541
30250 19.515% 23.567% 19.515% 21.897% +3.610
30375 21.759% +3.679
30500 19.982% 23.181% 19.982% 21.752% +3.748
30625 21.716% +3.789
30750 19.629% 23.133% 19.629% 21.734% +3.830
30875 21.772% +3.871
31000 19.684% 23.263% 19.684% 21.810% +3.912
31125 21.864% +3.964
31250 19.746% 23.391% 19.746% 21.919% +4.015
31375 21.999% +4.067
31500 20.127% 23.602% 20.127% 22.134% +4.173
31625 22.268% +4.241
31750 20.097% 23.910% 20.097% 22.465% +4.372
31875 22.625% +4.453
32000 20.205% 24.262% 20.205% 22.811% +4.560
32125 22.996% +4.613
32250 21.037% 24.492% 21.037% 23.182% +4.667
32375 23.332% +4.657
32500 21.576% 25.102% 21.576% 23.531% +4.647
32750 22.183% 26.005% 22.183% 23.998% +4.626
33000 22.433% 26.452% 22.433% 24.464% +4.605
33250 22.997% 27.363% 22.997% 25.047% +4.585
33500 23.242% 27.736% 23.242% 25.629% +4.564
33750 24.482% 28.248% 24.482% 26.267% +4.602
34000 24.006% 28.854% 24.006% 26.905% +4.640
34250 25.150% 29.484% 25.150% 27.543% +4.677
34500 26.280% 30.186% 26.280% 28.606% +4.972 1円売
34750 27.397% 31.081% 27.397% 29.731% +5.329 1円売
35000 28.502% 32.189% 28.502% 30.844% +5.674 1円売
35500 34.370% 30.954% 33.033% +6.328 1円売
36000 36.507% 33.085% 35.179% +6.403 1円売
37000 36.935% 40.658% 36.935% 39.344% +6.555 1円売
38000 40.912% 44.658% 40.912% 43.356% +6.708 1円売
39000 48.519% 45.043% 47.227% +6.859 1円売
40000 52.252% 48.755% 50.970% +7.008 1円売
続きを読む

■大引け
相場は急反落。米長期金利の急騰を嫌気して、一時29000円を割り込む下落となりました。IVは急反発。

夜間取引。
3C330@7円×4枚買い。

今日の取引。
3P280@230円×1枚売り。
3P260@70円×2枚返済売り。
3C345@1円×39枚返済売り。


始値 高値 安値 現値 前日比
先物 29615 29660 28970 29250 -940
期近 22.012% 24.843% 21.950% 23.281% +4.137
3月限 22.243% 26.372% 22.242% 24.274% +5.884
4月限 21.929% 24.339% 21.847% 22.950% +3.483
5月限 24.349% 22.719% 23.273% +2.572

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.02 -0.01 +283 -230
+0.48 -167 +0.00 +53
累計


569,083 -113
続きを読む

2021年02月25日 18:13

スマイルカーブ210225大引







原資産 30208.20




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)
21.026% 19.246% 19.642% 18.892% 19.144% -1.882


ATR 瞬間 31.600% +2.645



5日 28.464% +2.042



20日 26.715% +0.976



60日 24.086% +0.675







3月限
残存日数 10.75


修正ATM
補正値 -20


前日 始値 高値 安値 終値 (前日比)
20.728% 18.654% 19.062% 18.230% 18.390% -2.338



歪み率 7.521% +0.133
SP 始値 高値 安値 終値 前日比
15000 105.619% 104.053% 105.619% +6.954 1円売
15250 103.249% 101.710% 103.249% +6.855 1円売
15500 100.917% 99.404% 100.917% +6.758 1円売
15750 98.620% 97.134% 98.620% +6.662 1円売
16000 96.359% 94.899% 96.359% +6.568 1円売
16250 94.132% 92.697% 94.132% +6.475 1円売
16500 91.938% 90.528% 91.938% +5.730 1円売
16750 89.775% 88.390% 89.775% +5.017 1円売
17000 86.720% 87.644% 86.283% 87.644% +4.334 1円売
17250 84.642% 85.542% 84.239% 85.542% +3.682 1円売
17500 82.593% 83.468% 82.189% 83.468% +3.058 1円売
17750 80.571% 81.681% 80.252% 81.423% +2.462 1円売
18000 78.576% 80.039% 78.538% 79.405% +1.893 1円売
18250 76.607% 78.581% 76.607% 77.838% +1.776
18500 74.663% 77.250% 74.663% 76.272% +1.557
18750 72.743% 75.918% 72.743% 74.706% +1.338
19000 74.586% 72.582% 73.173% +1.153
19250 68.974% 73.255% 68.974% 71.641% +0.968
19500 71.923% 69.200% 70.108% +0.783
19750 69.359% 70.591% 66.757% 68.576% +0.598
20000 70.087% 70.087% 65.539% 67.043% +0.413
20250 65.565% 67.154% 64.323% 65.600% +0.266
20500 66.207% 66.207% 63.106% 64.157% +0.119
20750 64.298% 64.571% 61.889% 62.714% -0.028
21000 62.410% 63.142% 60.672% 61.271% -0.175
21250 60.540% 61.713% 59.343% 59.828% -0.322
21500 58.689% 60.284% 58.000% 58.392% -0.462
21750 59.971% 59.971% 56.656% 56.956% -0.601
22000 58.071% 58.071% 55.298% 55.520% -0.741
22250 54.852% 56.060% 54.139% 54.198% -0.767
22500 54.323% 54.947% 52.872% 52.877% -0.931
22750 52.474% 53.430% 51.321% 51.555% -1.095
23000 51.699% 52.268% 50.151% 50.300% -1.193
23250 50.760% 50.760% 48.965% 49.046% -1.290
23500 49.695% 49.695% 47.779% 47.791% -1.387
23750 48.530% 48.530% 46.301% 46.536% -1.485
24000 46.648% 46.895% 45.171% 45.281% -1.582
24250 45.393% 45.764% 43.862% 44.027% -1.627
24375 43.399% -1.649
24500 44.071% 44.405% 42.538% 42.772% -1.671
24625 42.199% -1.668
24750 42.690% 43.141% 41.316% 41.625% -1.665
24875 41.052% -1.662
25000 40.312% 41.917% 40.180% 40.479% -1.659
25125 39.879% -1.670
25250 40.182% 40.766% 39.026% 39.280% -1.681
25375 38.680% -1.692
25500 39.661% 39.661% 37.769% 38.081% -1.704
25625 37.509% -1.698
25750 38.591% 38.591% 36.766% 36.938% -1.692
25875 36.366% -1.687
26000 36.597% 37.179% 35.494% 35.795% -1.681
26125 35.223% -1.676
26250 36.071% 36.071% 34.442% 34.651% -1.668
26375 34.179% -1.561
26500 34.452% 34.745% 33.212% 33.607% -1.552
26625 33.078% -1.520
26750 33.705% 33.705% 32.131% 32.532% -1.503
26875 32.025% -1.449
27000 31.918% 32.424% 31.065% 31.476% -1.421
27125 30.926% -1.394
27250 30.089% 31.301% 29.975% 30.376% -1.361
27375 29.883% -1.270
27500 29.673% 30.142% 28.891% 29.357% -1.213
27625 28.860% -1.127
27750 29.195% 29.195% 27.804% 28.346% -1.073
27875 27.840% -1.012
28000 28.067% 28.067% 26.757% 27.333% -0.921
28125 26.813% -0.845
28250 26.376% 26.663% 25.747% 26.238% -0.778
28375 25.795% -0.658
28500 25.567% 25.567% 24.639% 25.164% -0.728
28625 24.686% -0.562
28750 24.521% 24.521% 23.595% 24.042% -0.561
28875 23.529% -0.472
29000 22.562% 23.394% 22.514% 22.942% -0.479
29125 22.503% -0.339
29250 22.431% 22.431% 21.442% 21.966% -0.348
29375 21.322% -0.434
29500 20.995% 21.189% 20.396% 20.774% -0.415
29625 20.241% -0.538
29750 19.528% 20.237% 19.354% 19.709% -0.701
29875 19.267% -0.841
30000 18.898% 19.450% 18.478% 18.825% -1.011
30125 18.495% -1.070
30250 18.601% 18.885% 17.996% 18.288% -1.090
30375 18.081% -1.145
30500 18.423% 18.609% 17.711% 18.004% -1.145
30625 17.928% -1.096
30750 17.936% 18.518% 17.433% 17.904% -1.060
30875 17.901% -1.024
31000 17.888% 18.456% 17.331% 17.897% -0.988
31125 17.901% -0.953
31250 17.148% 18.440% 17.148% 17.904% -1.008
31375 17.932% -1.036
31500 17.375% 18.409% 17.375% 17.961% -1.065
31625 18.027% -1.093
31750 17.825% 18.431% 17.589% 18.094% -1.122
31875 18.172% -1.163
32000 18.150% 18.546% 17.785% 18.250% -1.205
32125 18.383% -1.310
32250 18.341% 18.787% 17.980% 18.515% -1.370
32375 18.675% -1.424
32500 18.552% 19.181% 18.309% 18.884% -1.430
32750 18.857% 19.561% 18.817% 19.372% -1.372
33000 20.017% 20.120% 19.348% 19.859% -1.480
33250 20.699% 20.776% 19.890% 20.462% -1.473
33500 21.620% 21.620% 20.360% 21.065% -1.465
33750 21.808% 22.204% 21.219% 21.665% -1.460
34000 22.305% 22.879% 21.959% 22.266% -1.455
34250 22.498% 23.323% 22.335% 22.866% -1.433
34500 24.710% 24.710% 23.553% 23.634% -1.439
34750 24.985% 24.262% 24.402% -1.446
35000 24.222% 25.582% 24.222% 25.170% -1.452
35500 26.314% 27.130% 26.292% 26.705% -1.465 1円売
36000 28.361% 29.190% 28.342% 28.775% -1.359 1円売
37000 32.329% 33.183% 32.316% 32.789% -1.158 1円売
38000 36.145% 37.024% 36.138% 36.648% -0.968 1円売
39000 40.727% 39.822% 40.369% -0.787 1円売
40000 44.304% 43.380% 43.962% -0.615 1円売
続きを読む

■大引け
相場は急反発で昨日の下げを取り戻しました。IVは期近FOTMプットを除いて低下しました。

夜間取引。
3P270@50円×2枚買い。
3P265@38円×2枚買い。

今日の取引。
3C325@14円×4枚買い。
3P265@26円×2枚買い。


始値 高値 安値 現値 前日比
先物 30210 30240 30080 30190 +550
期近 19.246% 19.642% 18.892% 19.144% -1.882
3月限 18.654% 19.062% 18.230% 18.390% -2.338
4月限 19.515% 19.945% 19.156% 19.467% -1.720
5月限 21.121% 20.577% 20.701% -1.506

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.05 -0.01 +291 -217
+0.27 -120 +0.05 +74
累計


569,197 -92
続きを読む

2021年02月24日 18:17

スマイルカーブ210224大引







原資産 29657.29




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)
20.196% 20.392% 21.186% 19.627% 21.026% +0.830


ATR 瞬間 28.955% +5.508



5日 26.423% +1.155



20日 25.739% +0.226



60日 23.411% +0.085







3月限
残存日数 11.75


修正ATM
補正値 -15


前日 始値 高値 安値 終値 (前日比)
19.546% 19.857% 20.957% 18.527% 20.728% +1.182



歪み率 7.388% +0.053
SP 始値 高値 安値 終値 前日比
15000 99.596% 98.491% 98.665% +1.741 1円売
15250 97.347% 96.245% 96.394% +1.647 1円売
15500 94.696% 95.133% 94.034% 94.159% +1.554 1円売
15750 92.954% 91.834% 91.959% +1.462 1円売
16000 90.380% 90.808% 89.668% 89.792% +1.371 1円売
16250 88.270% 88.694% 87.533% 87.657% +0.710 1円売
16500 86.192% 86.611% 85.430% 86.208% +0.734
16750 84.144% 85.051% 83.609% 84.759% +0.758
17000 82.124% 83.614% 82.124% 83.309% +0.782
17250 80.133% 82.178% 80.133% 81.860% +0.806
17500 80.741% 79.184% 80.410% +0.830
17750 79.304% 77.709% 78.961% +0.854
18000 77.935% 76.234% 77.512% +0.878
18250 76.871% 76.871% 74.759% 76.062% +0.902
18500 74.906% 75.405% 73.268% 74.715% +0.840
18750 72.966% 74.141% 71.734% 73.367% +0.779
19000 71.050% 72.876% 70.334% 72.020% +0.718
19250 69.156% 71.343% 69.117% 70.673% +0.634
19500 69.904% 69.904% 67.806% 69.325% +0.550
19750 67.991% 68.281% 66.457% 67.978% +0.467
20000 63.607% 66.750% 63.607% 66.630% +0.383
20250 66.111% 66.111% 63.835% 65.334% +0.351
20500 64.214% 64.214% 62.556% 64.038% +0.319
20750 62.338% 62.986% 61.277% 62.742% +0.286
21000 61.925% 61.925% 59.893% 61.446% +0.254
21250 60.048% 60.371% 58.658% 60.150% +0.222
21500 58.191% 59.046% 57.424% 58.853% +0.190
21750 56.351% 57.771% 56.176% 57.557% +0.157
22000 55.648% 56.539% 54.822% 56.261% +0.116
22250 54.776% 55.368% 53.581% 54.965% +0.074
22500 53.775% 54.364% 52.254% 53.808% +0.121
22750 52.672% 52.764% 51.133% 52.650% +0.167
23000 50.808% 51.691% 49.922% 51.493% +0.214
23250 48.959% 50.356% 48.569% 50.336% +0.260
23500 48.356% 49.188% 47.293% 49.178% +0.307
23750 47.037% 48.021% 45.738% 48.021% +0.353
24000 46.139% 46.864% 44.781% 46.864% +0.400
24250 44.689% 45.653% 43.499% 45.653% +0.462
24375 45.048% +0.493
24500 42.804% 44.468% 42.251% 44.443% +0.524
24625 43.867% +0.584
24750 41.316% 43.349% 40.995% 43.290% +0.644
24875 42.714% +0.703
25000 40.797% 42.186% 39.923% 42.138% +0.763
25125 41.550% +0.761
25250 39.470% 41.036% 38.687% 40.961% +0.758
25375 40.373% +0.755
25500 38.076% 39.905% 37.393% 39.785% +0.752
25625 39.207% +0.749
25750 36.859% 38.721% 36.272% 38.630% +0.745
25875 38.053% +0.742
26000 36.161% 37.569% 35.257% 37.476% +0.715
26125 36.899% +0.687
26250 35.063% 36.441% 34.111% 36.319% +0.677
26375 35.739% +0.666
26500 33.667% 35.336% 32.934% 35.159% +0.652
26625 34.597% +0.656
26750 32.612% 34.178% 31.880% 34.036% +0.660
26875 33.474% +0.664
27000 32.001% 33.038% 30.812% 32.897% +0.652
27125 32.320% +0.573
27250 30.463% 31.864% 29.760% 31.737% +0.487
27375 31.154% +0.418
27500 29.696% 30.793% 28.720% 30.570% +0.350
27625 29.987% +0.281
27750 28.400% 29.767% 27.697% 29.419% +0.229
27875 28.851% +0.176
28000 27.224% 28.502% 26.546% 28.255% +0.094
28125 27.658% +0.012
28250 26.087% 27.468% 25.558% 27.015% -0.129
28375 26.454% -0.190
28500 25.573% 26.160% 24.456% 25.892% -0.183
28625 25.248% -0.260
28750 23.844% 25.046% 23.397% 24.604% -0.379
28875 24.001% -0.459
29000 22.849% 23.912% 22.284% 23.421% -0.515
29125 22.841% -0.562
29250 21.222% 22.737% 21.163% 22.314% -0.555
29375 21.757% -0.580
29500 20.849% 21.831% 20.131% 21.189% -0.615
29625 20.779% -0.537
29750 20.437% 20.862% 19.214% 20.410% -0.420
29875 20.108% -0.284
30000 19.847% 20.286% 18.570% 19.836% -0.119
30125 19.564% -0.097
30250 19.257% 19.821% 18.077% 19.378% +0.011
30375 19.226% +0.005
30500 17.999% 19.747% 17.841% 19.150% +0.049
30625 19.024% +0.044
30750 17.937% 19.372% 17.580% 18.964% +0.085
30875 18.924% +0.115
31000 17.776% 19.251% 17.369% 18.885% +0.138
31125 18.854% +0.169
31250 17.922% 19.266% 17.560% 18.911% +0.288
31375 18.968% +0.407
31500 18.325% 19.378% 17.592% 19.026% +0.476
31625 19.120% +0.563
31750 18.053% 19.541% 17.708% 19.215% +0.649
31875 19.335% +0.703
32000 18.383% 19.685% 17.932% 19.455% +0.780
32125 19.693% +0.920
32250 18.569% 20.128% 18.156% 19.885% +1.014
32375 20.099% +1.131
32500 18.943% 20.536% 18.509% 20.314% +1.166
32750 19.660% 20.999% 19.011% 20.744% +1.233
33000 20.111% 21.743% 19.615% 21.339% +1.466
33250 21.063% 22.420% 20.097% 21.934% +1.618
33500 21.407% 22.937% 20.754% 22.530% +1.770
33750 21.308% 23.913% 21.308% 23.125% +1.763
34000 22.477% 24.020% 22.058% 23.720% +1.756
34250 22.615% 24.627% 22.422% 24.299% +1.770
34500 23.714% 25.468% 23.302% 25.073% +1.980
34750 26.172% 23.947% 25.847% +2.190
35000 24.193% 26.876% 24.193% 26.622% +2.400
35500 26.189% 28.284% 25.826% 28.170% +2.820 1円売
36000 30.247% 27.781% 30.135% +3.647 1円売
37000 31.932% 34.057% 31.572% 33.947% +3.775 1円売
38000 35.577% 37.725% 35.219% 37.616% +3.901 1円売
39000 41.263% 38.735% 41.156% +4.025 1円売
40000 44.683% 42.131% 44.577% +4.147 1円売
続きを読む

■大引け
相場は急反落で30000円の大台を大きく割り込みました。IVはまちまち。

今日の取引。
3C310@115円×1枚買い。
3P240@13円×16枚買い。


始値 高値 安値 現値 前日比
先物 29995 30075 29615 29640 -530
期近 20.392% 21.186% 19.627% 21.026% +0.830
3月限 19.857% 20.957% 18.527% 20.728% +1.182
4月限 20.695% 21.352% 20.164% 21.187% +0.557
5月限 22.281% 21.443% 22.208% +0.564

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.03 -0.02 +318 -252
+0.39 -159 +0.01 +66
累計


569,288 -47
続きを読む

令和2年7月豪雨災害義援金



こちらから寄付ができます

新型コロナウイルス感染症拡大に伴う緊急支援



こちらから寄付ができます

     訪問者数
−Since 2007.3.7−

     
  • 今日:
  • 昨日:

    IVチャート
日足(2021年3月2日)IV日足チャート210302大引

週足(2021年2月26日)IV週足チャート210226
Google
WWW を検索
このブログ内を検索
  利用している証券会社等
楽天証券


RSSはオプショントレードに
必須のツールです。

A8.net


アフィリエイトはここで。
プロフィール

AC

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。

メッセージ

名前
メール
本文
最新コメント
月別アーカイブ
    お薦めの書籍







   ケータイはこちらから
QRコード
  • ライブドアブログ