2017年06月23日

6月23日スマイルカーブ





原資産 20121.06




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)
11.725% 11.664% 11.788% 11.379% 11.533% -0.193







7月限
残存日数 14.75


修正ATM
補正値 -35


前日 始値 高値 安値 終値 (前日比)
11.086% 11.043% 11.135% 10.689% 10.841% -0.245



歪み率 6.060% +0.200
SP 始値 高値 安値 終値 前日比
12250 67.406% 66.574% 67.269% +2.149 1円売
12500 64.835% 64.022% 64.696% +2.066 1円売
12750 62.311% 61.518% 62.170% +1.984 1円売
13000 59.833% 59.058% 59.690% +1.904 1円売
13250 57.397% 56.641% 57.253% +1.825 1円売
13500 55.002% 54.264% 54.856% +1.748 1円売
13750 52.647% 51.927% 52.499% +1.672 1円売
14000 50.330% 49.627% 50.180% +1.597 1円売
14250 48.048% 47.362% 47.896% +1.523 1円売
14500 45.801% 45.131% 45.647% +1.451 1円売
14750 43.586% 42.933% 43.431% +1.379 1円売
15000 41.094% 41.402% 40.765% 41.245% +0.512 1円売
15250 38.957% 40.168% 38.957% 39.971% +0.557
15500 39.439% 39.472% 38.006% 38.697% +0.602
15750 37.232% 37.737% 36.633% 37.423% +0.617
16000 36.632% 36.632% 35.294% 36.149% +0.631
16250 34.393% 35.028% 34.093% 34.736% +0.708
16375 33.282% 34.360% 33.235% 34.065% +0.782
16500 33.288% 33.780% 32.482% 33.191% +0.653
16625 32.157% 32.871% 31.588% 32.436% +0.651
16750 31.030% 32.125% 30.987% 31.875% +0.860
16875 29.909% 31.335% 29.909% 30.937% +0.691
17000 29.619% 30.535% 29.423% 29.993% +0.592
17125 29.179% 29.767% 28.607% 29.312% +0.788
17250 28.022% 28.821% 27.770% 28.443% +0.709
17375 26.869% 27.931% 26.869% 27.542% +0.706
17500 26.284% 27.185% 26.126% 26.614% +0.511
17625 25.613% 26.248% 25.290% 25.668% +0.586
17750 24.430% 25.247% 24.306% 24.926% +0.719
17875 23.674% 24.408% 23.493% 23.895% +0.614
18000 22.858% 23.528% 22.560% 22.985% +0.532
18125 21.991% 22.594% 21.673% 21.926% +0.370
18250 21.076% 21.697% 20.764% 20.951% +0.240
18375 20.119% 20.753% 19.908% 20.092% +0.285
18500 19.368% 19.813% 19.061% 19.300% +0.255
18625 18.312% 18.938% 18.211% 18.379% +0.140
18750 17.615% 18.100% 17.388% 17.550% +0.063
18875 16.801% 17.268% 16.638% 16.790% +0.059
19000 16.176% 16.557% 15.874% 16.117% +0.076
19125 15.512% 15.835% 15.208% 15.299% -0.097
19250 14.783% 15.095% 14.518% 14.641% -0.158
19375 14.603% 14.667% 13.908% 14.068% -0.077
19500 13.693% 13.898% 13.303% 13.377% -0.214
19625 12.934% 13.128% 12.627% 12.830% -0.118
19750 12.516% 12.598% 12.063% 12.160% -0.188
19875 11.713% 11.959% 11.490% 11.641% -0.266
20000 11.367% 11.515% 11.009% 11.219% -0.215
20125 11.021% 11.071% 10.577% 10.670% -0.279
20250 10.528% 10.821% 10.204% 10.502% -0.314
20375 10.745% 10.796% 10.116% 10.229% -0.377
20500 10.359% 10.631% 10.136% 10.306% -0.310
20625 10.532% 10.661% 10.125% 10.241% -0.326
20750 10.574% 10.718% 10.228% 10.286% -0.310
20875 10.695% 10.935% 10.410% 10.498% -0.292
21000 11.052% 11.150% 10.667% 10.785% -0.218
21125 10.978% 11.404% 10.932% 11.034% -0.177
21250 11.472% 11.783% 11.257% 11.432% -0.081
21375 11.727% 12.183% 11.578% 11.950% +0.032
21500 12.173% 12.772% 12.134% 12.458% +0.032
21625 12.409% 13.178% 12.372% 13.009% +0.088
21750 13.267% 13.883% 13.151% 13.545% +0.112
21875 13.037% 14.204% 13.002% 14.085% +0.140
22000 13.821% 14.930% 13.787% 14.626% +0.168
22125 14.597% 15.167% 14.562% 15.167% +0.162
22250 15.363% 15.716% 15.329% 15.707% +0.155 1円売
22500 17.227% 16.909% 17.227% +0.580 1円売
22750 18.716% 18.389% 18.716% +0.628 1円売
23000 20.176% 19.840% 20.176% +0.675 1円売
23250 21.610% 21.264% 21.610% +0.721 1円売
23500 23.018% 22.664% 23.018% +0.767 1円売
23750 24.403% 24.039% 24.403% +0.811 1円売

続きを読む

actok at 16:57コメント(0)トラックバック(0)IVデータ 
■大引け
相場は変わらず。IVは中安外高傾向が続いています。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 20110 20115 20050 20075 +0
期近 11.664% 11.788% 11.379% 11.533% -0.193
7月限 11.043% 11.135% 10.689% 10.841% -0.245
8月限 12.190% 12.400% 11.873% 12.086% -0.279
9月限 13.284% 12.882% 13.050% -0.198

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.63 -0.05 +352 -337
+2.80 -41 +0.58 +15
累計


545,745 -49

続きを読む

actok at 16:55コメント(0)トラックバック(0)トレードとポジション 

2017年06月22日

6月22日スマイルカーブ





原資産 20119.76




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)
11.622% 11.754% 11.870% 11.437% 11.725% +0.104







7月限
残存日数 15.75


修正ATM
補正値 -30


前日 始値 高値 安値 終値 (前日比)
11.020% 11.184% 11.312% 10.730% 11.086% +0.066



歪み率 5.860% +0.271
SP 始値 高値 安値 終値 前日比
12250 65.312% 64.625% 65.120% +1.841 1円売
12500 62.832% 62.155% 62.630% +1.765 1円売
12750 60.397% 59.731% 60.186% +1.691 1円売
13000 58.006% 57.350% 57.786% +1.617 1円売
13250 55.657% 55.010% 55.427% +1.545 1円売
13500 53.348% 52.708% 53.108% +1.475 1円売
13750 51.076% 50.443% 50.827% +1.405 1円売
14000 48.841% 48.214% 48.583% +1.337 1円売
14250 46.640% 46.019% 46.373% +1.269 1円売
14500 44.472% 43.858% 44.197% +1.203 1円売
14750 42.336% 41.727% 42.052% +1.137 1円売
15000 39.789% 40.733% 39.627% 40.733% +1.868
15250 40.351% 40.351% 38.637% 39.414% +1.408
15500 38.187% 38.187% 37.179% 38.095% +0.949
15750 36.050% 37.311% 36.050% 36.806% +0.837
16000 35.469% 35.909% 34.913% 35.518% +0.899
16250 33.301% 34.552% 33.301% 34.028% +0.930
16375 33.331% 33.650% 32.620% 33.283% +0.946
16500 32.231% 33.056% 31.917% 32.538% +0.961
16625 31.136% 32.070% 31.126% 31.785% +0.968
16750 30.896% 31.592% 30.425% 31.015% +0.959
16875 29.785% 30.620% 29.560% 30.246% +0.965
17000 29.376% 29.796% 28.814% 29.401% +0.747
17125 28.856% 28.997% 28.021% 28.523% +0.851
17250 27.133% 28.165% 27.133% 27.734% +0.820
17375 26.582% 27.299% 26.392% 26.836% +0.715
17500 25.947% 26.540% 25.707% 26.103% +0.637
17625 24.800% 25.683% 24.771% 25.083% +0.498
17750 24.082% 24.764% 23.936% 24.208% +0.512
17875 23.665% 23.900% 23.002% 23.282% +0.409
18000 22.479% 23.037% 22.121% 22.452% +0.373
18125 21.607% 22.166% 21.245% 21.556% +0.465
18250 20.967% 21.267% 20.300% 20.710% +0.449
18375 19.992% 20.408% 19.411% 19.807% +0.418
18500 19.206% 19.575% 18.563% 19.045% +0.472
18625 18.346% 18.713% 17.756% 18.239% +0.461
18750 17.419% 17.887% 16.976% 17.488% +0.496
18875 16.892% 17.135% 16.241% 16.731% +0.471
19000 16.069% 16.458% 15.569% 16.041% +0.434
19125 15.484% 15.720% 14.887% 15.397% +0.414
19250 14.817% 15.029% 14.301% 14.799% +0.447
19375 14.560% 14.560% 13.682% 14.145% +0.295
19500 13.633% 13.831% 13.175% 13.591% +0.321
19625 13.180% 13.242% 12.582% 12.949% +0.201
19750 12.412% 12.655% 12.103% 12.348% +0.171
19875 11.875% 12.116% 11.572% 11.908% +0.111
20000 11.580% 11.675% 11.147% 11.434% +0.053
20125 11.158% 11.234% 10.745% 10.949% -0.033
20250 10.944% 10.950% 10.475% 10.816% +0.042
20375 10.944% 10.944% 10.391% 10.606% -0.148
20500 10.652% 10.774% 10.366% 10.615% -0.059
20625 10.718% 10.768% 10.312% 10.567% -0.051
20750 10.798% 10.814% 10.380% 10.596% -0.103
20875 10.957% 10.957% 10.483% 10.790% +0.036
21000 11.017% 11.070% 10.636% 11.002% +0.045
21125 11.284% 11.284% 10.848% 11.212% +0.114
21250 11.666% 11.666% 11.135% 11.513% +0.112
21375 11.745% 11.918% 11.473% 11.918% +0.162
21500 12.275% 12.426% 11.711% 12.426% +0.414
21625 12.664% 12.921% 12.248% 12.921% +0.492
21750 12.846% 13.433% 12.728% 13.433% +0.568
21875 13.665% 13.946% 13.094% 13.946% +0.677
22000 14.458% 13.845% 14.458% +0.785
22125 14.133% 15.005% 14.128% 15.005% +1.109
22250 14.875% 15.552% 14.655% 15.552% +0.988
22500 16.646% 16.125% 16.646% +0.655 1円売
22750 18.087% 17.565% 18.087% +0.697 1円売
23000 19.501% 18.977% 19.501% +0.739 1円売
23250 20.888% 20.362% 20.888% +0.780 1円売
23500 22.252% 21.724% 22.252% +0.821 1円売
23750 23.592% 23.062% 23.592% +0.860 1円売

続きを読む

actok at 21:17コメント(0)トラックバック(0)IVデータ 
■大引け
相場は小幅続落。IVは小幅まちまち。

今日の取引。7C202@180円×1枚買い。


始値 高値 安値 現値 前日比
先物 20105 20160 20065 20075 -25
期近 11.754% 11.870% 11.437% 11.725% +0.104
7月限 11.184% 11.312% 10.730% 11.086% +0.066
8月限 12.357% 12.468% 12.154% 12.365% -0.009
9月限 13.146% 13.340% 13.045% 13.248% +0.034

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.65 -0.05 +388 -354
+3.04 -47 +0.60 +34
累計


545,794 -121

続きを読む

actok at 21:15コメント(0)トラックバック(0)トレードとポジション 

2017年06月21日

6月21日スマイルカーブ





原資産 20143.19




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)
11.417% 11.485% 11.742% 11.144% 11.622% +0.204







7月限
残存日数 16.75


修正ATM
補正値 -30


前日 始値 高値 安値 終値 (前日比)
10.957% 11.041% 11.706% 10.552% 11.020% +0.063



歪み率 5.589% +0.471
SP 始値 高値 安値 終値 前日比
12250 63.390% 62.803% 63.279% +1.259 1円売
12500 60.979% 60.406% 60.865% +1.188 1円売
12750 58.613% 58.053% 58.496% +1.119 1円売
13000 56.289% 55.742% 56.168% +1.051 1円売
13250 54.005% 53.471% 53.882% +0.983 1円売
13500 51.760% 51.239% 51.634% +0.917 1円売
13750 49.552% 49.043% 49.422% +0.852 1円売
14000 47.379% 46.882% 47.246% +0.788 1円売
14250 45.026% 45.239% 44.755% 45.104% +0.724 1円売
14500 43.132% 42.659% 42.994% +0.662 1円売
14750 40.869% 41.056% 40.594% 40.915% +0.600 1円売
15000 38.835% 39.348% 38.606% 38.865% +0.539 1円売
15250 36.829% 38.440% 36.622% 38.005% +1.642
15500 34.849% 37.146% 34.710% 37.146% +2.719
15750 35.224% 36.233% 34.187% 35.969% +2.445
16000 33.176% 35.112% 32.589% 34.619% +2.170
16250 31.152% 33.098% 31.140% 33.098% +2.060
16375 31.527% 32.338% 30.429% 32.338% +2.005
16500 30.490% 31.821% 29.801% 31.577% +1.950
16625 29.458% 31.036% 29.153% 30.816% +1.895
16750 28.430% 30.253% 28.430% 30.056% +1.840
16875 28.370% 29.487% 27.748% 29.281% +1.717
17000 27.322% 28.659% 27.002% 28.654% +1.741
17125 26.279% 27.883% 26.251% 27.672% +1.495
17250 25.973% 27.082% 25.624% 26.914% +1.471
17375 24.912% 26.251% 24.824% 26.121% +1.354
17500 24.453% 25.466% 24.188% 25.466% +1.328
17625 23.377% 24.675% 23.369% 24.585% +1.237
17750 23.255% 23.741% 22.675% 23.696% +1.112
17875 22.148% 22.925% 21.937% 22.873% +0.904
18000 21.430% 22.123% 21.217% 22.079% +0.764
18125 20.656% 21.158% 20.387% 21.091% +0.596
18250 19.833% 20.340% 19.577% 20.261% +0.553
18375 18.967% 19.464% 18.777% 19.390% +0.467
18500 18.305% 18.669% 17.932% 18.573% +0.477
18625 17.339% 17.857% 17.264% 17.778% +0.334
18750 16.728% 17.084% 16.532% 16.992% +0.304
18875 16.162% 16.365% 15.819% 16.261% +0.217
19000 15.455% 15.728% 15.199% 15.607% +0.226
19125 14.871% 15.065% 14.556% 14.982% +0.232
19250 14.327% 14.501% 13.948% 14.352% +0.203
19375 13.678% 13.928% 13.355% 13.850% +0.283
19500 12.993% 13.420% 12.842% 13.269% +0.103
19625 12.701% 12.843% 12.280% 12.748% +0.126
19750 12.077% 12.428% 11.621% 12.178% +0.034
19875 11.420% 11.962% 11.336% 11.797% +0.050
20000 11.398% 11.528% 10.958% 11.381% +0.047
20125 11.140% 11.156% 10.620% 10.982% -0.072
20250 10.757% 10.896% 10.337% 10.773% -0.144
20375 10.682% 10.834% 10.220% 10.754% -0.009
20500 10.592% 10.780% 10.197% 10.674% -0.037
20625 10.868% 10.868% 10.246% 10.618% -0.041
20750 10.740% 10.805% 10.296% 10.699% -0.124
20875 10.821% 10.887% 10.432% 10.754% -0.189
21000 10.973% 11.007% 10.617% 10.957% -0.097
21125 11.117% 11.183% 10.808% 11.098% -0.117
21250 11.211% 11.455% 11.089% 11.401% +0.006
21375 11.697% 11.803% 11.379% 11.756% +0.121
21500 11.995% 12.208% 11.665% 12.013% +0.083
21625 11.992% 12.633% 11.992% 12.429% +0.168
21750 12.833% 12.980% 12.502% 12.865% +0.272
21875 12.979% 13.824% 12.902% 13.269% +0.344
22000 13.766% 13.979% 13.332% 13.673% +0.494
22125 13.453% 14.142% 13.453% 13.896% +0.325
22250 14.174% 14.649% 14.008% 14.564% +0.599 1円売
22500 15.594% 16.067% 15.429% 15.992% +1.079 1円売
22750 17.465% 16.821% 17.390% +1.114 1円売
23000 18.835% 18.186% 18.762% +1.149 1円売
23250 20.181% 19.526% 20.108% +1.184 1円売
23500 21.503% 20.842% 21.431% +1.218 1円売
23750 22.802% 22.135% 22.731% +1.252 1円売

続きを読む

actok at 18:15コメント(0)トラックバック(0)IVデータ 
■大引け
相場は反落。上昇一服となりました。IVは中安外高。

今日の取引。
7C205@80円×2枚買い。


始値 高値 安値 現値 前日比
先物 20145 20180 20080 20100 -100
期近 11.485% 11.742% 11.144% 11.622% +0.204
7月限 11.041% 11.706% 10.552% 11.020% +0.063
8月限 12.071% 12.680% 11.925% 12.374% +0.233
9月限 13.106% 13.296% 12.948% 13.215% +0.096

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.62 -0.05 +400 -366
+2.88 -44 +0.57 +33
累計


545,915 -307

続きを読む

actok at 18:15コメント(0)トラックバック(0)トレードとポジション 

2017年06月20日

6月20日スマイルカーブ





原資産 20243.31




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)
10.962% 11.123% 11.577% 11.100% 11.417% +0.456







7月限
残存日数 17.75


修正ATM
補正値 -30


前日 始値 高値 安値 終値 (前日比)
10.501% 10.580% 11.161% 10.528% 10.957% +0.456



歪み率 5.118% +0.073
SP 始値 高値 安値 終値 前日比
12250 62.289% 61.544% 62.020% +2.611 1円売
12500 59.953% 59.218% 59.677% +2.551 1円売
12750 57.661% 56.934% 57.377% +2.492 1円売
13000 55.410% 54.692% 55.118% +2.434 1円売
13250 53.199% 52.488% 52.898% +2.377 1円売
13500 51.025% 50.322% 50.716% +2.321 1円売
13750 48.886% 48.192% 48.570% +2.267 1円売
14000 46.783% 46.095% 46.459% +2.213 1円売
14250 44.711% 44.031% 44.380% +2.161 1円売
14500 42.004% 42.672% 41.998% 42.332% +2.109 1円売
14750 40.662% 39.995% 40.315% +2.058 1円売
15000 38.680% 38.020% 38.326% +2.009 1円売
15250 36.726% 36.073% 36.364% +1.960 1円売
15500 34.153% 34.798% 34.150% 34.428% +1.111 1円売
15750 32.255% 34.077% 32.255% 33.524% +1.293
16000 30.380% 32.709% 30.380% 32.449% +1.470
16250 30.581% 31.513% 30.559% 31.038% +1.379
16375 29.606% 30.571% 29.606% 30.332% +1.334
16500 28.636% 29.811% 28.636% 29.627% +1.288
16625 27.671% 29.335% 27.671% 28.921% +1.313
16750 27.952% 28.889% 27.475% 28.216% +1.270
16875 26.959% 27.864% 26.892% 27.564% +1.345
17000 26.887% 27.154% 26.331% 26.913% +1.350
17125 25.874% 26.665% 25.424% 26.177% +1.252
17250 24.865% 25.828% 24.865% 25.442% +1.160
17375 24.557% 25.270% 24.295% 24.767% +1.226
17500 23.531% 24.554% 23.531% 24.138% +1.233
17625 23.075% 23.915% 22.954% 23.348% +1.151
17750 22.524% 23.208% 22.253% 22.584% +1.091
17875 21.897% 22.433% 21.608% 21.969% +1.171
18000 20.825% 21.735% 20.825% 21.315% +1.160
18125 20.462% 21.039% 20.249% 20.495% +1.091
18250 19.362% 20.253% 19.362% 19.708% +1.072
18375 19.101% 19.492% 18.892% 18.923% +1.042
18500 18.204% 18.768% 18.096% 18.096% +0.893
18625 17.487% 18.078% 17.431% 17.444% +0.979
18750 16.879% 17.358% 16.688% 16.688% +0.834
18875 16.003% 16.694% 16.003% 16.044% +0.886
19000 15.632% 16.063% 15.304% 15.381% +0.722
19125 14.712% 15.382% 14.666% 14.750% +0.748
19250 14.145% 14.775% 14.092% 14.149% +0.632
19375 13.499% 14.169% 13.493% 13.566% +0.636
19500 12.840% 13.676% 12.840% 13.166% +0.768
19625 12.332% 13.155% 12.332% 12.622% +0.676
19750 11.866% 12.641% 11.866% 12.143% +0.777
19875 11.632% 12.194% 11.563% 11.747% +0.816
20000 11.018% 11.798% 11.018% 11.334% +0.772
20125 10.724% 11.512% 10.724% 11.054% +0.689
20250 10.504% 11.217% 10.504% 10.917% +0.797
20375 10.206% 11.104% 10.206% 10.763% +0.719
20500 10.052% 11.070% 10.052% 10.711% +0.569
20625 10.181% 11.060% 10.181% 10.659% +0.524
20750 10.128% 11.157% 10.128% 10.823% +0.561
20875 10.337% 11.313% 10.337% 10.943% +0.501
21000 10.625% 11.516% 10.625% 11.054% +0.375
21125 10.650% 11.655% 10.650% 11.215% +0.273
21250 11.065% 11.851% 11.044% 11.395% +0.147
21375 11.456% 12.083% 11.266% 11.635% +0.063
21500 11.602% 12.347% 11.529% 11.929% -0.007
21625 11.761% 12.619% 11.761% 12.261% +0.015
21750 12.608% 12.929% 12.209% 12.593% -0.090
21875 12.926% 13.257% 12.603% 12.925% -0.194
22000 13.724% 13.724% 12.995% 13.178% -0.338
22125 13.799% 13.930% 13.224% 13.572% -0.297
22250 14.547% 14.547% 13.477% 13.965% -0.256
22500 14.846% 15.266% 14.369% 14.913% -0.654 1円売
22750 16.199% 16.351% 15.671% 16.276% -0.609 1円売
23000 17.687% 17.005% 17.613% -0.565 1円売
23250 18.998% 18.313% 18.925% -0.523 1円売
23500 20.286% 19.598% 20.213% -0.482 1円売
23750 21.551% 20.861% 21.480% -0.443 1円売

続きを読む

actok at 16:14コメント(0)トラックバック(0)IVデータ 
■大引け
相場は続伸。寄り付きから買われて一時直近高値を更新しました。IVは上昇。


夜間取引。
8C203@230円×1枚売り。
8P196@210円×1枚売り。

今日の取引。
8C203@280円×1枚売り。
7C202@205円×1枚売り。
8C211@75円×2枚売り。
8P196@170円×1枚売り。
7P198@110円×2枚売り。
7C205@145円×2枚返済売り。


始値 高値 安値 現値 前日比
先物 20195 20290 20170 20200 +175
期近 11.123% 11.577% 11.100% 11.417% +0.456
7月限 10.580% 11.161% 10.528% 10.957% +0.456
8月限 12.030% 12.312% 11.851% 12.141% +0.258
9月限 13.002% 13.254% 12.819% 13.119% +0.294

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.65 -0.04 +429 -375
+3.06 -50 +0.60 +54
累計


546,222 +574

続きを読む

actok at 16:00コメント(0)トラックバック(0)トレードとポジション 

2017年06月19日

6月19日スマイルカーブ





原資産 20068.60




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)
11.270% 11.344% 11.344% 10.851% 10.962% -0.308







7月限
残存日数 18.75


修正ATM
補正値 -30


前日 始値 高値 安値 終値 (前日比)
10.908% 11.048% 11.048% 10.380% 10.501% -0.407



歪み率 5.044% +0.057
SP 始値 高値 安値 終値 前日比
12250 59.428% 58.376% 59.408% +2.037 1円売
12500 57.146% 56.106% 57.126% +1.980 1円売
12750 54.906% 53.879% 54.885% +1.925 1円売
13000 52.705% 51.691% 52.684% +1.870 1円売
13250 50.543% 49.540% 50.521% +1.816 1円売
13500 48.417% 47.426% 48.395% +1.764 1円売
13750 46.326% 45.347% 46.304% +1.712 1円売
14000 44.268% 43.300% 44.246% +1.661 1円売
14250 42.242% 41.285% 42.219% +1.611 1円売
14500 40.247% 39.300% 40.223% +1.562 1円売
14750 38.280% 37.343% 38.256% +1.514 1円売
15000 37.983% 37.983% 35.505% 36.317% +0.731 1円売
15250 35.966% 35.966% 34.233% 34.403% -0.010 1円売
15500 31.729% 33.991% 31.729% 33.317% +0.076
15750 32.007% 32.562% 31.925% 32.231% +0.213
16000 30.062% 31.438% 30.062% 30.979% +0.183
16250 29.432% 29.789% 29.277% 29.659% +0.342
16375 28.441% 29.012% 28.441% 28.999% +0.422
16500 27.455% 28.669% 27.455% 28.339% +0.501
16625 27.402% 27.828% 27.009% 27.609% +0.265
16750 26.397% 26.988% 26.390% 26.946% +0.359
16875 26.127% 26.645% 25.802% 26.219% +0.400
17000 25.724% 25.887% 25.281% 25.563% +0.325
17125 24.687% 25.218% 24.542% 24.925% +0.423
17250 24.169% 24.578% 23.885% 24.282% +0.383
17375 23.574% 23.860% 23.174% 23.540% +0.360
17500 22.915% 23.247% 22.443% 22.905% +0.217
17625 22.202% 22.495% 21.789% 22.197% +0.262
17750 21.114% 21.782% 21.114% 21.493% +0.328
17875 20.640% 21.027% 20.422% 20.798% +0.326
18000 20.059% 20.384% 19.767% 20.155% +0.369
18125 19.162% 19.630% 19.011% 19.405% +0.368
18250 18.848% 18.922% 18.335% 18.636% +0.254
18375 17.845% 18.173% 17.593% 17.881% +0.168
18500 17.456% 17.498% 16.929% 17.202% +0.209
18625 16.633% 16.842% 16.267% 16.465% +0.105
18750 16.102% 16.200% 15.658% 15.854% +0.033
18875 15.527% 15.590% 15.056% 15.158% -0.113
19000 14.891% 15.000% 14.548% 14.659% -0.109
19125 14.342% 14.435% 13.961% 14.002% -0.114
19250 13.881% 13.890% 13.394% 13.517% -0.112
19375 13.187% 13.319% 12.797% 12.930% -0.052
19500 12.838% 12.838% 12.284% 12.398% +0.015
19625 12.181% 12.245% 11.532% 11.946% -0.008
19750 11.590% 11.760% 11.112% 11.366% -0.175
19875 11.275% 11.364% 10.782% 10.930% -0.170
20000 10.821% 11.007% 10.356% 10.562% -0.173
20125 10.656% 10.743% 9.945% 10.365% -0.090
20250 10.476% 10.638% 9.758% 10.120% -0.161
20375 10.306% 10.430% 9.713% 10.044% -0.117
20500 10.149% 10.461% 9.800% 10.142% +0.040
20625 10.042% 10.412% 9.750% 10.135% -0.027
20750 10.214% 10.529% 9.869% 10.262% +0.049
20875 10.375% 10.660% 10.082% 10.443% +0.145
21000 10.692% 10.919% 10.252% 10.679% +0.118
21125 10.683% 11.139% 10.573% 10.942% +0.113
21250 11.258% 11.461% 10.855% 11.248% +0.124
21375 11.732% 11.812% 11.173% 11.573% +0.069
21500 11.461% 12.220% 11.461% 11.937% +0.120
21625 12.225% 12.600% 11.900% 12.246% -0.011
21750 12.979% 13.011% 12.336% 12.683% -0.015
21875 13.723% 13.723% 12.772% 13.120% +0.062
22000 13.383% 13.758% 13.111% 13.516% +0.100
22125 14.067% 14.164% 13.375% 13.869% +0.093
22250 14.743% 14.840% 14.013% 14.221% -0.218 1円売
22500 16.170% 15.351% 15.567% -0.179 1円売
22750 17.474% 16.662% 16.885% -0.140 1円売
23000 18.754% 17.949% 18.178% -0.103 1円売
23250 20.011% 19.212% 19.448% -0.067 1円売
23500 21.247% 20.453% 20.696% -0.032 1円売
23750 22.462% 21.673% 21.922% +0.002 1円売

続きを読む

actok at 15:41コメント(0)トラックバック(0)IVデータ 
■大引け
相場は小幅続伸して20000円台を回復。IVは基準値が11%を割り込み、最安値を更新しました。

今日の取引。
8C208@85円×1枚売り。


始値 高値 安値 現値 前日比
先物 19925 20050 19905 20025 +95
期近 11.344% 11.344% 10.851% 10.962% -0.308
7月限 11.048% 11.048% 10.380% 10.501% -0.407
8月限 11.973% 12.243% 11.832% 11.883% -0.329
9月限 13.164% 12.825% 12.825% -0.362

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.74 +0.14 +413 -179
+2.52 -74 +0.88 +234
累計


545,648 +155

続きを読む

actok at 15:38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年鳥取県中部地震災害義援金



こちらから寄付ができます

平成28年台風10号等災害義援金



こちらから寄付ができます

平成28年熊本地震災害義援金



こちらから寄付ができます

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