2022年05月26日 20:00

スマイルカーブ220526大引







原資産 26606.88




短期金利 -0.05%




期近修正ATM(残存日数24.75日換算)


前日 始値 高値 安値 終値 (前日比)
20.740% 20.090% 20.769% 19.855% 20.348% -0.392


ATR 瞬間 24.644% +5.330



5日 27.493% -1.350



20日 33.201% -0.814



60日 34.925% -0.258







6月限
残存日数 10.75


修正ATM
補正値 0


前日 始値 高値 安値 終値 (前日比)
20.283% 19.320% 20.274% 18.899% 19.800% -0.483



歪み率 6.436% +0.353
SP 始値 高値 安値 終値 前日比
10000 147.086% 145.603% 147.024% +6.063 1円売
11000 133.328% 132.005% 133.259% +5.462 1円売
12000 120.838% 119.590% 120.693% +4.913 1円売
12500 115.008% 113.763% 114.794% +4.655 1円売
12750 112.179% 110.935% 111.932% +4.530 1円売
13000 109.404% 108.161% 109.124% +4.407 1円売
13250 106.681% 105.439% 106.368% +4.286 1円売
13500 104.008% 102.766% 103.663% +4.168 1円売
13750 101.383% 100.142% 101.006% +4.052 1円売
14000 98.803% 97.563% 98.396% +3.938 1円売
14250 96.268% 95.029% 95.830% +3.825 1円売
14500 93.776% 92.537% 93.308% +3.715 1円売
14750 91.325% 90.087% 90.827% +3.606 1円売
15000 88.913% 87.675% 88.386% +3.499 1円売
15250 86.539% 85.302% 85.983% +3.394 1円売
15500 84.203% 82.966% 83.618% +3.290 1円売
15750 81.902% 80.665% 81.289% +3.188 1円売
16000 78.986% 79.635% 78.398% 78.994% +3.088 1円売
16250 77.401% 76.164% 76.732% +2.989 1円売
16500 75.199% 73.962% 74.503% +2.891 1円売
16750 72.380% 73.028% 71.789% 72.305% +2.794 1円売
17000 70.239% 70.887% 69.638% 70.137% +2.699 1円売
17250 68.775% 67.515% 67.998% +2.605 1円売
17500 66.704% 65.421% 65.887% +2.513 1円売
17750 63.984% 64.633% 63.353% 63.803% +2.421 1円売
18000 61.953% 62.602% 61.311% 61.746% +1.889 1円売
18250 59.946% 60.736% 59.355% 60.232% +1.675
18500 57.964% 59.100% 57.775% 58.718% +1.700
18750 57.711% 56.445% 57.333% +1.605
19000 56.323% 55.114% 55.811% +1.373
19250 54.739% 53.611% 54.290% +1.313
19500 53.140% 52.040% 52.768% +1.321
19750 51.581% 51.692% 50.621% 51.296% +1.226
20000 49.622% 50.245% 49.203% 49.823% +1.132
20250 47.684% 48.768% 47.684% 48.322% +1.037
20500 47.691% 47.691% 46.306% 46.820% +0.942
20750 45.721% 45.868% 44.877% 45.337% +0.848
21000 43.770% 44.559% 43.514% 43.920% +0.753
21250 43.177% 43.177% 42.151% 42.471% +0.626
21500 41.207% 41.659% 40.788% 41.022% +0.498
21750 40.286% 40.332% 39.459% 39.612% +0.371
22000 38.304% 39.005% 38.012% 38.202% +0.244
22250 37.160% 37.646% 36.586% 36.943% +0.204
22500 35.870% 36.165% 35.256% 35.685% +0.165
22750 34.466% 34.851% 33.959% 34.444% +0.126
23000 33.462% 33.532% 32.783% 33.201% +0.087
23125 32.626% +0.054
23250 32.245% 32.427% 31.638% 32.040% +0.011
23375 31.524% +0.004
23500 31.532% 31.532% 30.563% 30.980% -0.051
23625 30.503% -0.039
23750 29.939% 30.159% 29.579% 30.026% +0.029
23875 29.549% -0.000
24000 29.194% 29.303% 28.612% 29.073% -0.029
24125 28.601% -0.003
24250 28.277% 28.277% 27.653% 28.129% -0.048
24375 27.666% -0.083
24500 27.490% 27.490% 26.681% 27.203% -0.086
24625 26.747% -0.084
24750 26.545% 25.846% 26.290% -0.100
24875 25.801% -0.141
25000 25.773% 25.773% 24.938% 25.359% -0.157
25125 24.918% -0.161
25250 25.129% 25.129% 24.066% 24.454% -0.187
25375 23.991% -0.221
25500 24.100% 24.183% 23.219% 23.527% -0.255
25625 23.064% -0.313
25750 23.471% 23.471% 22.351% 22.678% -0.350
25875 22.292% -0.387
26000 22.490% 22.585% 21.526% 21.894% -0.438
26125 21.436% -0.483
26250 22.610% 22.610% 20.732% 20.889% -0.615
26375 20.495% -0.659
26500 20.737% 21.004% 19.963% 20.102% -0.703
26625 19.749% -0.667
26750 19.428% 20.208% 19.176% 19.397% -0.696
26875 19.047% -0.723
27000 19.404% 19.413% 18.389% 18.639% -0.785
27125 18.260% -0.816
27250 18.085% 18.749% 17.669% 17.881% -0.848
27375 17.567% -0.862
27500 18.049% 18.049% 17.059% 17.346% -0.782
27625 17.160% -0.669
27750 17.223% 17.520% 16.734% 17.005% -0.624
27875 16.914% -0.560
28000 17.423% 17.423% 16.504% 16.863% -0.495
28125 16.862% -0.435
28250 17.231% 17.258% 16.331% 16.928% -0.307
28375 17.082% -0.180
28500 17.366% 17.564% 16.402% 17.237% -0.052
28625 17.396% -0.002
28750 17.507% 17.891% 16.595% 17.566% +0.048
28875 17.779% +0.098
29000 17.957% 18.403% 16.961% 17.991% +0.148
29125 18.136% +0.131
29250 18.140% 18.960% 17.380% 18.369% +0.114
29375 18.602% +0.096
29500 18.957% 19.191% 17.790% 18.976% +0.197
29625 19.351% +0.298
29750 18.100% 20.264% 18.100% 19.725% +0.399
29875 20.125% +0.500
30000 19.385% 20.670% 18.821% 20.628% +0.704 1円売
30125 21.267% +1.025 1円売
30250 20.651% 21.944% 19.935% 21.903% +1.342 1円売
30500 21.899% 23.200% 21.187% 23.160% +1.394 1円売
30750 23.130% 24.440% 22.421% 24.400% +1.447 1円売
31000 25.663% 23.639% 25.624% +1.498 1円売
31250 25.543% 26.870% 24.840% 26.833% +1.549 1円売
31500 28.063% 26.026% 28.026% +1.600 1円売
31750 29.241% 27.198% 29.205% +1.650 1円売
32000 30.406% 28.355% 30.369% +1.699 1円売
32250 31.557% 29.498% 31.521% +1.748 1円売
32500 32.694% 30.628% 32.659% +1.796 1円売
32750 33.820% 31.746% 33.784% +1.844 1円売
33000 34.932% 32.851% 34.897% +1.892 1円売
33250 36.033% 33.944% 35.999% +1.939 1円売
33500 37.122% 35.025% 37.088% +1.985 1円売
33750 38.200% 36.095% 38.167% +2.031 1円売
34000 39.267% 37.154% 39.234% +2.077 1円売
34250 40.323% 38.202% 40.290% +2.122 1円売
34500 41.369% 39.239% 41.336% +2.167 1円売
34750 42.405% 40.266% 42.372% +2.211 1円売
35000 43.430% 41.284% 43.398% +2.255 1円売
続きを読む

■大引け
相場は小幅続落。IVは引き続き中安外高でした。

夜間取引。
6P230@14円×8枚買い。
6P252@140円×1枚売り。


始値 高値 安値 現値 前日比
先物 26780 26910 26595 26610 -70
期近 20.090% 20.769% 19.855% 20.348% -0.392
6月限 19.320% 20.274% 18.899% 19.800% -0.483
7月限 20.439% 21.023% 20.128% 20.583% -0.402
8月限 21.699% 21.044% 21.362% -0.246

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.01 +0.00 +123 -103
+0.05 -37 +0.01 +20
累計


564,051 -12
続きを読む

2022年05月25日 20:00

スマイルカーブ220525大引







原資産 26676.59




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)
21.219% 20.730% 21.420% 20.488% 20.740% -0.479


ATR 瞬間 19.314% -4.704



5日 28.843% -4.390



20日 34.015% -1.152



60日 35.183% -0.140







6月限
残存日数 11.75


修正ATM
補正値 0


前日 始値 高値 安値 終値 (前日比)
20.829% 20.263% 21.146% 19.895% 20.283% -0.545



歪み率 6.084% +0.418
SP 始値 高値 安値 終値 前日比
10000 141.100% 139.040% 140.961% +5.352 1円売
11000 127.960% 126.011% 127.798% +4.823 1円売
12000 115.964% 114.116% 115.780% +4.340 1円売
12500 110.333% 108.532% 110.139% +4.113 1円売
12750 107.601% 105.822% 107.402% +4.003 1円売
13000 104.920% 103.164% 104.717% +3.895 1円売
13250 102.290% 100.556% 102.082% +3.789 1円売
13500 99.708% 97.995% 99.495% +3.685 1円売
13750 97.172% 95.480% 96.954% +3.583 1円売
14000 94.680% 93.009% 94.458% +3.482 1円売
14250 92.232% 90.581% 92.005% +3.383 1円売
14500 89.824% 88.193% 89.593% +3.286 1円売
14750 87.461% 85.844% 87.221% +3.191 1円売
15000 85.137% 83.534% 84.887% +3.097 1円売
15250 82.850% 81.259% 82.589% +3.004 1円売
15500 80.599% 79.020% 80.328% +2.913 1円売
15750 78.382% 76.815% 78.100% +2.823 1円売
16000 76.198% 74.643% 75.906% +2.735 1円売
16250 74.045% 72.502% 73.744% +2.648 1円売
16500 71.924% 70.392% 71.612% +2.562 1円売
16750 69.832% 68.311% 69.510% +2.477 1円売
17000 67.249% 67.769% 66.258% 67.438% +2.393 1円売
17250 65.733% 64.234% 65.393% +2.310 1円売
17500 63.231% 63.738% 62.235% 63.374% +2.229 1円売
17750 61.261% 61.742% 60.263% 61.382% +2.148 1円売
18000 59.316% 60.146% 58.513% 59.857% +1.998
18250 57.395% 58.781% 57.395% 58.557% +1.847
18500 55.497% 57.177% 55.497% 57.018% +1.696
18750 57.089% 57.089% 54.956% 55.728% +1.545
19000 55.131% 55.131% 53.563% 54.438% +1.394
19250 53.195% 53.795% 51.997% 52.976% +1.243
19500 51.280% 52.579% 50.386% 51.447% +1.071
19750 51.428% 51.428% 48.925% 50.069% +0.899
20000 49.486% 49.486% 47.654% 48.692% +0.727
20250 47.564% 47.874% 46.275% 47.285% +0.634
20500 47.095% 47.095% 44.896% 45.878% +0.541
20750 45.159% 45.159% 43.535% 44.489% +0.449
21000 44.352% 44.352% 42.282% 43.167% +0.315
21250 42.410% 42.410% 41.014% 41.845% +0.181
21500 41.376% 41.376% 39.745% 40.523% +0.047
21750 40.193% 40.193% 38.399% 39.241% -0.086
22000 38.230% 38.671% 37.112% 37.958% -0.220
22250 36.917% 37.460% 35.847% 36.739% -0.354
22500 36.031% 36.200% 34.719% 35.520% -0.487
22750 34.931% 35.067% 33.621% 34.318% -0.621
23000 33.669% 33.961% 32.536% 33.115% -0.755
23125 32.572% -0.802
23250 32.594% 32.918% 31.545% 32.029% -0.814
23375 31.520% -0.858
23500 31.330% 31.963% 30.547% 31.031% -0.916
23625 30.542% -0.925
23750 30.589% 30.982% 29.660% 29.997% -0.912
23875 29.549% -0.925
24000 29.712% 29.995% 28.749% 29.101% -0.934
24125 28.604% -0.916
24250 29.426% 29.426% 27.700% 28.177% -0.958
24375 27.749% -0.909
24500 27.790% 28.121% 26.907% 27.290% -0.819
24625 26.831% -0.850
24750 27.205% 26.071% 26.390% -0.870
24875 25.942% -0.844
25000 26.245% 26.330% 25.160% 25.516% -0.828
25125 25.079% -0.828
25250 25.305% 25.549% 24.347% 24.642% -0.907
25375 24.212% -0.844
25500 24.415% 24.699% 23.582% 23.783% -0.833
25625 23.377% -0.818
25750 23.917% 23.936% 22.790% 23.028% -0.756
25875 22.679% -0.684
26000 22.820% 23.177% 22.028% 22.333% -0.718
26125 21.919% -0.697
26250 22.346% 22.349% 21.239% 21.505% -0.676
26375 21.155% -0.672
26500 25.509% 25.509% 20.515% 20.805% -0.670
26625 20.417% -0.706
26750 20.358% 20.769% 19.749% 20.094% -0.709
26875 19.770% -0.712
27000 20.293% 20.293% 18.983% 19.423% -0.679
27125 19.076% -0.646
27250 18.926% 19.422% 18.296% 18.729% -0.688
27375 18.429% -0.629
27500 18.840% 18.865% 17.742% 18.129% -0.570
27625 17.829% -0.619
27750 18.274% 18.417% 17.376% 17.629% -0.567
27875 17.474% -0.467
28000 18.134% 18.242% 17.189% 17.358% -0.327
28125 17.297% -0.189
28250 17.723% 18.096% 16.983% 17.235% -0.194
28375 17.262% -0.111
28500 17.723% 18.158% 17.001% 17.288% -0.028
28625 17.398% +0.103
28750 17.684% 18.275% 17.146% 17.518% +0.187
28875 17.680% +0.250
29000 17.860% 18.494% 17.402% 17.843% +0.313
29125 18.006% +0.375
29250 17.889% 18.856% 17.675% 18.256% +0.377
29375 18.506% +0.400
29500 18.149% 19.332% 18.149% 18.779% +0.543
29625 19.053% +0.639
29750 18.637% 20.036% 18.637% 19.326% +0.736
29875 19.625% +0.857
30000 18.560% 20.419% 18.560% 19.924% +0.836
30125 20.242% +0.835
30250 19.772% 21.033% 19.772% 20.561% +0.770 1円売
30500 20.967% 22.061% 20.967% 21.766% +1.208 1円売
30750 22.145% 23.235% 22.145% 22.954% +1.254 1円売
31000 24.393% 23.365% 24.126% +1.299 1円売
31250 25.536% 24.511% 25.283% +1.344 1円売
31500 26.665% 25.643% 26.426% +1.389 1円売
31750 27.780% 26.761% 27.555% +1.433 1円売
32000 28.882% 27.866% 28.670% +1.476 1円売
32250 29.971% 28.958% 29.773% +1.519 1円売
32500 31.048% 30.037% 30.862% +1.562 1円売
32750 32.113% 31.104% 31.940% +1.604 1円売
33000 33.166% 32.159% 33.006% +1.646 1円売
33250 34.208% 33.203% 34.060% +1.687 1円売
33500 35.239% 34.236% 35.103% +1.728 1円売
33750 36.260% 35.258% 36.135% +1.769 1円売
34000 37.269% 36.269% 37.157% +1.809 1円売
34250 38.269% 37.270% 38.168% +1.849 1円売
34500 39.259% 38.261% 39.170% +1.888 1円売
34750 40.240% 39.243% 40.161% +1.927 1円売
35000 41.211% 40.215% 41.143% +1.966 1円売
続きを読む

■大引け
相場は小幅続落。IVは中安外高傾向が継続しています。

夜間取引。
6P257@230円×1枚売り。
6P222@10円×1枚買い戻し。
6P225@11円×8枚買い。
6P230@16円×6枚買い。

今日の取引。
6C277@85円×1枚買い戻し。
6C290@7円×8枚返済売り。


始値 高値 安値 現値 前日比
先物 26780 26800 26580 26680 -60
期近 20.730% 21.420% 20.488% 20.740% -0.479
6月限 20.263% 21.146% 19.895% 20.283% -0.545
7月限 20.996% 21.621% 20.707% 20.985% -0.493
8月限 21.834% 21.394% 21.607% -0.078

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.01 +0.00 +121 -102
+0.04 -31 +0.02 +19
累計


564,063 +57
続きを読む

2022年05月24日 20:00

スマイルカーブ220524大引







原資産 26744.89




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)
20.620% 20.761% 21.334% 20.507% 21.219% +0.598


ATR 瞬間 24.018% -16.330



5日 33.233% -5.000



20日 35.166% -1.550



60日 35.324% -0.753







6月限
残存日数 12.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
20.276% 20.081% 20.981% 19.708% 20.829% +0.553



歪み率 5.666% +0.043
SP 始値 高値 安値 終値 前日比
10000 135.765% 134.819% 135.609% +3.689 1円売
11000 123.154% 122.289% 122.975% +3.211 1円売
12000 111.738% 110.849% 111.440% +2.774 1円売
12500 106.385% 105.480% 106.026% +2.568 1円売
12750 103.787% 102.874% 103.399% +2.469 1円売
13000 101.239% 100.318% 100.822% +2.371 1円売
13250 98.739% 97.810% 98.293% +2.274 1円売
13500 96.284% 95.348% 95.810% +2.180 1円売
13750 93.874% 92.930% 93.372% +2.087 1円売
14000 91.506% 90.554% 90.976% +1.995 1円売
14250 89.178% 88.219% 88.622% +1.905 1円売
14500 86.890% 85.923% 86.307% +1.817 1円売
14750 84.639% 83.665% 84.030% +1.730 1円売
15000 82.425% 81.444% 81.790% +1.644 1円売
15250 80.246% 79.258% 79.585% +1.559 1円売
15500 78.101% 77.105% 77.415% +1.476 1円売
15750 75.989% 74.986% 75.277% +1.394 1円売
16000 73.908% 72.897% 73.171% +1.313 1円売
16250 71.857% 70.840% 71.096% +1.233 1円売
16500 69.836% 68.811% 69.051% +1.154 1円売
16750 67.843% 66.811% 67.034% +1.076 1円売
17000 65.878% 64.839% 65.045% +0.999 1円売
17250 63.690% 63.939% 62.893% 63.082% +0.923 1円売
17500 61.775% 62.038% 60.973% 61.145% +0.848 1円売
17750 59.884% 60.138% 59.077% 59.234% +0.306 1円売
18000 58.018% 58.718% 57.768% 57.860% +0.302
18250 57.521% 56.684% 56.710% +0.299
18500 56.087% 55.322% 55.322% +0.295
18750 54.954% 54.183% 54.183% +0.291
19000 54.063% 54.752% 53.045% 53.045% +0.288
19250 52.206% 52.600% 51.734% 51.734% +0.284
19500 50.370% 51.290% 50.370% 50.376% +0.281
19750 50.552% 50.552% 49.170% 49.170% +0.277
20000 48.691% 49.256% 47.888% 47.965% +0.274
20250 46.849% 47.817% 46.612% 46.650% +0.253
20500 46.431% 46.431% 45.272% 45.336% +0.232
20750 44.576% 44.958% 43.942% 44.040% +0.211
21000 43.830% 43.830% 42.719% 42.852% +0.191
21250 41.969% 42.334% 41.497% 41.664% +0.170
21500 41.003% 41.045% 40.275% 40.476% +0.149
21750 39.891% 39.891% 39.172% 39.327% +0.129
22000 38.012% 38.597% 37.971% 38.178% +0.108
22250 37.352% 37.476% 36.928% 37.093% +0.082
22500 35.963% 36.385% 35.776% 36.007% +0.057
22750 34.942% 35.558% 34.677% 34.939% +0.049
23000 33.764% 34.249% 33.564% 33.870% +0.039
23125 33.373% +0.007
23250 32.775% 33.293% 32.496% 32.843% -0.059
23375 32.378% -0.059
23500 31.865% 32.366% 31.431% 31.947% -0.026
23625 31.467% -0.042
23750 31.170% 31.463% 30.426% 30.910% -0.135
23875 30.475% -0.168
24000 30.182% 30.600% 29.485% 30.035% -0.205
24125 29.520% -0.270
24250 29.427% 29.666% 28.464% 29.134% -0.152
24375 28.658% -0.236
24500 28.368% 28.761% 27.498% 28.109% -0.392
24625 27.681% -0.361
24750 27.878% 26.542% 27.260% -0.323
24875 26.786% -0.338
25000 26.607% 26.990% 25.637% 26.345% -0.352
25125 25.907% -0.369
25250 25.618% 26.202% 24.756% 25.549% -0.307
25375 25.056% -0.379
25500 24.774% 25.478% 23.898% 24.616% -0.418
25625 24.195% -0.438
25750 23.764% 24.506% 23.139% 23.784% -0.448
25875 23.364% -0.489
26000 23.140% 23.709% 22.391% 23.051% -0.333
26125 22.616% -0.367
26250 22.452% 22.848% 21.602% 22.181% -0.311
26375 21.827% -0.301
26500 21.625% 22.098% 20.891% 21.475% -0.289
26625 21.123% -0.283
26750 20.797% 21.357% 20.165% 20.803% -0.246
26875 20.482% -0.250
27000 20.068% 20.615% 19.483% 20.102% -0.314
27125 19.722% -0.314
27250 20.344% 20.344% 18.786% 19.417% -0.279
27375 19.058% -0.265
27500 19.850% 19.850% 18.139% 18.699% -0.262
27625 18.448% -0.242
27750 18.392% 18.786% 17.568% 18.196% -0.208
27875 17.941% -0.174
28000 17.793% 18.338% 17.204% 17.686% -0.139
28125 17.486% -0.153
28250 17.835% 17.973% 16.934% 17.429% -0.110
28375 17.373% -0.067
28500 17.383% 17.841% 16.874% 17.316% -0.016
28625 17.295% -0.013
28750 17.156% 17.833% 16.813% 17.331% +0.047
28875 17.430% +0.115
29000 17.487% 17.896% 16.886% 17.530% +0.142
29125 17.630% +0.231
29250 17.801% 18.141% 17.053% 17.879% +0.381
29375 18.106% +0.513
29500 18.083% 18.296% 17.254% 18.237% +0.571
29625 18.414% +0.674
29750 18.124% 18.705% 17.784% 18.591% +0.754
29875 18.768% +0.783
30000 18.800% 19.272% 18.224% 19.088% +0.933
30125 19.407% +1.097
30250 19.988% 18.671% 19.791% +1.325
30500 19.014% 20.574% 19.014% 20.558% +1.655 1円売
30750 20.152% 21.716% 20.152% 21.700% +2.360 1円売
31000 22.842% 20.944% 22.827% +2.395 1円売
31250 23.954% 22.052% 23.939% +2.429 1円売
31500 25.052% 23.146% 25.037% +2.464 1円売
31750 26.136% 24.225% 26.122% +2.498 1円売
32000 27.208% 25.292% 27.194% +2.533 1円売
32250 28.267% 26.346% 28.253% +2.567 1円売
32500 29.313% 27.387% 29.300% +2.601 1円売
32750 30.348% 28.417% 30.336% +2.635 1円売
33000 31.372% 29.435% 31.360% +2.668 1円売
33250 32.384% 30.442% 32.373% +2.702 1円売
33500 33.386% 31.438% 33.375% +2.735 1円売
33750 34.377% 32.423% 34.367% +2.768 1円売
34000 35.359% 33.399% 35.348% +2.801 1円売
34250 36.330% 34.364% 36.320% +2.834 1円売
34500 37.291% 35.319% 37.282% +2.866 1円売
34750 38.243% 36.265% 38.234% +2.898 1円売
35000 39.186% 37.202% 39.177% +2.930 1円売
続きを読む

■大引け
相場は反落。IVは中安外高でした。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 27000 27060 26730 26740 -310
期近 20.761% 21.334% 20.507% 21.219% +0.598
6月限 20.081% 20.981% 19.708% 20.829% +0.553
7月限 21.239% 21.608% 20.845% 21.478% +0.576
8月限 21.767% 21.240% 21.685% +0.440

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.03 -0.01 +130 -119
+0.06 -6 +0.02 +11
累計


564,005 -43
続きを読む

2022年05月23日 20:00

スマイルカーブ220523大引







原資産 27045.99




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)
21.255% 20.648% 21.021% 20.437% 20.620% -0.634


ATR 瞬間 40.348% -0.901



5日 38.233% +0.501



20日 36.716% -0.161



60日 36.077% -0.393







6月限
残存日数 13.75


修正ATM
補正値 0


前日 始値 高値 安値 終値 (前日比)
21.043% 20.216% 20.898% 20.039% 20.276% -0.767



歪み率 5.623% +0.152
SP 始値 高値 安値 終値 前日比
10000 131.920% 129.944% 131.920% +5.697 1円売
11000 119.764% 117.893% 119.764% +5.286 1円売
12000 108.666% 106.893% 108.666% +4.912 1円売
12500 103.458% 101.729% 103.458% +4.737 1円売
12750 100.930% 99.224% 100.930% +4.652 1円売
13000 98.451% 96.766% 98.451% +4.568 1円売
13250 96.019% 94.354% 96.019% +4.487 1円売
13500 93.630% 91.987% 93.630% +4.406 1円売
13750 91.285% 89.661% 91.285% +4.328 1円売
14000 88.981% 87.377% 88.981% +4.251 1円売
14250 86.716% 85.132% 86.716% +4.175 1円売
14500 84.490% 82.924% 84.490% +4.100 1円売
14750 82.300% 80.753% 82.300% +4.027 1円売
15000 80.146% 78.617% 80.146% +3.955 1円売
15250 78.026% 76.515% 78.026% +3.885 1円売
15500 75.939% 74.445% 75.939% +3.815 1円売
15750 73.883% 72.407% 73.883% +3.747 1円売
16000 71.858% 70.399% 71.858% +3.680 1円売
16250 69.863% 68.421% 69.863% +3.613 1円売
16500 67.897% 66.470% 67.897% +3.548 1円売
16750 65.958% 64.500% 65.958% +3.484 1円売
17000 62.947% 64.046% 62.669% 64.046% +3.052
17250 61.076% 62.159% 60.791% 62.159% +2.565
17500 59.230% 60.551% 58.939% 60.298% +2.102 1円売
17750 57.408% 59.032% 57.110% 58.928% +2.189
18000 59.150% 59.150% 55.781% 57.558% +2.275
18250 56.411% 54.669% 56.411% +2.361
18500 52.077% 55.027% 52.077% 55.027% +2.447
18750 53.892% 52.240% 53.892% +2.489
19000 51.779% 53.868% 50.990% 52.757% +2.620
19250 49.989% 51.700% 49.713% 51.449% +2.578
19500 48.218% 50.578% 48.218% 50.096% +2.536
19750 46.467% 49.181% 46.467% 48.893% +2.495
20000 46.588% 47.854% 46.127% 47.691% +2.453
20250 44.811% 46.544% 44.811% 46.398% +2.411
20500 43.052% 45.235% 43.052% 45.104% +2.369
20750 42.610% 43.956% 42.487% 43.829% +2.346
21000 41.883% 42.683% 41.198% 42.661% +2.425
21250 40.088% 41.530% 40.027% 41.494% +2.383
21500 39.149% 40.383% 38.827% 40.326% +2.336
21750 38.070% 39.298% 37.644% 39.198% +2.278
22000 36.884% 38.219% 36.605% 38.070% +2.195
22250 36.122% 37.126% 35.579% 37.010% +2.206
22500 34.724% 36.061% 34.527% 35.950% +2.095
22750 34.035% 35.077% 33.341% 34.890% +1.931
23000 33.408% 34.091% 32.659% 33.830% +1.692
23125 33.366% +1.629
23250 32.259% 33.146% 31.644% 32.902% +1.566
23375 32.437% +1.481
23500 30.976% 32.206% 30.870% 31.973% +1.402
23625 31.509% +1.317
23750 30.166% 31.341% 29.950% 31.045% +1.252
23875 30.642% +1.200
24000 29.588% 30.439% 29.079% 30.240% +1.148
24125 29.791% +1.054
24250 28.944% 29.570% 28.211% 29.287% +0.906
24375 28.894% +0.887
24500 27.867% 28.649% 27.338% 28.502% +0.868
24625 28.042% +0.760
24750 27.809% 26.451% 27.583% +0.653
24875 27.124% +0.597
25000 26.327% 26.952% 25.655% 26.697% +0.572
25125 26.276% +0.525
25250 25.599% 26.017% 24.809% 25.856% +0.511
25375 25.435% +0.431
25500 25.097% 25.181% 24.032% 25.034% +0.370
25625 24.633% +0.309
25750 23.038% 24.340% 23.038% 24.232% +0.248
25875 23.853% +0.204
26000 22.518% 23.553% 22.518% 23.384% +0.105
26125 22.983% +0.074
26250 22.565% 22.822% 21.808% 22.491% -0.048
26375 22.128% -0.076
26500 21.951% 22.045% 21.104% 21.764% -0.148
26625 21.406% -0.108
26750 20.135% 21.293% 20.135% 21.048% -0.067
26875 20.732% +0.002
27000 20.069% 20.578% 19.793% 20.416% +0.009
27125 20.035% -0.048
27250 20.493% 20.493% 19.067% 19.696% -0.063
27375 19.324% -0.112
27500 19.007% 19.346% 18.438% 18.961% -0.145
27625 18.689% -0.210
27750 18.531% 18.854% 17.878% 18.404% -0.288
27875 18.114% -0.365
28000 18.422% 18.489% 17.506% 17.825% -0.443
28125 17.639% -0.485
28250 18.028% 18.170% 17.235% 17.540% -0.458
28375 17.440% -0.505
28500 18.052% 18.094% 17.207% 17.332% -0.533
28625 17.308% -0.491
28750 17.809% 18.022% 17.143% 17.284% -0.464
28875 17.315% -0.382
29000 17.847% 17.943% 17.236% 17.388% -0.296
29125 17.400% -0.271
29250 17.839% 18.061% 17.406% 17.498% -0.246
29375 17.593% -0.221
29500 18.505% 18.505% 17.337% 17.666% -0.196
29625 17.740% -0.172
29750 17.223% 18.703% 17.223% 17.837% -0.140
29875 17.985% -0.122
30000 17.646% 18.961% 17.370% 18.155% -0.124
30125 18.310% -0.111
30250 18.840% 19.256% 17.898% 18.466% -0.099
30500 18.651% 19.545% 18.241% 18.903% -0.044
30750 19.746% 20.328% 19.191% 19.339% -0.670
31000 21.409% 20.275% 20.432% -0.626 1円売
31250 22.475% 21.344% 21.509% -0.584 1円売
31500 23.528% 22.399% 22.573% -0.541 1円売
31750 24.569% 23.440% 23.624% -0.500 1円売
32000 25.596% 24.469% 24.661% -0.460 1円売
32250 26.612% 25.485% 25.686% -0.420 1円売
32500 27.616% 26.489% 26.700% -0.381 1円売
32750 28.608% 27.482% 27.701% -0.343 1円売
33000 29.590% 28.464% 28.691% -0.305 1円売
33250 30.560% 29.435% 29.671% -0.267 1円売
33500 31.521% 30.395% 30.640% -0.231 1円売
33750 32.471% 31.345% 31.599% -0.194 1円売
34000 33.412% 32.286% 32.547% -0.159 1円売
34250 34.343% 33.216% 33.486% -0.123 1円売
34500 35.265% 34.138% 34.416% -0.089 1円売
34750 36.178% 35.050% 35.336% -0.054 1円売
35000 37.081% 35.953% 36.247% -0.020 1円売
続きを読む

■大引け
週明けの相場は続伸して27000円台を回復。IVはコール安プット高でした。

夜間取引。
6P260@260円×1枚買い。
6P232@27円×4枚売り。
6P237@40円×4枚売り。


始値 高値 安値 現値 前日比
先物 26930 27050 26825 27050 +280
期近 20.648% 21.021% 20.437% 20.620% -0.634
6月限 20.216% 20.898% 20.039% 20.276% -0.767
7月限 21.021% 21.244% 20.669% 20.903% -0.564
8月限 21.542% 21.017% 21.245% -0.454

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.06 +0.00 +169 -132
+0.21 -23 +0.06 +37
累計


564,048 +60
続きを読む

2022年05月20日 20:00

スマイルカーブ220520大引







原資産 26768.47




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)
22.523% 22.031% 22.307% 21.091% 21.255% -1.268


ATR 瞬間 41.249% -5.949



5日 37.732% +2.414



20日 36.878% +1.124



60日 36.470% +0.824







6月限
残存日数 14.75


修正ATM
補正値 5


前日 始値 高値 安値 終値 (前日比)
22.492% 21.917% 22.202% 20.764% 21.043% -1.449



歪み率 5.471% +0.267
SP 始値 高値 安値 終値 前日比
10000 126.223% 123.624% 126.223% +5.766 1円売
11000 114.477% 111.971% 114.477% +5.399 1円売
12000 103.754% 101.332% 103.754% +5.066 1円売
12500 98.721% 96.337% 98.721% +4.910 1円売
12750 96.279% 93.913% 96.279% +4.834 1円売
13000 93.883% 91.536% 93.883% +4.760 1円売
13250 91.532% 89.202% 91.532% +4.688 1円売
13500 89.224% 86.911% 89.224% +4.617 1円売
13750 86.957% 84.662% 86.957% +4.547 1円売
14000 84.730% 82.451% 84.730% +4.478 1円売
14250 82.541% 80.279% 82.541% +4.411 1円売
14500 80.390% 78.142% 80.390% +4.345 1円売
14750 78.273% 76.041% 78.273% +4.281 1円売
15000 76.191% 73.974% 76.191% +4.217 1円売
15250 74.141% 71.939% 74.141% +4.155 1円売
15500 72.123% 69.936% 72.123% +4.094 1円売
15750 70.136% 67.955% 70.136% +4.033 1円売
16000 68.179% 66.003% 68.179% +3.974 1円売
16250 64.330% 66.250% 64.150% 66.250% +3.845 1円売
16500 62.442% 64.348% 62.322% 64.348% +3.717 1円売
16750 60.579% 62.474% 60.520% 62.474% +3.591 1円売
17000 58.742% 61.467% 58.742% 60.993% +3.451
17250 56.930% 59.999% 56.930% 59.594% +3.311
17500 58.503% 56.500% 58.195% +3.170
17750 57.007% 55.193% 56.739% +3.030
18000 51.633% 55.482% 51.633% 55.283% +2.890
18250 53.127% 54.283% 52.614% 54.050% +2.750
18500 51.330% 52.971% 51.205% 52.580% +2.610
18750 49.554% 51.667% 49.554% 51.403% +2.470
19000 49.757% 50.477% 48.902% 50.137% +2.305
19250 47.959% 49.363% 47.715% 48.871% +2.141
19500 46.181% 48.203% 46.181% 47.559% +1.976
19750 45.801% 47.194% 45.258% 46.399% +1.812
20000 45.122% 46.185% 44.105% 45.238% +1.647
20250 43.314% 44.855% 42.861% 43.986% +1.483
20500 43.215% 43.526% 41.706% 42.735% +1.318
20750 40.611% 42.222% 40.597% 41.483% +1.154
21000 40.229% 40.977% 39.440% 40.237% +0.995
21250 38.991% 39.922% 38.238% 39.110% +0.836
21500 37.680% 38.796% 37.163% 37.990% +0.677
21750 36.307% 37.671% 36.035% 36.920% +0.568
22000 35.671% 36.606% 35.019% 35.875% +0.460
22250 34.792% 35.590% 33.971% 34.804% +0.330
22500 33.731% 34.613% 32.997% 33.855% +0.200
22750 33.227% 33.716% 32.135% 32.959% +0.177
23000 32.605% 32.778% 31.196% 32.138% +0.154
23125 31.737% +0.166
23250 31.380% 31.935% 30.358% 31.335% +0.098
23375 30.956% +0.154
23500 30.447% 31.078% 29.513% 30.571% +0.143
23625 30.192% +0.067
23750 29.779% 30.267% 28.694% 29.793% +0.055
23875 29.442% +0.071
24000 29.513% 29.513% 27.911% 29.092% +0.046
24125 28.736% +0.036
24250 28.304% 28.718% 27.151% 28.380% +0.026
24375 28.007% +0.033
24500 28.170% 28.170% 26.387% 27.634% +0.041
24625 27.282% +0.011
24750 27.213% 25.693% 26.930% -0.019
24875 26.527% -0.077
25000 26.547% 26.547% 25.018% 26.124% -0.135
25125 25.751% -0.164
25250 25.726% 25.736% 24.393% 25.345% -0.226
25375 25.004% -0.222
25500 25.672% 25.672% 23.748% 24.664% -0.243
25625 24.324% -0.243
25750 23.988% 24.331% 22.991% 23.984% -0.214
25875 23.649% -0.180
26000 24.361% 24.361% 22.535% 23.279% -0.136
26125 22.909% -0.172
26250 22.517% 22.882% 21.894% 22.540% -0.208
26375 22.204% -0.263
26500 21.822% 22.197% 21.177% 21.913% -0.274
26625 21.514% -0.368
26750 20.960% 21.460% 20.404% 21.115% -0.392
26875 20.730% -0.422
27000 20.490% 20.724% 19.706% 20.407% -0.409
27125 20.083% -0.420
27250 19.875% 20.063% 19.104% 19.759% -0.445
27375 19.436% -0.470
27500 19.346% 19.508% 18.537% 19.106% -0.502
27625 18.899% -0.504
27750 18.397% 18.999% 18.060% 18.692% -0.505
27875 18.480% -0.482
28000 19.001% 19.001% 17.692% 18.267% -0.601
28125 18.124% -0.660
28250 18.561% 18.561% 17.431% 17.997% -0.702
28375 17.945% -0.737
28500 18.633% 18.633% 17.360% 17.866% -0.799
28625 17.799% -0.893
28750 18.751% 18.751% 17.404% 17.748% -0.971
28875 17.697% -1.049
29000 18.804% 18.804% 17.553% 17.684% -1.130
29125 17.670% -1.276
29250 18.697% 18.789% 17.567% 17.744% -1.329
29375 17.814% -1.386
29500 19.159% 19.207% 17.642% 17.863% -1.497
29625 17.911% -1.608
29750 19.200% 19.628% 17.703% 17.977% -1.735
29875 18.107% -1.770
30000 19.496% 19.909% 18.094% 18.279% -1.792
30125 18.422% -1.843
30250 20.636% 20.636% 18.564% 18.565% -1.893
30500 20.301% 20.757% 18.947% 18.947% -1.899
30750 21.348% 21.558% 20.010% 20.010% -1.313 1円売
31000 22.381% 22.590% 21.058% 21.058% -1.271 1円売
31250 23.608% 22.093% 22.093% -1.230 1円売
31500 24.615% 23.115% 23.115% -1.189 1円売
31750 25.609% 24.124% 24.124% -1.150 1円売
32000 26.592% 25.121% 25.121% -1.112 1円売
32250 27.564% 26.106% 26.106% -1.074 1円売
32500 28.524% 27.081% 27.081% -1.037 1円売
32750 29.474% 28.044% 28.044% -1.000 1円売
33000 30.414% 28.993% 28.996% -0.965 1円売
33250 31.343% 29.930% 29.938% -0.929 1円売
33500 32.263% 30.857% 30.871% -0.895 1円売
33750 33.174% 31.775% 31.793% -0.861 1円売
34000 34.075% 32.683% 32.706% -0.827 1円売
34250 34.967% 33.583% 33.610% -0.794 1円売
34500 35.850% 34.473% 34.504% -0.761 1円売
34750 36.725% 35.354% 35.390% -0.729 1円売
35000 37.592% 36.227% 36.267% -0.697 1円売
続きを読む

■大引け
相場は反発。IVは反落しました。

今日の取引。
6P200@4円×8枚返済売り。


始値 高値 安値 現値 前日比
先物 26460 26770 26415 26770 +400
期近 22.031% 22.307% 21.091% 21.255% -1.268
6月限 21.917% 22.202% 20.764% 21.043% -1.449
7月限 22.151% 22.430% 21.315% 21.466% -1.095
8月限 22.547% 21.584% 21.699% -0.997

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.04 +0.00 +141 -98
+0.15 -37 +0.04 +43
累計


563,988 +25
続きを読む

ウクライナ緊急人道支援



トンガ大洋州噴火津波救援金



新型コロナウイルス感染症拡大に伴う緊急支援



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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。

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