2018年09月21日
| 原資産 | 23906.75 | |||||
| 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） | |
| 14.484% | 14.586% | 14.961% | 14.414% | 14.766% | +0.282 | |
| ATR | 瞬間 | 24.410% | +9.435 | |||
| 5日 | 22.650% | +0.934 | ||||
| 20日 | 19.656% | +0.548 | ||||
| 60日 | 19.029% | +0.229 | ||||
| 10月限 | 残存日数 | 12.75 | ||||
| 修正ATM | 補正値 | -155 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 14.224% | 14.327% | 14.747% | 14.125% | 14.579% | +0.355 | |
| 歪み率 | 5.779% | +0.145 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 66.904% | 65.320% | 66.602% | +3.978 | 1円売 |
| 16000 | − | 58.151% | 56.613% | 57.834% | +3.670 | 1円売 |
| 16500 | 52.873% | 53.957% | 52.441% | 53.634% | +3.524 | 1円売 |
| 16750 | − | 51.902% | 50.396% | 51.575% | +3.453 | 1円売 |
| 17000 | − | 49.874% | 48.378% | 49.543% | +3.383 | 1円売 |
| 17250 | − | 47.871% | 46.385% | 47.537% | +3.314 | 1円売 |
| 17500 | 44.868% | 45.893% | 44.415% | 45.554% | +2.868 | 1円売 |
| 17750 | 42.928% | 43.938% | 42.469% | 43.596% | +2.249 | |
| 18000 | 41.010% | 42.370% | 41.010% | 42.186% | +2.178 | |
| 18250 | 39.113% | 40.777% | 39.107% | 40.777% | +2.107 | |
| 18500 | 37.236% | 39.674% | 37.236% | 39.548% | +2.216 | |
| 18750 | 37.839% | 38.318% | 36.699% | 38.318% | +2.347 | |
| 19000 | 37.475% | 37.506% | 35.192% | 36.887% | +2.275 | |
| 19250 | 35.474% | 35.506% | 33.555% | 35.456% | +2.204 | |
| 19500 | 33.490% | 34.025% | 32.519% | 34.025% | +2.109 | |
| 19750 | 31.523% | 32.547% | 31.077% | 32.547% | +1.966 | |
| 19875 | 30.544% | 31.824% | 30.330% | 31.824% | +1.887 | |
| 20000 | 30.586% | 31.101% | 29.721% | 31.101% | +1.806 | |
| 20125 | 29.587% | 30.423% | 29.002% | 30.423% | +1.794 | |
| 20250 | 29.397% | 29.746% | 28.334% | 29.746% | +1.759 | |
| 20375 | 28.382% | 29.069% | 27.750% | 29.069% | +1.725 | |
| 20500 | 27.370% | 28.384% | 27.055% | 28.384% | +1.682 | |
| 20625 | 27.002% | 27.699% | 26.321% | 27.699% | +1.640 | |
| 20750 | 26.531% | 27.064% | 25.716% | 27.064% | +1.651 | |
| 20875 | 25.489% | 26.324% | 25.018% | 26.324% | +1.612 | |
| 21000 | 24.922% | 25.584% | 24.334% | 25.584% | +1.576 | |
| 21125 | 24.290% | 24.896% | 23.684% | 24.896% | +1.507 | |
| 21250 | 23.602% | 24.209% | 23.119% | 24.209% | +1.509 | |
| 21375 | 23.190% | 23.447% | 22.483% | 23.447% | +1.389 | |
| 21500 | 22.382% | 22.734% | 21.836% | 22.685% | +1.186 | |
| 21625 | 22.052% | 22.162% | 21.088% | 22.106% | +1.202 | |
| 21750 | 21.136% | 21.533% | 20.611% | 21.533% | +1.299 | |
| 21875 | 20.605% | 20.898% | 20.039% | 20.782% | +1.100 | |
| 22000 | 19.970% | 20.376% | 19.518% | 20.233% | +1.096 | |
| 22125 | 19.246% | 19.745% | 18.998% | 19.653% | +1.049 | |
| 22250 | 18.727% | 19.265% | 18.430% | 19.056% | +0.983 | |
| 22375 | 18.202% | 18.703% | 17.916% | 18.544% | +0.961 | |
| 22500 | 17.647% | 18.176% | 17.421% | 18.023% | +0.971 | |
| 22625 | 17.045% | 17.668% | 16.952% | 17.536% | +0.956 | |
| 22750 | 16.719% | 17.244% | 16.507% | 17.073% | +0.906 | |
| 22875 | 16.026% | 16.807% | 16.026% | 16.588% | +0.858 | |
| 23000 | 15.906% | 16.414% | 15.430% | 16.306% | +0.935 | |
| 23125 | 15.498% | 16.238% | 15.072% | 15.870% | +0.897 | |
| 23250 | 15.274% | 15.876% | 14.941% | 15.557% | +0.905 | |
| 23375 | 14.754% | 15.525% | 14.457% | 15.150% | +0.809 | |
| 23500 | 14.668% | 15.237% | 14.197% | 14.900% | +0.718 | |
| 23625 | 14.699% | 15.019% | 14.125% | 14.671% | +0.599 | |
| 23750 | 14.137% | 14.753% | 14.008% | 14.581% | +0.592 | |
| 23875 | 14.014% | 14.822% | 13.877% | 14.491% | +0.559 | |
| 24000 | 13.871% | 14.810% | 13.783% | 14.519% | +0.592 | |
| 24125 | 14.105% | 14.675% | 13.973% | 14.547% | +0.598 | |
| 24250 | 13.986% | 14.791% | 13.914% | 14.551% | +0.548 | |
| 24375 | 14.414% | 14.689% | 14.185% | 14.554% | +0.534 | |
| 24500 | 14.344% | 14.792% | 14.222% | 14.574% | +0.635 | |
| 24625 | 14.458% | 14.840% | 14.333% | 14.670% | +0.550 | |
| 24750 | 14.523% | 14.892% | 14.344% | 14.781% | +0.643 | |
| 24875 | 14.590% | 15.059% | 14.472% | 14.881% | +0.625 | |
| 25000 | 14.595% | 15.131% | 14.549% | 14.980% | +0.665 | |
| 25125 | 14.781% | 15.230% | 14.647% | 15.064% | +0.652 | |
| 25250 | 14.915% | 15.410% | 14.661% | 15.184% | +0.628 | |
| 25375 | 15.043% | 15.530% | 14.885% | 15.369% | +0.604 | |
| 25500 | 15.253% | 15.724% | 15.050% | 15.446% | +0.589 | |
| 25625 | 15.215% | 15.871% | 15.016% | 15.590% | +0.640 | |
| 25750 | 15.438% | 16.062% | 15.246% | 15.751% | +0.439 | |
| 26000 | 16.185% | 16.399% | 14.856% | 16.055% | +0.019 | |
| 26250 | 16.383% | 16.992% | 16.072% | 16.284% | -1.083 | |
| 26500 | 17.739% | 18.346% | 17.194% | 17.641% | -1.034 | 1円売 |
| 26750 | − | 19.677% | 18.543% | 18.989% | -0.973 | 1円売 |
| 27000 | − | 20.987% | 19.869% | 20.314% | -0.914 | 1円売 |
■大引け
相場は反発して直近高値を更新。IVも全面高となりました。
夜間取引。
10C248＠23円×4枚売り。
10C251＠15円×4枚売り。
10P177＠1円×32枚返済売り。
10C237＠275円×1枚買い。
先物ミニ10月限＠23670円×5枚売り。
今日の取引。
10C241＠160円×1枚売り。
10P180＠1円×32枚返済売り。
10C241＠175円×1枚売り。
10C246＠57円×4枚売り。
先物ミニ10月限＠23740円×5枚買い戻し。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 23710 | 23825 | 23605 | 23750 | +290 | |
| 期近 | 14.586% | 14.961% | 14.414% | 14.766% | +0.282 | |
| 10月限 | 14.327% | 14.747% | 14.125% | 14.579% | +0.355 | |
| 11月限 | 14.768% | 15.145% | 14.544% | 14.890% | +0.194 | |
| 12月限 | − | 15.343% | 14.844% | 15.087% | +0.171 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.42 | +0.02 | +525 | -329 | |||
| 計 | +1.18 | -117 | +0.45 | +196 | ||
| 累計 | 558,419 | +413 | ||||
2018年09月20日
| 原資産 | 23621.91 | |||||
| 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） | |
| 14.650% | 14.379% | 14.926% | 14.003% | 14.484% | -0.167 | |
| ATR | 瞬間 | 14.975% | -15.284 | |||
| 5日 | 21.716% | -3.628 | ||||
| 20日 | 19.108% | -0.636 | ||||
| 60日 | 18.800% | -0.324 | ||||
| 10月限 | 残存日数 | 13.75 | ||||
| 修正ATM | 補正値 | -155 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 14.498% | 14.363% | 14.790% | 13.714% | 14.224% | -0.274 | |
| 歪み率 | 5.634% | -0.128 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 63.144% | 62.287% | 62.625% | +1.887 | 1円売 |
| 16000 | 54.403% | 54.707% | 53.836% | 54.164% | +1.592 | 1円売 |
| 16500 | 50.390% | 50.664% | 49.786% | 50.109% | +1.450 | 1円売 |
| 16750 | 48.423% | 48.682% | 47.801% | 48.122% | +0.735 | 1円売 |
| 17000 | 46.481% | 47.089% | 45.841% | 46.160% | +0.046 | 1円売 |
| 17250 | 44.563% | 46.471% | 43.905% | 44.223% | -0.620 | 1円売 |
| 17500 | 45.543% | 45.543% | 42.154% | 42.686% | -0.884 | |
| 17750 | 40.797% | 43.384% | 40.769% | 41.347% | -0.910 | |
| 18000 | 41.603% | 41.935% | 40.009% | 40.009% | -0.936 | |
| 18250 | 41.380% | 41.380% | 38.670% | 38.670% | -0.854 | |
| 18500 | 39.392% | 39.392% | 37.024% | 37.331% | -0.772 | |
| 18750 | 37.425% | 37.425% | 35.972% | 35.972% | -0.733 | |
| 19000 | 35.475% | 36.065% | 34.607% | 34.612% | -0.694 | |
| 19250 | 34.665% | 35.439% | 33.104% | 33.252% | -0.656 | |
| 19500 | 32.696% | 33.323% | 31.805% | 31.917% | -0.592 | |
| 19750 | 31.592% | 31.886% | 30.502% | 30.581% | -0.621 | |
| 19875 | 31.318% | 31.318% | 29.880% | 29.937% | -0.634 | |
| 20000 | 30.309% | 30.476% | 28.935% | 29.294% | -0.593 | |
| 20125 | 29.912% | 29.912% | 28.539% | 28.629% | -0.577 | |
| 20250 | 29.430% | 29.430% | 27.879% | 27.987% | -0.538 | |
| 20375 | 28.398% | 28.478% | 27.144% | 27.344% | -0.555 | |
| 20500 | 27.836% | 27.836% | 26.592% | 26.702% | -0.581 | |
| 20625 | 26.795% | 27.096% | 25.954% | 26.059% | -0.533 | |
| 20750 | 26.165% | 26.527% | 25.262% | 25.413% | -0.533 | |
| 20875 | 25.486% | 25.922% | 24.578% | 24.711% | -0.563 | |
| 21000 | 25.087% | 25.087% | 23.906% | 24.008% | -0.596 | |
| 21125 | 24.303% | 24.361% | 23.308% | 23.389% | -0.522 | |
| 21250 | 23.486% | 23.658% | 22.572% | 22.699% | -0.568 | |
| 21375 | 23.352% | 23.352% | 21.940% | 22.058% | -0.527 | |
| 21500 | 21.993% | 22.324% | 21.364% | 21.500% | -0.453 | |
| 21625 | 21.282% | 21.721% | 20.767% | 20.904% | -0.422 | |
| 21750 | 21.052% | 21.052% | 20.133% | 20.234% | -0.527 | |
| 21875 | 20.501% | 20.501% | 19.568% | 19.682% | -0.503 | |
| 22000 | 19.710% | 19.849% | 19.031% | 19.136% | -0.471 | |
| 22125 | 19.111% | 19.188% | 18.457% | 18.605% | -0.498 | |
| 22250 | 18.629% | 18.629% | 17.951% | 18.073% | -0.534 | |
| 22375 | 18.009% | 18.056% | 17.441% | 17.583% | -0.511 | |
| 22500 | 17.534% | 17.575% | 16.943% | 17.052% | -0.509 | |
| 22625 | 16.899% | 17.077% | 16.480% | 16.580% | -0.485 | |
| 22750 | 16.475% | 16.766% | 16.035% | 16.166% | -0.416 | |
| 22875 | 16.107% | 16.380% | 15.465% | 15.730% | -0.347 | |
| 23000 | 15.859% | 15.901% | 15.122% | 15.371% | -0.452 | |
| 23125 | 15.094% | 15.593% | 14.662% | 14.973% | -0.472 | |
| 23250 | 14.617% | 15.342% | 14.277% | 14.652% | -0.416 | |
| 23375 | 14.336% | 14.944% | 13.969% | 14.341% | -0.414 | |
| 23500 | 14.292% | 14.741% | 13.700% | 14.182% | -0.338 | |
| 23625 | 14.378% | 14.580% | 13.092% | 14.072% | -0.310 | |
| 23750 | 13.868% | 14.532% | 13.248% | 13.988% | -0.241 | |
| 23875 | 13.801% | 14.564% | 13.439% | 13.932% | -0.226 | |
| 24000 | 13.857% | 14.506% | 13.291% | 13.927% | -0.274 | |
| 24125 | 14.094% | 14.579% | 13.285% | 13.949% | -0.146 | |
| 24250 | 13.949% | 14.597% | 13.368% | 14.003% | -0.160 | |
| 24375 | 14.010% | 14.630% | 13.449% | 14.020% | -0.140 | |
| 24500 | 14.111% | 14.658% | 13.564% | 13.939% | -0.277 | |
| 24625 | 14.059% | 14.695% | 13.677% | 14.120% | -0.097 | |
| 24750 | 14.060% | 14.770% | 13.786% | 14.138% | -0.108 | |
| 24875 | 14.249% | 14.860% | 13.751% | 14.256% | -0.067 | |
| 25000 | 14.327% | 14.974% | 13.967% | 14.315% | -0.059 | |
| 25125 | 14.286% | 15.239% | 14.072% | 14.412% | -0.026 | |
| 25250 | 14.417% | 15.173% | 14.144% | 14.556% | -0.018 | |
| 25375 | 14.627% | 15.346% | 14.265% | 14.765% | +0.101 | |
| 25500 | 14.597% | 15.495% | 14.467% | 14.857% | +0.082 | |
| 25625 | 14.817% | 15.646% | 14.592% | 14.949% | +0.013 | |
| 25750 | 14.826% | 15.796% | 14.717% | 15.311% | +0.213 | |
| 26000 | 15.082% | 16.288% | 15.082% | 16.036% | +0.239 | 1円売 |
| 26250 | − | 17.615% | 16.409% | 17.367% | +0.905 | 1円売 |
| 26500 | − | 18.920% | 17.710% | 18.675% | +0.948 | 1円売 |
| 26750 | − | 20.203% | 18.990% | 19.962% | +0.991 | 1円売 |
| 27000 | − | 21.466% | 20.249% | 21.228% | +1.033 | 1円売 |
■大引け
相場は5営業日ぶりに反落。IVもOTMコールを除き下落しました。
今日の取引はありません。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 23595 | 23630 | 23415 | 23460 | -60 | |
| 期近 | 14.379% | 14.926% | 14.003% | 14.484% | -0.167 | |
| 10月限 | 14.363% | 14.790% | 13.714% | 14.224% | -0.274 | |
| 11月限 | 14.393% | 15.101% | 14.222% | 14.696% | -0.106 | |
| 12月限 | − | 15.188% | 14.550% | 14.916% | -0.129 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.39 | +0.00 | +384 | -199 | |||
| 計 | +0.71 | -114 | +0.40 | +185 | ||
| 累計 | 558,006 | -286 | ||||
2018年09月19日
| 原資産 | 23679.99 | |||||
| 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） | |
| 14.774% | 14.586% | 15.166% | 14.478% | 14.650% | -0.124 | |
| ATR | 瞬間 | 30.259% | -0.076 | |||
| 5日 | 25.344% | +2.142 | ||||
| 20日 | 19.745% | +0.850 | ||||
| 60日 | 19.124% | +0.119 | ||||
| 10月限 | 残存日数 | 14.75 | ||||
| 修正ATM | 補正値 | -160 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 14.711% | 14.673% | 15.155% | 14.216% | 14.498% | -0.213 | |
| 歪み率 | 5.762% | -0.061 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 61.023% | 60.353% | 60.738% | +3.134 | 1円売 |
| 16000 | 52.687% | 52.876% | 52.258% | 52.572% | +1.666 | 1円売 |
| 16500 | 48.810% | 48.972% | 48.378% | 48.659% | +0.501 | |
| 16750 | 46.910% | 47.461% | 46.554% | 47.387% | +0.603 | |
| 17000 | 45.035% | 46.252% | 44.724% | 46.115% | +0.557 | |
| 17250 | 46.072% | 46.100% | 43.711% | 44.842% | +0.511 | |
| 17500 | 44.137% | 44.164% | 42.693% | 43.570% | +0.570 | |
| 17750 | 42.224% | 42.481% | 41.461% | 42.257% | +0.588 | |
| 18000 | 42.061% | 42.089% | 40.213% | 40.945% | +0.607 | |
| 18250 | 40.121% | 40.150% | 39.037% | 39.524% | +0.621 | |
| 18500 | 38.202% | 38.773% | 37.792% | 38.103% | +0.636 | |
| 18750 | 37.492% | 37.522% | 36.268% | 36.705% | +0.671 | |
| 19000 | 35.558% | 36.056% | 35.163% | 35.306% | +0.622 | |
| 19250 | 34.549% | 34.803% | 33.746% | 33.908% | +0.573 | |
| 19500 | 32.606% | 33.461% | 32.352% | 32.509% | +0.524 | |
| 19750 | 32.031% | 32.146% | 31.074% | 31.203% | +0.655 | |
| 19875 | 31.038% | 31.544% | 30.531% | 30.571% | +0.665 | |
| 20000 | 30.598% | 30.824% | 29.800% | 29.887% | +0.624 | |
| 20125 | 30.090% | 30.239% | 29.161% | 29.206% | +0.610 | |
| 20250 | 29.078% | 29.643% | 28.388% | 28.525% | +0.596 | |
| 20375 | 28.909% | 28.973% | 27.819% | 27.899% | +0.637 | |
| 20500 | 27.879% | 28.318% | 27.173% | 27.283% | +0.673 | |
| 20625 | 27.213% | 27.666% | 26.477% | 26.592% | +0.728 | |
| 20750 | 26.509% | 26.966% | 25.864% | 25.945% | +0.710 | |
| 20875 | 26.066% | 26.307% | 25.171% | 25.275% | +0.697 | |
| 21000 | 25.277% | 25.684% | 24.522% | 24.604% | +0.649 | |
| 21125 | 24.708% | 25.093% | 23.694% | 23.911% | +0.633 | |
| 21250 | 24.075% | 24.417% | 23.179% | 23.267% | +0.620 | |
| 21375 | 23.386% | 23.752% | 22.521% | 22.586% | +0.539 | |
| 21500 | 22.459% | 23.135% | 21.723% | 21.953% | +0.521 | |
| 21625 | 22.032% | 22.520% | 21.193% | 21.327% | +0.541 | |
| 21750 | 21.498% | 21.952% | 20.685% | 20.761% | +0.504 | |
| 21875 | 21.141% | 21.309% | 20.110% | 20.185% | +0.519 | |
| 22000 | 20.169% | 20.757% | 19.525% | 19.608% | +0.502 | |
| 22125 | 19.727% | 20.187% | 18.955% | 19.103% | +0.521 | |
| 22250 | 19.059% | 19.633% | 18.426% | 18.607% | +0.601 | |
| 22375 | 18.657% | 19.096% | 17.907% | 18.093% | +0.516 | |
| 22500 | 17.943% | 18.582% | 17.398% | 17.560% | +0.436 | |
| 22625 | 17.489% | 18.065% | 16.910% | 17.065% | +0.448 | |
| 22750 | 16.808% | 17.618% | 16.434% | 16.582% | +0.308 | |
| 22875 | 16.472% | 17.233% | 16.011% | 16.077% | +0.254 | |
| 23000 | 15.928% | 16.734% | 15.575% | 15.823% | +0.314 | |
| 23125 | 15.700% | 16.355% | 15.166% | 15.445% | +0.342 | |
| 23250 | 15.221% | 16.005% | 14.931% | 15.068% | +0.269 | |
| 23375 | 14.952% | 15.694% | 14.518% | 14.755% | +0.262 | |
| 23500 | 14.405% | 15.491% | 14.252% | 14.520% | +0.198 | |
| 23625 | 14.680% | 15.133% | 14.129% | 14.382% | +0.089 | |
| 23750 | 14.343% | 15.010% | 13.979% | 14.229% | +0.017 | |
| 23875 | 14.697% | 14.946% | 13.967% | 14.159% | -0.060 | |
| 24000 | 14.426% | 14.942% | 13.974% | 14.202% | -0.100 | |
| 24125 | 14.543% | 14.938% | 13.915% | 14.095% | -0.145 | |
| 24250 | 14.626% | 15.068% | 13.985% | 14.162% | -0.148 | |
| 24375 | 14.395% | 15.004% | 14.070% | 14.160% | -0.215 | |
| 24500 | 14.604% | 15.084% | 14.085% | 14.217% | -0.214 | |
| 24625 | 14.540% | 15.156% | 14.130% | 14.217% | -0.252 | |
| 24750 | 14.779% | 15.150% | 14.151% | 14.247% | -0.266 | |
| 24875 | 14.775% | 15.240% | 14.197% | 14.323% | -0.287 | |
| 25000 | 14.702% | 15.278% | 14.198% | 14.374% | -0.296 | |
| 25125 | 14.762% | 15.391% | 14.350% | 14.438% | -0.391 | |
| 25250 | 14.938% | 15.552% | 14.235% | 14.575% | -0.475 | |
| 25500 | 15.109% | 15.697% | 14.724% | 14.775% | -0.517 | |
| 25750 | 15.453% | 16.019% | 15.060% | 15.098% | -0.550 | |
| 26000 | 16.329% | 16.329% | 15.492% | 15.797% | -0.208 | |
| 26250 | 16.918% | 16.918% | 15.861% | 16.462% | -0.780 | 1円売 |
| 26500 | 16.967% | 17.727% | 16.868% | 17.727% | -0.730 | 1円売 |
| 26750 | 18.204% | 18.971% | 18.107% | 18.971% | -0.683 | 1円売 |
| 27000 | − | 20.196% | 19.325% | 20.196% | -0.636 | 1円売 |
■大引け
相場は4日続伸。IVはOTMコールが安いほかは堅調でした。
夜間取引。
10P180＠3円×32枚買い。
10P190＠5円×16枚買い。
10C240＠97円×2枚買い。
10P195＠7円×16枚買い。
10P216＠27円×1枚売り。
10C242＠100円×2枚買い。
先物ミニ10月限＠22605円×10枚、＠22635円×5枚売り。
10P190＠5円×16枚買い。
10C240＠97円×2枚買い。
10P195＠7円×16枚買い。
10P216＠27円×1枚売り。
10C242＠100円×2枚買い。
先物ミニ10月限＠22605円×10枚、＠22635円×5枚売り。
今日の取引。
10P211＠20円×3枚売り。
10P195＠6円×6枚返済売り。
10C252＠9円×32枚買い。
先物ミニ10月限＠23580円×5枚売り。
10P195＠6円×10枚返済売り。
コールが剥げたところでは積極的に買い増ししていく方針で。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 23625 | 23690 | 23500 | 23520 | +245 | |
| 期近 | 14.586% | 15.166% | 14.478% | 14.650% | -0.124 | |
| 10月限 | 14.673% | 15.155% | 14.216% | 14.498% | -0.213 | |
| 11月限 | 14.495% | 15.238% | 14.495% | 14.802% | -0.048 | |
| 12月限 | − | 15.338% | 14.764% | 15.045% | +0.042 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.53 | -0.03 | +489 | -217 | |||
| 計 | +1.12 | -176 | +0.50 | +272 | ||
| 累計 | 558,293 | +260 | ||||
2018年09月18日
| 原資産 | 23440.54 | |||||
| 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） | |
| 14.537% | 14.677% | 14.956% | 14.372% | 14.774% | +0.237 | |
| ATR | 瞬間 | 30.335% | +8.722 | |||
| 5日 | 23.202% | +3.438 | ||||
| 20日 | 18.895% | +1.089 | ||||
| 60日 | 19.005% | +0.262 | ||||
| 10月限 | 残存日数 | 15.75 | ||||
| 修正ATM | 補正値 | -155 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 14.426% | 14.615% | 14.906% | 14.252% | 14.711% | +0.285 | |
| 歪み率 | 5.823% | -0.753 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | 58.800% | 58.800% | 56.014% | 57.604% | -2.184 | 1円売 |
| 16000 | 50.472% | 52.092% | 50.367% | 50.906% | -2.347 | |
| 16500 | 48.429% | 49.107% | 47.222% | 48.158% | -2.281 | |
| 16750 | 46.399% | 47.759% | 46.105% | 46.784% | -2.100 | |
| 17000 | 44.394% | 46.246% | 44.355% | 45.558% | -1.772 | |
| 17250 | 43.768% | 44.898% | 43.354% | 44.331% | -1.334 | |
| 17500 | 41.756% | 43.511% | 40.504% | 43.000% | -1.001 | |
| 17750 | 40.808% | 41.972% | 40.602% | 41.669% | -0.777 | |
| 18000 | 39.663% | 40.641% | 38.875% | 40.338% | -0.599 | |
| 18250 | 37.633% | 39.053% | 37.562% | 38.903% | -0.526 | |
| 18500 | 36.329% | 37.736% | 36.198% | 37.467% | -0.403 | |
| 18750 | 34.915% | 36.356% | 34.750% | 36.034% | -0.277 | |
| 19000 | 33.412% | 34.855% | 33.313% | 34.685% | -0.068 | |
| 19250 | 31.835% | 33.455% | 31.352% | 33.335% | +0.150 | |
| 19500 | 30.590% | 32.497% | 30.433% | 31.986% | +0.398 | |
| 19750 | 28.852% | 30.828% | 28.811% | 30.548% | +0.558 | |
| 19875 | 28.128% | 30.117% | 28.081% | 29.906% | +0.606 | |
| 20000 | 27.666% | 29.648% | 27.314% | 29.264% | +0.655 | |
| 20125 | 26.863% | 28.843% | 26.643% | 28.596% | +0.762 | |
| 20250 | 26.284% | 28.113% | 25.997% | 27.929% | +0.846 | |
| 20375 | 25.185% | 27.409% | 25.185% | 27.262% | +0.946 | |
| 20500 | 24.744% | 26.800% | 24.624% | 26.610% | +1.032 | |
| 20625 | 24.211% | 26.163% | 23.924% | 25.864% | +0.934 | |
| 20750 | 23.601% | 25.462% | 23.234% | 25.235% | +1.031 | |
| 20875 | 22.764% | 24.730% | 22.587% | 24.577% | +1.074 | |
| 21000 | 22.183% | 24.143% | 21.946% | 23.955% | +1.039 | |
| 21125 | 21.520% | 23.449% | 21.351% | 23.278% | +1.078 | |
| 21250 | 20.904% | 22.803% | 20.678% | 22.647% | +1.080 | |
| 21375 | 20.416% | 22.146% | 20.070% | 22.046% | +1.163 | |
| 21500 | 19.419% | 21.537% | 19.419% | 21.432% | +1.200 | |
| 21625 | 19.103% | 20.949% | 18.975% | 20.785% | +1.086 | |
| 21750 | 18.461% | 20.395% | 18.450% | 20.257% | +1.179 | |
| 21875 | 17.995% | 19.805% | 17.911% | 19.665% | +1.161 | |
| 22000 | 17.764% | 19.283% | 17.352% | 19.106% | +1.124 | |
| 22125 | 16.789% | 18.771% | 16.789% | 18.581% | +1.156 | |
| 22250 | 16.539% | 18.313% | 16.453% | 18.005% | +1.096 | |
| 22375 | 16.315% | 17.996% | 15.954% | 17.578% | +1.169 | |
| 22500 | 15.848% | 17.371% | 15.525% | 17.125% | +1.216 | |
| 22625 | 15.376% | 17.007% | 15.088% | 16.617% | +1.133 | |
| 22750 | 15.089% | 16.545% | 14.705% | 16.274% | +1.257 | |
| 22875 | 14.684% | 16.154% | 14.363% | 15.823% | +1.133 | |
| 23000 | 14.376% | 15.814% | 14.165% | 15.509% | +1.136 | |
| 23125 | 14.254% | 15.579% | 13.967% | 15.104% | +1.050 | |
| 23250 | 13.793% | 15.094% | 13.769% | 14.798% | +0.990 | |
| 23375 | 13.928% | 14.813% | 13.571% | 14.493% | +0.794 | |
| 23500 | 14.016% | 14.635% | 13.508% | 14.323% | +0.636 | |
| 23625 | 13.900% | 14.581% | 13.479% | 14.293% | +0.677 | |
| 23750 | 13.893% | 14.549% | 13.571% | 14.212% | +0.667 | |
| 23875 | 13.942% | 14.566% | 13.734% | 14.219% | +0.625 | |
| 24000 | 14.045% | 14.641% | 13.761% | 14.302% | +0.620 | |
| 24125 | 14.190% | 14.533% | 13.863% | 14.239% | +0.527 | |
| 24250 | 14.332% | 14.610% | 13.955% | 14.310% | +0.454 | |
| 24375 | 14.370% | 14.643% | 14.016% | 14.375% | +0.403 | |
| 24500 | 14.515% | 14.791% | 14.079% | 14.431% | +0.287 | |
| 24625 | 14.669% | 14.952% | 14.169% | 14.470% | +0.182 | |
| 24750 | 14.912% | 15.114% | 14.232% | 14.512% | +0.081 | |
| 24875 | 15.365% | 15.365% | 14.369% | 14.610% | -0.018 | |
| 25000 | 15.266% | 15.429% | 14.453% | 14.670% | -0.082 | |
| 25125 | 16.012% | 16.012% | 14.486% | 14.829% | -0.186 | |
| 25250 | 15.380% | 15.708% | 14.645% | 15.050% | -0.229 | |
| 25500 | 16.738% | 16.738% | 14.441% | 15.292% | -0.568 | |
| 25750 | 16.794% | 17.132% | 15.150% | 15.649% | -0.881 | |
| 26000 | 18.028% | 18.115% | 15.725% | 16.005% | -1.194 | 1円売 |
| 26250 | 19.241% | 19.328% | 16.959% | 17.242% | -1.146 | 1円売 |
| 26500 | − | 20.521% | 18.172% | 18.457% | -1.100 | 1円売 |
| 26750 | − | 21.696% | 19.366% | 19.654% | -1.055 | 1円売 |
| 27000 | − | 22.854% | 20.541% | 20.832% | -1.011 | 1円売 |
■大引け
連休明けの相場は大幅続伸して23000円を大きく超えて引けました。IVは中高外安の傾向。
夜間取引。
10P172＠4円×32枚買い。
10P177＠5円×32枚買い。
10C250＠5円×16枚買い。
10C245＠16円×4枚買い。
今日の取引。
10C243＠32円×4枚売り。
10P170＠3円×32枚買い。
10P228＠245円×1枚売り。
10P167＠2円×32枚買い。
10P221＠71円×1枚売り。
10P226＠135円×1枚売り。
10C236＠205円×1枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 22895 | 23320 | 22875 | 23275 | +310 | |
| 期近 | 14.677% | 14.956% | 14.372% | 14.774% | +0.237 | |
| 10月限 | 14.615% | 14.906% | 14.252% | 14.711% | +0.285 | |
| 11月限 | 14.755% | 15.047% | 14.360% | 14.851% | +0.148 | |
| 12月限 | − | 15.199% | 14.711% | 15.003% | +0.099 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.25 | -0.17 | +313 | -212 | |||
| 計 | +1.07 | -125 | +0.08 | +100 | ||
| 累計 | 558,033 | +120 | ||||
2018年09月14日
| 原資産 | 23134.20 | |||||
| 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） | |
| 14.471% | 14.185% | 14.797% | 13.810% | 14.537% | +0.066 | |
| ATR | 瞬間 | 21.613% | -0.873 | |||
| 5日 | 19.763% | +0.767 | ||||
| 20日 | 17.806% | +0.255 | ||||
| 60日 | 18.743% | -0.059 | ||||
| 10月限 | 残存日数 | 16.75 | ||||
| 修正ATM | 補正値 | -155 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 14.348% | 13.934% | 14.698% | 13.614% | 14.426% | +0.078 | |
| 歪み率 | 6.576% | +0.395 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | 56.757% | 60.073% | 56.679% | 59.788% | +4.028 | |
| 16000 | 52.268% | 53.743% | 51.258% | 53.254% | +2.913 | |
| 16500 | 49.363% | 50.642% | 48.284% | 50.440% | +2.958 | |
| 16750 | 46.122% | 49.002% | 46.036% | 48.885% | +2.832 | |
| 17000 | 45.255% | 47.459% | 45.168% | 47.329% | +2.707 | |
| 17250 | 44.181% | 45.953% | 44.092% | 45.665% | +2.555 | |
| 17500 | 42.956% | 44.324% | 42.865% | 44.001% | +2.403 | |
| 17750 | 41.616% | 42.811% | 41.297% | 42.446% | +2.360 | |
| 18000 | 40.184% | 41.184% | 39.565% | 40.937% | +2.366 | |
| 18250 | 38.127% | 39.670% | 37.978% | 39.429% | +2.372 | |
| 18500 | 36.614% | 38.099% | 36.104% | 37.870% | +2.328 | |
| 18750 | 35.039% | 36.462% | 34.941% | 36.311% | +2.284 | |
| 19000 | 33.810% | 34.826% | 33.511% | 34.752% | +2.240 | |
| 19250 | 32.095% | 33.232% | 31.915% | 33.185% | +2.185 | |
| 19500 | 30.656% | 31.801% | 30.322% | 31.588% | +2.053 | |
| 19750 | 29.113% | 30.222% | 28.809% | 29.990% | +2.091 | |
| 19875 | 28.307% | 29.441% | 27.947% | 29.299% | +2.045 | |
| 20000 | 27.480% | 28.623% | 27.329% | 28.608% | +2.028 | |
| 20125 | 26.633% | 27.947% | 26.522% | 27.834% | +1.993 | |
| 20250 | 25.980% | 27.134% | 25.734% | 27.082% | +1.902 | |
| 20375 | 25.280% | 26.378% | 25.102% | 26.316% | +1.799 | |
| 20500 | 24.537% | 25.657% | 24.373% | 25.578% | +1.765 | |
| 20625 | 23.921% | 24.976% | 23.597% | 24.930% | +1.863 | |
| 20750 | 23.091% | 24.255% | 22.956% | 24.204% | +1.807 | |
| 20875 | 22.510% | 23.597% | 22.212% | 23.503% | +1.739 | |
| 21000 | 21.855% | 22.916% | 21.580% | 22.916% | +1.748 | |
| 21125 | 21.014% | 22.208% | 20.882% | 22.200% | +1.637 | |
| 21250 | 20.453% | 21.568% | 20.196% | 21.568% | +1.666 | |
| 21375 | 19.799% | 20.912% | 19.517% | 20.883% | +1.595 | |
| 21500 | 19.236% | 20.269% | 18.885% | 20.232% | +1.477 | |
| 21625 | 18.566% | 19.716% | 18.336% | 19.699% | +1.573 | |
| 21750 | 17.647% | 19.089% | 17.490% | 19.078% | +1.525 | |
| 21875 | 17.339% | 18.514% | 17.143% | 18.504% | +1.390 | |
| 22000 | 16.909% | 18.231% | 16.655% | 17.982% | +1.448 | |
| 22125 | 16.194% | 17.425% | 16.009% | 17.425% | +1.413 | |
| 22250 | 16.112% | 16.910% | 15.557% | 16.910% | +1.406 | |
| 22375 | 15.060% | 16.447% | 14.847% | 16.409% | +1.264 | |
| 22500 | 14.997% | 16.116% | 14.692% | 15.908% | +1.212 | |
| 22625 | 14.658% | 15.486% | 14.210% | 15.484% | +1.093 | |
| 22750 | 14.262% | 15.103% | 13.957% | 15.017% | +0.932 | |
| 22875 | 13.843% | 14.846% | 13.704% | 14.690% | +0.854 | |
| 23000 | 13.510% | 14.438% | 13.451% | 14.373% | +0.786 | |
| 23125 | 13.233% | 14.384% | 13.232% | 14.053% | +0.715 | |
| 23250 | 13.291% | 14.076% | 13.086% | 13.808% | +0.477 | |
| 23375 | 13.525% | 14.002% | 12.838% | 13.699% | +0.426 | |
| 23500 | 12.899% | 13.882% | 12.899% | 13.687% | +0.472 | |
| 23625 | 13.114% | 13.896% | 12.942% | 13.616% | +0.453 | |
| 23750 | 13.194% | 13.901% | 12.881% | 13.545% | +0.256 | |
| 23875 | 13.215% | 13.940% | 13.070% | 13.593% | +0.311 | |
| 24000 | 13.213% | 14.010% | 13.103% | 13.681% | +0.260 | |
| 24125 | 13.386% | 14.127% | 13.238% | 13.712% | +0.178 | |
| 24250 | 13.456% | 14.241% | 13.373% | 13.857% | +0.087 | |
| 24375 | 13.824% | 14.388% | 13.533% | 13.972% | -0.034 | |
| 24500 | 14.044% | 14.551% | 13.743% | 14.144% | -0.099 | |
| 24625 | 14.054% | 14.706% | 13.870% | 14.287% | -0.092 | |
| 24750 | 14.508% | 14.886% | 14.101% | 14.431% | -0.115 | |
| 24875 | 14.435% | 15.120% | 14.256% | 14.628% | -0.173 | |
| 25000 | 14.609% | 15.338% | 14.464% | 14.752% | -0.334 | |
| 25250 | 15.248% | 15.716% | 14.839% | 15.279% | -0.349 | |
| 25500 | 15.380% | 16.252% | 15.291% | 15.860% | -0.307 | |
| 25750 | 16.595% | 16.893% | 16.091% | 16.530% | -0.820 | |
| 26000 | 17.790% | 18.086% | 17.199% | 17.199% | -1.313 | 1円売 |
| 26250 | 18.965% | 19.260% | 18.388% | 18.388% | -1.269 | 1円売 |
| 26500 | 20.122% | 20.415% | 19.557% | 19.557% | -1.226 | 1円売 |
| 26750 | − | 21.553% | 20.708% | 20.708% | -1.185 | 1円売 |
| 27000 | − | 22.674% | 21.842% | 21.842% | -1.144 | 1円売 |
■大引け
相場は大幅続伸。SQは23057.94と23000円超えで高値決着。その後も買いが優勢で、引けにかけて一段高となりました。IVはFOTMコールを除き上昇。
今日の取引。
10C231＠220円×1枚売り。
10P221＠140円×1枚売り。
10C233＠170円×1枚売り。
10P218＠90円×2枚売り。
SSを2セット入れてガンマをフラットにしました。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 22830 | 22965 | 22790 | 22965 | +325 | |
| 期近 | 14.185% | 14.797% | 13.810% | 14.537% | +0.066 | |
| 10月限 | 13.934% | 14.698% | 13.614% | 14.426% | +0.078 | |
| 11月限 | 14.581% | 14.985% | 14.046% | 14.703% | +0.005 | |
| 12月限 | − | 15.133% | 14.589% | 14.904% | +0.079 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.12 | -0.12 | +117 | -109 | |||
| 計 | +0.77 | -23 | +0.00 | +7 | ||
| 累計 | 557,913 | +456 | ||||
