2018年04月25日
| 原資産 | 22234.87 | |||||
| 短期金利 | -0.05% | |||||
| 期近修正ATM（残存日数24.75日換算） | ||||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 14.415% | 16.038% | 16.068% | 14.727% | 14.842% | +0.427 | |
| ATR | 瞬間 | 27.400% | +7.569 | |||
| 5日 | 20.545% | +3.289 | ||||
| 20日 | 23.369% | +0.239 | ||||
| 60日 | 27.699% | -0.234 | ||||
| 5月限 | 残存日数 | 8.75 | ||||
| 修正ATM | 補正値 | -10 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 14.258% | 16.330% | 16.381% | 14.667% | 14.947% | +0.689 | |
| 歪み率 | 7.107% | +0.406 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15250 | − | 67.176% | 65.265% | 67.166% | +3.125 | 1円売 |
| 15500 | − | 64.481% | 62.604% | 64.469% | +2.982 | 1円売 |
| 15750 | 60.168% | 61.824% | 59.980% | 61.810% | +2.841 | 1円売 |
| 16000 | 57.579% | 59.203% | 57.392% | 59.187% | +2.701 | 1円売 |
| 16250 | − | 56.617% | 54.838% | 56.599% | +2.563 | 1円売 |
| 16500 | 52.502% | 54.063% | 52.353% | 54.044% | +2.427 | 1円売 |
| 16750 | 50.011% | 52.455% | 49.990% | 51.521% | +2.292 | 1円売 |
| 17000 | 50.841% | 50.879% | 47.517% | 49.029% | +2.159 | 1円売 |
| 17250 | 48.264% | 48.303% | 45.739% | 46.752% | +2.214 | |
| 17500 | 47.738% | 47.779% | 45.133% | 45.209% | +2.330 | |
| 17750 | 45.122% | 46.010% | 42.696% | 43.666% | +2.446 | |
| 18000 | 43.966% | 44.008% | 40.863% | 42.123% | +2.562 | |
| 18250 | 41.327% | 41.578% | 38.995% | 40.299% | +2.397 | |
| 18500 | 39.790% | 39.834% | 37.176% | 38.475% | +2.278 | |
| 18625 | 39.374% | 39.419% | 36.189% | 37.563% | +2.263 | |
| 18750 | 38.023% | 38.067% | 35.456% | 36.621% | +2.292 | |
| 18875 | 37.447% | 37.493% | 33.878% | 35.980% | +2.422 | |
| 19000 | 36.081% | 36.769% | 33.068% | 35.063% | +2.275 | |
| 19125 | 35.380% | 35.426% | 32.900% | 34.146% | +2.127 | |
| 19250 | 34.590% | 34.638% | 31.953% | 33.229% | +1.980 | |
| 19375 | 33.727% | 33.775% | 31.328% | 32.459% | +1.931 | |
| 19500 | 32.800% | 32.849% | 30.454% | 31.587% | +1.853 | |
| 19625 | 30.910% | 32.247% | 29.646% | 30.715% | +1.776 | |
| 19750 | 31.167% | 31.218% | 28.872% | 29.859% | +1.764 | |
| 19875 | 30.058% | 30.406% | 27.992% | 29.006% | +1.637 | |
| 20000 | 29.226% | 29.549% | 27.186% | 28.125% | +1.573 | |
| 20125 | 27.722% | 28.473% | 26.292% | 27.265% | +1.442 | |
| 20250 | 27.552% | 27.817% | 25.293% | 26.406% | +1.312 | |
| 20375 | 26.223% | 26.839% | 24.706% | 25.495% | +1.330 | |
| 20500 | 25.901% | 26.312% | 23.837% | 24.713% | +1.383 | |
| 20625 | 24.631% | 25.317% | 23.045% | 23.915% | +1.301 | |
| 20750 | 24.279% | 24.614% | 22.269% | 23.054% | +1.238 | |
| 20875 | 23.812% | 23.975% | 21.442% | 22.284% | +1.174 | |
| 21000 | 22.867% | 22.961% | 20.730% | 21.496% | +1.218 | |
| 21125 | 22.100% | 22.173% | 19.933% | 20.729% | +1.097 | |
| 21250 | 21.614% | 21.693% | 19.170% | 19.949% | +1.102 | |
| 21375 | 20.850% | 20.935% | 18.174% | 19.168% | +0.990 | |
| 21500 | 19.838% | 19.930% | 17.581% | 18.488% | +0.962 | |
| 21625 | 18.952% | 19.267% | 16.926% | 17.671% | +0.807 | |
| 21750 | 18.442% | 18.553% | 16.525% | 16.950% | +0.687 | |
| 21875 | 17.860% | 17.985% | 15.766% | 16.313% | +0.704 | |
| 22000 | 16.783% | 17.356% | 15.288% | 15.739% | +0.746 | |
| 22125 | 16.297% | 16.375% | 14.795% | 15.213% | +0.664 | |
| 22250 | 16.015% | 16.178% | 14.332% | 14.880% | +0.573 | |
| 22375 | 15.231% | 16.267% | 14.174% | 14.721% | +0.588 | |
| 22500 | 15.455% | 15.455% | 14.053% | 14.391% | +0.561 | |
| 22625 | 15.117% | 15.320% | 13.990% | 14.272% | +0.616 | |
| 22750 | 14.950% | 15.139% | 14.023% | 14.293% | +0.645 | |
| 22875 | 15.079% | 15.260% | 14.073% | 14.310% | +0.552 | |
| 23000 | 15.318% | 15.318% | 14.214% | 14.327% | +0.534 | |
| 23125 | 15.386% | 15.386% | 14.332% | 14.430% | +0.485 | |
| 23250 | 15.536% | 15.536% | 14.536% | 14.547% | +0.522 | |
| 23375 | 15.751% | 15.751% | 14.730% | 14.806% | +0.658 | |
| 23500 | 15.885% | 15.993% | 14.987% | 15.017% | +0.746 | |
| 23625 | 16.575% | 16.575% | 15.376% | 15.385% | +0.780 | |
| 23750 | 16.473% | 16.637% | 15.679% | 15.753% | +0.815 | |
| 23875 | 16.642% | 17.038% | 16.098% | 16.311% | +0.855 | |
| 24000 | 17.631% | 17.631% | 16.678% | 16.869% | +0.895 | |
| 24125 | 17.219% | 17.993% | 16.989% | 17.453% | +1.057 | |
| 24250 | 18.127% | 18.728% | 17.448% | 17.935% | +1.064 | |
| 24375 | 19.026% | 19.584% | 18.320% | 18.418% | +0.998 | |
| 24500 | 19.916% | 20.269% | 19.212% | 19.325% | +1.479 | 1円売 |
| 24750 | − | 22.029% | 20.992% | 21.111% | +1.570 | 1円売 |
| 25000 | − | 23.756% | 22.724% | 22.863% | +1.659 | 1円売 |
| 25250 | − | 25.454% | 24.425% | 24.585% | +1.746 | 1円売 |
| 25500 | − | 27.124% | 26.097% | 26.277% | +1.833 | 1円売 |
| 25750 | − | 28.766% | 27.742% | 27.941% | +1.918 | 1円売 |
| 26000 | − | 30.384% | 29.361% | 29.580% | +2.002 | 1円売 |
| 26250 | − | 31.977% | 30.955% | 31.193% | +2.085 | 1円売 |
| 26500 | − | 33.547% | 32.526% | 32.783% | +2.166 | 1円売 |
| 26750 | − | 35.094% | 34.074% | 34.350% | +2.247 | 1円売 |
| 27000 | − | 36.621% | 35.601% | 35.895% | +2.327 | 1円売 |
続きを読む
■大引け
相場は小反落。IVは総じて堅調でした。
今日の取引はありません。
続きを読む
相場は小反落。IVは総じて堅調でした。
今日の取引はありません。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 22115 | 22230 | 22070 | 22225 | -50 | |
| 期近 | 16.038% | 16.068% | 14.727% | 14.842% | +0.427 | |
| 5月限 | 16.330% | 16.381% | 14.667% | 14.947% | +0.689 | |
| 6月限 | 15.959% | 16.002% | 14.691% | 14.816% | +0.349 | |
| 7月限 | − | 16.259% | 15.214% | 15.214% | +0.124 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.48 | -0.24 | +276 | -208 | |||
| 計 | +0.65 | -64 | +0.24 | +68 | ||
| 累計 | 557,683 | -49 | ||||
続きを読む
2018年04月24日
| 原資産 | 22290.48 | |||||
| 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） | |
| 14.512% | 14.461% | 14.818% | 14.264% | 14.415% | -0.097 | |
| ATR | 瞬間 | 19.831% | +8.528 | |||
| 5日 | 17.256% | +1.328 | ||||
| 20日 | 23.130% | -0.288 | ||||
| 60日 | 27.933% | -0.203 | ||||
| 5月限 | 残存日数 | 9.75 | ||||
| 修正ATM | 補正値 | -5 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 14.059% | 14.180% | 14.559% | 13.758% | 14.258% | +0.198 | |
| 歪み率 | 6.702% | +0.361 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15250 | 63.006% | 64.125% | 62.497% | 64.041% | +4.245 | 1円売 |
| 15500 | − | 61.572% | 59.968% | 61.487% | +4.128 | 1円売 |
| 15750 | 57.997% | 59.056% | 57.475% | 58.970% | +4.012 | 1円売 |
| 16000 | − | 56.574% | 55.016% | 56.487% | +3.898 | 1円売 |
| 16250 | 53.124% | 54.125% | 52.589% | 54.036% | +3.786 | 1円売 |
| 16500 | 50.735% | 51.708% | 50.193% | 51.618% | +3.675 | 1円売 |
| 16750 | − | 49.320% | 47.827% | 49.229% | +3.566 | 1円売 |
| 17000 | 46.045% | 46.962% | 45.489% | 46.869% | +3.459 | 1円売 |
| 17250 | 43.741% | 44.631% | 43.179% | 44.537% | +2.654 | |
| 17500 | 41.463% | 43.864% | 41.463% | 42.879% | +2.522 | |
| 17750 | 39.210% | 41.731% | 39.210% | 41.220% | +2.390 | |
| 18000 | 39.614% | 39.614% | 37.677% | 39.561% | +2.258 | |
| 18250 | 37.273% | 38.386% | 36.396% | 37.902% | +2.446 | |
| 18500 | 36.554% | 36.554% | 34.579% | 36.197% | +2.588 | |
| 18625 | 33.799% | 35.373% | 33.799% | 35.300% | +2.522 | |
| 18750 | 32.651% | 34.469% | 32.651% | 34.328% | +2.382 | |
| 18875 | 32.978% | 34.137% | 32.301% | 33.559% | +2.443 | |
| 19000 | 31.794% | 33.149% | 31.498% | 32.789% | +2.505 | |
| 19125 | 31.700% | 32.164% | 30.811% | 32.019% | +2.535 | |
| 19250 | 30.490% | 31.329% | 29.985% | 31.249% | +2.392 | |
| 19375 | 30.137% | 30.594% | 29.295% | 30.528% | +2.298 | |
| 19500 | 28.905% | 29.889% | 28.528% | 29.734% | +2.264 | |
| 19625 | 27.676% | 29.034% | 27.676% | 28.939% | +2.230 | |
| 19750 | 27.721% | 28.179% | 27.034% | 28.095% | +2.089 | |
| 19875 | 26.977% | 27.681% | 26.265% | 27.369% | +2.066 | |
| 20000 | 26.156% | 26.632% | 25.491% | 26.551% | +1.884 | |
| 20125 | 25.663% | 25.834% | 24.651% | 25.823% | +1.950 | |
| 20250 | 25.021% | 25.094% | 23.864% | 25.094% | +1.903 | |
| 20375 | 23.963% | 24.167% | 23.155% | 24.165% | +1.691 | |
| 20500 | 23.404% | 23.423% | 22.370% | 23.330% | +1.649 | |
| 20625 | 22.462% | 22.681% | 21.596% | 22.614% | +1.535 | |
| 20750 | 21.856% | 21.939% | 20.886% | 21.816% | +1.418 | |
| 20875 | 20.912% | 21.150% | 20.159% | 21.110% | +1.400 | |
| 21000 | 20.190% | 20.493% | 19.486% | 20.278% | +1.170 | |
| 21125 | 19.720% | 19.720% | 18.787% | 19.632% | +1.213 | |
| 21250 | 18.898% | 18.989% | 18.089% | 18.847% | +1.021 | |
| 21375 | 18.627% | 18.627% | 17.399% | 18.179% | +1.064 | |
| 21500 | 17.682% | 17.682% | 16.632% | 17.526% | +1.149 | |
| 21625 | 16.947% | 16.947% | 16.040% | 16.864% | +0.940 | |
| 21750 | 16.307% | 16.339% | 15.575% | 16.262% | +0.885 | |
| 21875 | 15.673% | 15.860% | 15.012% | 15.609% | +0.678 | |
| 22000 | 14.977% | 15.313% | 14.597% | 14.993% | +0.554 | |
| 22125 | 14.728% | 15.096% | 14.096% | 14.548% | +0.576 | |
| 22250 | 14.182% | 14.509% | 13.733% | 14.308% | +0.600 | |
| 22375 | 14.013% | 14.309% | 13.312% | 14.133% | +0.595 | |
| 22500 | 13.857% | 13.966% | 13.139% | 13.830% | +0.462 | |
| 22625 | 13.735% | 13.877% | 13.218% | 13.656% | +0.347 | |
| 22750 | 13.718% | 13.857% | 13.228% | 13.648% | +0.378 | |
| 22875 | 13.504% | 13.886% | 13.236% | 13.758% | +0.425 | |
| 23000 | 13.650% | 13.984% | 13.320% | 13.793% | +0.347 | |
| 23125 | 13.777% | 14.077% | 13.414% | 13.946% | +0.364 | |
| 23250 | 14.051% | 14.246% | 13.581% | 14.025% | +0.314 | |
| 23375 | 14.087% | 14.388% | 13.750% | 14.148% | +0.198 | |
| 23500 | 14.135% | 14.700% | 14.023% | 14.270% | +0.073 | |
| 23625 | 14.477% | 14.946% | 14.294% | 14.605% | +0.006 | |
| 23750 | 15.048% | 15.335% | 14.638% | 14.939% | -0.141 | |
| 23875 | 14.674% | 15.858% | 14.674% | 15.456% | -0.153 | |
| 24000 | 15.620% | 16.323% | 15.444% | 15.974% | -0.166 | |
| 24125 | 15.304% | 16.912% | 15.304% | 16.395% | -0.376 | |
| 24250 | 16.171% | 17.449% | 16.171% | 16.871% | -0.533 | |
| 24375 | 17.029% | 18.235% | 17.029% | 17.420% | -0.616 | |
| 24500 | 17.877% | 18.604% | 17.710% | 17.845% | -0.823 | 1円売 |
| 24750 | 19.550% | 20.274% | 19.406% | 19.541% | -0.392 | 1円売 |
| 25000 | − | 21.912% | 21.070% | 21.205% | -0.303 | 1円売 |
| 25250 | − | 23.522% | 22.704% | 22.839% | -0.216 | 1円売 |
| 25500 | − | 25.105% | 24.309% | 24.444% | -0.132 | 1円売 |
| 25750 | − | 26.662% | 25.889% | 26.024% | -0.050 | 1円売 |
| 26000 | − | 28.195% | 27.437% | 27.578% | +0.031 | 1円売 |
| 26250 | − | 29.705% | 28.957% | 29.109% | +0.110 | 1円売 |
| 26500 | − | 31.193% | 30.445% | 30.617% | +0.187 | 1円売 |
| 26750 | − | 32.659% | 31.911% | 32.103% | +0.263 | 1円売 |
| 27000 | − | 34.106% | 33.357% | 33.568% | +0.337 | 1円売 |
続きを読む
■大引け
相場は反発。IVは期近が堅調でした。
夜間取引。
5P206＠23円×2枚売り。
今日の取引。
5C226＠105円×1枚売り。
続きを読む
相場は反発。IVは期近が堅調でした。
夜間取引。
5P206＠23円×2枚売り。
今日の取引。
5C226＠105円×1枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 22245 | 22300 | 22150 | 22275 | +175 | |
| 期近 | 14.461% | 14.818% | 14.264% | 14.415% | -0.097 | |
| 5月限 | 14.180% | 14.559% | 13.758% | 14.258% | +0.198 | |
| 6月限 | 14.561% | 14.991% | 14.289% | 14.467% | -0.239 | |
| 7月限 | − | 15.526% | 15.019% | 15.090% | -0.272 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.43 | -0.10 | +318 | -221 | |||
| 計 | +0.89 | -75 | +0.33 | +97 | ||
| 累計 | 557,732 | +125 | ||||
続きを読む
2018年04月23日
| 原資産 | 22111.74 | |||||
| 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） | |
| 14.760% | 14.843% | 15.009% | 14.386% | 14.512% | -0.249 | |
| ATR | 瞬間 | 11.303% | -3.858 | |||
| 5日 | 15.929% | -2.280 | ||||
| 20日 | 23.417% | -1.231 | ||||
| 60日 | 28.136% | -0.519 | ||||
| 5月限 | 残存日数 | 10.75 | ||||
| 修正ATM | 補正値 | -10 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 14.341% | 14.564% | 14.821% | 13.906% | 14.059% | -0.281 | |
| 歪み率 | 6.340% | +0.420 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15250 | 59.561% | 59.849% | 59.008% | 59.795% | +2.250 | 1円売 |
| 15500 | − | 57.414% | 56.597% | 57.360% | +2.143 | 1円売 |
| 15750 | − | 55.014% | 54.220% | 54.958% | +2.037 | 1円売 |
| 16000 | − | 52.675% | 51.876% | 52.589% | +1.932 | 1円売 |
| 16250 | − | 50.367% | 49.562% | 50.251% | +1.829 | 1円売 |
| 16500 | − | 48.088% | 47.278% | 47.942% | +1.728 | 1円売 |
| 16750 | − | 45.838% | 45.022% | 45.663% | +1.627 | 1円売 |
| 17000 | 46.372% | 46.407% | 42.831% | 43.410% | +1.518 | 1円売 |
| 17250 | 41.176% | 42.871% | 40.745% | 41.884% | +1.470 | |
| 17500 | 41.739% | 41.774% | 40.097% | 40.357% | +1.423 | |
| 17750 | 39.460% | 39.495% | 37.906% | 38.830% | +1.375 | |
| 18000 | 37.203% | 37.862% | 36.187% | 37.303% | +1.328 | |
| 18250 | 34.967% | 36.016% | 34.441% | 35.456% | +1.060 | |
| 18500 | 34.257% | 34.295% | 33.018% | 33.609% | +0.792 | |
| 18625 | 33.114% | 33.317% | 32.029% | 32.778% | +0.882 | |
| 18750 | 31.976% | 32.504% | 31.342% | 31.947% | +0.972 | |
| 18875 | 31.923% | 31.962% | 30.421% | 31.115% | +0.799 | |
| 19000 | 30.760% | 31.116% | 29.846% | 30.284% | +0.625 | |
| 19125 | 30.454% | 30.494% | 29.097% | 29.484% | +0.520 | |
| 19250 | 29.992% | 30.032% | 28.437% | 28.857% | +0.620 | |
| 19375 | 28.091% | 28.932% | 27.711% | 28.231% | +0.428 | |
| 19500 | 28.739% | 28.781% | 27.041% | 27.470% | +0.092 | |
| 19625 | 25.738% | 27.578% | 25.738% | 26.709% | +0.193 | |
| 19750 | 27.176% | 27.220% | 25.720% | 26.006% | +0.003 | |
| 19875 | 26.305% | 26.350% | 24.879% | 25.303% | -0.013 | |
| 20000 | 25.729% | 25.775% | 24.403% | 24.667% | +0.039 | |
| 20125 | 24.735% | 24.782% | 23.689% | 23.872% | +0.033 | |
| 20250 | 23.981% | 24.029% | 23.011% | 23.191% | -0.063 | |
| 20375 | 23.140% | 23.283% | 22.373% | 22.474% | -0.040 | |
| 20500 | 22.654% | 22.705% | 21.680% | 21.680% | -0.245 | |
| 20625 | 22.004% | 22.057% | 21.078% | 21.078% | -0.226 | |
| 20750 | 21.219% | 21.274% | 20.396% | 20.398% | -0.151 | |
| 20875 | 20.608% | 20.665% | 19.711% | 19.711% | -0.187 | |
| 21000 | 19.831% | 19.891% | 19.066% | 19.108% | -0.189 | |
| 21125 | 19.136% | 19.327% | 18.388% | 18.419% | -0.295 | |
| 21250 | 18.462% | 18.600% | 17.719% | 17.826% | -0.220 | |
| 21375 | 17.589% | 18.028% | 17.087% | 17.115% | -0.349 | |
| 21500 | 17.317% | 17.425% | 16.377% | 16.377% | -0.505 | |
| 21625 | 16.719% | 16.885% | 15.833% | 15.924% | -0.376 | |
| 21750 | 16.463% | 16.552% | 15.307% | 15.377% | -0.406 | |
| 21875 | 15.836% | 15.934% | 14.705% | 14.932% | -0.226 | |
| 22000 | 15.406% | 15.516% | 14.216% | 14.438% | -0.307 | |
| 22125 | 14.752% | 15.140% | 13.786% | 13.973% | -0.425 | |
| 22250 | 14.246% | 14.547% | 13.389% | 13.708% | -0.473 | |
| 22375 | 14.601% | 14.601% | 13.244% | 13.538% | -0.424 | |
| 22500 | 14.187% | 14.187% | 13.138% | 13.368% | -0.376 | |
| 22625 | 14.151% | 14.151% | 13.066% | 13.309% | -0.303 | |
| 22750 | 13.933% | 14.012% | 13.097% | 13.270% | -0.410 | |
| 22875 | 13.885% | 14.053% | 13.183% | 13.333% | -0.327 | |
| 23000 | 14.020% | 14.122% | 13.323% | 13.446% | -0.379 | |
| 23125 | 14.059% | 14.243% | 13.427% | 13.581% | -0.265 | |
| 23250 | 14.256% | 14.393% | 13.604% | 13.711% | -0.217 | |
| 23375 | 14.227% | 14.668% | 13.812% | 13.950% | -0.167 | |
| 23500 | 14.540% | 14.742% | 14.069% | 14.197% | -0.025 | |
| 23625 | 14.508% | 15.070% | 14.371% | 14.599% | +0.179 | |
| 23750 | 15.029% | 15.396% | 14.621% | 15.080% | +0.347 | |
| 23875 | 15.392% | 15.791% | 15.200% | 15.610% | +0.543 | |
| 24000 | 15.518% | 16.466% | 15.479% | 16.139% | +0.538 | |
| 24125 | 16.404% | 16.876% | 16.105% | 16.772% | +0.818 | |
| 24250 | 17.281% | 17.679% | 16.696% | 17.404% | +0.898 | |
| 24375 | 18.147% | 18.372% | 17.281% | 18.036% | +0.987 | |
| 24500 | 17.619% | 18.960% | 17.583% | 18.668% | +1.077 | |
| 24750 | 19.209% | 20.141% | 18.940% | 19.933% | +1.255 | 1円売 |
| 25000 | − | 21.711% | 20.502% | 21.508% | +1.321 | 1円売 |
| 25250 | − | 23.255% | 22.037% | 23.055% | +1.386 | 1円売 |
| 25500 | − | 24.773% | 23.545% | 24.576% | +1.450 | 1円売 |
| 25750 | − | 26.266% | 25.029% | 26.074% | +1.513 | 1円売 |
| 26000 | − | 27.737% | 26.489% | 27.547% | +1.575 | 1円売 |
| 26250 | − | 29.185% | 27.927% | 28.999% | +1.637 | 1円売 |
| 26500 | − | 30.612% | 29.345% | 30.430% | +1.697 | 1円売 |
| 26750 | − | 32.020% | 30.742% | 31.840% | +1.757 | 1円売 |
| 27000 | − | 33.408% | 32.119% | 33.231% | +1.816 | 1円売 |
続きを読む
■大引け
週明けの相場は小幅続落。IVは中安外高でした。
今日の取引。
5C222＠200円×1枚買い。
5P195＠6円×8枚買い。
5P197＠8円×8枚買い。
続きを読む
週明けの相場は小幅続落。IVは中安外高でした。
今日の取引。
5C222＠200円×1枚買い。
5P195＠6円×8枚買い。
5P197＠8円×8枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 22170 | 22205 | 22060 | 22100 | -55 | |
| 期近 | 14.843% | 15.009% | 14.386% | 14.512% | -0.249 | |
| 5月限 | 14.564% | 14.821% | 13.906% | 14.059% | -0.281 | |
| 6月限 | 14.969% | 15.179% | 14.563% | 14.706% | -0.281 | |
| 7月限 | − | 15.615% | 15.292% | 15.362% | -0.160 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.31 | -0.11 | +273 | -202 | |||
| 計 | +0.77 | -55 | +0.21 | +71 | ||
| 累計 | 557,606 | -61 | ||||
続きを読む
2018年04月20日
| 原資産 | 22168.07 | |||||
| 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） | |
| 15.217% | 15.454% | 15.493% | 14.606% | 14.760% | -0.457 | |
| ATR | 瞬間 | 15.162% | -3.535 | |||
| 5日 | 18.209% | -1.533 | ||||
| 20日 | 24.648% | -1.011 | ||||
| 60日 | 28.655% | -0.472 | ||||
| 5月限 | 残存日数 | 11.75 | ||||
| 修正ATM | 補正値 | -10 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 15.042% | 15.314% | 15.376% | 14.163% | 14.341% | -0.701 | |
| 歪み率 | 5.921% | -0.029 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15250 | − | 57.818% | 56.793% | 57.546% | +2.036 | 1円売 |
| 15500 | 54.598% | 55.507% | 54.484% | 55.217% | +1.942 | 1円売 |
| 15750 | − | 53.229% | 52.207% | 52.921% | +1.849 | 1円売 |
| 16000 | 50.084% | 50.982% | 49.961% | 50.656% | +1.758 | 1円売 |
| 16250 | 47.873% | 48.765% | 47.745% | 48.421% | +1.485 | 1円売 |
| 16500 | 45.689% | 46.576% | 45.557% | 46.215% | +0.694 | 1円売 |
| 16750 | 46.520% | 46.553% | 43.736% | 44.036% | -0.069 | 1円売 |
| 17000 | 44.264% | 44.298% | 41.891% | 41.892% | -0.735 | |
| 17250 | 42.034% | 42.819% | 40.413% | 40.413% | -0.737 | |
| 17500 | 39.828% | 41.036% | 38.934% | 38.934% | -0.739 | |
| 17750 | 39.324% | 39.359% | 37.455% | 37.455% | -0.741 | |
| 18000 | 37.081% | 37.537% | 35.535% | 35.976% | -0.743 | |
| 18250 | 36.047% | 36.083% | 34.200% | 34.396% | -0.845 | |
| 18500 | 33.782% | 34.448% | 32.090% | 32.817% | -0.845 | |
| 18625 | 33.572% | 33.640% | 31.514% | 31.896% | -1.033 | |
| 18750 | 32.425% | 32.815% | 30.764% | 30.975% | -1.221 | |
| 18875 | 32.034% | 32.353% | 30.180% | 30.317% | -1.166 | |
| 19000 | 31.525% | 31.565% | 29.561% | 29.658% | -1.109 | |
| 19125 | 30.347% | 30.667% | 28.907% | 28.964% | -1.089 | |
| 19250 | 30.244% | 30.285% | 28.238% | 28.238% | -1.067 | |
| 19375 | 29.038% | 29.275% | 27.708% | 27.802% | -0.849 | |
| 19500 | 29.101% | 29.144% | 27.136% | 27.378% | -0.761 | |
| 19625 | 26.632% | 27.979% | 26.453% | 26.516% | -0.984 | |
| 19750 | 27.302% | 27.346% | 25.790% | 26.003% | -0.916 | |
| 19875 | 26.645% | 26.690% | 25.168% | 25.316% | -0.873 | |
| 20000 | 25.902% | 25.964% | 24.474% | 24.628% | -0.973 | |
| 20125 | 25.320% | 25.367% | 23.840% | 23.840% | -0.993 | |
| 20250 | 24.626% | 24.674% | 23.002% | 23.254% | -0.943 | |
| 20375 | 23.836% | 23.964% | 22.514% | 22.514% | -0.952 | |
| 20500 | 23.132% | 23.184% | 21.850% | 21.926% | -0.853 | |
| 20625 | 22.618% | 22.671% | 21.195% | 21.304% | -0.832 | |
| 20750 | 21.948% | 22.004% | 20.534% | 20.550% | -0.984 | |
| 20875 | 21.264% | 21.322% | 19.897% | 19.898% | -0.884 | |
| 21000 | 20.227% | 20.533% | 19.268% | 19.297% | -0.923 | |
| 21125 | 20.053% | 20.117% | 18.621% | 18.714% | -0.774 | |
| 21250 | 19.191% | 19.257% | 18.029% | 18.046% | -0.787 | |
| 21375 | 18.558% | 18.629% | 17.331% | 17.464% | -0.850 | |
| 21500 | 18.058% | 18.134% | 16.815% | 16.882% | -0.759 | |
| 21625 | 17.303% | 17.444% | 16.232% | 16.300% | -0.790 | |
| 21750 | 16.890% | 16.978% | 15.699% | 15.783% | -0.788 | |
| 21875 | 16.160% | 16.388% | 15.130% | 15.158% | -0.894 | |
| 22000 | 16.159% | 16.268% | 14.686% | 14.745% | -0.888 | |
| 22125 | 15.431% | 15.431% | 14.206% | 14.398% | -0.837 | |
| 22250 | 14.879% | 15.100% | 13.871% | 14.180% | -0.744 | |
| 22375 | 13.854% | 14.878% | 13.633% | 13.962% | -0.670 | |
| 22500 | 14.517% | 14.968% | 13.562% | 13.744% | -0.759 | |
| 22625 | 14.505% | 14.783% | 13.405% | 13.612% | -0.773 | |
| 22750 | 14.359% | 14.499% | 13.248% | 13.680% | -0.650 | |
| 22875 | 14.500% | 14.745% | 13.486% | 13.660% | -0.662 | |
| 23000 | 14.493% | 14.786% | 13.581% | 13.824% | -0.458 | |
| 23125 | 14.582% | 14.904% | 13.676% | 13.846% | -0.595 | |
| 23250 | 14.813% | 15.016% | 13.782% | 13.928% | -0.644 | |
| 23375 | 15.044% | 15.194% | 13.947% | 14.117% | -0.589 | |
| 23500 | 15.152% | 15.386% | 14.105% | 14.222% | -0.622 | |
| 23625 | 15.140% | 15.631% | 14.280% | 14.420% | -0.621 | |
| 23750 | 15.445% | 15.867% | 14.577% | 14.733% | -0.507 | |
| 23875 | 15.982% | 16.105% | 14.877% | 15.066% | -0.435 | |
| 24000 | 16.404% | 16.547% | 15.292% | 15.601% | -0.258 | |
| 24125 | 16.668% | 16.896% | 15.816% | 15.953% | -0.263 | |
| 24250 | 16.692% | 17.407% | 16.317% | 16.506% | -0.068 | |
| 24375 | 18.402% | 18.402% | 16.730% | 17.049% | +0.051 | |
| 24500 | 17.006% | 18.432% | 16.972% | 17.592% | +0.171 | |
| 24750 | 18.527% | 19.795% | 18.493% | 18.677% | +0.226 | |
| 25000 | 20.020% | 20.488% | 19.319% | 20.187% | +0.706 | 1円売 |
| 25250 | 21.487% | 21.951% | 20.796% | 21.669% | +1.158 | 1円売 |
| 25500 | − | 23.391% | 22.248% | 23.127% | +1.215 | 1円売 |
| 25750 | − | 24.807% | 23.677% | 24.561% | +1.271 | 1円売 |
| 26000 | − | 26.201% | 25.082% | 25.972% | +1.326 | 1円売 |
| 26250 | − | 27.575% | 26.466% | 27.363% | +1.380 | 1円売 |
| 26500 | − | 28.928% | 27.830% | 28.733% | +1.434 | 1円売 |
| 26750 | − | 30.262% | 29.174% | 30.083% | +1.487 | 1円売 |
| 27000 | 31.129% | 31.578% | 30.500% | 31.415% | +1.539 | 1円売 |
続きを読む
■大引け
相場は小反落。IVは下落が止まらず15％を割り込みました。
今日の取引はありません。
続きを読む
相場は小反落。IVは下落が止まらず15％を割り込みました。
今日の取引はありません。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 22150 | 22265 | 22075 | 22155 | -45 | |
| 期近 | 15.454% | 15.493% | 14.606% | 14.760% | -0.457 | |
| 5月限 | 15.314% | 15.376% | 14.163% | 14.341% | -0.701 | |
| 6月限 | 15.533% | 15.627% | 14.706% | 14.987% | -0.348 | |
| 7月限 | − | 16.025% | 15.460% | 15.522% | -0.359 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.47 | -0.26 | +294 | -222 | |||
| 計 | +0.97 | -43 | +0.22 | +72 | ||
| 累計 | 557,667 | -154 | ||||
続きを読む
2018年04月19日
| 原資産 | 22207.70 | |||||
| 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） | |
| 15.073% | 14.774% | 15.281% | 14.643% | 15.217% | +0.145 | |
| ATR | 瞬間 | 18.697% | -9.987 | |||
| 5日 | 19.742% | -0.855 | ||||
| 20日 | 25.660% | -1.165 | ||||
| 60日 | 29.127% | -0.836 | ||||
| 5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） | |
| 14.874% | 14.549% | 15.138% | 14.419% | 15.042% | +0.167 | |
| 歪み率 | 5.949% | +0.200 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15250 | − | 55.959% | 55.085% | 55.509% | +2.205 | 1円売 |
| 15500 | − | 53.745% | 52.873% | 53.275% | +2.122 | 1円売 |
| 15750 | − | 51.562% | 50.692% | 51.072% | +2.041 | 1円売 |
| 16000 | 48.687% | 49.409% | 48.541% | 48.898% | +1.961 | 1円売 |
| 16250 | 46.564% | 47.285% | 46.419% | 46.936% | +1.359 | |
| 16500 | 44.469% | 46.201% | 44.439% | 45.521% | +1.304 | |
| 16750 | 42.399% | 44.524% | 42.369% | 44.105% | +1.248 | |
| 17000 | 43.136% | 43.136% | 41.939% | 42.628% | +1.131 | |
| 17250 | 40.996% | 41.729% | 40.202% | 41.151% | +1.036 | |
| 17500 | 40.593% | 40.593% | 38.685% | 39.673% | +0.940 | |
| 17750 | 38.421% | 38.449% | 37.436% | 38.196% | +0.845 | |
| 18000 | 36.270% | 37.561% | 35.794% | 36.719% | +0.750 | |
| 18250 | 35.297% | 35.533% | 34.409% | 35.241% | +0.625 | |
| 18500 | 33.125% | 34.137% | 32.728% | 33.662% | +0.399 | |
| 18625 | 32.941% | 33.246% | 31.997% | 32.929% | +0.400 | |
| 18750 | 31.841% | 32.515% | 31.336% | 32.196% | +0.401 | |
| 18875 | 32.139% | 32.139% | 30.492% | 31.482% | +0.450 | |
| 19000 | 31.007% | 31.106% | 29.942% | 30.767% | +0.507 | |
| 19125 | 29.879% | 30.381% | 29.271% | 30.053% | +0.460 | |
| 19250 | 29.803% | 29.985% | 28.542% | 29.304% | +0.329 | |
| 19375 | 29.102% | 29.102% | 27.813% | 28.652% | +0.187 | |
| 19500 | 28.348% | 28.369% | 27.175% | 28.138% | +0.346 | |
| 19625 | 26.770% | 27.686% | 26.569% | 27.500% | +0.567 | |
| 19750 | 27.034% | 27.034% | 25.980% | 26.918% | +0.590 | |
| 19875 | 26.421% | 26.421% | 25.178% | 26.189% | +0.537 | |
| 20000 | 25.462% | 25.620% | 24.603% | 25.602% | +0.644 | |
| 20125 | 24.958% | 24.958% | 23.962% | 24.833% | +0.479 | |
| 20250 | 24.128% | 24.250% | 23.339% | 24.197% | +0.502 | |
| 20375 | 23.625% | 23.625% | 22.678% | 23.466% | +0.599 | |
| 20500 | 22.827% | 22.872% | 22.085% | 22.779% | +0.401 | |
| 20625 | 22.262% | 22.315% | 21.457% | 22.136% | +0.598 | |
| 20750 | 21.434% | 21.534% | 20.833% | 21.534% | +0.594 | |
| 20875 | 20.645% | 20.863% | 20.197% | 20.782% | +0.359 | |
| 21000 | 19.979% | 20.241% | 19.589% | 20.220% | +0.556 | |
| 21125 | 19.474% | 19.666% | 18.978% | 19.488% | +0.463 | |
| 21250 | 18.345% | 19.219% | 18.285% | 18.833% | +0.370 | |
| 21375 | 17.948% | 18.517% | 17.802% | 18.314% | +0.479 | |
| 21500 | 17.676% | 17.919% | 17.019% | 17.641% | +0.368 | |
| 21625 | 16.813% | 17.344% | 16.681% | 17.090% | +0.394 | |
| 21750 | 16.357% | 16.791% | 16.062% | 16.571% | +0.369 | |
| 21875 | 15.622% | 16.352% | 15.536% | 16.052% | +0.257 | |
| 22000 | 15.651% | 16.020% | 15.169% | 15.633% | +0.195 | |
| 22125 | 14.733% | 15.582% | 14.677% | 15.235% | +0.152 | |
| 22250 | 14.544% | 15.201% | 14.415% | 14.924% | +0.343 | |
| 22375 | 14.627% | 14.954% | 14.122% | 14.632% | +0.114 | |
| 22500 | 14.585% | 14.839% | 13.850% | 14.504% | +0.049 | |
| 22625 | 14.111% | 14.638% | 13.859% | 14.385% | +0.055 | |
| 22750 | 14.018% | 14.703% | 13.805% | 14.330% | -0.031 | |
| 22875 | 14.138% | 14.646% | 13.724% | 14.322% | -0.033 | |
| 23000 | 14.239% | 14.547% | 13.887% | 14.282% | -0.163 | |
| 23125 | 14.296% | 14.611% | 13.942% | 14.441% | -0.142 | |
| 23250 | 14.377% | 14.700% | 14.075% | 14.572% | -0.135 | |
| 23375 | 14.742% | 14.820% | 14.239% | 14.706% | -0.179 | |
| 23500 | 14.838% | 14.969% | 14.342% | 14.844% | -0.214 | |
| 23625 | 14.972% | 15.147% | 14.584% | 15.042% | -0.206 | |
| 23750 | 15.289% | 15.385% | 14.776% | 15.240% | -0.277 | |
| 23875 | 15.366% | 15.641% | 15.068% | 15.502% | -0.332 | |
| 24000 | 15.509% | 16.052% | 15.334% | 15.859% | -0.193 | |
| 24125 | 15.905% | 16.425% | 15.779% | 16.217% | -0.391 | |
| 24250 | 16.771% | 16.809% | 16.128% | 16.574% | -0.420 | |
| 24375 | 17.628% | 17.666% | 15.760% | 16.998% | -0.381 | |
| 24500 | 16.954% | 17.948% | 16.943% | 17.421% | -0.343 | |
| 24750 | 18.512% | 18.750% | 17.818% | 18.451% | -0.210 | |
| 25000 | 20.040% | 20.075% | 18.693% | 19.481% | -0.162 | |
| 25250 | 20.030% | 20.626% | 19.493% | 20.511% | -0.113 | 1円売 |
| 25500 | − | 22.026% | 20.774% | 21.912% | +0.306 | 1円売 |
| 25750 | − | 23.403% | 22.147% | 23.290% | +0.703 | 1円売 |
| 26000 | − | 24.759% | 23.498% | 24.647% | +0.754 | 1円売 |
| 26250 | − | 26.094% | 24.828% | 25.983% | +0.804 | 1円売 |
| 26500 | − | 27.410% | 26.138% | 27.299% | +0.854 | 1円売 |
| 26750 | − | 28.706% | 27.430% | 28.597% | +0.902 | 1円売 |
| 27000 | − | 29.985% | 28.703% | 29.876% | +0.950 | 1円売 |
続きを読む
■大引け
相場は小幅続伸。序盤は買われましたが、その後売りに押し戻されました。IVは小幅まちまち。
今日の取引。
5C235＠19円×8枚買い。
先物ミニ5月限＠22325円×5枚売り。
5C226＠180円×1枚売り。
5P203＠26円×4枚売り。
細かくポジション調整。
続きを読む
相場は小幅続伸。序盤は買われましたが、その後売りに押し戻されました。IVは小幅まちまち。
今日の取引。
5C235＠19円×8枚買い。
先物ミニ5月限＠22325円×5枚売り。
5C226＠180円×1枚売り。
5P203＠26円×4枚売り。
細かくポジション調整。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 22240 | 22355 | 22175 | 22200 | +10 | |
| 期近 | 14.774% | 15.281% | 14.643% | 15.217% | +0.145 | |
| 5月限 | 14.549% | 15.138% | 14.419% | 15.042% | +0.167 | |
| 6月限 | 14.933% | 15.545% | 14.771% | 15.334% | +0.099 | |
| 7月限 | − | 15.881% | 15.435% | 15.881% | +0.114 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.59 | -0.23 | +385 | -247 | |||
| 計 | +1.62 | -84 | +0.36 | +138 | ||
| 累計 | 557,821 | -4 | ||||
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