2021年03月02日 20:56
| 原資産 | 29488.19 | |||||
| 短期金利 | -0.05% | |||||
| 期近修正ATM（残存日数24.75日換算） | ||||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 20.714% | 19.080% | 20.775% | 18.883% | 19.917% | -0.797 | |
| ATR | 瞬間 | 37.036% | +5.727 | |||
| 5日 | 37.511% | -0.673 | ||||
| 20日 | 31.195% | +0.262 | ||||
| 60日 | 26.068% | +0.075 | ||||
| 3月限 | 残存日数 | 7.75 | ||||
| 修正ATM | 補正値 | -5 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 20.759% | 18.878% | 20.904% | 18.029% | 19.089% | -1.669 | |
| 歪み率 | 8.383% | -0.133 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 121.332% | 118.843% | 120.629% | +6.586 | 1円売 |
| 15250 | − | 118.581% | 116.064% | 117.831% | +6.420 | 1円売 |
| 15500 | − | 115.874% | 113.329% | 115.077% | +6.257 | 1円売 |
| 15750 | − | 113.209% | 110.636% | 112.367% | +6.097 | 1円売 |
| 16000 | − | 110.584% | 107.984% | 109.697% | +5.939 | 1円売 |
| 16250 | − | 107.999% | 105.371% | 107.067% | +5.783 | 1円売 |
| 16500 | − | 105.452% | 102.797% | 104.476% | +5.629 | 1円売 |
| 16750 | − | 102.942% | 100.260% | 101.922% | +5.478 | 1円売 |
| 17000 | − | 100.467% | 97.758% | 99.404% | +5.329 | 1円売 |
| 17250 | − | 98.027% | 95.292% | 96.921% | +5.182 | 1円売 |
| 17500 | − | 95.620% | 92.859% | 94.472% | +4.402 | 1円売 |
| 17750 | − | 93.246% | 90.458% | 92.056% | +3.655 | 1円売 |
| 18000 | − | 90.903% | 88.089% | 89.671% | +2.939 | 1円売 |
| 18250 | − | 88.590% | 85.750% | 87.318% | +2.255 | 1円売 |
| 18500 | 86.187% | 86.306% | 83.441% | 84.994% | +1.600 | 1円売 |
| 18750 | − | 84.052% | 81.160% | 82.698% | +0.974 | 1円売 |
| 19000 | 81.707% | 81.825% | 78.907% | 80.431% | +0.376 | 1円売 |
| 19250 | 79.508% | 79.624% | 76.681% | 78.191% | -0.195 | 1円売 |
| 19500 | 77.335% | 78.058% | 75.384% | 75.978% | -0.851 | 1円売 |
| 19750 | 75.187% | 76.378% | 73.946% | 74.431% | -0.840 | |
| 20000 | 73.063% | 74.698% | 72.373% | 72.884% | -0.830 | |
| 20250 | − | 73.018% | 70.761% | 71.256% | -0.900 | |
| 20500 | − | 71.338% | 69.136% | 69.629% | -0.970 | |
| 20750 | 71.069% | 71.069% | 67.520% | 68.163% | -0.988 | |
| 21000 | 68.924% | 68.924% | 65.810% | 66.697% | -1.006 | |
| 21250 | 66.800% | 66.800% | 64.100% | 65.176% | -1.079 | |
| 21500 | 64.698% | 65.356% | 62.390% | 63.656% | -1.227 | |
| 21750 | 65.146% | 65.146% | 61.451% | 62.137% | -1.374 | |
| 22000 | 63.013% | 63.013% | 59.841% | 60.618% | -0.751 | |
| 22250 | 60.900% | 60.900% | 57.482% | 59.098% | -0.867 | |
| 22500 | 58.805% | 58.805% | 56.476% | 57.561% | -1.002 | |
| 22750 | 56.730% | 57.909% | 54.467% | 56.024% | -1.137 | |
| 23000 | 56.361% | 56.361% | 53.351% | 54.487% | -1.272 | |
| 23250 | 54.267% | 54.877% | 52.053% | 52.949% | -1.358 | |
| 23500 | 53.506% | 53.506% | 50.806% | 51.412% | -1.444 | |
| 23750 | 51.401% | 51.401% | 49.529% | 49.888% | -1.517 | |
| 24000 | 49.312% | 49.682% | 47.964% | 48.363% | -1.590 | |
| 24250 | 47.237% | 48.564% | 46.504% | 46.839% | -1.663 | |
| 24375 | − | − | − | 46.077% | -1.700 | |
| 24500 | 46.168% | 46.922% | 44.974% | 45.315% | -1.736 | |
| 24625 | − | − | − | 44.601% | -1.724 | |
| 24750 | 44.932% | 45.118% | 43.581% | 43.887% | -1.713 | |
| 24875 | − | − | − | 43.173% | -1.701 | |
| 25000 | 43.566% | 43.919% | 42.101% | 42.459% | -1.689 | |
| 25125 | − | − | − | 41.745% | -1.688 | |
| 25250 | 41.445% | 44.580% | 40.631% | 41.031% | -1.687 | |
| 25375 | − | − | − | 40.275% | -1.727 | |
| 25500 | 39.959% | 40.654% | 38.897% | 39.520% | -1.770 | |
| 25625 | − | − | − | 38.765% | -1.814 | |
| 25750 | 38.905% | 39.251% | 37.771% | 38.010% | -1.858 | |
| 25875 | − | − | − | 37.254% | -1.902 | |
| 26000 | 38.071% | 38.071% | 36.365% | 36.499% | -1.946 | |
| 26125 | − | − | − | 35.836% | -1.966 | |
| 26250 | 35.447% | 36.423% | 34.983% | 35.155% | -2.004 | |
| 26375 | − | − | − | 34.494% | -2.022 | |
| 26500 | 34.000% | 35.036% | 33.616% | 33.812% | -2.061 | |
| 26625 | − | − | − | 33.130% | -2.100 | |
| 26750 | 33.323% | 33.581% | 32.206% | 32.448% | -2.139 | |
| 26875 | − | − | − | 31.767% | -2.178 | |
| 27000 | 32.276% | 32.334% | 30.932% | 31.085% | -2.217 | |
| 27125 | − | − | − | 30.492% | -3.003 | |
| 27250 | 30.957% | 31.023% | 29.595% | 29.900% | -2.073 | |
| 27375 | − | − | − | 29.263% | -2.045 | |
| 27500 | 29.597% | 29.748% | 28.342% | 28.626% | -2.018 | |
| 27625 | − | − | − | 28.011% | -2.059 | |
| 27750 | 28.737% | 28.737% | 27.055% | 27.397% | -2.101 | |
| 27875 | − | − | − | 26.780% | -2.144 | |
| 28000 | 27.112% | 27.237% | 25.851% | 26.163% | -2.162 | |
| 28125 | − | − | − | 25.533% | -2.193 | |
| 28250 | 26.003% | 26.096% | 24.641% | 24.904% | -2.161 | |
| 28375 | − | − | − | 24.254% | -2.149 | |
| 28500 | 24.759% | 24.784% | 23.383% | 23.627% | -2.154 | |
| 28625 | − | − | − | 23.002% | -2.179 | |
| 28750 | 23.025% | 23.963% | 22.013% | 22.376% | -2.089 | |
| 28875 | − | − | − | 21.808% | -2.097 | |
| 29000 | 22.127% | 22.847% | 20.980% | 21.240% | -2.105 | |
| 29125 | − | − | − | 20.656% | -2.098 | |
| 29250 | 21.440% | 21.771% | 19.759% | 20.018% | -2.100 | |
| 29375 | − | − | − | 19.482% | -2.106 | |
| 29500 | 20.232% | 20.446% | 18.913% | 19.028% | -2.066 | |
| 29625 | − | − | − | 18.606% | -1.993 | |
| 29750 | 20.117% | 20.117% | 18.109% | 18.266% | -2.017 | |
| 29875 | − | − | − | 17.999% | -1.989 | |
| 30000 | 18.738% | 19.419% | 17.470% | 17.861% | -1.813 | |
| 30125 | − | − | − | 17.730% | -1.716 | |
| 30250 | 16.840% | 19.140% | 16.840% | 17.666% | -1.551 | |
| 30375 | − | − | − | 17.603% | -1.393 | |
| 30500 | 17.615% | 19.196% | 17.183% | 17.628% | -1.261 | |
| 30625 | − | − | − | 17.661% | -1.095 | |
| 30750 | 17.255% | 19.287% | 17.245% | 17.707% | -0.968 | |
| 30875 | − | − | − | 17.828% | -0.786 | |
| 31000 | 17.701% | 19.604% | 17.451% | 17.949% | -0.808 | |
| 31125 | − | − | − | 18.171% | -0.736 | |
| 31250 | 17.704% | 20.011% | 17.704% | 18.398% | -0.647 | |
| 31375 | − | − | − | 18.605% | -0.604 | |
| 31500 | 17.841% | 20.394% | 17.841% | 18.850% | -0.578 | |
| 31625 | − | − | − | 19.148% | -0.497 | |
| 31750 | 18.319% | 21.009% | 18.319% | 19.446% | -0.479 | |
| 31875 | − | − | − | 19.795% | -0.374 | |
| 32000 | 19.022% | 21.807% | 19.022% | 20.127% | -0.311 | |
| 32125 | − | − | − | 20.625% | -0.174 | |
| 32250 | 19.851% | 22.571% | 19.771% | 21.052% | -0.110 | |
| 32375 | − | − | − | 21.478% | -0.047 | |
| 32500 | 20.716% | 23.308% | 20.557% | 21.914% | +0.026 | |
| 32750 | 21.206% | 24.054% | 21.136% | 22.794% | +0.276 | |
| 33000 | 21.983% | 24.799% | 21.716% | 23.675% | +0.526 | |
| 33250 | 22.425% | 25.545% | 22.295% | 24.556% | +0.821 | |
| 33500 | 22.215% | 26.290% | 22.215% | 25.437% | +1.000 | 1円売 |
| 33750 | 23.535% | 27.604% | 23.482% | 26.764% | +1.626 | 1円売 |
| 34000 | 24.838% | 28.902% | 24.838% | 28.076% | +2.236 | 1円売 |
| 34250 | 26.125% | 30.185% | 26.058% | 29.372% | +2.310 | 1円売 |
| 34500 | − | 31.453% | 27.330% | 30.653% | +2.383 | 1円売 |
| 34750 | − | 32.707% | 28.588% | 31.919% | +2.456 | 1円売 |
| 35000 | − | 33.947% | 29.831% | 33.172% | +2.527 | 1円売 |
| 35500 | − | 36.397% | 32.276% | 35.636% | +2.669 | 1円売 |
| 36000 | − | 38.801% | 34.668% | 38.050% | +2.808 | 1円売 |
| 37000 | 39.367% | 43.469% | 39.309% | 42.735% | +3.078 | 1円売 |
| 38000 | 43.829% | 47.964% | 43.772% | 47.245% | +3.339 | 1円売 |
| 39000 | − | 52.302% | 48.073% | 51.597% | +3.592 | 1円売 |
| 40000 | − | 56.495% | 52.228% | 55.803% | +3.836 | 1円売 |
■大引け
相場は小反落。大幅高で寄り付いた後急速に値を消し、マイナスサイドでの引けとなりました。IVは続落。
夜間取引。
3P260＠22円×10枚買い。
今日の取引。
3C310＠46円×2枚買い。
玉の入れ方が悪く、せっかく取り戻した利益を吐き出してしまいました。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 29955 | 30010 | 29310 | 29490 | -90 | |
| 期近 | 19.080% | 20.775% | 18.883% | 19.917% | -0.797 | |
| 3月限 | 18.878% | 20.904% | 18.029% | 19.089% | -1.669 | |
| 4月限 | 19.119% | 20.751% | 18.995% | 20.063% | -0.640 | |
| 5月限 | − | 21.635% | 20.446% | 21.294% | -0.457 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.06 | +0.02 | +195 | -115 | |||
| 計 | +0.15 | -181 | +0.08 | +80 | ||
| 累計 | 569,047 | -301 | ||||
2021年03月01日 19:48
| 原資産 | 29584.74 | |||||
| 短期金利 | -0.05% | |||||
| 期近修正ATM（残存日数24.75日換算） | ||||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 23.281% | 21.033% | 21.593% | 20.299% | 20.714% | -2.567 | |
| ATR | 瞬間 | 31.309% | -33.753 | |||
| 5日 | 38.184% | -2.134 | ||||
| 20日 | 30.934% | +1.007 | ||||
| 60日 | 25.993% | +0.989 | ||||
| 3月限 | 残存日数 | 8.75 | ||||
| 修正ATM | 補正値 | -15 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 24.274% | 20.859% | 21.858% | 20.150% | 20.759% | -3.516 | |
| 歪み率 | 8.517% | +0.687 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 114.658% | 111.883% | 114.043% | +7.640 | 1円売 |
| 15250 | − | 112.028% | 109.287% | 111.411% | +7.504 | 1円売 |
| 15500 | − | 109.439% | 106.733% | 108.820% | +7.371 | 1円売 |
| 15750 | − | 106.891% | 104.218% | 106.270% | +7.239 | 1円売 |
| 16000 | 102.362% | 104.381% | 101.741% | 103.758% | +7.110 | 1円売 |
| 16250 | 99.922% | 101.909% | 99.301% | 101.284% | +6.983 | 1円売 |
| 16500 | − | 99.473% | 96.897% | 98.847% | +6.360 | 1円売 |
| 16750 | 95.150% | 97.073% | 94.527% | 96.444% | +5.773 | 1円売 |
| 17000 | 92.815% | 94.706% | 92.191% | 94.076% | +5.220 | 1円売 |
| 17250 | − | 92.560% | 90.301% | 91.740% | +4.699 | |
| 17500 | 88.240% | 90.736% | 88.124% | 90.071% | +4.845 | |
| 17750 | 85.999% | 88.911% | 85.999% | 88.402% | +4.991 | |
| 18000 | 83.787% | 87.087% | 83.787% | 86.732% | +5.137 | |
| 18250 | 81.604% | 85.262% | 81.604% | 85.063% | +5.064 | |
| 18500 | − | 83.508% | 81.210% | 83.394% | +4.990 | |
| 18750 | 77.320% | 81.868% | 77.320% | 81.725% | +4.917 | |
| 19000 | 79.892% | 80.227% | 77.384% | 80.055% | +4.843 | |
| 19250 | 77.701% | 78.718% | 76.089% | 78.386% | +4.770 | |
| 19500 | 78.492% | 78.492% | 74.408% | 76.829% | +4.808 | |
| 19750 | 76.278% | 76.460% | 73.019% | 75.271% | +4.630 | |
| 20000 | 74.089% | 75.331% | 71.604% | 73.713% | +4.452 | |
| 20250 | − | 74.202% | 70.107% | 72.156% | +4.274 | |
| 20500 | 69.781% | 73.073% | 68.533% | 70.598% | +4.095 | |
| 20750 | 67.661% | 70.257% | 67.337% | 69.150% | +4.027 | |
| 21000 | 67.521% | 68.734% | 65.687% | 67.703% | +3.927 | |
| 21250 | 65.391% | 67.036% | 64.424% | 66.255% | +3.825 | |
| 21500 | 64.820% | 65.338% | 63.161% | 64.883% | +3.800 | |
| 21750 | 62.687% | 63.640% | 61.738% | 63.511% | +3.774 | |
| 22000 | 60.575% | 62.488% | 60.263% | 61.368% | +2.977 | |
| 22250 | 59.699% | 60.805% | 58.857% | 59.966% | +2.880 | |
| 22500 | 57.588% | 59.150% | 57.415% | 58.563% | +2.783 | |
| 22750 | 58.272% | 58.272% | 55.920% | 57.161% | +2.685 | |
| 23000 | 56.110% | 56.410% | 54.408% | 55.759% | +2.588 | |
| 23250 | 53.964% | 54.757% | 52.898% | 54.307% | +2.465 | |
| 23500 | 52.543% | 53.217% | 51.109% | 52.856% | +2.342 | |
| 23750 | 51.045% | 52.174% | 49.852% | 51.405% | +2.219 | |
| 24000 | 50.030% | 50.529% | 48.458% | 49.953% | +2.096 | |
| 24250 | 48.363% | 48.830% | 47.120% | 48.502% | +1.973 | |
| 24375 | − | − | − | 47.776% | +1.911 | |
| 24500 | 48.327% | 48.327% | 45.650% | 47.051% | +1.850 | |
| 24625 | − | − | − | 46.325% | +1.788 | |
| 24750 | 44.469% | 46.097% | 44.254% | 45.599% | +1.727 | |
| 24875 | − | − | − | 44.874% | +1.652 | |
| 25000 | 44.552% | 44.552% | 42.849% | 44.148% | +1.578 | |
| 25125 | − | − | − | 43.433% | +1.469 | |
| 25250 | 43.537% | 43.537% | 41.433% | 42.717% | +1.361 | |
| 25375 | − | − | − | 42.002% | +1.265 | |
| 25500 | 41.246% | 41.817% | 40.084% | 41.291% | +1.182 | |
| 25625 | − | − | − | 40.579% | +1.098 | |
| 25750 | 39.991% | 40.397% | 38.691% | 39.868% | +0.940 | |
| 25875 | − | − | − | 39.156% | +0.758 | |
| 26000 | 38.576% | 38.870% | 37.261% | 38.445% | +0.586 | |
| 26125 | − | − | − | 37.802% | +0.483 | |
| 26250 | 36.214% | 37.498% | 35.898% | 37.159% | +0.411 | |
| 26375 | − | − | − | 36.516% | +0.277 | |
| 26500 | 36.039% | 36.076% | 34.622% | 35.873% | +0.143 | |
| 26625 | − | − | − | 35.230% | +0.009 | |
| 26750 | 34.939% | 34.939% | 33.359% | 34.588% | -0.125 | |
| 26875 | − | − | − | 33.945% | -0.259 | |
| 27000 | 35.408% | 35.408% | 32.137% | 33.302% | -0.393 | |
| 27125 | − | − | − | 33.496% | +0.332 | |
| 27250 | 33.343% | 33.343% | 30.941% | 31.973% | -0.660 | |
| 27375 | − | − | − | 31.308% | -0.793 | |
| 27500 | 30.975% | 31.130% | 29.741% | 30.644% | -0.926 | |
| 27625 | − | − | − | 30.071% | -0.986 | |
| 27750 | 29.683% | 30.085% | 28.581% | 29.497% | -1.052 | |
| 27875 | − | − | − | 28.924% | -1.118 | |
| 28000 | 27.932% | 28.691% | 27.407% | 28.325% | -1.211 | |
| 28125 | − | − | − | 27.726% | -1.319 | |
| 28250 | 26.967% | 27.581% | 26.224% | 27.065% | -1.383 | |
| 28375 | − | − | − | 26.404% | -1.463 | |
| 28500 | 25.546% | 26.488% | 25.127% | 25.781% | -1.549 | |
| 28625 | − | − | − | 25.181% | -1.612 | |
| 28750 | 25.331% | 25.534% | 23.784% | 24.465% | -1.751 | |
| 28875 | − | − | − | 23.905% | -1.734 | |
| 29000 | 23.434% | 24.119% | 22.678% | 23.345% | -1.844 | |
| 29125 | − | − | − | 22.754% | -1.972 | |
| 29250 | 21.944% | 22.925% | 21.662% | 22.118% | -2.146 | |
| 29375 | − | − | − | 21.589% | -2.259 | |
| 29500 | 21.081% | 21.822% | 20.652% | 21.094% | -2.311 | |
| 29625 | − | − | − | 20.599% | -2.483 | |
| 29750 | 19.747% | 21.141% | 19.616% | 20.283% | -2.473 | |
| 29875 | − | − | − | 19.988% | -2.587 | |
| 30000 | 19.921% | 20.659% | 19.187% | 19.674% | -2.631 | |
| 30125 | − | − | − | 19.446% | -2.589 | |
| 30250 | 19.853% | 20.489% | 18.793% | 19.218% | -2.680 | |
| 30375 | − | − | − | 18.996% | -2.764 | |
| 30500 | 19.580% | 20.237% | 18.549% | 18.889% | -2.862 | |
| 30625 | − | − | − | 18.755% | -2.961 | |
| 30750 | 19.373% | 19.942% | 18.421% | 18.674% | -3.059 | |
| 30875 | − | − | − | 18.614% | -3.158 | |
| 31000 | 19.179% | 19.962% | 18.452% | 18.757% | -3.053 | |
| 31125 | − | − | − | 18.907% | -2.957 | |
| 31250 | 19.141% | 20.020% | 18.559% | 19.045% | -2.874 | |
| 31375 | − | − | − | 19.209% | -2.790 | |
| 31500 | 19.751% | 20.239% | 18.836% | 19.427% | -2.707 | |
| 31625 | − | − | − | 19.645% | -2.623 | |
| 31750 | 19.902% | 20.599% | 19.226% | 19.926% | -2.540 | |
| 31875 | − | − | − | 20.169% | -2.456 | |
| 32000 | 20.622% | 21.046% | 19.791% | 20.438% | -2.373 | |
| 32125 | − | − | − | 20.799% | -2.197 | |
| 32250 | 20.868% | 21.736% | 20.356% | 21.162% | -2.020 | |
| 32375 | − | − | − | 21.525% | -1.807 | |
| 32500 | 21.456% | 22.401% | 21.046% | 21.888% | -1.643 | |
| 32750 | 22.325% | 23.067% | 21.766% | 22.519% | -1.479 | |
| 33000 | 22.975% | 23.574% | 22.391% | 23.149% | -1.315 | |
| 33250 | 24.368% | 24.368% | 22.869% | 23.735% | -1.312 | |
| 33500 | 24.620% | 24.878% | 23.515% | 24.437% | -1.192 | |
| 33750 | 24.198% | 25.675% | 24.077% | 25.138% | -1.129 | |
| 34000 | 25.418% | 26.472% | 25.093% | 25.840% | -1.065 | 1円売 |
| 34250 | 26.623% | 27.476% | 26.274% | 27.062% | -0.481 | 1円売 |
| 34500 | 27.814% | 28.480% | 27.294% | 28.270% | -0.336 | 1円売 |
| 34750 | 28.991% | 29.655% | 28.474% | 29.464% | -0.267 | 1円売 |
| 35000 | 30.155% | 30.817% | 29.641% | 30.644% | -0.199 | 1円売 |
| 35500 | − | 33.103% | 31.937% | 32.967% | -0.066 | 1円売 |
| 36000 | 34.689% | 35.342% | 34.184% | 35.242% | +0.063 | 1円売 |
| 37000 | 39.043% | 39.689% | 38.546% | 39.656% | +0.312 | 1円売 |
| 38000 | 43.233% | 43.906% | 42.744% | 43.906% | +0.550 | 1円売 |
| 39000 | − | 48.006% | 46.793% | 48.006% | +0.778 | 1円売 |
| 40000 | − | 51.967% | 50.706% | 51.967% | +0.997 | 1円売 |
■大引け
週明けの相場は反発。IVはOTMプットを除いて低下しました。
夜間取引。
3P220＠10円×16枚返済売り。
3C317＠15円×2枚買い戻し。
3P272＠90円×2枚買い戻し。
3C315＠20円×2枚買い。
3P275＠110円×1枚買い。
3C317＠15円×2枚買い戻し。
3P272＠90円×2枚買い戻し。
3C315＠20円×2枚買い。
3P275＠110円×1枚買い。
今日の取引。
3P280＠115円×1枚買い。
3C320＠9円×2枚買い。
3C310＠48円×1枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 29595 | 29715 | 29475 | 29580 | +330 | |
| 期近 | 21.033% | 21.593% | 20.299% | 20.714% | -2.567 | |
| 3月限 | 20.859% | 21.858% | 20.150% | 20.759% | -3.516 | |
| 4月限 | 21.080% | 21.544% | 20.324% | 20.703% | -2.247 | |
| 5月限 | − | 22.089% | 21.406% | 21.751% | -1.522 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.06 | +0.01 | +231 | -149 | |||
| 計 | +0.22 | -183 | +0.07 | +82 | ||
| 累計 | 569,348 | +265 | ||||
2021年02月26日 20:00
| 原資産 | 29247.18 | |||||
| 短期金利 | -0.05% | |||||
| 期近修正ATM（残存日数24.75日換算） | ||||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 19.144% | 22.012% | 24.843% | 21.950% | 23.281% | +4.137 | |
| ATR | 瞬間 | 65.062% | +33.462 | |||
| 5日 | 40.317% | +11.853 | ||||
| 20日 | 29.926% | +3.211 | ||||
| 60日 | 25.004% | +0.918 | ||||
| 3月限 | 残存日数 | 9.75 | ||||
| 修正ATM | 補正値 | -15 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 18.390% | 22.243% | 26.372% | 22.242% | 24.274% | +5.884 | |
| 歪み率 | 7.829% | +0.308 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 106.846% | 104.998% | 106.403% | +0.784 | 1円売 |
| 15250 | − | 104.368% | 102.531% | 103.906% | +0.658 | 1円売 |
| 15500 | − | 101.929% | 100.103% | 101.449% | +0.533 | 1円売 |
| 15750 | 99.554% | 99.554% | 97.712% | 99.031% | +0.410 | 1円売 |
| 16000 | 97.205% | 97.205% | 95.355% | 96.648% | +0.289 | 1円売 |
| 16250 | 94.891% | 95.073% | 93.007% | 94.302% | +0.169 | 1円売 |
| 16500 | 92.611% | 93.269% | 91.112% | 92.486% | +0.548 | |
| 16750 | 90.364% | 91.464% | 89.072% | 90.671% | +0.896 | |
| 17000 | 88.148% | 89.660% | 87.000% | 88.856% | +1.212 | |
| 17250 | 85.964% | 88.059% | 85.542% | 87.041% | +1.499 | |
| 17500 | 83.809% | 86.486% | 83.809% | 85.226% | +1.757 | |
| 17750 | 81.683% | 84.912% | 81.683% | 83.410% | +1.987 | |
| 18000 | 79.585% | 83.339% | 79.585% | 81.595% | +2.191 | |
| 18250 | 82.285% | 82.285% | 78.118% | 79.999% | +2.161 | |
| 18500 | 80.129% | 80.129% | 77.036% | 78.404% | +2.132 | |
| 18750 | 77.999% | 78.258% | 75.184% | 76.808% | +2.102 | |
| 19000 | 75.895% | 76.789% | 73.332% | 75.212% | +2.039 | |
| 19250 | 76.696% | 76.696% | 71.882% | 73.616% | +1.975 | |
| 19500 | 71.762% | 73.658% | 70.380% | 72.020% | +1.912 | |
| 19750 | 72.471% | 72.671% | 68.878% | 70.641% | +2.065 | |
| 20000 | 67.724% | 71.683% | 67.066% | 69.262% | +2.218 | |
| 20250 | 70.354% | 70.354% | 65.769% | 67.882% | +2.282 | |
| 20500 | 68.270% | 68.808% | 64.152% | 66.503% | +2.346 | |
| 20750 | 67.793% | 67.793% | 62.766% | 65.123% | +2.409 | |
| 21000 | 64.168% | 66.085% | 61.126% | 63.776% | +2.505 | |
| 21250 | 63.649% | 64.534% | 60.009% | 62.430% | +2.602 | |
| 21500 | 61.607% | 62.999% | 58.786% | 61.083% | +2.692 | |
| 21750 | 60.811% | 61.560% | 56.972% | 59.737% | +2.781 | |
| 22000 | 59.830% | 60.352% | 55.135% | 58.391% | +2.871 | |
| 22250 | 57.779% | 59.080% | 53.891% | 57.086% | +2.888 | |
| 22500 | 56.647% | 57.809% | 52.646% | 55.781% | +2.904 | |
| 22750 | 55.404% | 56.537% | 51.402% | 54.476% | +2.921 | |
| 23000 | 53.353% | 55.306% | 50.158% | 53.171% | +2.870 | |
| 23250 | 52.663% | 54.152% | 48.914% | 51.842% | +2.797 | |
| 23500 | 50.600% | 53.005% | 47.669% | 50.514% | +2.723 | |
| 23750 | 50.668% | 51.876% | 46.412% | 49.186% | +2.650 | |
| 24000 | 47.592% | 50.791% | 45.128% | 47.857% | +2.576 | |
| 24250 | 46.908% | 49.525% | 43.979% | 46.529% | +2.502 | |
| 24375 | − | − | − | 45.865% | +2.465 | |
| 24500 | 45.608% | 48.259% | 42.831% | 45.201% | +2.429 | |
| 24625 | − | − | − | 44.537% | +2.338 | |
| 24750 | 43.494% | 47.115% | 41.680% | 43.872% | +2.247 | |
| 24875 | − | − | − | 43.221% | +2.169 | |
| 25000 | 44.466% | 45.842% | 40.625% | 42.570% | +2.092 | |
| 25125 | − | − | − | 41.963% | +2.084 | |
| 25250 | 42.511% | 44.682% | 39.559% | 41.356% | +2.076 | |
| 25375 | − | − | − | 40.737% | +2.056 | |
| 25500 | 40.296% | 43.572% | 38.505% | 40.109% | +2.028 | |
| 25625 | − | − | − | 39.481% | +1.971 | |
| 25750 | 38.772% | 42.244% | 37.531% | 38.928% | +1.990 | |
| 25875 | − | − | − | 38.398% | +2.032 | |
| 26000 | 37.940% | 41.114% | 36.516% | 37.858% | +2.064 | |
| 26125 | − | − | − | 37.319% | +2.096 | |
| 26250 | 36.692% | 39.800% | 35.396% | 36.748% | +2.097 | |
| 26375 | − | − | − | 36.239% | +2.061 | |
| 26500 | 36.151% | 38.646% | 34.318% | 35.730% | +2.123 | |
| 26625 | − | − | − | 35.222% | +2.144 | |
| 26750 | 34.639% | 37.585% | 33.318% | 34.713% | +2.180 | |
| 26875 | − | − | − | 34.204% | +2.179 | |
| 27000 | 33.773% | 36.322% | 32.281% | 33.695% | +2.219 | |
| 27125 | − | − | − | 33.164% | +2.238 | |
| 27250 | 32.318% | 35.075% | 31.367% | 32.633% | +2.257 | |
| 27375 | − | − | − | 32.102% | +2.218 | |
| 27500 | 31.545% | 33.802% | 30.301% | 31.570% | +2.214 | |
| 27625 | − | − | − | 31.056% | +2.196 | |
| 27750 | 30.340% | 32.621% | 29.385% | 30.550% | +2.203 | |
| 27875 | − | − | − | 30.043% | +2.203 | |
| 28000 | 28.844% | 31.226% | 28.293% | 29.536% | +2.203 | |
| 28125 | − | − | − | 29.045% | +2.232 | |
| 28250 | 28.003% | 29.917% | 27.403% | 28.448% | +2.210 | |
| 28375 | − | − | − | 27.867% | +2.072 | |
| 28500 | 26.456% | 28.777% | 26.456% | 27.330% | +2.165 | |
| 28625 | − | − | − | 26.793% | +2.107 | |
| 28750 | 26.317% | 27.590% | 25.265% | 26.216% | +2.174 | |
| 28875 | − | − | − | 25.639% | +2.110 | |
| 29000 | 24.166% | 26.471% | 24.166% | 25.189% | +2.247 | |
| 29125 | − | − | − | 24.726% | +2.224 | |
| 29250 | 22.688% | 25.660% | 22.688% | 24.264% | +2.298 | |
| 29375 | − | − | − | 23.848% | +2.526 | |
| 29500 | 22.604% | 24.788% | 22.399% | 23.405% | +2.632 | |
| 29625 | − | − | − | 23.082% | +2.841 | |
| 29750 | 21.293% | 24.204% | 21.293% | 22.755% | +3.047 | |
| 29875 | − | − | − | 22.575% | +3.308 | |
| 30000 | 20.109% | 23.792% | 20.109% | 22.305% | +3.480 | |
| 30125 | − | − | − | 22.035% | +3.541 | |
| 30250 | 19.515% | 23.567% | 19.515% | 21.897% | +3.610 | |
| 30375 | − | − | − | 21.759% | +3.679 | |
| 30500 | 19.982% | 23.181% | 19.982% | 21.752% | +3.748 | |
| 30625 | − | − | − | 21.716% | +3.789 | |
| 30750 | 19.629% | 23.133% | 19.629% | 21.734% | +3.830 | |
| 30875 | − | − | − | 21.772% | +3.871 | |
| 31000 | 19.684% | 23.263% | 19.684% | 21.810% | +3.912 | |
| 31125 | − | − | − | 21.864% | +3.964 | |
| 31250 | 19.746% | 23.391% | 19.746% | 21.919% | +4.015 | |
| 31375 | − | − | − | 21.999% | +4.067 | |
| 31500 | 20.127% | 23.602% | 20.127% | 22.134% | +4.173 | |
| 31625 | − | − | − | 22.268% | +4.241 | |
| 31750 | 20.097% | 23.910% | 20.097% | 22.465% | +4.372 | |
| 31875 | − | − | − | 22.625% | +4.453 | |
| 32000 | 20.205% | 24.262% | 20.205% | 22.811% | +4.560 | |
| 32125 | − | − | − | 22.996% | +4.613 | |
| 32250 | 21.037% | 24.492% | 21.037% | 23.182% | +4.667 | |
| 32375 | − | − | − | 23.332% | +4.657 | |
| 32500 | 21.576% | 25.102% | 21.576% | 23.531% | +4.647 | |
| 32750 | 22.183% | 26.005% | 22.183% | 23.998% | +4.626 | |
| 33000 | 22.433% | 26.452% | 22.433% | 24.464% | +4.605 | |
| 33250 | 22.997% | 27.363% | 22.997% | 25.047% | +4.585 | |
| 33500 | 23.242% | 27.736% | 23.242% | 25.629% | +4.564 | |
| 33750 | 24.482% | 28.248% | 24.482% | 26.267% | +4.602 | |
| 34000 | 24.006% | 28.854% | 24.006% | 26.905% | +4.640 | |
| 34250 | 25.150% | 29.484% | 25.150% | 27.543% | +4.677 | |
| 34500 | 26.280% | 30.186% | 26.280% | 28.606% | +4.972 | 1円売 |
| 34750 | 27.397% | 31.081% | 27.397% | 29.731% | +5.329 | 1円売 |
| 35000 | 28.502% | 32.189% | 28.502% | 30.844% | +5.674 | 1円売 |
| 35500 | − | 34.370% | 30.954% | 33.033% | +6.328 | 1円売 |
| 36000 | − | 36.507% | 33.085% | 35.179% | +6.403 | 1円売 |
| 37000 | 36.935% | 40.658% | 36.935% | 39.344% | +6.555 | 1円売 |
| 38000 | 40.912% | 44.658% | 40.912% | 43.356% | +6.708 | 1円売 |
| 39000 | − | 48.519% | 45.043% | 47.227% | +6.859 | 1円売 |
| 40000 | − | 52.252% | 48.755% | 50.970% | +7.008 | 1円売 |
■大引け
相場は急反落。米長期金利の急騰を嫌気して、一時29000円を割り込む下落となりました。IVは急反発。
夜間取引。
3C330＠7円×4枚買い。
今日の取引。
3P280＠230円×1枚売り。
3P260＠70円×2枚返済売り。
3C345＠1円×39枚返済売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 29615 | 29660 | 28970 | 29250 | -940 | |
| 期近 | 22.012% | 24.843% | 21.950% | 23.281% | +4.137 | |
| 3月限 | 22.243% | 26.372% | 22.242% | 24.274% | +5.884 | |
| 4月限 | 21.929% | 24.339% | 21.847% | 22.950% | +3.483 | |
| 5月限 | − | 24.349% | 22.719% | 23.273% | +2.572 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.02 | -0.01 | +283 | -230 | |||
| 計 | +0.48 | -167 | +0.00 | +53 | ||
| 累計 | 569,083 | -113 | ||||
2021年02月25日 18:13
| 原資産 | 30208.20 | |||||
| 短期金利 | -0.05% | |||||
| 期近修正ATM（残存日数24.75日換算） | ||||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 21.026% | 19.246% | 19.642% | 18.892% | 19.144% | -1.882 | |
| ATR | 瞬間 | 31.600% | +2.645 | |||
| 5日 | 28.464% | +2.042 | ||||
| 20日 | 26.715% | +0.976 | ||||
| 60日 | 24.086% | +0.675 | ||||
| 3月限 | 残存日数 | 10.75 | ||||
| 修正ATM | 補正値 | -20 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 20.728% | 18.654% | 19.062% | 18.230% | 18.390% | -2.338 | |
| 歪み率 | 7.521% | +0.133 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 105.619% | 104.053% | 105.619% | +6.954 | 1円売 |
| 15250 | − | 103.249% | 101.710% | 103.249% | +6.855 | 1円売 |
| 15500 | − | 100.917% | 99.404% | 100.917% | +6.758 | 1円売 |
| 15750 | − | 98.620% | 97.134% | 98.620% | +6.662 | 1円売 |
| 16000 | − | 96.359% | 94.899% | 96.359% | +6.568 | 1円売 |
| 16250 | − | 94.132% | 92.697% | 94.132% | +6.475 | 1円売 |
| 16500 | − | 91.938% | 90.528% | 91.938% | +5.730 | 1円売 |
| 16750 | − | 89.775% | 88.390% | 89.775% | +5.017 | 1円売 |
| 17000 | 86.720% | 87.644% | 86.283% | 87.644% | +4.334 | 1円売 |
| 17250 | 84.642% | 85.542% | 84.239% | 85.542% | +3.682 | 1円売 |
| 17500 | 82.593% | 83.468% | 82.189% | 83.468% | +3.058 | 1円売 |
| 17750 | 80.571% | 81.681% | 80.252% | 81.423% | +2.462 | 1円売 |
| 18000 | 78.576% | 80.039% | 78.538% | 79.405% | +1.893 | 1円売 |
| 18250 | 76.607% | 78.581% | 76.607% | 77.838% | +1.776 | |
| 18500 | 74.663% | 77.250% | 74.663% | 76.272% | +1.557 | |
| 18750 | 72.743% | 75.918% | 72.743% | 74.706% | +1.338 | |
| 19000 | − | 74.586% | 72.582% | 73.173% | +1.153 | |
| 19250 | 68.974% | 73.255% | 68.974% | 71.641% | +0.968 | |
| 19500 | − | 71.923% | 69.200% | 70.108% | +0.783 | |
| 19750 | 69.359% | 70.591% | 66.757% | 68.576% | +0.598 | |
| 20000 | 70.087% | 70.087% | 65.539% | 67.043% | +0.413 | |
| 20250 | 65.565% | 67.154% | 64.323% | 65.600% | +0.266 | |
| 20500 | 66.207% | 66.207% | 63.106% | 64.157% | +0.119 | |
| 20750 | 64.298% | 64.571% | 61.889% | 62.714% | -0.028 | |
| 21000 | 62.410% | 63.142% | 60.672% | 61.271% | -0.175 | |
| 21250 | 60.540% | 61.713% | 59.343% | 59.828% | -0.322 | |
| 21500 | 58.689% | 60.284% | 58.000% | 58.392% | -0.462 | |
| 21750 | 59.971% | 59.971% | 56.656% | 56.956% | -0.601 | |
| 22000 | 58.071% | 58.071% | 55.298% | 55.520% | -0.741 | |
| 22250 | 54.852% | 56.060% | 54.139% | 54.198% | -0.767 | |
| 22500 | 54.323% | 54.947% | 52.872% | 52.877% | -0.931 | |
| 22750 | 52.474% | 53.430% | 51.321% | 51.555% | -1.095 | |
| 23000 | 51.699% | 52.268% | 50.151% | 50.300% | -1.193 | |
| 23250 | 50.760% | 50.760% | 48.965% | 49.046% | -1.290 | |
| 23500 | 49.695% | 49.695% | 47.779% | 47.791% | -1.387 | |
| 23750 | 48.530% | 48.530% | 46.301% | 46.536% | -1.485 | |
| 24000 | 46.648% | 46.895% | 45.171% | 45.281% | -1.582 | |
| 24250 | 45.393% | 45.764% | 43.862% | 44.027% | -1.627 | |
| 24375 | − | − | − | 43.399% | -1.649 | |
| 24500 | 44.071% | 44.405% | 42.538% | 42.772% | -1.671 | |
| 24625 | − | − | − | 42.199% | -1.668 | |
| 24750 | 42.690% | 43.141% | 41.316% | 41.625% | -1.665 | |
| 24875 | − | − | − | 41.052% | -1.662 | |
| 25000 | 40.312% | 41.917% | 40.180% | 40.479% | -1.659 | |
| 25125 | − | − | − | 39.879% | -1.670 | |
| 25250 | 40.182% | 40.766% | 39.026% | 39.280% | -1.681 | |
| 25375 | − | − | − | 38.680% | -1.692 | |
| 25500 | 39.661% | 39.661% | 37.769% | 38.081% | -1.704 | |
| 25625 | − | − | − | 37.509% | -1.698 | |
| 25750 | 38.591% | 38.591% | 36.766% | 36.938% | -1.692 | |
| 25875 | − | − | − | 36.366% | -1.687 | |
| 26000 | 36.597% | 37.179% | 35.494% | 35.795% | -1.681 | |
| 26125 | − | − | − | 35.223% | -1.676 | |
| 26250 | 36.071% | 36.071% | 34.442% | 34.651% | -1.668 | |
| 26375 | − | − | − | 34.179% | -1.561 | |
| 26500 | 34.452% | 34.745% | 33.212% | 33.607% | -1.552 | |
| 26625 | − | − | − | 33.078% | -1.520 | |
| 26750 | 33.705% | 33.705% | 32.131% | 32.532% | -1.503 | |
| 26875 | − | − | − | 32.025% | -1.449 | |
| 27000 | 31.918% | 32.424% | 31.065% | 31.476% | -1.421 | |
| 27125 | − | − | − | 30.926% | -1.394 | |
| 27250 | 30.089% | 31.301% | 29.975% | 30.376% | -1.361 | |
| 27375 | − | − | − | 29.883% | -1.270 | |
| 27500 | 29.673% | 30.142% | 28.891% | 29.357% | -1.213 | |
| 27625 | − | − | − | 28.860% | -1.127 | |
| 27750 | 29.195% | 29.195% | 27.804% | 28.346% | -1.073 | |
| 27875 | − | − | − | 27.840% | -1.012 | |
| 28000 | 28.067% | 28.067% | 26.757% | 27.333% | -0.921 | |
| 28125 | − | − | − | 26.813% | -0.845 | |
| 28250 | 26.376% | 26.663% | 25.747% | 26.238% | -0.778 | |
| 28375 | − | − | − | 25.795% | -0.658 | |
| 28500 | 25.567% | 25.567% | 24.639% | 25.164% | -0.728 | |
| 28625 | − | − | − | 24.686% | -0.562 | |
| 28750 | 24.521% | 24.521% | 23.595% | 24.042% | -0.561 | |
| 28875 | − | − | − | 23.529% | -0.472 | |
| 29000 | 22.562% | 23.394% | 22.514% | 22.942% | -0.479 | |
| 29125 | − | − | − | 22.503% | -0.339 | |
| 29250 | 22.431% | 22.431% | 21.442% | 21.966% | -0.348 | |
| 29375 | − | − | − | 21.322% | -0.434 | |
| 29500 | 20.995% | 21.189% | 20.396% | 20.774% | -0.415 | |
| 29625 | − | − | − | 20.241% | -0.538 | |
| 29750 | 19.528% | 20.237% | 19.354% | 19.709% | -0.701 | |
| 29875 | − | − | − | 19.267% | -0.841 | |
| 30000 | 18.898% | 19.450% | 18.478% | 18.825% | -1.011 | |
| 30125 | − | − | − | 18.495% | -1.070 | |
| 30250 | 18.601% | 18.885% | 17.996% | 18.288% | -1.090 | |
| 30375 | − | − | − | 18.081% | -1.145 | |
| 30500 | 18.423% | 18.609% | 17.711% | 18.004% | -1.145 | |
| 30625 | − | − | − | 17.928% | -1.096 | |
| 30750 | 17.936% | 18.518% | 17.433% | 17.904% | -1.060 | |
| 30875 | − | − | − | 17.901% | -1.024 | |
| 31000 | 17.888% | 18.456% | 17.331% | 17.897% | -0.988 | |
| 31125 | − | − | − | 17.901% | -0.953 | |
| 31250 | 17.148% | 18.440% | 17.148% | 17.904% | -1.008 | |
| 31375 | − | − | − | 17.932% | -1.036 | |
| 31500 | 17.375% | 18.409% | 17.375% | 17.961% | -1.065 | |
| 31625 | − | − | − | 18.027% | -1.093 | |
| 31750 | 17.825% | 18.431% | 17.589% | 18.094% | -1.122 | |
| 31875 | − | − | − | 18.172% | -1.163 | |
| 32000 | 18.150% | 18.546% | 17.785% | 18.250% | -1.205 | |
| 32125 | − | − | − | 18.383% | -1.310 | |
| 32250 | 18.341% | 18.787% | 17.980% | 18.515% | -1.370 | |
| 32375 | − | − | − | 18.675% | -1.424 | |
| 32500 | 18.552% | 19.181% | 18.309% | 18.884% | -1.430 | |
| 32750 | 18.857% | 19.561% | 18.817% | 19.372% | -1.372 | |
| 33000 | 20.017% | 20.120% | 19.348% | 19.859% | -1.480 | |
| 33250 | 20.699% | 20.776% | 19.890% | 20.462% | -1.473 | |
| 33500 | 21.620% | 21.620% | 20.360% | 21.065% | -1.465 | |
| 33750 | 21.808% | 22.204% | 21.219% | 21.665% | -1.460 | |
| 34000 | 22.305% | 22.879% | 21.959% | 22.266% | -1.455 | |
| 34250 | 22.498% | 23.323% | 22.335% | 22.866% | -1.433 | |
| 34500 | 24.710% | 24.710% | 23.553% | 23.634% | -1.439 | |
| 34750 | − | 24.985% | 24.262% | 24.402% | -1.446 | |
| 35000 | 24.222% | 25.582% | 24.222% | 25.170% | -1.452 | |
| 35500 | 26.314% | 27.130% | 26.292% | 26.705% | -1.465 | 1円売 |
| 36000 | 28.361% | 29.190% | 28.342% | 28.775% | -1.359 | 1円売 |
| 37000 | 32.329% | 33.183% | 32.316% | 32.789% | -1.158 | 1円売 |
| 38000 | 36.145% | 37.024% | 36.138% | 36.648% | -0.968 | 1円売 |
| 39000 | − | 40.727% | 39.822% | 40.369% | -0.787 | 1円売 |
| 40000 | − | 44.304% | 43.380% | 43.962% | -0.615 | 1円売 |
■大引け
相場は急反発で昨日の下げを取り戻しました。IVは期近FOTMプットを除いて低下しました。
夜間取引。
3P270＠50円×2枚買い。
3P265＠38円×2枚買い。
今日の取引。
3C325＠14円×4枚買い。
3P265＠26円×2枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 30210 | 30240 | 30080 | 30190 | +550 | |
| 期近 | 19.246% | 19.642% | 18.892% | 19.144% | -1.882 | |
| 3月限 | 18.654% | 19.062% | 18.230% | 18.390% | -2.338 | |
| 4月限 | 19.515% | 19.945% | 19.156% | 19.467% | -1.720 | |
| 5月限 | − | 21.121% | 20.577% | 20.701% | -1.506 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.05 | -0.01 | +291 | -217 | |||
| 計 | +0.27 | -120 | +0.05 | +74 | ||
| 累計 | 569,197 | -92 | ||||
2021年02月24日 18:17
| 原資産 | 29657.29 | |||||
| 短期金利 | -0.05% | |||||
| 期近修正ATM（残存日数24.75日換算） | ||||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 20.196% | 20.392% | 21.186% | 19.627% | 21.026% | +0.830 | |
| ATR | 瞬間 | 28.955% | +5.508 | |||
| 5日 | 26.423% | +1.155 | ||||
| 20日 | 25.739% | +0.226 | ||||
| 60日 | 23.411% | +0.085 | ||||
| 3月限 | 残存日数 | 11.75 | ||||
| 修正ATM | 補正値 | -15 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 19.546% | 19.857% | 20.957% | 18.527% | 20.728% | +1.182 | |
| 歪み率 | 7.388% | +0.053 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 99.596% | 98.491% | 98.665% | +1.741 | 1円売 |
| 15250 | − | 97.347% | 96.245% | 96.394% | +1.647 | 1円売 |
| 15500 | 94.696% | 95.133% | 94.034% | 94.159% | +1.554 | 1円売 |
| 15750 | − | 92.954% | 91.834% | 91.959% | +1.462 | 1円売 |
| 16000 | 90.380% | 90.808% | 89.668% | 89.792% | +1.371 | 1円売 |
| 16250 | 88.270% | 88.694% | 87.533% | 87.657% | +0.710 | 1円売 |
| 16500 | 86.192% | 86.611% | 85.430% | 86.208% | +0.734 | |
| 16750 | 84.144% | 85.051% | 83.609% | 84.759% | +0.758 | |
| 17000 | 82.124% | 83.614% | 82.124% | 83.309% | +0.782 | |
| 17250 | 80.133% | 82.178% | 80.133% | 81.860% | +0.806 | |
| 17500 | − | 80.741% | 79.184% | 80.410% | +0.830 | |
| 17750 | − | 79.304% | 77.709% | 78.961% | +0.854 | |
| 18000 | − | 77.935% | 76.234% | 77.512% | +0.878 | |
| 18250 | 76.871% | 76.871% | 74.759% | 76.062% | +0.902 | |
| 18500 | 74.906% | 75.405% | 73.268% | 74.715% | +0.840 | |
| 18750 | 72.966% | 74.141% | 71.734% | 73.367% | +0.779 | |
| 19000 | 71.050% | 72.876% | 70.334% | 72.020% | +0.718 | |
| 19250 | 69.156% | 71.343% | 69.117% | 70.673% | +0.634 | |
| 19500 | 69.904% | 69.904% | 67.806% | 69.325% | +0.550 | |
| 19750 | 67.991% | 68.281% | 66.457% | 67.978% | +0.467 | |
| 20000 | 63.607% | 66.750% | 63.607% | 66.630% | +0.383 | |
| 20250 | 66.111% | 66.111% | 63.835% | 65.334% | +0.351 | |
| 20500 | 64.214% | 64.214% | 62.556% | 64.038% | +0.319 | |
| 20750 | 62.338% | 62.986% | 61.277% | 62.742% | +0.286 | |
| 21000 | 61.925% | 61.925% | 59.893% | 61.446% | +0.254 | |
| 21250 | 60.048% | 60.371% | 58.658% | 60.150% | +0.222 | |
| 21500 | 58.191% | 59.046% | 57.424% | 58.853% | +0.190 | |
| 21750 | 56.351% | 57.771% | 56.176% | 57.557% | +0.157 | |
| 22000 | 55.648% | 56.539% | 54.822% | 56.261% | +0.116 | |
| 22250 | 54.776% | 55.368% | 53.581% | 54.965% | +0.074 | |
| 22500 | 53.775% | 54.364% | 52.254% | 53.808% | +0.121 | |
| 22750 | 52.672% | 52.764% | 51.133% | 52.650% | +0.167 | |
| 23000 | 50.808% | 51.691% | 49.922% | 51.493% | +0.214 | |
| 23250 | 48.959% | 50.356% | 48.569% | 50.336% | +0.260 | |
| 23500 | 48.356% | 49.188% | 47.293% | 49.178% | +0.307 | |
| 23750 | 47.037% | 48.021% | 45.738% | 48.021% | +0.353 | |
| 24000 | 46.139% | 46.864% | 44.781% | 46.864% | +0.400 | |
| 24250 | 44.689% | 45.653% | 43.499% | 45.653% | +0.462 | |
| 24375 | − | − | − | 45.048% | +0.493 | |
| 24500 | 42.804% | 44.468% | 42.251% | 44.443% | +0.524 | |
| 24625 | − | − | − | 43.867% | +0.584 | |
| 24750 | 41.316% | 43.349% | 40.995% | 43.290% | +0.644 | |
| 24875 | − | − | − | 42.714% | +0.703 | |
| 25000 | 40.797% | 42.186% | 39.923% | 42.138% | +0.763 | |
| 25125 | − | − | − | 41.550% | +0.761 | |
| 25250 | 39.470% | 41.036% | 38.687% | 40.961% | +0.758 | |
| 25375 | − | − | − | 40.373% | +0.755 | |
| 25500 | 38.076% | 39.905% | 37.393% | 39.785% | +0.752 | |
| 25625 | − | − | − | 39.207% | +0.749 | |
| 25750 | 36.859% | 38.721% | 36.272% | 38.630% | +0.745 | |
| 25875 | − | − | − | 38.053% | +0.742 | |
| 26000 | 36.161% | 37.569% | 35.257% | 37.476% | +0.715 | |
| 26125 | − | − | − | 36.899% | +0.687 | |
| 26250 | 35.063% | 36.441% | 34.111% | 36.319% | +0.677 | |
| 26375 | − | − | − | 35.739% | +0.666 | |
| 26500 | 33.667% | 35.336% | 32.934% | 35.159% | +0.652 | |
| 26625 | − | − | − | 34.597% | +0.656 | |
| 26750 | 32.612% | 34.178% | 31.880% | 34.036% | +0.660 | |
| 26875 | − | − | − | 33.474% | +0.664 | |
| 27000 | 32.001% | 33.038% | 30.812% | 32.897% | +0.652 | |
| 27125 | − | − | − | 32.320% | +0.573 | |
| 27250 | 30.463% | 31.864% | 29.760% | 31.737% | +0.487 | |
| 27375 | − | − | − | 31.154% | +0.418 | |
| 27500 | 29.696% | 30.793% | 28.720% | 30.570% | +0.350 | |
| 27625 | − | − | − | 29.987% | +0.281 | |
| 27750 | 28.400% | 29.767% | 27.697% | 29.419% | +0.229 | |
| 27875 | − | − | − | 28.851% | +0.176 | |
| 28000 | 27.224% | 28.502% | 26.546% | 28.255% | +0.094 | |
| 28125 | − | − | − | 27.658% | +0.012 | |
| 28250 | 26.087% | 27.468% | 25.558% | 27.015% | -0.129 | |
| 28375 | − | − | − | 26.454% | -0.190 | |
| 28500 | 25.573% | 26.160% | 24.456% | 25.892% | -0.183 | |
| 28625 | − | − | − | 25.248% | -0.260 | |
| 28750 | 23.844% | 25.046% | 23.397% | 24.604% | -0.379 | |
| 28875 | − | − | − | 24.001% | -0.459 | |
| 29000 | 22.849% | 23.912% | 22.284% | 23.421% | -0.515 | |
| 29125 | − | − | − | 22.841% | -0.562 | |
| 29250 | 21.222% | 22.737% | 21.163% | 22.314% | -0.555 | |
| 29375 | − | − | − | 21.757% | -0.580 | |
| 29500 | 20.849% | 21.831% | 20.131% | 21.189% | -0.615 | |
| 29625 | − | − | − | 20.779% | -0.537 | |
| 29750 | 20.437% | 20.862% | 19.214% | 20.410% | -0.420 | |
| 29875 | − | − | − | 20.108% | -0.284 | |
| 30000 | 19.847% | 20.286% | 18.570% | 19.836% | -0.119 | |
| 30125 | − | − | − | 19.564% | -0.097 | |
| 30250 | 19.257% | 19.821% | 18.077% | 19.378% | +0.011 | |
| 30375 | − | − | − | 19.226% | +0.005 | |
| 30500 | 17.999% | 19.747% | 17.841% | 19.150% | +0.049 | |
| 30625 | − | − | − | 19.024% | +0.044 | |
| 30750 | 17.937% | 19.372% | 17.580% | 18.964% | +0.085 | |
| 30875 | − | − | − | 18.924% | +0.115 | |
| 31000 | 17.776% | 19.251% | 17.369% | 18.885% | +0.138 | |
| 31125 | − | − | − | 18.854% | +0.169 | |
| 31250 | 17.922% | 19.266% | 17.560% | 18.911% | +0.288 | |
| 31375 | − | − | − | 18.968% | +0.407 | |
| 31500 | 18.325% | 19.378% | 17.592% | 19.026% | +0.476 | |
| 31625 | − | − | − | 19.120% | +0.563 | |
| 31750 | 18.053% | 19.541% | 17.708% | 19.215% | +0.649 | |
| 31875 | − | − | − | 19.335% | +0.703 | |
| 32000 | 18.383% | 19.685% | 17.932% | 19.455% | +0.780 | |
| 32125 | − | − | − | 19.693% | +0.920 | |
| 32250 | 18.569% | 20.128% | 18.156% | 19.885% | +1.014 | |
| 32375 | − | − | − | 20.099% | +1.131 | |
| 32500 | 18.943% | 20.536% | 18.509% | 20.314% | +1.166 | |
| 32750 | 19.660% | 20.999% | 19.011% | 20.744% | +1.233 | |
| 33000 | 20.111% | 21.743% | 19.615% | 21.339% | +1.466 | |
| 33250 | 21.063% | 22.420% | 20.097% | 21.934% | +1.618 | |
| 33500 | 21.407% | 22.937% | 20.754% | 22.530% | +1.770 | |
| 33750 | 21.308% | 23.913% | 21.308% | 23.125% | +1.763 | |
| 34000 | 22.477% | 24.020% | 22.058% | 23.720% | +1.756 | |
| 34250 | 22.615% | 24.627% | 22.422% | 24.299% | +1.770 | |
| 34500 | 23.714% | 25.468% | 23.302% | 25.073% | +1.980 | |
| 34750 | − | 26.172% | 23.947% | 25.847% | +2.190 | |
| 35000 | 24.193% | 26.876% | 24.193% | 26.622% | +2.400 | |
| 35500 | 26.189% | 28.284% | 25.826% | 28.170% | +2.820 | 1円売 |
| 36000 | − | 30.247% | 27.781% | 30.135% | +3.647 | 1円売 |
| 37000 | 31.932% | 34.057% | 31.572% | 33.947% | +3.775 | 1円売 |
| 38000 | 35.577% | 37.725% | 35.219% | 37.616% | +3.901 | 1円売 |
| 39000 | − | 41.263% | 38.735% | 41.156% | +4.025 | 1円売 |
| 40000 | − | 44.683% | 42.131% | 44.577% | +4.147 | 1円売 |
■大引け
相場は急反落で30000円の大台を大きく割り込みました。IVはまちまち。
今日の取引。
3C310＠115円×1枚買い。
3P240＠13円×16枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 29995 | 30075 | 29615 | 29640 | -530 | |
| 期近 | 20.392% | 21.186% | 19.627% | 21.026% | +0.830 | |
| 3月限 | 19.857% | 20.957% | 18.527% | 20.728% | +1.182 | |
| 4月限 | 20.695% | 21.352% | 20.164% | 21.187% | +0.557 | |
| 5月限 | − | 22.281% | 21.443% | 22.208% | +0.564 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.03 | -0.02 | +318 | -252 | |||
| 計 | +0.39 | -159 | +0.01 | +66 | ||
| 累計 | 569,288 | -47 | ||||
