2017年06月23日
| 原資産 | 20121.06 | |||||
| 短期金利 | -0.05% | |||||
| 期近修正ATM（残存日数24.75日換算） | ||||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 11.725% | 11.664% | 11.788% | 11.379% | 11.533% | -0.193 | |
| 7月限 | 残存日数 | 14.75 | ||||
| 修正ATM | 補正値 | -35 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 11.086% | 11.043% | 11.135% | 10.689% | 10.841% | -0.245 | |
| 歪み率 | 6.060% | +0.200 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 12250 | − | 67.406% | 66.574% | 67.269% | +2.149 | 1円売 |
| 12500 | − | 64.835% | 64.022% | 64.696% | +2.066 | 1円売 |
| 12750 | − | 62.311% | 61.518% | 62.170% | +1.984 | 1円売 |
| 13000 | − | 59.833% | 59.058% | 59.690% | +1.904 | 1円売 |
| 13250 | − | 57.397% | 56.641% | 57.253% | +1.825 | 1円売 |
| 13500 | − | 55.002% | 54.264% | 54.856% | +1.748 | 1円売 |
| 13750 | − | 52.647% | 51.927% | 52.499% | +1.672 | 1円売 |
| 14000 | − | 50.330% | 49.627% | 50.180% | +1.597 | 1円売 |
| 14250 | − | 48.048% | 47.362% | 47.896% | +1.523 | 1円売 |
| 14500 | − | 45.801% | 45.131% | 45.647% | +1.451 | 1円売 |
| 14750 | − | 43.586% | 42.933% | 43.431% | +1.379 | 1円売 |
| 15000 | 41.094% | 41.402% | 40.765% | 41.245% | +0.512 | 1円売 |
| 15250 | 38.957% | 40.168% | 38.957% | 39.971% | +0.557 | |
| 15500 | 39.439% | 39.472% | 38.006% | 38.697% | +0.602 | |
| 15750 | 37.232% | 37.737% | 36.633% | 37.423% | +0.617 | |
| 16000 | 36.632% | 36.632% | 35.294% | 36.149% | +0.631 | |
| 16250 | 34.393% | 35.028% | 34.093% | 34.736% | +0.708 | |
| 16375 | 33.282% | 34.360% | 33.235% | 34.065% | +0.782 | |
| 16500 | 33.288% | 33.780% | 32.482% | 33.191% | +0.653 | |
| 16625 | 32.157% | 32.871% | 31.588% | 32.436% | +0.651 | |
| 16750 | 31.030% | 32.125% | 30.987% | 31.875% | +0.860 | |
| 16875 | 29.909% | 31.335% | 29.909% | 30.937% | +0.691 | |
| 17000 | 29.619% | 30.535% | 29.423% | 29.993% | +0.592 | |
| 17125 | 29.179% | 29.767% | 28.607% | 29.312% | +0.788 | |
| 17250 | 28.022% | 28.821% | 27.770% | 28.443% | +0.709 | |
| 17375 | 26.869% | 27.931% | 26.869% | 27.542% | +0.706 | |
| 17500 | 26.284% | 27.185% | 26.126% | 26.614% | +0.511 | |
| 17625 | 25.613% | 26.248% | 25.290% | 25.668% | +0.586 | |
| 17750 | 24.430% | 25.247% | 24.306% | 24.926% | +0.719 | |
| 17875 | 23.674% | 24.408% | 23.493% | 23.895% | +0.614 | |
| 18000 | 22.858% | 23.528% | 22.560% | 22.985% | +0.532 | |
| 18125 | 21.991% | 22.594% | 21.673% | 21.926% | +0.370 | |
| 18250 | 21.076% | 21.697% | 20.764% | 20.951% | +0.240 | |
| 18375 | 20.119% | 20.753% | 19.908% | 20.092% | +0.285 | |
| 18500 | 19.368% | 19.813% | 19.061% | 19.300% | +0.255 | |
| 18625 | 18.312% | 18.938% | 18.211% | 18.379% | +0.140 | |
| 18750 | 17.615% | 18.100% | 17.388% | 17.550% | +0.063 | |
| 18875 | 16.801% | 17.268% | 16.638% | 16.790% | +0.059 | |
| 19000 | 16.176% | 16.557% | 15.874% | 16.117% | +0.076 | |
| 19125 | 15.512% | 15.835% | 15.208% | 15.299% | -0.097 | |
| 19250 | 14.783% | 15.095% | 14.518% | 14.641% | -0.158 | |
| 19375 | 14.603% | 14.667% | 13.908% | 14.068% | -0.077 | |
| 19500 | 13.693% | 13.898% | 13.303% | 13.377% | -0.214 | |
| 19625 | 12.934% | 13.128% | 12.627% | 12.830% | -0.118 | |
| 19750 | 12.516% | 12.598% | 12.063% | 12.160% | -0.188 | |
| 19875 | 11.713% | 11.959% | 11.490% | 11.641% | -0.266 | |
| 20000 | 11.367% | 11.515% | 11.009% | 11.219% | -0.215 | |
| 20125 | 11.021% | 11.071% | 10.577% | 10.670% | -0.279 | |
| 20250 | 10.528% | 10.821% | 10.204% | 10.502% | -0.314 | |
| 20375 | 10.745% | 10.796% | 10.116% | 10.229% | -0.377 | |
| 20500 | 10.359% | 10.631% | 10.136% | 10.306% | -0.310 | |
| 20625 | 10.532% | 10.661% | 10.125% | 10.241% | -0.326 | |
| 20750 | 10.574% | 10.718% | 10.228% | 10.286% | -0.310 | |
| 20875 | 10.695% | 10.935% | 10.410% | 10.498% | -0.292 | |
| 21000 | 11.052% | 11.150% | 10.667% | 10.785% | -0.218 | |
| 21125 | 10.978% | 11.404% | 10.932% | 11.034% | -0.177 | |
| 21250 | 11.472% | 11.783% | 11.257% | 11.432% | -0.081 | |
| 21375 | 11.727% | 12.183% | 11.578% | 11.950% | +0.032 | |
| 21500 | 12.173% | 12.772% | 12.134% | 12.458% | +0.032 | |
| 21625 | 12.409% | 13.178% | 12.372% | 13.009% | +0.088 | |
| 21750 | 13.267% | 13.883% | 13.151% | 13.545% | +0.112 | |
| 21875 | 13.037% | 14.204% | 13.002% | 14.085% | +0.140 | |
| 22000 | 13.821% | 14.930% | 13.787% | 14.626% | +0.168 | |
| 22125 | 14.597% | 15.167% | 14.562% | 15.167% | +0.162 | |
| 22250 | 15.363% | 15.716% | 15.329% | 15.707% | +0.155 | 1円売 |
| 22500 | − | 17.227% | 16.909% | 17.227% | +0.580 | 1円売 |
| 22750 | − | 18.716% | 18.389% | 18.716% | +0.628 | 1円売 |
| 23000 | − | 20.176% | 19.840% | 20.176% | +0.675 | 1円売 |
| 23250 | − | 21.610% | 21.264% | 21.610% | +0.721 | 1円売 |
| 23500 | − | 23.018% | 22.664% | 23.018% | +0.767 | 1円売 |
| 23750 | − | 24.403% | 24.039% | 24.403% | +0.811 | 1円売 |
続きを読む
■大引け
相場は変わらず。IVは中安外高傾向が続いています。
今日の取引はありません。
続きを読む
相場は変わらず。IVは中安外高傾向が続いています。
今日の取引はありません。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 20110 | 20115 | 20050 | 20075 | +0 | |
| 期近 | 11.664% | 11.788% | 11.379% | 11.533% | -0.193 | |
| 7月限 | 11.043% | 11.135% | 10.689% | 10.841% | -0.245 | |
| 8月限 | 12.190% | 12.400% | 11.873% | 12.086% | -0.279 | |
| 9月限 | − | 13.284% | 12.882% | 13.050% | -0.198 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.63 | -0.05 | +352 | -337 | |||
| 計 | +2.80 | -41 | +0.58 | +15 | ||
| 累計 | 545,745 | -49 | ||||
続きを読む
2017年06月22日
| 原資産 | 20119.76 | |||||
| 短期金利 | -0.05% | |||||
| 期近修正ATM（残存日数24.75日換算） | ||||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 11.622% | 11.754% | 11.870% | 11.437% | 11.725% | +0.104 | |
| 7月限 | 残存日数 | 15.75 | ||||
| 修正ATM | 補正値 | -30 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 11.020% | 11.184% | 11.312% | 10.730% | 11.086% | +0.066 | |
| 歪み率 | 5.860% | +0.271 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 12250 | − | 65.312% | 64.625% | 65.120% | +1.841 | 1円売 |
| 12500 | − | 62.832% | 62.155% | 62.630% | +1.765 | 1円売 |
| 12750 | − | 60.397% | 59.731% | 60.186% | +1.691 | 1円売 |
| 13000 | − | 58.006% | 57.350% | 57.786% | +1.617 | 1円売 |
| 13250 | − | 55.657% | 55.010% | 55.427% | +1.545 | 1円売 |
| 13500 | − | 53.348% | 52.708% | 53.108% | +1.475 | 1円売 |
| 13750 | − | 51.076% | 50.443% | 50.827% | +1.405 | 1円売 |
| 14000 | − | 48.841% | 48.214% | 48.583% | +1.337 | 1円売 |
| 14250 | − | 46.640% | 46.019% | 46.373% | +1.269 | 1円売 |
| 14500 | − | 44.472% | 43.858% | 44.197% | +1.203 | 1円売 |
| 14750 | − | 42.336% | 41.727% | 42.052% | +1.137 | 1円売 |
| 15000 | 39.789% | 40.733% | 39.627% | 40.733% | +1.868 | |
| 15250 | 40.351% | 40.351% | 38.637% | 39.414% | +1.408 | |
| 15500 | 38.187% | 38.187% | 37.179% | 38.095% | +0.949 | |
| 15750 | 36.050% | 37.311% | 36.050% | 36.806% | +0.837 | |
| 16000 | 35.469% | 35.909% | 34.913% | 35.518% | +0.899 | |
| 16250 | 33.301% | 34.552% | 33.301% | 34.028% | +0.930 | |
| 16375 | 33.331% | 33.650% | 32.620% | 33.283% | +0.946 | |
| 16500 | 32.231% | 33.056% | 31.917% | 32.538% | +0.961 | |
| 16625 | 31.136% | 32.070% | 31.126% | 31.785% | +0.968 | |
| 16750 | 30.896% | 31.592% | 30.425% | 31.015% | +0.959 | |
| 16875 | 29.785% | 30.620% | 29.560% | 30.246% | +0.965 | |
| 17000 | 29.376% | 29.796% | 28.814% | 29.401% | +0.747 | |
| 17125 | 28.856% | 28.997% | 28.021% | 28.523% | +0.851 | |
| 17250 | 27.133% | 28.165% | 27.133% | 27.734% | +0.820 | |
| 17375 | 26.582% | 27.299% | 26.392% | 26.836% | +0.715 | |
| 17500 | 25.947% | 26.540% | 25.707% | 26.103% | +0.637 | |
| 17625 | 24.800% | 25.683% | 24.771% | 25.083% | +0.498 | |
| 17750 | 24.082% | 24.764% | 23.936% | 24.208% | +0.512 | |
| 17875 | 23.665% | 23.900% | 23.002% | 23.282% | +0.409 | |
| 18000 | 22.479% | 23.037% | 22.121% | 22.452% | +0.373 | |
| 18125 | 21.607% | 22.166% | 21.245% | 21.556% | +0.465 | |
| 18250 | 20.967% | 21.267% | 20.300% | 20.710% | +0.449 | |
| 18375 | 19.992% | 20.408% | 19.411% | 19.807% | +0.418 | |
| 18500 | 19.206% | 19.575% | 18.563% | 19.045% | +0.472 | |
| 18625 | 18.346% | 18.713% | 17.756% | 18.239% | +0.461 | |
| 18750 | 17.419% | 17.887% | 16.976% | 17.488% | +0.496 | |
| 18875 | 16.892% | 17.135% | 16.241% | 16.731% | +0.471 | |
| 19000 | 16.069% | 16.458% | 15.569% | 16.041% | +0.434 | |
| 19125 | 15.484% | 15.720% | 14.887% | 15.397% | +0.414 | |
| 19250 | 14.817% | 15.029% | 14.301% | 14.799% | +0.447 | |
| 19375 | 14.560% | 14.560% | 13.682% | 14.145% | +0.295 | |
| 19500 | 13.633% | 13.831% | 13.175% | 13.591% | +0.321 | |
| 19625 | 13.180% | 13.242% | 12.582% | 12.949% | +0.201 | |
| 19750 | 12.412% | 12.655% | 12.103% | 12.348% | +0.171 | |
| 19875 | 11.875% | 12.116% | 11.572% | 11.908% | +0.111 | |
| 20000 | 11.580% | 11.675% | 11.147% | 11.434% | +0.053 | |
| 20125 | 11.158% | 11.234% | 10.745% | 10.949% | -0.033 | |
| 20250 | 10.944% | 10.950% | 10.475% | 10.816% | +0.042 | |
| 20375 | 10.944% | 10.944% | 10.391% | 10.606% | -0.148 | |
| 20500 | 10.652% | 10.774% | 10.366% | 10.615% | -0.059 | |
| 20625 | 10.718% | 10.768% | 10.312% | 10.567% | -0.051 | |
| 20750 | 10.798% | 10.814% | 10.380% | 10.596% | -0.103 | |
| 20875 | 10.957% | 10.957% | 10.483% | 10.790% | +0.036 | |
| 21000 | 11.017% | 11.070% | 10.636% | 11.002% | +0.045 | |
| 21125 | 11.284% | 11.284% | 10.848% | 11.212% | +0.114 | |
| 21250 | 11.666% | 11.666% | 11.135% | 11.513% | +0.112 | |
| 21375 | 11.745% | 11.918% | 11.473% | 11.918% | +0.162 | |
| 21500 | 12.275% | 12.426% | 11.711% | 12.426% | +0.414 | |
| 21625 | 12.664% | 12.921% | 12.248% | 12.921% | +0.492 | |
| 21750 | 12.846% | 13.433% | 12.728% | 13.433% | +0.568 | |
| 21875 | 13.665% | 13.946% | 13.094% | 13.946% | +0.677 | |
| 22000 | − | 14.458% | 13.845% | 14.458% | +0.785 | |
| 22125 | 14.133% | 15.005% | 14.128% | 15.005% | +1.109 | |
| 22250 | 14.875% | 15.552% | 14.655% | 15.552% | +0.988 | |
| 22500 | − | 16.646% | 16.125% | 16.646% | +0.655 | 1円売 |
| 22750 | − | 18.087% | 17.565% | 18.087% | +0.697 | 1円売 |
| 23000 | − | 19.501% | 18.977% | 19.501% | +0.739 | 1円売 |
| 23250 | − | 20.888% | 20.362% | 20.888% | +0.780 | 1円売 |
| 23500 | − | 22.252% | 21.724% | 22.252% | +0.821 | 1円売 |
| 23750 | − | 23.592% | 23.062% | 23.592% | +0.860 | 1円売 |
続きを読む
■大引け
相場は小幅続落。IVは小幅まちまち。
今日の取引。7C202＠180円×1枚買い。
続きを読む
相場は小幅続落。IVは小幅まちまち。
今日の取引。7C202＠180円×1枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 20105 | 20160 | 20065 | 20075 | -25 | |
| 期近 | 11.754% | 11.870% | 11.437% | 11.725% | +0.104 | |
| 7月限 | 11.184% | 11.312% | 10.730% | 11.086% | +0.066 | |
| 8月限 | 12.357% | 12.468% | 12.154% | 12.365% | -0.009 | |
| 9月限 | 13.146% | 13.340% | 13.045% | 13.248% | +0.034 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.65 | -0.05 | +388 | -354 | |||
| 計 | +3.04 | -47 | +0.60 | +34 | ||
| 累計 | 545,794 | -121 | ||||
続きを読む
2017年06月21日
| 原資産 | 20143.19 | |||||
| 短期金利 | -0.05% | |||||
| 期近修正ATM（残存日数24.75日換算） | ||||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 11.417% | 11.485% | 11.742% | 11.144% | 11.622% | +0.204 | |
| 7月限 | 残存日数 | 16.75 | ||||
| 修正ATM | 補正値 | -30 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 10.957% | 11.041% | 11.706% | 10.552% | 11.020% | +0.063 | |
| 歪み率 | 5.589% | +0.471 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 12250 | − | 63.390% | 62.803% | 63.279% | +1.259 | 1円売 |
| 12500 | − | 60.979% | 60.406% | 60.865% | +1.188 | 1円売 |
| 12750 | − | 58.613% | 58.053% | 58.496% | +1.119 | 1円売 |
| 13000 | − | 56.289% | 55.742% | 56.168% | +1.051 | 1円売 |
| 13250 | − | 54.005% | 53.471% | 53.882% | +0.983 | 1円売 |
| 13500 | − | 51.760% | 51.239% | 51.634% | +0.917 | 1円売 |
| 13750 | − | 49.552% | 49.043% | 49.422% | +0.852 | 1円売 |
| 14000 | − | 47.379% | 46.882% | 47.246% | +0.788 | 1円売 |
| 14250 | 45.026% | 45.239% | 44.755% | 45.104% | +0.724 | 1円売 |
| 14500 | − | 43.132% | 42.659% | 42.994% | +0.662 | 1円売 |
| 14750 | 40.869% | 41.056% | 40.594% | 40.915% | +0.600 | 1円売 |
| 15000 | 38.835% | 39.348% | 38.606% | 38.865% | +0.539 | 1円売 |
| 15250 | 36.829% | 38.440% | 36.622% | 38.005% | +1.642 | |
| 15500 | 34.849% | 37.146% | 34.710% | 37.146% | +2.719 | |
| 15750 | 35.224% | 36.233% | 34.187% | 35.969% | +2.445 | |
| 16000 | 33.176% | 35.112% | 32.589% | 34.619% | +2.170 | |
| 16250 | 31.152% | 33.098% | 31.140% | 33.098% | +2.060 | |
| 16375 | 31.527% | 32.338% | 30.429% | 32.338% | +2.005 | |
| 16500 | 30.490% | 31.821% | 29.801% | 31.577% | +1.950 | |
| 16625 | 29.458% | 31.036% | 29.153% | 30.816% | +1.895 | |
| 16750 | 28.430% | 30.253% | 28.430% | 30.056% | +1.840 | |
| 16875 | 28.370% | 29.487% | 27.748% | 29.281% | +1.717 | |
| 17000 | 27.322% | 28.659% | 27.002% | 28.654% | +1.741 | |
| 17125 | 26.279% | 27.883% | 26.251% | 27.672% | +1.495 | |
| 17250 | 25.973% | 27.082% | 25.624% | 26.914% | +1.471 | |
| 17375 | 24.912% | 26.251% | 24.824% | 26.121% | +1.354 | |
| 17500 | 24.453% | 25.466% | 24.188% | 25.466% | +1.328 | |
| 17625 | 23.377% | 24.675% | 23.369% | 24.585% | +1.237 | |
| 17750 | 23.255% | 23.741% | 22.675% | 23.696% | +1.112 | |
| 17875 | 22.148% | 22.925% | 21.937% | 22.873% | +0.904 | |
| 18000 | 21.430% | 22.123% | 21.217% | 22.079% | +0.764 | |
| 18125 | 20.656% | 21.158% | 20.387% | 21.091% | +0.596 | |
| 18250 | 19.833% | 20.340% | 19.577% | 20.261% | +0.553 | |
| 18375 | 18.967% | 19.464% | 18.777% | 19.390% | +0.467 | |
| 18500 | 18.305% | 18.669% | 17.932% | 18.573% | +0.477 | |
| 18625 | 17.339% | 17.857% | 17.264% | 17.778% | +0.334 | |
| 18750 | 16.728% | 17.084% | 16.532% | 16.992% | +0.304 | |
| 18875 | 16.162% | 16.365% | 15.819% | 16.261% | +0.217 | |
| 19000 | 15.455% | 15.728% | 15.199% | 15.607% | +0.226 | |
| 19125 | 14.871% | 15.065% | 14.556% | 14.982% | +0.232 | |
| 19250 | 14.327% | 14.501% | 13.948% | 14.352% | +0.203 | |
| 19375 | 13.678% | 13.928% | 13.355% | 13.850% | +0.283 | |
| 19500 | 12.993% | 13.420% | 12.842% | 13.269% | +0.103 | |
| 19625 | 12.701% | 12.843% | 12.280% | 12.748% | +0.126 | |
| 19750 | 12.077% | 12.428% | 11.621% | 12.178% | +0.034 | |
| 19875 | 11.420% | 11.962% | 11.336% | 11.797% | +0.050 | |
| 20000 | 11.398% | 11.528% | 10.958% | 11.381% | +0.047 | |
| 20125 | 11.140% | 11.156% | 10.620% | 10.982% | -0.072 | |
| 20250 | 10.757% | 10.896% | 10.337% | 10.773% | -0.144 | |
| 20375 | 10.682% | 10.834% | 10.220% | 10.754% | -0.009 | |
| 20500 | 10.592% | 10.780% | 10.197% | 10.674% | -0.037 | |
| 20625 | 10.868% | 10.868% | 10.246% | 10.618% | -0.041 | |
| 20750 | 10.740% | 10.805% | 10.296% | 10.699% | -0.124 | |
| 20875 | 10.821% | 10.887% | 10.432% | 10.754% | -0.189 | |
| 21000 | 10.973% | 11.007% | 10.617% | 10.957% | -0.097 | |
| 21125 | 11.117% | 11.183% | 10.808% | 11.098% | -0.117 | |
| 21250 | 11.211% | 11.455% | 11.089% | 11.401% | +0.006 | |
| 21375 | 11.697% | 11.803% | 11.379% | 11.756% | +0.121 | |
| 21500 | 11.995% | 12.208% | 11.665% | 12.013% | +0.083 | |
| 21625 | 11.992% | 12.633% | 11.992% | 12.429% | +0.168 | |
| 21750 | 12.833% | 12.980% | 12.502% | 12.865% | +0.272 | |
| 21875 | 12.979% | 13.824% | 12.902% | 13.269% | +0.344 | |
| 22000 | 13.766% | 13.979% | 13.332% | 13.673% | +0.494 | |
| 22125 | 13.453% | 14.142% | 13.453% | 13.896% | +0.325 | |
| 22250 | 14.174% | 14.649% | 14.008% | 14.564% | +0.599 | 1円売 |
| 22500 | 15.594% | 16.067% | 15.429% | 15.992% | +1.079 | 1円売 |
| 22750 | − | 17.465% | 16.821% | 17.390% | +1.114 | 1円売 |
| 23000 | − | 18.835% | 18.186% | 18.762% | +1.149 | 1円売 |
| 23250 | − | 20.181% | 19.526% | 20.108% | +1.184 | 1円売 |
| 23500 | − | 21.503% | 20.842% | 21.431% | +1.218 | 1円売 |
| 23750 | − | 22.802% | 22.135% | 22.731% | +1.252 | 1円売 |
続きを読む
■大引け
相場は反落。上昇一服となりました。IVは中安外高。
今日の取引。
7C205＠80円×2枚買い。
続きを読む
相場は反落。上昇一服となりました。IVは中安外高。
今日の取引。
7C205＠80円×2枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 20145 | 20180 | 20080 | 20100 | -100 | |
| 期近 | 11.485% | 11.742% | 11.144% | 11.622% | +0.204 | |
| 7月限 | 11.041% | 11.706% | 10.552% | 11.020% | +0.063 | |
| 8月限 | 12.071% | 12.680% | 11.925% | 12.374% | +0.233 | |
| 9月限 | 13.106% | 13.296% | 12.948% | 13.215% | +0.096 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.62 | -0.05 | +400 | -366 | |||
| 計 | +2.88 | -44 | +0.57 | +33 | ||
| 累計 | 545,915 | -307 | ||||
続きを読む
2017年06月20日
| 原資産 | 20243.31 | |||||
| 短期金利 | -0.05% | |||||
| 期近修正ATM（残存日数24.75日換算） | ||||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 10.962% | 11.123% | 11.577% | 11.100% | 11.417% | +0.456 | |
| 7月限 | 残存日数 | 17.75 | ||||
| 修正ATM | 補正値 | -30 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 10.501% | 10.580% | 11.161% | 10.528% | 10.957% | +0.456 | |
| 歪み率 | 5.118% | +0.073 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 12250 | − | 62.289% | 61.544% | 62.020% | +2.611 | 1円売 |
| 12500 | − | 59.953% | 59.218% | 59.677% | +2.551 | 1円売 |
| 12750 | − | 57.661% | 56.934% | 57.377% | +2.492 | 1円売 |
| 13000 | − | 55.410% | 54.692% | 55.118% | +2.434 | 1円売 |
| 13250 | − | 53.199% | 52.488% | 52.898% | +2.377 | 1円売 |
| 13500 | − | 51.025% | 50.322% | 50.716% | +2.321 | 1円売 |
| 13750 | − | 48.886% | 48.192% | 48.570% | +2.267 | 1円売 |
| 14000 | − | 46.783% | 46.095% | 46.459% | +2.213 | 1円売 |
| 14250 | − | 44.711% | 44.031% | 44.380% | +2.161 | 1円売 |
| 14500 | 42.004% | 42.672% | 41.998% | 42.332% | +2.109 | 1円売 |
| 14750 | − | 40.662% | 39.995% | 40.315% | +2.058 | 1円売 |
| 15000 | − | 38.680% | 38.020% | 38.326% | +2.009 | 1円売 |
| 15250 | − | 36.726% | 36.073% | 36.364% | +1.960 | 1円売 |
| 15500 | 34.153% | 34.798% | 34.150% | 34.428% | +1.111 | 1円売 |
| 15750 | 32.255% | 34.077% | 32.255% | 33.524% | +1.293 | |
| 16000 | 30.380% | 32.709% | 30.380% | 32.449% | +1.470 | |
| 16250 | 30.581% | 31.513% | 30.559% | 31.038% | +1.379 | |
| 16375 | 29.606% | 30.571% | 29.606% | 30.332% | +1.334 | |
| 16500 | 28.636% | 29.811% | 28.636% | 29.627% | +1.288 | |
| 16625 | 27.671% | 29.335% | 27.671% | 28.921% | +1.313 | |
| 16750 | 27.952% | 28.889% | 27.475% | 28.216% | +1.270 | |
| 16875 | 26.959% | 27.864% | 26.892% | 27.564% | +1.345 | |
| 17000 | 26.887% | 27.154% | 26.331% | 26.913% | +1.350 | |
| 17125 | 25.874% | 26.665% | 25.424% | 26.177% | +1.252 | |
| 17250 | 24.865% | 25.828% | 24.865% | 25.442% | +1.160 | |
| 17375 | 24.557% | 25.270% | 24.295% | 24.767% | +1.226 | |
| 17500 | 23.531% | 24.554% | 23.531% | 24.138% | +1.233 | |
| 17625 | 23.075% | 23.915% | 22.954% | 23.348% | +1.151 | |
| 17750 | 22.524% | 23.208% | 22.253% | 22.584% | +1.091 | |
| 17875 | 21.897% | 22.433% | 21.608% | 21.969% | +1.171 | |
| 18000 | 20.825% | 21.735% | 20.825% | 21.315% | +1.160 | |
| 18125 | 20.462% | 21.039% | 20.249% | 20.495% | +1.091 | |
| 18250 | 19.362% | 20.253% | 19.362% | 19.708% | +1.072 | |
| 18375 | 19.101% | 19.492% | 18.892% | 18.923% | +1.042 | |
| 18500 | 18.204% | 18.768% | 18.096% | 18.096% | +0.893 | |
| 18625 | 17.487% | 18.078% | 17.431% | 17.444% | +0.979 | |
| 18750 | 16.879% | 17.358% | 16.688% | 16.688% | +0.834 | |
| 18875 | 16.003% | 16.694% | 16.003% | 16.044% | +0.886 | |
| 19000 | 15.632% | 16.063% | 15.304% | 15.381% | +0.722 | |
| 19125 | 14.712% | 15.382% | 14.666% | 14.750% | +0.748 | |
| 19250 | 14.145% | 14.775% | 14.092% | 14.149% | +0.632 | |
| 19375 | 13.499% | 14.169% | 13.493% | 13.566% | +0.636 | |
| 19500 | 12.840% | 13.676% | 12.840% | 13.166% | +0.768 | |
| 19625 | 12.332% | 13.155% | 12.332% | 12.622% | +0.676 | |
| 19750 | 11.866% | 12.641% | 11.866% | 12.143% | +0.777 | |
| 19875 | 11.632% | 12.194% | 11.563% | 11.747% | +0.816 | |
| 20000 | 11.018% | 11.798% | 11.018% | 11.334% | +0.772 | |
| 20125 | 10.724% | 11.512% | 10.724% | 11.054% | +0.689 | |
| 20250 | 10.504% | 11.217% | 10.504% | 10.917% | +0.797 | |
| 20375 | 10.206% | 11.104% | 10.206% | 10.763% | +0.719 | |
| 20500 | 10.052% | 11.070% | 10.052% | 10.711% | +0.569 | |
| 20625 | 10.181% | 11.060% | 10.181% | 10.659% | +0.524 | |
| 20750 | 10.128% | 11.157% | 10.128% | 10.823% | +0.561 | |
| 20875 | 10.337% | 11.313% | 10.337% | 10.943% | +0.501 | |
| 21000 | 10.625% | 11.516% | 10.625% | 11.054% | +0.375 | |
| 21125 | 10.650% | 11.655% | 10.650% | 11.215% | +0.273 | |
| 21250 | 11.065% | 11.851% | 11.044% | 11.395% | +0.147 | |
| 21375 | 11.456% | 12.083% | 11.266% | 11.635% | +0.063 | |
| 21500 | 11.602% | 12.347% | 11.529% | 11.929% | -0.007 | |
| 21625 | 11.761% | 12.619% | 11.761% | 12.261% | +0.015 | |
| 21750 | 12.608% | 12.929% | 12.209% | 12.593% | -0.090 | |
| 21875 | 12.926% | 13.257% | 12.603% | 12.925% | -0.194 | |
| 22000 | 13.724% | 13.724% | 12.995% | 13.178% | -0.338 | |
| 22125 | 13.799% | 13.930% | 13.224% | 13.572% | -0.297 | |
| 22250 | 14.547% | 14.547% | 13.477% | 13.965% | -0.256 | |
| 22500 | 14.846% | 15.266% | 14.369% | 14.913% | -0.654 | 1円売 |
| 22750 | 16.199% | 16.351% | 15.671% | 16.276% | -0.609 | 1円売 |
| 23000 | − | 17.687% | 17.005% | 17.613% | -0.565 | 1円売 |
| 23250 | − | 18.998% | 18.313% | 18.925% | -0.523 | 1円売 |
| 23500 | − | 20.286% | 19.598% | 20.213% | -0.482 | 1円売 |
| 23750 | − | 21.551% | 20.861% | 21.480% | -0.443 | 1円売 |
続きを読む
■大引け
相場は続伸。寄り付きから買われて一時直近高値を更新しました。IVは上昇。
夜間取引。
8C203＠230円×1枚売り。
8P196＠210円×1枚売り。
今日の取引。
8C203＠280円×1枚売り。
7C202＠205円×1枚売り。
8C211＠75円×2枚売り。
8P196＠170円×1枚売り。
7P198＠110円×2枚売り。
7C205＠145円×2枚返済売り。
続きを読む
相場は続伸。寄り付きから買われて一時直近高値を更新しました。IVは上昇。
夜間取引。
8C203＠230円×1枚売り。
8P196＠210円×1枚売り。
今日の取引。
8C203＠280円×1枚売り。
7C202＠205円×1枚売り。
8C211＠75円×2枚売り。
8P196＠170円×1枚売り。
7P198＠110円×2枚売り。
7C205＠145円×2枚返済売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 20195 | 20290 | 20170 | 20200 | +175 | |
| 期近 | 11.123% | 11.577% | 11.100% | 11.417% | +0.456 | |
| 7月限 | 10.580% | 11.161% | 10.528% | 10.957% | +0.456 | |
| 8月限 | 12.030% | 12.312% | 11.851% | 12.141% | +0.258 | |
| 9月限 | 13.002% | 13.254% | 12.819% | 13.119% | +0.294 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.65 | -0.04 | +429 | -375 | |||
| 計 | +3.06 | -50 | +0.60 | +54 | ||
| 累計 | 546,222 | +574 | ||||
続きを読む
2017年06月19日
| 原資産 | 20068.60 | |||||
| 短期金利 | -0.05% | |||||
| 期近修正ATM（残存日数24.75日換算） | ||||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 11.270% | 11.344% | 11.344% | 10.851% | 10.962% | -0.308 | |
| 7月限 | 残存日数 | 18.75 | ||||
| 修正ATM | 補正値 | -30 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 10.908% | 11.048% | 11.048% | 10.380% | 10.501% | -0.407 | |
| 歪み率 | 5.044% | +0.057 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 12250 | − | 59.428% | 58.376% | 59.408% | +2.037 | 1円売 |
| 12500 | − | 57.146% | 56.106% | 57.126% | +1.980 | 1円売 |
| 12750 | − | 54.906% | 53.879% | 54.885% | +1.925 | 1円売 |
| 13000 | − | 52.705% | 51.691% | 52.684% | +1.870 | 1円売 |
| 13250 | − | 50.543% | 49.540% | 50.521% | +1.816 | 1円売 |
| 13500 | − | 48.417% | 47.426% | 48.395% | +1.764 | 1円売 |
| 13750 | − | 46.326% | 45.347% | 46.304% | +1.712 | 1円売 |
| 14000 | − | 44.268% | 43.300% | 44.246% | +1.661 | 1円売 |
| 14250 | − | 42.242% | 41.285% | 42.219% | +1.611 | 1円売 |
| 14500 | − | 40.247% | 39.300% | 40.223% | +1.562 | 1円売 |
| 14750 | − | 38.280% | 37.343% | 38.256% | +1.514 | 1円売 |
| 15000 | 37.983% | 37.983% | 35.505% | 36.317% | +0.731 | 1円売 |
| 15250 | 35.966% | 35.966% | 34.233% | 34.403% | -0.010 | 1円売 |
| 15500 | 31.729% | 33.991% | 31.729% | 33.317% | +0.076 | |
| 15750 | 32.007% | 32.562% | 31.925% | 32.231% | +0.213 | |
| 16000 | 30.062% | 31.438% | 30.062% | 30.979% | +0.183 | |
| 16250 | 29.432% | 29.789% | 29.277% | 29.659% | +0.342 | |
| 16375 | 28.441% | 29.012% | 28.441% | 28.999% | +0.422 | |
| 16500 | 27.455% | 28.669% | 27.455% | 28.339% | +0.501 | |
| 16625 | 27.402% | 27.828% | 27.009% | 27.609% | +0.265 | |
| 16750 | 26.397% | 26.988% | 26.390% | 26.946% | +0.359 | |
| 16875 | 26.127% | 26.645% | 25.802% | 26.219% | +0.400 | |
| 17000 | 25.724% | 25.887% | 25.281% | 25.563% | +0.325 | |
| 17125 | 24.687% | 25.218% | 24.542% | 24.925% | +0.423 | |
| 17250 | 24.169% | 24.578% | 23.885% | 24.282% | +0.383 | |
| 17375 | 23.574% | 23.860% | 23.174% | 23.540% | +0.360 | |
| 17500 | 22.915% | 23.247% | 22.443% | 22.905% | +0.217 | |
| 17625 | 22.202% | 22.495% | 21.789% | 22.197% | +0.262 | |
| 17750 | 21.114% | 21.782% | 21.114% | 21.493% | +0.328 | |
| 17875 | 20.640% | 21.027% | 20.422% | 20.798% | +0.326 | |
| 18000 | 20.059% | 20.384% | 19.767% | 20.155% | +0.369 | |
| 18125 | 19.162% | 19.630% | 19.011% | 19.405% | +0.368 | |
| 18250 | 18.848% | 18.922% | 18.335% | 18.636% | +0.254 | |
| 18375 | 17.845% | 18.173% | 17.593% | 17.881% | +0.168 | |
| 18500 | 17.456% | 17.498% | 16.929% | 17.202% | +0.209 | |
| 18625 | 16.633% | 16.842% | 16.267% | 16.465% | +0.105 | |
| 18750 | 16.102% | 16.200% | 15.658% | 15.854% | +0.033 | |
| 18875 | 15.527% | 15.590% | 15.056% | 15.158% | -0.113 | |
| 19000 | 14.891% | 15.000% | 14.548% | 14.659% | -0.109 | |
| 19125 | 14.342% | 14.435% | 13.961% | 14.002% | -0.114 | |
| 19250 | 13.881% | 13.890% | 13.394% | 13.517% | -0.112 | |
| 19375 | 13.187% | 13.319% | 12.797% | 12.930% | -0.052 | |
| 19500 | 12.838% | 12.838% | 12.284% | 12.398% | +0.015 | |
| 19625 | 12.181% | 12.245% | 11.532% | 11.946% | -0.008 | |
| 19750 | 11.590% | 11.760% | 11.112% | 11.366% | -0.175 | |
| 19875 | 11.275% | 11.364% | 10.782% | 10.930% | -0.170 | |
| 20000 | 10.821% | 11.007% | 10.356% | 10.562% | -0.173 | |
| 20125 | 10.656% | 10.743% | 9.945% | 10.365% | -0.090 | |
| 20250 | 10.476% | 10.638% | 9.758% | 10.120% | -0.161 | |
| 20375 | 10.306% | 10.430% | 9.713% | 10.044% | -0.117 | |
| 20500 | 10.149% | 10.461% | 9.800% | 10.142% | +0.040 | |
| 20625 | 10.042% | 10.412% | 9.750% | 10.135% | -0.027 | |
| 20750 | 10.214% | 10.529% | 9.869% | 10.262% | +0.049 | |
| 20875 | 10.375% | 10.660% | 10.082% | 10.443% | +0.145 | |
| 21000 | 10.692% | 10.919% | 10.252% | 10.679% | +0.118 | |
| 21125 | 10.683% | 11.139% | 10.573% | 10.942% | +0.113 | |
| 21250 | 11.258% | 11.461% | 10.855% | 11.248% | +0.124 | |
| 21375 | 11.732% | 11.812% | 11.173% | 11.573% | +0.069 | |
| 21500 | 11.461% | 12.220% | 11.461% | 11.937% | +0.120 | |
| 21625 | 12.225% | 12.600% | 11.900% | 12.246% | -0.011 | |
| 21750 | 12.979% | 13.011% | 12.336% | 12.683% | -0.015 | |
| 21875 | 13.723% | 13.723% | 12.772% | 13.120% | +0.062 | |
| 22000 | 13.383% | 13.758% | 13.111% | 13.516% | +0.100 | |
| 22125 | 14.067% | 14.164% | 13.375% | 13.869% | +0.093 | |
| 22250 | 14.743% | 14.840% | 14.013% | 14.221% | -0.218 | 1円売 |
| 22500 | − | 16.170% | 15.351% | 15.567% | -0.179 | 1円売 |
| 22750 | − | 17.474% | 16.662% | 16.885% | -0.140 | 1円売 |
| 23000 | − | 18.754% | 17.949% | 18.178% | -0.103 | 1円売 |
| 23250 | − | 20.011% | 19.212% | 19.448% | -0.067 | 1円売 |
| 23500 | − | 21.247% | 20.453% | 20.696% | -0.032 | 1円売 |
| 23750 | − | 22.462% | 21.673% | 21.922% | +0.002 | 1円売 |
続きを読む
■大引け
相場は小幅続伸して20000円台を回復。IVは基準値が11％を割り込み、最安値を更新しました。
今日の取引。
8C208＠85円×1枚売り。
続きを読む
相場は小幅続伸して20000円台を回復。IVは基準値が11％を割り込み、最安値を更新しました。
今日の取引。
8C208＠85円×1枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 19925 | 20050 | 19905 | 20025 | +95 | |
| 期近 | 11.344% | 11.344% | 10.851% | 10.962% | -0.308 | |
| 7月限 | 11.048% | 11.048% | 10.380% | 10.501% | -0.407 | |
| 8月限 | 11.973% | 12.243% | 11.832% | 11.883% | -0.329 | |
| 9月限 | − | 13.164% | 12.825% | 12.825% | -0.362 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.74 | +0.14 | +413 | -179 | |||
| 計 | +2.52 | -74 | +0.88 | +234 | ||
| 累計 | 545,648 | +155 | ||||
続きを読む
