2016年09月23日

9月23日スマイルカーブ





原資産 16709.83




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)
19.456% 18.316% 18.515% 16.936% 17.527% -1.930







10月限
残存日数 13.75


修正ATM
補正値 -125


前日 始値 高値 安値 終値 (前日比)
18.732% 17.666% 17.666% 15.454% 16.301% -2.432



歪み率 5.709% +0.239
SP 始値 高値 安値 終値 前日比
9000 86.807% 85.758% 86.418% +1.874 1円売
10000 72.790% 71.846% 72.375% +1.373 1円売
11000 60.061% 59.179% 59.588% +0.914 1円売
11250 57.045% 56.176% 56.556% +0.805 1円売
11500 53.610% 54.093% 53.231% 53.584% +0.697 1円売
11750 50.722% 51.399% 50.377% 50.667% -0.427 1円売
12000 47.887% 49.473% 47.804% 47.804% -1.498 1円売
12250 45.101% 47.009% 45.101% 45.924% -1.586
12500 45.392% 45.392% 44.043% 44.043% -1.206
12750 42.532% 42.532% 41.570% 42.163% -1.414
13000 39.715% 40.609% 39.715% 39.788% -1.602
13125 38.322% 39.428% 38.322% 38.774% -1.660
13250 38.660% 38.660% 37.444% 37.760% -1.719
13375 37.232% 37.232% 36.254% 36.746% -1.599
13500 37.081% 37.081% 35.406% 35.800% -1.930
13625 35.629% 35.629% 34.632% 34.813% -1.894
13750 34.186% 34.562% 33.694% 33.899% -1.850
13875 33.712% 33.712% 32.617% 32.911% -2.049
14000 32.249% 32.386% 31.808% 31.914% -2.014
14125 31.574% 31.723% 30.037% 31.143% -1.603
14250 30.095% 30.615% 29.935% 30.137% -1.866
14375 29.857% 29.857% 29.008% 29.226% -1.946
14500 29.348% 29.348% 27.995% 28.294% -2.239
14625 28.231% 28.231% 27.052% 27.361% -2.238
14750 27.435% 27.435% 26.186% 26.548% -2.187
14875 26.177% 26.250% 25.356% 25.675% -2.310
15000 25.471% 25.471% 24.601% 24.928% -2.228
15125 24.842% 24.842% 23.713% 24.036% -2.369
15250 24.220% 24.220% 22.949% 23.279% -2.360
15375 23.383% 23.383% 22.162% 22.574% -2.418
15500 22.526% 22.526% 21.386% 21.748% -2.601
15625 22.163% 22.163% 20.619% 20.987% -2.759
15750 21.587% 21.587% 19.904% 20.176% -2.752
15875 21.023% 21.023% 19.176% 19.522% -2.885
16000 20.139% 20.267% 18.430% 18.793% -2.965
16125 19.380% 19.380% 17.768% 18.147% -3.018
16250 19.018% 19.018% 17.102% 17.520% -3.180
16375 18.554% 18.554% 16.496% 16.961% -3.106
16500 17.950% 17.950% 16.000% 16.479% -2.978
16625 17.732% 17.732% 15.511% 16.216% -2.951
16750 17.403% 17.493% 15.255% 15.780% -2.903
16875 17.401% 17.401% 14.977% 15.548% -2.927
17000 17.162% 17.162% 14.746% 15.379% -2.777
17125 17.052% 17.052% 14.586% 15.274% -2.816
17250 17.190% 17.190% 14.568% 15.173% -2.744
17375 16.739% 16.820% 14.525% 15.204% -2.501
17500 17.008% 17.008% 14.593% 15.328% -2.313
17625 16.918% 16.918% 14.643% 15.290% -2.317
17750 16.948% 17.191% 14.713% 15.493% -2.126
17875 17.159% 17.190% 14.978% 15.582% -2.086
18000 17.220% 17.632% 15.219% 15.968% -1.782
18125 17.637% 17.649% 15.586% 16.356% -1.534
18250 17.738% 18.046% 16.079% 16.915% -1.070
18375 18.139% 18.439% 16.690% 17.464% -0.668
18500 19.211% 19.211% 17.371% 18.013% -0.559
18625 17.834% 19.420% 17.628% 18.561% -0.139 1円売
18750 20.280% 20.280% 18.509% 19.510% +0.409 1円売
18875 19.708% 20.447% 19.445% 20.447% +0.644 1円売
19000 20.628% 21.373% 20.370% 21.373% +1.023 1円売
19125 22.289% 21.284% 22.289% +1.541 1円売
19250 23.195% 22.189% 23.195% +2.049 1円売
19500 24.978% 23.968% 24.978% +2.102 1円売
19750 26.725% 25.711% 26.725% +2.154 1円売
20000 28.438% 27.419% 28.438% +2.206 1円売
20250 30.119% 29.095% 30.119% +2.258 1円売
20500 31.769% 30.740% 31.769% +2.309 1円売
20750 33.391% 32.357% 33.391% +2.360 1円売
21000 34.984% 33.945% 34.984% +2.410 1円売
21250 36.551% 35.506% 36.551% +2.459 1円売
21500 38.093% 37.042% 38.093% +2.508 1円売

続きを読む

actok at 16:56コメント(0)トラックバック(0)IVデータ 
■大引け
相場は反落。IVは大幅続落で、期近10月限コールは一時14%台まで低下しました。

今日の取引。
10C170@120円×1枚、@125円×1枚買い。
10P162@145円×1枚、@120円×1枚買い。
10C172@55円×1枚、@49円×2枚買い。
10P160@75円×2枚買い。


始値 高値 安値 現値 前日比
先物 16695 16700 16570 16570 -160
期近 18.316% 18.515% 16.936% 17.527% -1.930
10月限 17.666% 17.666% 15.454% 16.301% -2.432
11月限 18.814% 19.383% 17.962% 18.418% -1.690
12月限 18.882% 19.591% 18.502% 18.918% -1.296

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.33 +0.13 +184 -66
+1.00 -76 +0.46 +118
累計


547,480 -326

続きを読む

actok at 16:54コメント(0)トラックバック(0)トレードとポジション 

2016年09月21日

9月21日スマイルカーブ





原資産 16862.28




短期金利 -0.05%




期近修正ATM(残存日数24.75日換算)


前日 始値 高値 安値 終値 (前日比)
22.186% 22.785% 22.864% 19.157% 19.456% -2.730







10月限
残存日数 14.75


修正ATM
補正値 -125


前日 始値 高値 安値 終値 (前日比)
22.183% 23.054% 23.189% 18.463% 18.732% -3.451



歪み率 5.471% +0.365
SP 始値 高値 安値 終値 前日比
9000 84.545% 80.593% 84.545% +5.587 1円売
10000 67.441% 71.002% 67.113% 71.002% +5.191 1円売
11000 55.168% 58.674% 55.168% 58.674% +3.396 1円売
11250 52.257% 55.752% 52.257% 55.752% +2.429 1円売
11500 52.853% 54.592% 51.395% 52.887% +1.519 1円売
11750 49.882% 51.131% 49.609% 51.095% +1.595
12000 49.066% 49.302% 47.872% 49.302% +1.671
12250 47.646% 48.419% 46.154% 47.510% +1.815
12500 44.632% 45.249% 43.985% 45.249% +1.602
12750 42.829% 43.577% 42.391% 43.577% +1.661
13000 40.791% 41.446% 40.733% 41.390% +1.205
13125 40.107% 40.434% 39.736% 40.434% +1.238
13250 39.308% 39.479% 38.716% 39.479% +1.090
13375 37.766% 38.592% 37.766% 38.345% +0.616
13500 37.997% 37.997% 37.057% 37.730% +0.861
13625 36.914% 36.914% 36.113% 36.706% +0.714
13750 35.780% 36.097% 35.134% 35.749% +0.262
13875 35.396% 35.431% 34.280% 34.960% +0.523
14000 34.467% 34.696% 33.258% 33.928% +0.133
14125 34.055% 34.055% 32.386% 32.745% -0.305
14250 33.174% 33.208% 31.527% 32.003% -0.371
14375 32.420% 32.456% 30.595% 31.172% -0.583
14500 31.523% 31.767% 29.791% 30.533% -0.498
14625 31.070% 31.078% 28.889% 29.599% -0.645
14750 30.397% 30.403% 28.219% 28.735% -0.804
14875 30.408% 30.408% 27.473% 27.986% -0.975
15000 29.062% 29.112% 26.690% 27.156% -0.968
15125 28.225% 28.812% 25.892% 26.405% -1.170
15250 27.740% 27.817% 25.152% 25.639% -1.418
15375 27.477% 27.477% 24.411% 24.992% -1.326
15500 26.471% 26.781% 23.693% 24.349% -1.459
15625 25.667% 26.004% 22.965% 23.747% -1.292
15750 25.362% 25.434% 22.260% 22.927% -1.439
15875 25.070% 25.070% 21.595% 22.407% -1.531
16000 24.430% 24.499% 20.958% 21.759% -1.730
16125 24.094% 24.094% 20.252% 21.165% -1.705
16250 23.381% 23.587% 19.751% 20.700% -1.739
16375 22.900% 23.081% 19.207% 20.067% -1.993
16500 22.938% 22.938% 18.770% 19.457% -2.336
16625 22.558% 22.558% 18.424% 19.167% -2.261
16750 22.396% 22.396% 17.938% 18.683% -2.535
16875 22.143% 22.143% 17.724% 18.475% -2.567
17000 22.200% 22.203% 17.589% 18.155% -2.821
17125 21.825% 21.825% 17.211% 18.090% -2.790
17250 21.400% 21.735% 17.499% 17.916% -2.886
17375 22.135% 22.135% 17.434% 17.705% -3.067
17500 21.723% 21.723% 17.550% 17.641% -3.153
17625 21.656% 21.677% 17.607% 17.607% -3.224
17750 21.888% 21.888% 17.619% 17.619% -3.172
17875 22.009% 22.009% 17.668% 17.668% -3.284
18000 22.029% 22.136% 17.750% 17.750% -3.340
18125 22.327% 22.327% 17.891% 17.891% -3.391
18250 22.347% 22.474% 17.985% 17.985% -3.388
18375 21.919% 22.778% 18.131% 18.131% -3.358
18500 22.990% 23.086% 18.571% 18.571% -3.383
18625 22.493% 23.370% 18.701% 18.701% -3.387
18750 23.484% 23.484% 19.101% 19.101% -3.524
18875 23.320% 24.088% 19.803% 19.803% -3.258
19000 24.253% 24.370% 20.350% 20.350% -3.148
19125 25.175% 25.175% 20.747% 20.747% -3.207
19250 24.251% 25.129% 21.145% 21.145% -3.266 1円売
19500 25.945% 26.500% 22.876% 22.876% -2.450 1円売
19750 27.606% 28.162% 24.571% 24.571% -2.376 1円売
20000 29.235% 29.793% 26.232% 26.232% -2.305 1円売
20250 31.394% 27.861% 27.861% -2.236 1円売
20500 32.966% 29.460% 29.460% -2.170 1円売
20750 34.512% 31.031% 31.031% -2.106 1円売
21000 36.032% 32.575% 32.575% -2.044 1円売
21250 37.526% 34.092% 34.092% -1.983 1円売
21500 38.997% 35.585% 35.585% -1.925 1円売

続きを読む

actok at 19:00コメント(0)トラックバック(0)IVデータ 




始値 高値 安値 現値 前日比
先物 16340 16730 16215 16730 +410
期近 22.785% 22.864% 19.157% 19.456% -2.730
10月限 23.054% 23.189% 18.463% 18.732% -3.451
11月限 22.531% 22.607% 19.670% 20.108% -2.082
12月限 22.047% 20.060% 20.213% -1.613

デルタ セータ Cガンマ Pガンマ ベガL ベガS



-0.07 +0.07 +125 -121
+1.14 -11 +0.00 +4
累計


547,807 +467

続きを読む

actok at 18:00コメント(0)トラックバック(0)トレードとポジション 

2016年09月20日

9月20日スマイルカーブ





原資産 16459.26




短期金利 -0.05%




期近修正ATM(残存日数24.75日換算)


前日 始値 高値 安値 終値 (前日比)
22.945% 22.931% 22.931% 21.618% 22.186% -0.758







10月限
残存日数 15.75


修正ATM
補正値 -125


前日 始値 高値 安値 終値 (前日比)
23.052% 22.876% 23.133% 21.382% 22.183% -0.869



歪み率 5.106% +0.188
SP 始値 高値 安値 終値 前日比
9000 79.454% 77.916% 78.958% +2.239 1円売
10000 66.392% 64.870% 65.811% +1.839 1円売
11000 53.047% 55.561% 53.047% 55.278% +0.273
11250 53.713% 53.713% 52.225% 53.323% +1.004
11500 50.781% 52.334% 50.011% 51.368% +1.356
11750 47.903% 49.737% 47.903% 49.499% +0.969
12000 47.096% 47.631% 46.380% 47.631% +1.344
12250 44.210% 45.927% 43.808% 45.695% +1.369
12500 42.787% 44.186% 42.380% 43.647% +1.283
12750 41.029% 42.414% 40.738% 41.916% +1.226
13000 39.862% 40.763% 39.041% 40.185% +0.904
13125 38.372% 39.793% 37.685% 39.196% +0.863
13250 37.589% 39.024% 37.276% 38.389% +1.004
13375 37.298% 38.101% 35.889% 37.728% +0.876
13500 36.298% 37.194% 35.727% 36.868% +0.522
13625 35.698% 36.497% 34.894% 35.993% +0.427
13750 34.959% 35.661% 33.894% 35.487% +0.685
13875 34.108% 34.912% 33.484% 34.437% +0.296
14000 33.781% 34.154% 32.501% 33.795% +0.073
14125 32.699% 33.350% 32.070% 33.050% +0.078
14250 32.290% 32.634% 31.356% 32.375% +0.025
14375 31.463% 31.979% 30.668% 31.755% -0.022
14500 30.895% 31.265% 29.997% 31.031% -0.157
14625 30.314% 30.540% 29.351% 30.244% -0.428
14750 29.990% 29.990% 28.708% 29.538% -0.655
14875 29.419% 29.419% 28.140% 28.960% -0.568
15000 28.646% 28.646% 27.547% 28.124% -0.943
15125 28.229% 28.229% 26.951% 27.576% -0.745
15250 27.563% 27.563% 26.280% 27.057% -0.797
15375 27.118% 27.118% 25.718% 26.319% -0.957
15500 26.408% 26.408% 25.159% 25.809% -0.896
15625 25.834% 25.834% 24.519% 25.039% -1.138
15750 24.985% 24.985% 24.063% 24.366% -1.151
15875 24.539% 24.539% 23.449% 23.937% -0.999
16000 24.085% 24.085% 22.988% 23.489% -1.061
16125 22.676% 23.931% 22.416% 22.870% -1.056
16250 23.051% 23.230% 21.978% 22.438% -0.992
16375 22.424% 22.915% 21.537% 22.060% -0.925
16500 21.996% 22.710% 20.966% 21.793% -0.829
16625 22.086% 22.086% 20.886% 21.427% -0.778
16750 21.770% 21.770% 20.605% 21.218% -0.688
16875 21.352% 21.522% 20.188% 21.043% -0.508
17000 21.228% 21.514% 20.143% 20.976% -0.398
17125 20.631% 21.044% 20.057% 20.880% -0.249
17250 20.989% 21.256% 19.963% 20.802% -0.098
17375 20.771% 20.907% 19.876% 20.772% -0.014
17500 21.031% 21.031% 19.835% 20.795% +0.120
17625 20.776% 20.952% 19.851% 20.831% +0.197
17750 21.012% 21.064% 19.868% 20.792% +0.176
17875 20.914% 21.202% 19.916% 20.952% +0.304
18000 21.289% 21.417% 20.005% 21.090% +0.383
18125 21.026% 21.474% 20.140% 21.281% +0.601
18250 21.203% 21.710% 20.274% 21.373% +0.718
18375 21.702% 21.812% 20.479% 21.490% +0.763
18500 22.061% 22.061% 20.717% 21.954% +0.926
18625 22.228% 22.228% 20.985% 22.087% +0.757
18750 22.096% 22.625% 21.084% 22.625% +0.993
18875 23.007% 23.061% 21.578% 23.061% +1.341
19000 23.909% 23.909% 21.953% 23.497% +1.423
19125 23.954% 21.928% 23.954% +1.525
19250 23.879% 24.411% 22.481% 24.411% +1.628
19500 25.517% 25.559% 24.131% 25.326% +0.938
19750 27.123% 27.164% 25.748% 26.946% +0.986 1円売
20000 28.739% 27.334% 28.536% +1.033 1円売
20250 30.285% 28.890% 30.097% +1.080 1円売
20500 31.804% 30.419% 31.631% +1.126 1円売
20750 33.297% 31.920% 33.137% +1.171 1円売
21000 34.765% 33.397% 34.619% +1.215 1円売
21250 36.208% 34.848% 36.076% +1.259 1円売
21500 37.629% 36.277% 37.509% +1.301 1円売

続きを読む

actok at 19:00コメント(0)トラックバック(0)IVデータ 

始値 高値 安値 現値 前日比
先物 16265 16455 16260 16320 -25
期近 22.931% 22.931% 21.618% 22.186% -0.758
10月限 22.876% 23.133% 21.382% 22.183% -0.869
11月限 22.996% 22.996% 21.741% 22.190% -0.608
12月限 22.211% 22.211% 21.505% 21.826% -0.593

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.02 -0.04 +113 -111
+0.91 -12 -0.01 +2
累計


547,340 -51

続きを読む

actok at 18:00コメント(0)トラックバック(0)トレードとポジション 

2016年09月16日

9月16日スマイルカーブ





原資産 16486.31




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)
23.308% 22.816% 23.387% 22.634% 22.945% -0.363







10月限
残存日数 16.75


修正ATM
補正値 -130


前日 始値 高値 安値 終値 (前日比)
23.340% 22.901% 23.465% 22.569% 23.052% -0.288



歪み率 4.917% +0.395
SP 始値 高値 安値 終値 前日比
9000 77.053% 75.721% 76.719% +2.756 1円売
10000 64.321% 63.063% 63.972% +2.400 1円売
11000 51.821% 55.216% 51.821% 55.005% +2.578
11250 49.087% 52.318% 49.087% 52.318% +1.492
11500 49.647% 50.545% 49.450% 50.012% +0.978
11750 48.848% 47.683% 48.530% +1.289
12000 46.089% 46.758% 45.774% 46.287% +0.646
12250 44.756% 45.027% 44.112% 44.326% +0.597
12500 43.084% 43.370% 42.364% 42.364% +0.185
12750 41.184% 41.662% 40.690% 40.690% +0.073
13000 39.846% 40.080% 39.184% 39.281% +0.173
13125 38.381% 39.369% 38.333% 38.333% +0.080
13250 38.141% 38.524% 37.385% 37.385% -0.384
13375 37.188% 37.653% 36.784% 36.852% +0.050
13500 36.641% 36.878% 35.999% 36.347% +0.242
13625 35.549% 36.244% 35.374% 35.566% +0.057
13750 35.161% 35.520% 34.528% 34.802% +0.025
13875 34.272% 34.856% 33.979% 34.140% -0.049
14000 33.594% 34.321% 33.383% 33.722% +0.177
14125 32.792% 33.541% 32.594% 32.972% +0.003
14250 32.117% 32.890% 31.935% 32.350% -0.012
14375 31.714% 32.257% 31.407% 31.777% +0.099
14500 30.934% 31.610% 30.785% 31.188% +0.001
14625 30.511% 30.997% 30.196% 30.673% +0.132
14750 29.008% 30.539% 29.008% 30.193% -0.028
14875 28.563% 29.879% 28.556% 29.528% -0.015
15000 28.491% 29.426% 28.173% 29.067% +0.164
15125 28.123% 28.745% 27.609% 28.321% +0.007
15250 27.512% 28.038% 27.087% 27.854% +0.089
15375 27.125% 27.698% 26.640% 27.276% +0.130
15500 26.083% 27.304% 26.083% 26.704% +0.129
15625 25.611% 26.460% 25.512% 26.177% +0.121
15750 25.216% 25.845% 24.951% 25.518% +0.038
15875 24.531% 25.181% 24.332% 24.936% -0.011
16000 23.882% 24.633% 23.801% 24.549% +0.142
16125 23.232% 24.150% 23.232% 23.926% +0.067
16250 22.549% 23.770% 22.549% 23.430% +0.020
16375 23.066% 23.350% 22.418% 22.985% -0.046
16500 21.841% 23.005% 21.711% 22.623% +0.003
16625 21.796% 22.568% 21.677% 22.205% -0.032
16750 21.673% 22.303% 21.365% 21.907% +0.038
16875 21.479% 21.937% 21.149% 21.551% -0.143
17000 21.223% 22.021% 20.883% 21.374% -0.154
17125 21.324% 21.779% 20.526% 21.128% -0.219
17250 21.042% 21.431% 20.336% 20.900% -0.213
17375 20.792% 21.816% 20.041% 20.786% -0.345
17500 20.783% 21.565% 20.468% 20.675% -0.408
17625 20.793% 21.204% 20.274% 20.634% -0.360
17750 20.916% 21.217% 20.314% 20.616% -0.214
17875 20.890% 21.239% 20.376% 20.648% -0.387
18000 20.958% 21.318% 20.370% 20.707% -0.398
18125 20.972% 21.501% 20.406% 20.681% -0.493
18250 21.388% 21.823% 20.522% 20.655% -0.735
18375 21.621% 21.702% 20.459% 20.726% -0.872
18500 21.596% 21.955% 20.896% 21.028% -0.634
18625 21.921% 22.017% 21.101% 21.330% -0.646
18750 22.060% 22.163% 21.214% 21.632% -0.386
18875 21.905% 22.638% 21.316% 21.720% -0.673
19000 22.781% 22.853% 22.024% 22.074% -0.693
19125 21.972% 23.308% 21.933% 22.429% -0.586
19250 22.780% 23.296% 22.338% 22.783% -0.479 1円売
19500 24.371% 24.681% 23.944% 24.388% +0.074 1円売
19750 25.931% 26.240% 25.518% 25.960% +0.122 1円売
20000 27.768% 27.062% 27.503% +0.169 1円売
20250 29.269% 28.577% 29.017% +0.215 1円売
20500 30.744% 30.065% 30.505% +0.261 1円売
20750 32.193% 31.528% 31.967% +0.305 1円売
21000 33.618% 32.966% 33.404% +0.348 1円売
21250 35.019% 34.380% 34.817% +0.391 1円売
21500 36.398% 35.771% 36.208% +0.432 1円売

続きを読む

actok at 19:00コメント(0)トラックバック(0)IVデータ 

始値 高値 安値 現値 前日比
先物 16360 16400 16280 16345 +85
期近 22.816% 23.387% 22.634% 22.945% -0.363
10月限 22.901% 23.465% 22.569% 23.052% -0.288
11月限 22.692% 23.260% 22.629% 22.798% -0.457
12月限 22.890% 22.205% 22.419% -0.466

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.02 -0.03 +122 -120
+0.96 -12 -0.01 +3
累計


547,391 +116

続きを読む

actok at 18:00コメント(0)トラックバック(0)トレードとポジション 

2016年09月15日

9月15日スマイルカーブ





原資産 16398.33




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)
21.569% 22.422% 23.594% 22.194% 23.308% +1.739







10月限
残存日数 17.75


修正ATM
補正値 -125


前日 始値 高値 安値 終値 (前日比)
21.431% 22.215% 23.701% 22.099% 23.340% +1.909



歪み率 4.523% -0.342
SP 始値 高値 安値 終値 前日比
9000 74.282% 73.312% 73.963% +0.570 1円売
10000 62.008% 62.008% 60.976% 61.572% +0.213 1円売
11000 50.811% 53.820% 50.777% 52.427% -1.167
11250 51.488% 52.124% 50.688% 50.827% -0.776
11500 50.865% 50.865% 49.034% 49.034% -0.698
11750 48.055% 48.588% 47.027% 47.241% -0.866
12000 46.805% 47.559% 45.487% 45.641% -0.628
12250 45.213% 45.213% 43.728% 43.728% -0.726
12500 43.392% 43.392% 42.092% 42.179% -0.398
12750 41.405% 41.643% 40.531% 40.617% -0.539
13000 39.950% 39.987% 38.999% 39.108% -0.223
13125 39.104% 39.279% 38.167% 38.253% -0.380
13250 38.194% 38.399% 37.324% 37.770% +0.057
13375 37.700% 37.700% 36.645% 36.802% -0.253
13500 36.654% 36.883% 35.895% 36.105% -0.198
13625 36.326% 36.326% 35.162% 35.509% +0.006
13750 35.156% 35.442% 34.483% 34.777% +0.107
13875 34.578% 34.711% 33.808% 34.190% +0.194
14000 34.136% 34.136% 33.061% 33.545% +0.272
14125 33.052% 33.373% 32.473% 32.969% +0.405
14250 32.362% 32.679% 31.844% 32.361% +0.453
14375 31.748% 32.052% 31.207% 31.678% +0.461
14500 30.815% 31.917% 30.600% 31.187% +0.701
14625 30.276% 31.174% 30.054% 30.540% +0.658
14750 30.405% 30.461% 29.420% 30.221% +0.853
14875 29.233% 29.655% 28.824% 29.543% +1.007
15000 28.564% 29.313% 28.198% 28.903% +1.113
15125 27.731% 28.443% 27.632% 28.314% +0.977
15250 27.229% 27.919% 26.723% 27.764% +1.017
15375 26.516% 27.527% 26.387% 27.146% +1.022
15500 26.413% 26.817% 25.820% 26.575% +0.937
15625 25.652% 26.253% 25.187% 26.056% +1.050
15750 25.028% 25.680% 24.620% 25.480% +1.119
15875 24.485% 25.145% 23.850% 24.947% +1.061
16000 23.984% 24.629% 23.479% 24.408% +1.009
16125 23.785% 24.100% 22.985% 23.859% +0.950
16250 22.693% 23.713% 22.533% 23.410% +1.054
16375 22.315% 23.361% 21.371% 23.032% +1.232
16500 21.813% 23.107% 21.761% 22.620% +1.218
16625 21.397% 22.690% 21.370% 22.237% +1.252
16750 21.482% 22.370% 21.088% 21.869% +1.105
16875 21.202% 22.173% 20.890% 21.693% +1.249
17000 20.845% 21.935% 20.744% 21.528% +1.462
17125 20.782% 22.086% 20.582% 21.347% +1.476
17250 20.313% 21.795% 20.313% 21.113% +1.349
17375 20.268% 21.718% 20.268% 21.131% +1.470
17500 20.357% 21.533% 20.357% 21.083% +1.466
17625 20.459% 21.488% 20.329% 20.994% +1.482
17750 20.352% 21.497% 20.330% 20.830% +1.274
17875 20.161% 21.580% 20.161% 21.035% +1.452
18000 20.383% 21.632% 20.383% 21.104% +1.417
18125 20.587% 21.739% 20.457% 21.174% +1.456
18250 20.503% 21.893% 20.503% 21.390% +1.575
18375 20.825% 22.262% 20.742% 21.598% +1.685
18500 20.940% 22.262% 20.845% 21.662% +1.510
18625 20.737% 22.429% 20.737% 21.976% +1.756
18750 21.671% 22.606% 21.171% 22.019% +1.732
18875 21.788% 22.799% 21.430% 22.393% +1.878
19000 21.618% 23.309% 21.618% 22.767% +1.667
19125 22.462% 23.530% 21.976% 23.015% +1.825
19250 23.297% 23.739% 22.464% 23.263% +1.479
19500 23.200% 24.526% 23.200% 24.314% +1.845 1円売
19750 26.041% 24.723% 25.838% +2.275 1円売
20000 27.528% 26.213% 27.334% +2.307 1円売
20250 28.989% 27.675% 28.802% +2.340 1円売
20500 30.429% 29.111% 30.244% +2.372 1円売
20750 31.845% 30.522% 31.662% +2.404 1円売
21000 33.236% 31.910% 33.056% +2.435 1円売
21250 34.605% 33.274% 34.427% +2.467 1円売
21500 35.952% 34.617% 35.776% +2.498 1円売

続きを読む

actok at 21:11コメント(0)トラックバック(0)IVデータ 
■大引け
相場は続落。IVはやや大きく上昇しました。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 16375 16395 16220 16260 -220
期近 22.422% 23.594% 22.194% 23.308% +1.739
10月限 22.215% 23.701% 22.099% 23.340% +1.909
11月限 22.799% 23.503% 22.364% 23.255% +1.387
12月限 22.375% 22.969% 22.334% 22.885% +1.211

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.01 -0.02 +128 -126
+0.84 -14 -0.02 +2
累計


547,275 -265

続きを読む

actok at 21:09コメント(0)トラックバック(0)トレードとポジション 
平成28年熊本地震災害義援金



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2016年イタリア中部地震救援金



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