2026年06月17日 20:00

スマイルカーブ260617







原資産 69925.85




短期金利 0.70%




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)
28.637% 28.273% 29.008% 27.686% 28.194% -0.443


ATR 瞬間 32.535% -65.987



5日 60.246% -17.525



20日 53.072% -4.897



60日 44.633% -2.641







7月限
残存日数 16.7


修正ATM
補正値 20


前日 始値 高値 安値 終値 (前日比)
28.434% 27.981% 28.966% 27.309% 27.973% -0.461



歪み率 5.944% -0.049
SP 始値 高値 安値 終値 前日比
40000 79.994% 80.627% 78.221% 78.887% -0.240
40250 78.370% -0.238
40500 79.467% 77.250% 77.853% -0.236
40750 77.336% -0.234
41000 76.631% 78.306% 76.150% 76.819% -0.233
41250 76.302% -0.231
41500 75.567% 77.239% 75.020% 75.785% -0.229
41750 75.268% -0.227
42000 74.994% 76.183% 73.890% 74.751% -0.225
42250 74.234% -0.223
42500 75.126% 72.589% 73.717% -0.221
42750 73.199% -0.220
43000 71.714% 74.070% 71.277% 72.682% -0.218
43250 72.165% -0.216
43500 73.013% 70.228% 71.648% -0.214
43750 71.131% -0.212
44000 70.245% 71.957% 69.180% 70.614% -0.210
44250 70.101% -0.259
44500 70.874% 68.116% 69.587% -0.307
44750 69.074% -0.356
45000 68.480% 69.865% 66.899% 68.560% -0.404
45250 68.047% -0.453
45500 68.855% 65.681% 67.533% -0.501
45750 67.019% -0.550
46000 66.796% 67.846% 64.463% 66.506% -0.598
46250 66.010% -0.520
46500 63.364% 66.739% 63.246% 65.513% -0.441
46750 65.017% -0.381
47000 64.381% 65.730% 62.028% 64.521% -0.321
47250 64.024% -0.261
47500 62.780% 64.721% 61.290% 63.528% -0.201
47750 63.022% -0.150
48000 62.584% 63.711% 60.551% 62.517% -0.099
48250 62.012% -0.048
48500 59.378% 62.702% 59.378% 61.506% +0.003
48750 61.001% +0.008
49000 60.203% 61.563% 59.055% 60.495% +0.012
49250 59.990% +0.017
49500 58.609% 60.424% 58.231% 59.485% +0.021
49750 58.979% +0.038
50000 58.608% 59.459% 57.406% 58.474% +0.055
50250 57.987% +0.091
50500 54.897% 58.537% 54.897% 57.500% +0.127
50750 57.014% +0.137
51000 56.757% 57.798% 55.731% 56.527% +0.147
51250 56.040% +0.156
51500 52.704% 57.060% 52.704% 55.554% +0.166
51750 55.077% +0.187
52000 54.713% 55.917% 53.240% 54.600% +0.207
52250 54.124% +0.227
52500 51.421% 54.845% 51.421% 53.647% +0.247
52750 53.171% +0.237
53000 52.072% 53.800% 51.780% 52.694% +0.227
53250 52.214% +0.213
53500 49.189% 52.745% 49.189% 51.733% +0.199
53750 51.252% +0.178
54000 50.675% 51.706% 49.250% 50.771% +0.157
54250 50.290% +0.136
54500 49.757% 50.683% 48.282% 49.809% +0.115
54750 49.328% +0.076
55000 48.942% 49.835% 47.314% 48.848% +0.037
55250 48.367% +0.023
55500 47.129% 48.987% 46.346% 47.886% +0.010
55750 47.405% -0.003
56000 47.025% 48.139% 45.378% 46.924% -0.017
56250 46.438% -0.035
56500 46.079% 47.290% 44.410% 45.952% -0.054
56750 45.541% -0.035
57000 44.515% 46.442% 43.442% 45.130% -0.020
57250 44.715% -0.037
57500 43.426% 45.671% 42.474% 44.299% -0.058
57750 43.883% -0.079
58000 43.357% 44.746% 41.506% 43.467% -0.100
58250 43.051% -0.114
58500 41.768% 43.898% 40.874% 42.636% -0.128
58750 42.220% -0.140
59000 42.002% 43.049% 40.243% 41.804% -0.152
59250 41.388% -0.165
59500 41.518% 42.299% 39.612% 40.972% -0.177
59750 40.557% -0.189
60000 40.069% 41.428% 38.981% 40.141% -0.201
60250 39.762% -0.177
60500 39.302% 40.556% 38.350% 39.383% -0.152
60750 39.004% -0.120
61000 38.584% 39.656% 37.718% 38.625% -0.087
61250 38.232% -0.067
61500 38.042% 38.808% 36.683% 37.839% -0.048
61750 37.509% -0.057
62000 37.208% 37.960% 36.456% 37.179% -0.066
62250 36.829% -0.094
62500 35.334% 37.307% 35.334% 36.479% -0.123
62750 36.128% -0.152
63000 35.917% 36.721% 35.122% 35.778% -0.180
63250 35.428% -0.174
63500 32.015% 35.712% 32.015% 35.078% -0.168
63750 34.782% -0.142
64000 34.672% 34.911% 33.847% 34.487% -0.115
64250 34.148% -0.131
64500 32.002% 34.301% 32.002% 33.810% -0.147
64750 33.508% -0.127
65000 31.272% 33.600% 31.272% 33.207% -0.107
65250 32.887% -0.106
65500 30.812% 32.932% 30.812% 32.567% -0.105
65750 32.256% -0.099
66000 32.151% 32.292% 31.221% 31.945% -0.094
66250 31.664% -0.063
66500 29.166% 31.699% 29.166% 31.382% -0.031
66750 31.101% -0.013
67000 28.314% 31.106% 28.314% 30.819% +0.006
67250 30.538% +0.025
67500 27.539% 30.386% 21.348% 30.256% +0.044
67750 29.959% +0.036
68000 27.684% 30.079% 27.684% 29.662% +0.027
68250 29.445% +0.044
68500 29.249% 29.601% 28.044% 29.228% +0.061
68750 29.011% +0.091
69000 27.939% 28.902% 27.476% 28.794% +0.121
69250 28.577% +0.112
69500 29.771% 29.771% 27.325% 28.360% +0.104
69750 28.143% +0.076
70000 28.472% 28.549% 26.884% 27.926% +0.049
70250 27.780% +0.046
70500 27.436% 27.937% 26.593% 27.633% +0.043
70750 27.507% +0.061
71000 28.350% 28.350% 26.383% 27.382% +0.078
71250 27.256% +0.030
71500 27.456% 27.631% 26.230% 27.130% -0.019
71750 27.061% -0.011
72000 27.537% 27.537% 26.035% 26.991% -0.004
72250 26.928% +0.018
72500 29.126% 29.126% 25.933% 26.865% +0.039
73000 27.223% 27.238% 25.743% 26.739% -0.012
73500 27.327% 27.327% 25.685% 26.634% -0.042
74000 26.932% 26.992% 25.530% 26.620% -0.032
74500 27.333% 27.333% 25.479% 26.605% -0.023
75000 26.966% 26.966% 24.970% 26.597% -0.008
75500 27.520% 27.520% 25.182% 26.589% +0.008
76000 27.180% 27.338% 24.520% 26.580% +0.023
76500 28.488% 28.488% 24.765% 26.594% +0.047
77000 27.120% 27.120% 25.010% 26.608% +0.071
77500 26.946% 26.946% 25.254% 26.622% +0.095
78000 27.173% 27.173% 25.209% 26.666% +0.149
78500 26.971% 27.077% 25.521% 26.709% +0.081
79000 27.077% 27.147% 25.691% 26.825% +0.086
79500 27.179% 27.222% 25.819% 26.940% +0.083
80000 27.451% 27.451% 25.848% 27.017% +0.041
80500 29.157% 29.157% 25.993% 27.094% -0.001
81000 29.632% 29.632% 26.138% 27.170% -0.043
81500 29.428% 29.428% 26.282% 27.334% +0.002
82000 28.189% 28.189% 26.427% 27.497% +0.046
82500 27.931% 28.184% 26.572% 27.646% +0.078
83000 29.062% 29.062% 26.821% 27.796% +0.109
83500 29.221% 29.221% 27.071% 27.946% +0.140
84000 27.634% 28.690% 27.320% 28.096% +0.171
84500 29.527% 29.527% 27.570% 28.245% +0.202
85000 29.105% 29.105% 27.819% 28.400% +0.238
85750 28.757% +0.195
90000 32.179% 32.349% 30.328% 30.782% -0.120

続きを読む

■大引け
相場は反発して史上最高値を更新、初の7万円台に乗せました。IVは小幅まちまち。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 69015 70265 68865 70050 +675
期近 28.273% 29.008% 27.686% 28.194% -0.443
7月限 27.981% 28.966% 27.309% 27.973% -0.461
8月限 28.928% 29.367% 27.968% 28.664% -0.496
9月限

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +0 +0
+0.00 +0 +0.00 +0
累計


571,243 +0

続きを読む

2026年06月16日 20:00

スマイルカーブ260616







原資産 69257.21




短期金利 0.70%




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)
31.056% 29.813% 30.598% 28.481% 28.637% -2.418


ATR 瞬間 98.523% +7.439



5日 77.771% +2.480



20日 57.969% +0.708



60日 47.274% +0.244







7月限
残存日数 17.7


修正ATM
補正値 30


前日 始値 高値 安値 終値 (前日比)
31.062% 29.804% 30.619% 28.225% 28.434% -2.629



歪み率 5.994% +0.336
SP 始値 高値 安値 終値 前日比
40000 78.224% 79.593% 60.625% 79.127% +0.216
40250 78.608% +0.232
40500 77.834% 78.501% 60.193% 78.089% +0.249
40750 77.570% +0.266
41000 76.762% 77.409% 59.761% 77.052% +0.283
41250 76.533% +0.299
41500 75.661% 76.317% 59.276% 76.014% +0.316
41750 75.495% +0.333
42000 74.535% 75.226% 58.226% 74.976% +0.349
42250 74.457% +0.366
42500 74.134% 57.175% 73.938% +0.383
42750 73.419% +0.399
43000 72.225% 73.042% 56.125% 72.900% +0.416
43250 72.381% +0.433
43500 71.950% 55.074% 71.862% +0.449
43750 71.343% +0.466
44000 70.228% 70.858% 54.023% 70.824% +0.483
44250 70.359% +0.521
44500 69.926% 53.220% 69.894% +0.559
44750 69.429% +0.596
45000 68.735% 68.995% 52.417% 68.964% +0.634
45250 68.499% +0.667
45500 67.152% 68.063% 51.614% 68.034% +0.699
45750 67.569% +0.732
46000 65.284% 67.132% 50.810% 67.104% +0.764
46250 66.529% +0.686
46500 64.872% 66.016% 50.406% 65.954% +0.609
46750 65.398% +0.550
47000 64.329% 64.900% 50.001% 64.841% +0.491
47250 64.285% +0.432
47500 63.460% 63.858% 49.597% 63.729% +0.373
47750 63.172% +0.314
48000 63.151% 63.151% 49.192% 62.616% +0.255
48250 62.059% +0.196
48500 61.978% 48.556% 61.503% +0.137
48750 60.993% +0.125
49000 61.108% 61.108% 47.920% 60.483% +0.112
49250 59.973% +0.100
49500 58.834% 59.999% 47.284% 59.463% +0.087
49750 58.941% +0.024
50000 59.698% 59.698% 46.642% 58.418% -0.039
50250 57.896% -0.102
50500 58.069% 46.097% 57.374% -0.165
50750 56.877% -0.168
51000 56.543% 57.104% 45.652% 56.380% -0.171
51250 55.884% -0.175
51500 55.910% 56.187% 45.207% 55.387% -0.178
51750 54.890% -0.215
52000 55.071% 55.270% 44.762% 54.394% -0.251
52250 53.897% -0.281
52500 54.713% 54.713% 44.318% 53.400% -0.311
52750 52.934% -0.311
53000 53.121% 53.436% 43.873% 52.467% -0.311
53250 52.000% -0.336
53500 52.517% 52.519% 43.269% 51.534% -0.361
53750 51.074% -0.366
54000 51.465% 51.614% 42.598% 50.614% -0.372
54250 50.154% -0.377
54500 50.545% 50.666% 42.038% 49.694% -0.383
54750 49.252% -0.399
55000 49.880% 49.880% 41.477% 48.811% -0.415
55250 48.343% -0.410
55500 48.843% 48.881% 40.917% 47.876% -0.406
55750 47.408% -0.464
56000 47.898% 48.058% 40.324% 46.941% -0.522
56250 46.473% -0.580
56500 46.456% 47.234% 39.800% 46.006% -0.639
56750 45.576% -0.660
57000 46.145% 46.382% 39.240% 45.150% -0.679
57250 44.752% -0.670
57500 43.378% 45.530% 38.516% 44.357% -0.658
57750 43.962% -0.670
58000 44.497% 44.923% 37.682% 43.567% -0.683
58250 43.165% -0.703
58500 43.700% 44.316% 36.847% 42.763% -0.722
58750 42.360% -0.750
59000 42.690% 43.356% 36.013% 41.956% -0.777
59250 41.553% -0.804
59500 41.333% 42.397% 35.611% 41.149% -0.832
59750 40.746% -0.903
60000 41.547% 41.680% 35.209% 40.342% -0.974
60250 39.939% -1.045
60500 39.965% 40.964% 34.880% 39.535% -1.117
60750 39.123% -1.182
61000 39.943% 40.247% 34.490% 38.711% -1.247
61250 38.299% -1.312
61500 38.395% 39.531% 34.097% 37.887% -1.377
61750 37.566% -1.393
62000 38.932% 38.946% 33.686% 37.244% -1.409
62250 36.923% -1.424
62500 37.250% 38.362% 33.326% 36.601% -1.440
62750 36.280% -1.456
63000 37.375% 37.520% 32.945% 35.959% -1.472
63250 35.603% -1.522
63500 36.591% 36.887% 32.564% 35.247% -1.573
63750 34.924% -1.590
64000 36.621% 36.621% 32.183% 34.602% -1.607
64250 34.279% -1.670
64500 35.249% 35.728% 31.947% 33.956% -1.733
64750 33.635% -1.776
65000 35.012% 35.121% 31.616% 33.314% -1.820
65250 32.992% -1.864
65500 34.045% 34.513% 31.286% 32.671% -1.907
65750 32.355% -1.946
66000 33.780% 33.966% 30.927% 32.039% -1.985
66250 31.726% -2.037
66500 33.388% 33.405% 30.770% 31.414% -2.089
66750 31.113% -2.128
67000 32.412% 32.930% 30.499% 30.813% -2.168
67250 30.512% -2.236
67500 31.715% 32.422% 30.144% 30.212% -2.304
67750 29.923% -2.329
68000 31.467% 31.915% 29.538% 29.635% -2.353
68250 29.401% -2.407
68500 31.552% 31.552% 29.032% 29.167% -2.462
68750 28.920% -2.515
69000 30.149% 31.043% 28.488% 28.673% -2.568
69250 28.465% -2.620
69500 29.731% 30.649% 28.122% 28.256% -2.673
69750 28.067% -2.707
70000 26.971% 30.374% 26.971% 27.877% -2.741
70250 27.734% -2.737
70500 26.886% 30.045% 26.886% 27.590% -2.733
70750 27.447% -2.763
71000 29.279% 29.850% 27.222% 27.303% -2.794
71250 27.226% -2.803
71500 29.211% 29.623% 27.020% 27.149% -2.811
71750 27.072% -2.819
72000 27.001% 29.400% 26.852% 26.995% -2.828
72250 26.910% -2.844
72500 29.069% 29.228% 26.745% 26.826% -2.859
73000 28.855% 29.135% 26.640% 26.751% -2.806
73500 27.387% 29.050% 26.477% 26.676% -2.817
74000 28.683% 28.948% 26.458% 26.652% -2.777
74500 28.598% 28.884% 26.446% 26.628% -2.751
75000 28.472% 28.787% 26.470% 26.605% -2.725
75500 27.448% 28.760% 26.426% 26.581% -2.717
76000 28.413% 28.713% 26.447% 26.557% -2.708
76500 28.318% 28.702% 26.406% 26.547% -2.706
77000 28.878% 28.878% 26.343% 26.537% -2.704
77500 28.347% 28.744% 26.281% 26.527% -2.703
78000 28.770% 28.799% 26.218% 26.517% -2.701
78500 28.929% 28.929% 26.426% 26.628% -2.609
79000 28.902% 28.938% 26.574% 26.739% -2.518
79500 28.694% 29.008% 26.657% 26.857% -2.425
80000 28.971% 29.139% 26.715% 26.976% -2.332
82500 29.598% 29.598% 27.177% 27.569% -1.866
85000 29.834% 30.325% 27.248% 28.162% -2.024
85750 28.562% -1.850
90000 31.989% 32.369% 27.640% 30.902% -0.865 1円売

続きを読む

■大引け
相場は小反落。IVはコール安プット高でした。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 69500 70150 69230 69375 -25
期近 29.813% 30.598% 28.481% 28.637% -2.418
7月限 29.804% 30.619% 28.225% 28.434% -2.629
8月限 29.838% 30.713% 29.019% 29.160% -1.874
9月限

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +0 +0
+0.00 +0 +0.00 +0
累計


571,243 +0

続きを読む

2026年06月15日 20:00

スマイルカーブ260615







原資産 69256.46




短期金利 0.70%




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)
34.242% 32.650% 33.370% 30.898% 31.056% -3.187


ATR 瞬間 91.084% +35.796



5日 75.291% +6.045



20日 57.261% +2.085



60日 47.030% +0.242







7月限
残存日数 18.7


修正ATM
補正値 30


前日 始値 高値 安値 終値 (前日比)
34.538% 32.950% 33.686% 30.867% 31.062% -3.476



歪み率 5.658% +0.090
SP 始値 高値 安値 終値 前日比
40000 78.198% 80.250% 77.363% 78.911% +0.454
40250 78.376% +0.446
40500 79.590% 76.444% 77.840% +0.438
40750 77.305% +0.429
41000 74.449% 79.345% 74.449% 76.769% +0.421
41250 76.233% +0.412
41500 79.100% 74.182% 75.698% +0.404
41750 75.162% +0.396
42000 74.512% 78.855% 72.909% 74.627% +0.387
42250 74.091% +0.396
42500 77.652% 71.973% 73.555% +0.405
42750 73.020% +0.414
43000 71.831% 76.450% 70.853% 72.484% +0.423
43250 71.949% +0.432
43500 69.612% 75.248% 69.612% 71.413% +0.441
43750 70.877% +0.450
44000 68.871% 74.045% 68.613% 70.342% +0.459
44250 69.839% +0.492
44500 69.037% 72.843% 67.413% 69.336% +0.525
44750 68.833% +0.558
45000 67.871% 71.640% 66.118% 68.330% +0.591
45250 67.833% +0.625
45500 65.585% 70.438% 64.823% 67.335% +0.660
45750 66.838% +0.694
46000 66.079% 69.301% 63.527% 66.340% +0.728
46250 65.843% +0.763
46500 63.490% 68.430% 62.910% 65.345% +0.797
46750 64.848% +0.832
47000 64.919% 67.559% 62.293% 64.350% +0.866
47250 63.853% +0.901
47500 62.328% 66.688% 61.676% 63.356% +0.935
47750 62.858% +0.970
48000 61.529% 65.818% 61.058% 62.361% +1.004
48250 61.863% +0.995
48500 59.935% 64.947% 59.935% 61.366% +0.987
48750 60.868% +0.978
49000 60.148% 64.076% 59.824% 60.371% +0.969
49250 59.873% +0.960
49500 57.758% 63.205% 57.758% 59.376% +0.951
49750 58.917% +0.981
50000 58.360% 62.334% 57.962% 58.457% +1.010
50250 57.998% +1.040
50500 56.525% 60.888% 53.958% 57.539% +1.069
50750 57.045% +1.064
51000 56.771% 59.443% 54.407% 56.552% +1.059
51250 56.058% +1.049
51500 53.658% 58.001% 53.658% 55.565% +1.038
51750 55.105% +1.033
52000 55.103% 57.170% 54.005% 54.645% +1.029
52250 54.178% +1.018
52500 52.625% 56.101% 52.625% 53.712% +1.007
52750 53.245% +0.980
53000 53.918% 55.390% 52.362% 52.778% +0.953
53250 52.336% +0.935
53500 50.817% 54.679% 50.817% 51.894% +0.918
53750 51.440% +0.888
54000 51.499% 54.014% 50.110% 50.986% +0.858
54250 50.531% +0.795
54500 49.448% 53.630% 49.415% 50.077% +0.733
54750 49.652% +0.700
55000 50.161% 52.701% 48.580% 49.226% +0.666
55250 48.754% +0.586
55500 47.970% 51.773% 46.861% 48.281% +0.505
55750 47.872% +0.488
56000 48.670% 50.565% 46.379% 47.463% +0.471
56250 47.054% +0.407
56500 46.228% 49.582% 45.897% 46.644% +0.344
56750 46.237% +0.283
57000 45.933% 48.578% 44.347% 45.829% +0.221
57250 45.422% +0.160
57500 43.326% 48.173% 42.590% 45.014% +0.098
57750 44.632% +0.062
58000 45.656% 47.099% 42.764% 44.250% +0.026
58250 43.868% -0.001
58500 44.168% 46.641% 42.819% 43.485% -0.029
58750 43.109% -0.050
59000 43.146% 45.347% 42.595% 42.733% -0.072
59250 42.357% -0.093
59500 42.510% 44.770% 41.002% 41.981% -0.115
59750 41.649% -0.092
60000 42.176% 44.017% 40.947% 41.316% -0.069
60250 40.984% -0.094
60500 38.577% 43.264% 38.577% 40.652% -0.119
60750 40.305% -0.136
61000 40.564% 42.511% 39.874% 39.958% -0.153
61250 39.611% -0.209
61500 36.969% 41.758% 36.969% 39.264% -0.265
61750 38.959% -0.267
62000 39.741% 41.599% 38.653% 38.653% -0.269
62250 38.347% -0.289
62500 35.044% 40.646% 35.044% 38.042% -0.308
62750 37.736% -0.383
63000 38.413% 39.906% 37.381% 37.431% -0.458
63250 37.125% -0.366
63500 37.453% 39.307% 36.807% 36.819% -0.273
63750 36.514% -0.324
64000 37.244% 38.801% 36.194% 36.208% -0.374
64250 35.949% -0.379
64500 34.084% 38.193% 34.084% 35.689% -0.383
64750 35.411% -0.405
65000 36.738% 37.639% 35.049% 35.134% -0.428
65250 34.856% -0.450
65500 34.290% 37.135% 34.290% 34.579% -0.473
65750 34.301% -0.483
66000 32.374% 36.640% 32.374% 34.024% -0.494
66250 33.763% -0.562
66500 32.661% 36.140% 32.661% 33.502% -0.631
66750 33.241% -0.700
67000 34.104% 35.640% 32.760% 32.980% -0.768
67250 32.748% -0.808
67500 28.920% 35.176% 28.920% 32.516% -0.848
67750 32.252% -0.986
68000 33.664% 34.691% 31.914% 31.988% -1.124
68250 31.808% -1.178
68500 31.899% 34.264% 31.483% 31.629% -1.232
68750 31.435% -1.300
69000 31.101% 33.862% 31.068% 31.241% -1.368
69250 31.085% -1.398
69500 36.167% 36.167% 30.752% 30.929% -1.428
69750 30.774% -1.491
70000 31.618% 33.144% 30.442% 30.618% -1.554
70250 30.470% -1.609
70500 30.937% 32.830% 28.695% 30.323% -1.664
70750 30.210% -1.717
71000 30.430% 32.515% 29.852% 30.098% -1.770
71250 30.029% -1.780
71500 31.813% 32.220% 29.730% 29.960% -1.789
72000 30.437% 32.088% 29.562% 29.823% -1.808
72500 32.749% 32.749% 29.442% 29.685% -1.814
73000 30.111% 31.556% 29.313% 29.556% -1.811
73500 31.313% 31.384% 29.217% 29.492% -1.841
74000 30.185% 31.196% 29.076% 29.429% -1.871
74500 30.113% 31.061% 29.115% 29.379% -1.887
75000 29.929% 30.917% 29.041% 29.330% -1.902
75500 30.986% 30.986% 28.998% 29.298% -1.866
76000 30.408% 30.685% 28.912% 29.265% -1.830
76500 29.445% 30.588% 28.894% 29.254% -1.774
77000 30.409% 30.511% 28.859% 29.242% -1.717
77500 31.097% 31.097% 28.802% 29.230% -1.720
78000 29.906% 30.558% 28.671% 29.218% -1.723
78500 30.673% 30.673% 28.780% 29.237% -1.695
79000 30.596% 30.596% 28.835% 29.256% -1.666
79500 30.563% 30.563% 28.834% 29.282% -1.632
80000 30.550% 30.550% 28.802% 29.307% -1.597
82500 30.785% 30.809% 29.012% 29.435% -1.750
85000 31.335% 31.335% 29.493% 30.186% -1.169
85750 30.412% -1.396
90000 33.113% 33.405% 31.067% 31.767% -2.619

続きを読む

■大引け
相場は大幅続伸。IVはコール安プット高でした。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 68310 69845 68190 69400 +3,280
期近 32.650% 33.370% 30.898% 31.056% -3.187
7月限 32.950% 33.686% 30.867% 31.062% -3.476
8月限 31.633% 32.340% 30.909% 31.034% -2.024
9月限

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +0 +0
+0.00 +0 +0.00 +0
累計


571,243 +0

続きを読む

2026年06月12日 20:00

スマイルカーブ260612







原資産 65870.41



短期金利 0.70%



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)
32.554% 31.801% 34.263% 30.893% 34.242% +1.689


ATR 瞬間 55.287% -18.757



5日 69.246% +5.556



20日 55.176% +3.306



60日 46.787% +1.830






7月限
残存日数 19.7

修正ATM
補正値 110

前日 始値 高値 安値 終値 (前日比)
32.692% 31.695% 34.590% 30.945% 34.538% +1.847



歪み率 5.568% +0.061
SP 始値 高値 安値 終値 前日比
40000 75.811% 79.933% 75.811% 78.457% +4.007
40250 77.930% +4.038
40500 78.676% 74.934% 77.403% +4.069
40750 76.875% +4.100
41000 73.061% 77.420% 73.061% 76.348% +4.132
41250 75.821% +4.163
41500 76.164% 72.375% 75.294% +4.194
41750 74.766% +4.225
42000 72.582% 74.908% 71.080% 74.239% +4.256
42250 73.695% +4.252
42500 73.652% 69.062% 73.150% +4.248
42750 72.606% +4.244
43000 69.240% 72.395% 67.029% 72.061% +4.239
43250 71.517% +4.235
43500 70.218% 71.275% 64.996% 70.972% +4.231
43750 70.428% +4.227
44000 67.604% 70.218% 62.963% 69.883% +4.223
44250 69.347% +4.209
44500 66.872% 69.186% 62.549% 68.811% +4.195
44750 68.275% +4.181
45000 65.048% 68.217% 61.628% 67.739% +4.168
45250 67.208% +4.158
45500 66.910% 67.109% 60.707% 66.676% +4.148
45750 66.144% +4.138
46000 62.933% 66.048% 59.786% 65.612% +4.128
46250 65.080% +4.118
46500 64.311% 65.015% 59.577% 64.548% +4.109
46750 64.016% +4.067
47000 60.974% 64.011% 59.367% 63.484% +4.026
47250 62.952% +3.984
47500 59.742% 63.006% 59.158% 62.420% +3.943
47750 61.888% +3.944
48000 59.789% 62.002% 58.948% 61.356% +3.946
48250 60.868% +3.948
48500 58.366% 61.075% 58.029% 60.379% +3.950
48750 59.890% +3.952
49000 56.625% 60.272% 56.625% 59.402% +3.954
49250 58.913% +3.956
49500 55.719% 59.584% 55.719% 58.424% +3.958
49750 57.936% +3.960
50000 55.311% 58.897% 55.228% 57.447% +3.962
50250 56.958% +3.928
50500 54.189% 57.057% 53.190% 56.470% +3.894
50750 55.981% +3.859
51000 52.630% 56.112% 52.630% 55.492% +3.825
51250 55.010% +3.797
51500 52.012% 55.579% 50.817% 54.527% +3.768
51750 54.071% +3.767
52000 51.575% 54.463% 51.300% 53.616% +3.766
52250 53.160% +3.757
52500 49.975% 53.615% 49.457% 52.705% +3.749
52750 52.265% +3.756
53000 48.892% 52.889% 48.892% 51.826% +3.763
53250 51.401% +3.786
53500 49.253% 52.994% 48.091% 50.977% +3.808
53750 50.552% +3.831
54000 46.892% 51.009% 44.778% 50.128% +3.854
54250 49.736% +3.819
54500 49.013% 50.022% 45.557% 49.344% +3.784
54750 48.952% +3.809
55000 46.214% 49.448% 45.303% 48.560% +3.834
55250 48.168% +3.829
55500 45.298% 48.874% 39.465% 47.776% +3.824
55750 47.384% +3.820
56000 43.704% 47.773% 43.668% 46.992% +3.815
56250 46.646% +3.856
56500 43.266% 46.841% 43.069% 46.300% +3.897
56750 45.954% +3.938
57000 42.266% 45.927% 42.266% 45.608% +3.979
57250 45.262% +3.978
57500 41.957% 45.153% 41.787% 44.916% +3.978
57750 44.570% +3.978
58000 40.725% 44.417% 40.725% 44.224% +3.978
58250 43.869% +3.969
58500 40.166% 43.766% 40.166% 43.514% +3.960
58750 43.160% +3.951
59000 38.802% 43.303% 38.802% 42.805% +3.942
59250 42.450% +3.922
59500 38.287% 42.539% 38.287% 42.095% +3.903
59750 41.741% +3.884
60000 38.327% 41.774% 38.296% 41.386% +3.865
60250 41.078% +3.912
60500 37.711% 41.109% 37.582% 40.771% +3.959
60750 40.441% +3.914
61000 36.335% 40.552% 36.335% 40.111% +3.869
61250 39.820% +3.864
61500 36.932% 39.876% 36.293% 39.529% +3.859
61750 39.225% +3.841
62000 35.879% 39.367% 35.699% 38.922% +3.823
62250 38.636% +3.824
62500 35.750% 38.913% 35.087% 38.350% +3.825
62750 38.119% +3.836
63000 34.920% 38.459% 34.475% 37.889% +3.848
63250 37.491% +3.691
63500 33.861% 37.393% 33.861% 37.093% +3.535
63750 36.838% +3.522
64000 32.277% 36.798% 32.277% 36.582% +3.509
64250 36.327% +3.495
64500 36.280% 32.913% 36.072% +3.482
64750 35.817% +3.469
65000 32.454% 35.721% 32.454% 35.562% +3.455
65250 35.306% +3.342
65500 31.562% 35.163% 31.562% 35.051% +3.229
65750 34.784% +3.105
66000 31.841% 34.641% 31.568% 34.518% +2.980
66250 34.325% +2.931
66500 31.426% 34.259% 31.121% 34.133% +2.881
66750 33.941% +2.831
67000 31.909% 33.930% 30.272% 33.749% +2.781
67250 33.556% +2.731
67500 32.580% 33.589% 30.033% 33.364% +2.681
67750 33.238% +2.661
68000 31.799% 33.384% 29.826% 33.112% +2.641
68250 32.987% +2.569
68500 31.400% 33.250% 29.603% 32.861% +2.496
68750 32.735% +2.423
69000 29.733% 33.170% 29.360% 32.609% +2.351
69250 32.483% +2.253
69500 29.071% 33.005% 29.071% 32.358% +2.155
69750 32.265% +2.090
70000 28.987% 32.755% 28.946% 32.172% +2.025
70250 32.079% +1.973
70500 30.251% 32.451% 28.843% 31.987% +1.922
70750 31.927% +1.895
71000 28.846% 32.472% 28.831% 31.868% +1.869
71250 31.809% +1.785
71500 29.789% 32.300% 28.713% 31.749% +1.701
72000 29.816% 31.631% 28.487% 31.630% +1.533
72500 28.830% 31.836% 28.558% 31.499% +1.417
73000 28.654% 32.395% 28.396% 31.368% +1.253
73500 29.446% 31.933% 28.320% 31.334% +1.186
74000 28.602% 31.520% 28.369% 31.300% +1.099
74500 30.459% 38.285% 28.282% 31.266% +1.012
75000 28.884% 31.232% 28.651% 31.232% +0.926
75500 29.244% 31.368% 28.076% 31.164% +0.804
76000 28.847% 31.253% 28.576% 31.095% +0.656
76500 29.117% 31.136% 28.737% 31.027% +0.507
77000 29.121% 31.018% 28.889% 30.959% +0.270
77500 28.441% 30.993% 28.441% 30.950% +0.092
78000 29.263% 31.092% 29.009% 30.941% -0.086
78500 30.062% 31.036% 29.244% 30.932% -0.265
79000 29.428% 31.279% 29.428% 30.923% -0.450
79500 30.106% 31.522% 28.614% 30.914% -0.696
80000 29.816% 31.297% 29.663% 30.905% -0.943
82500 30.688% 31.403% 30.367% 31.185% -1.877
85000 31.998% 32.731% 31.134% 31.355% -2.921
85750 31.808% -2.898
90000 35.022% 35.022% 33.528% 34.386% -2.759

続きを読む

■大引け
相場は大幅反発。IVは大きく上昇しました。SQは66698.04。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 66605 67190 65950 66120 +1,625
期近 31.801% 34.263% 30.893% 34.242% +1.689
7月限 31.695% 34.590% 30.945% 34.538% +1.847
8月限 32.262% 34.299% 30.223% 33.058% +1.517
9月限

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +0 +0
+0.00 +0 +0.00 +0
累計


571,243 +0

続きを読む

2026年06月11日 20:00

スマイルカーブ260611







原資産 64331.68




短期金利 0.70%




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)
32.554% 33.967% 34.721% 32.550% 32.619% +0.065


ATR 瞬間 62.776% -11.269



5日 64.109% +0.419



20日 53.708% +1.838



60日 46.282% +1.325







6月限
残存日数 0.7


修正ATM
補正値 45


前日 始値 高値 安値 終値 (前日比)
38.267% 41.571% 45.161% 33.385% 36.620% -1.647



歪み率 17.214% +4.730
SP 始値 高値 安値 終値 前日比
40000 279.456% 221.127% 279.456% +100.328 1円売
40250 276.003% +99.091 1円売
40500 272.570% 215.350% 272.570% +97.861 1円売
40750 269.157% +96.638 1円売
41000 265.763% 209.637% 265.763% +95.422 1円売
41250 262.388% +94.213 1円売
41500 259.032% 203.989% 259.032% +93.011 1円売
41750 255.694% +91.815 1円売
42000 252.375% 198.402% 252.375% +90.626 1円売
42250 249.074% +89.444 1円売
42500 245.791% 192.875% 245.791% +88.267 1円売
42750 242.525% +87.097 1円売
43000 239.277% 187.406% 239.277% +85.934 1円売
43250 236.045% +84.776 1円売
43500 232.831% 181.994% 232.831% +83.624 1円売
43750 229.633% +82.479 1円売
44000 226.452% 176.636% 226.452% +81.339 1円売
44250 223.287% +80.205 1円売
44500 220.138% 171.333% 220.138% +79.077 1円売
44750 217.004% +77.955 1円売
45000 213.886% 166.081% 213.886% +76.838 1円売
45250 210.784% +75.726 1円売
45500 207.696% 160.880% 207.696% +74.620 1円売
45750 204.624% +73.519 1円売
46000 158.657% 201.566% 155.727% 201.566% +72.424 1円売
46250 198.522% +71.334 1円売
46500 195.493% 150.623% 195.493% +70.248 1円売
46750 192.478% +69.168 1円売
47000 189.477% 145.564% 189.477% +68.093 1円売
47250 186.489% +67.023 1円売
47500 183.515% 140.550% 183.515% +65.957 1円売
47750 180.554% +64.897 1円売
48000 177.606% 135.569% 177.606% +63.841 1円売
48250 174.672% +62.789 1円売
48500 171.750% 130.626% 171.750% +61.743 1円売
48750 168.840% +60.700 1円売
49000 128.704% 165.943% 125.724% 165.943% +59.663 1円売
49250 163.058% +58.629 1円売
49500 123.859% 160.185% 120.861% 160.185% +57.600 1円売
49750 157.323% +56.575 1円売
50000 119.051% 154.473% 116.036% 154.473% +55.554 1円売
50250 151.635% +54.537 1円売
50500 148.808% 111.248% 148.808% +53.525 1円売
50750 145.992% +52.516 1円売
51000 109.547% 143.187% 106.495% 143.187% +51.511 1円売
51250 140.392% +50.510 1円売
51500 137.608% 101.776% 137.608% +49.513 1円売
51750 134.443% +47.109 1円売
52000 100.181% 131.673% 97.090% 131.673% +45.117 1円売
52250 128.924% +43.144 1円売
52500 95.546% 126.174% 92.435% 126.174% +41.172 1円売
52750 123.444% +39.218 1円売
53000 90.941% 120.713% 87.751% 120.713% +37.265 1円売
53250 118.001% +35.404 1円売
53500 86.364% 115.289% 83.212% 115.289% +33.544 1円売
53750 112.594% +31.551 1円売
54000 81.815% 110.302% 78.641% 110.302% +29.961 1円売
54250 107.621% +28.281 1円売
54500 77.292% 104.948% 76.144% 104.948% +26.609 1円売
54750 102.283% +24.945 1円売
55000 72.792% 99.625% 72.792% 99.625% +23.288 1円売
55250 96.975% +21.639 1円売
55500 72.772% 94.332% 71.151% 94.332% +19.998 1円売
55750 91.697% +18.433
56000 73.068% 89.067% 68.654% 89.067% +16.874 1円売
56250 86.445% +15.323
56500 69.807% 83.829% 66.939% 83.829% +13.777 1円売
56750 81.218% +12.265 1円売
57000 68.496% 80.450% 65.160% 78.614% +10.759 1円売
57250 76.015% +9.203
57500 70.062% 77.909% 63.219% 73.420% +7.652
57750 71.828% +7.213
58000 63.132% 75.736% 61.279% 70.236% +6.775
58250 68.862% +6.556
58500 60.060% 70.119% 57.308% 67.489% +6.337
58750 66.115% +6.118
59000 59.052% 65.744% 54.607% 64.742% +5.899
59250 62.966% +5.381
59500 57.497% 62.128% 51.907% 61.191% +4.864
59750 59.415% +4.346
60000 53.935% 58.910% 48.954% 57.640% +3.829
60250 55.771% +3.218
60500 51.023% 55.692% 46.293% 53.902% +2.607
60750 52.033% +1.996
61000 48.539% 52.474% 43.632% 50.164% +1.385
61250 48.628% +0.628
61500 46.053% 49.286% 40.971% 47.092% -0.129
61750 45.556% -0.885
62000 45.726% 46.869% 38.310% 44.020% -1.642
62250 43.177% -1.706
62500 43.902% 45.985% 36.395% 42.334% -1.770
62750 41.491% -1.704
63000 41.972% 45.281% 34.295% 40.648% -1.639
63250 39.805% -1.574
63500 40.469% 44.405% 33.676% 39.074% -1.398
63750 38.342% -1.473
64000 43.627% 43.627% 33.057% 37.610% -1.549
64250 36.953% -1.550
64500 44.664% 44.664% 32.438% 36.296% -1.551
64750 35.954% -1.623
65000 42.368% 43.944% 31.819% 35.612% -1.696
65250 35.270% -2.033
65500 42.403% 44.396% 31.456% 34.928% -2.370
65750 34.612% -2.830
66000 43.083% 44.848% 30.808% 34.297% -3.290
66250 33.981% -3.767
66500 43.783% 45.412% 31.896% 33.665% -4.244
66750 33.496% -4.573
67000 42.942% 45.977% 32.700% 33.327% -4.903
67250 33.130% -5.262
67500 43.692% 46.890% 33.134% 33.134% -5.418 1円売
67750 35.451% -3.214 1円売
68000 47.798% 47.798% 34.626% 37.746% -1.034 1円売
68250 40.019% +1.126 1円売
68500 49.702% 50.603% 38.079% 42.272% +3.265 1円売
68750 44.505% +5.318 1円売
69000 50.162% 53.758% 41.908% 46.720% +7.353 1円売
69250 48.917% +9.328 1円売
69500 53.752% 57.335% 45.677% 51.098% +11.286 1円売
69750 53.262% +13.322 1円売
70000 57.295% 60.866% 49.391% 55.410% +15.342 1円売
70250 57.543% +17.348 1円売
70500 60.793% 64.354% 53.053% 59.662% +19.338 1円売
70750 61.766% +21.014 1円売
71000 64.248% 67.800% 56.667% 63.856% +22.661 1円売
71250 65.933% +23.406 1円売
71500 67.662% 71.206% 60.235% 67.997% +24.146 1円売
72000 71.038% 74.575% 63.759% 72.086% +25.612 1円売
72500 74.376% 77.906% 67.242% 76.126% +27.060 1円売
73000 77.677% 81.202% 70.685% 80.119% +28.492 1円売
73500 84.722% 74.089% 84.068% +29.908 1円売
74000 88.551% 77.456% 87.973% +31.308 1円売
74500 92.339% 80.788% 91.836% +32.693 1円売
75000 90.544% 96.088% 84.085% 95.660% +34.063 1円売
75500 99.851% 87.346% 99.851% +35.842 1円売
76000 103.474% 90.574% 103.191% +36.763 1円売
76500 107.113% 93.770% 106.901% +38.093 1円売
77000 102.915% 110.717% 96.935% 110.575% +39.410 1円売
77500 114.287% 100.071% 114.214% +40.715 1円売
78000 117.825% 103.178% 117.820% +42.007 1円売
78500 121.393% 106.257% 121.393% +43.288 1円売
79000 124.934% 109.308% 124.934% +44.557 1円売
79500 128.444% 112.332% 128.444% +45.815 1円売
80000 131.923% 115.330% 131.923% +47.062 1円売
82500 148.882% 129.946% 148.882% +53.141 1円売
85000 165.168% 143.982% 165.168% +58.977 1円売
85750 169.931% +60.684 1円売
90000 195.949% 170.756% 195.949% +70.009 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 63095 64405 62340 64335 -5
期近 33.967% 34.721% 32.550% 32.619% +0.065
6月限 41.571% 45.161% 33.385% 36.620% -1.647
7月限 34.319% 35.203% 32.821% 32.822% +0.130
8月限 31.943% 32.064% 31.087% 31.554% +0.013

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +0 +0
+0.00 +0 +0.00 +0
累計


571,243 +0

続きを読む

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200万円を元手に2001年から商品先物の専業トレーダー。2007年より日経先物・オプショントレードをメインにトレード。リーマンショック、東日本大震災等いろいろなことがありましたが、今はゆるくやっています。

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