2017年09月22日

9月22日スマイルカーブ





原資産 20324.62




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)
11.321% 11.407% 12.066% 10.992% 11.501% +0.180


ATR 瞬間 12.774% -6.657



5日 16.007% -1.687



20日 16.269% -0.434



60日 15.426% -0.152







10月限
残存日数 13.75


修正ATM
補正値 -140


前日 始値 高値 安値 終値 (前日比)
10.567% 10.603% 11.436% 10.162% 10.706% +0.139



歪み率 5.720% +0.239
SP 始値 高値 安値 終値 前日比
10000 96.891% 95.879% 96.883% +3.131 1円売
11000 84.430% 83.503% 84.420% +2.699 1円売
12000 73.014% 72.163% 73.001% +2.303 1円売
13000 62.503% 61.679% 62.444% +1.936 1円売
14000 52.760% 51.905% 52.603% +1.593 1円売
14250 50.422% 49.558% 50.240% +1.511 1円売
14500 48.118% 47.247% 47.913% +1.430 1円売
14750 45.848% 44.969% 45.620% +1.350 1円売
15000 43.611% 42.723% 43.359% +1.271 1円売
15250 41.404% 40.508% 41.129% +1.193 1円売
15500 39.048% 39.227% 38.321% 38.929% +1.116 1円売
15750 36.897% 37.077% 36.163% 36.756% +1.040 1円売
16000 34.772% 34.953% 34.030% 34.609% +0.965 1円売
16250 32.672% 33.707% 32.073% 32.852% +1.255
16500 30.595% 32.639% 30.379% 31.863% +1.267
16750 30.637% 31.420% 30.013% 30.874% +1.279
17000 28.477% 30.101% 28.477% 29.588% +1.214
17250 27.589% 28.717% 26.903% 28.170% +1.017
17375 27.435% 28.138% 26.718% 27.481% +0.965
17500 26.300% 27.423% 26.132% 26.791% +0.860
17625 25.915% 26.770% 25.423% 26.091% +0.827
17750 25.388% 26.038% 24.754% 25.225% +0.628
17875 24.212% 25.284% 24.029% 24.359% +0.469
18000 23.560% 24.710% 23.375% 23.599% +0.417
18125 22.823% 23.840% 22.614% 22.819% +0.344
18250 22.017% 23.066% 21.888% 22.061% +0.294
18375 21.150% 22.277% 21.091% 21.247% +0.308
18500 20.828% 21.509% 20.342% 20.415% +0.161
18625 19.805% 20.707% 19.543% 19.661% +0.140
18750 19.203% 19.890% 18.738% 18.861% +0.082
18875 18.267% 19.095% 17.976% 18.049% +0.054
19000 17.776% 18.244% 17.120% 17.253% -0.038
19125 16.650% 17.466% 16.370% 16.495% -0.035
19250 15.997% 16.612% 15.584% 15.640% -0.142
19375 15.163% 15.819% 14.830% 14.930% -0.146
19500 14.561% 14.983% 14.013% 14.120% -0.010
19625 13.884% 14.182% 13.109% 13.378% -0.191
19750 13.171% 13.445% 12.587% 12.692% -0.081
19875 12.492% 12.726% 11.918% 11.950% -0.229
20000 11.755% 12.062% 11.144% 11.435% -0.171
20125 11.146% 11.506% 10.711% 10.935% -0.052
20250 10.609% 11.022% 10.206% 10.455% +0.018
20375 10.506% 10.688% 9.779% 10.211% +0.005
20500 10.200% 10.512% 9.721% 10.147% +0.017
20625 10.084% 10.407% 9.641% 10.118% +0.064
20750 10.052% 10.422% 9.662% 10.201% +0.067
20875 10.166% 10.550% 9.759% 10.368% +0.137
21000 10.272% 10.769% 9.968% 10.493% +0.067
21125 10.463% 10.986% 10.131% 10.597% +0.029
21250 10.604% 11.202% 10.365% 10.969% +0.106
21375 10.943% 11.551% 10.673% 11.158% +0.129
21500 11.455% 11.877% 11.042% 11.481% +0.149
21625 10.821% 12.117% 10.821% 11.815% +0.208
21750 11.661% 12.692% 11.589% 12.295% +0.280 1円売
21875 12.490% 13.519% 12.283% 13.128% +0.704 1円売
22000 14.336% 13.102% 13.950% +0.731 1円売
22125 15.143% 13.911% 14.763% +0.758 1円売
22250 15.941% 14.711% 15.566% +0.784 1円売
22500 17.511% 16.284% 17.146% +0.836 1円売

続きを読む

actok at 16:17コメント(0)IVデータ 
■大引け
相場は小反落。IVは中安外高でした。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 20255 20285 20120 20180 -40
期近 11.407% 12.066% 10.992% 11.501% +0.180
10月限 10.603% 11.436% 10.162% 10.706% +0.139
11月限 12.025% 12.575% 11.608% 12.079% +0.079
12月限 12.904% 13.250% 12.563% 12.917% -0.000

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.67 -0.06 +395 -265
+1.66 -46 +0.60 +130
累計


544,137 -44

続きを読む

actok at 16:15コメント(0)トレードとポジション 

2017年09月21日

9月21日スマイルカーブ





原資産 20360.59




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)
11.714% 11.823% 11.876% 11.287% 11.321% -0.393


ATR 瞬間 19.431% +8.165



5日 17.694% +0.875



20日 16.703% +0.294



60日 15.578% +0.137







10月限
残存日数 14.75


修正ATM
補正値 -140


前日 始値 高値 安値 終値 (前日比)
11.255% 11.380% 11.411% 10.552% 10.567% -0.688



歪み率 5.480% +0.205
SP 始値 高値 安値 終値 前日比
10000 94.022% 93.436% 93.752% +3.450 1円売
11000 82.060% 81.501% 81.721% +3.066 1円売
12000 71.102% 70.524% 70.698% +2.716 1円売
13000 60.973% 60.342% 60.508% +2.392 1円売
14000 51.534% 50.852% 51.009% +2.092 1円売
14250 49.001% 49.268% 48.573% 48.729% +2.020 1円売
14500 47.037% 46.329% 46.483% +1.950 1円売
14750 44.838% 44.118% 44.270% +1.880 1円売
15000 42.670% 41.937% 42.088% +1.812 1円売
15250 40.293% 40.533% 39.787% 39.936% +1.744 1円売
15500 38.424% 37.665% 37.813% +1.678 1円売
15750 36.114% 36.342% 35.570% 35.716% +1.612 1円売
16000 34.064% 34.285% 33.500% 33.645% +0.823 1円売
16250 32.038% 32.253% 31.454% 31.597% +0.057 1円売
16500 32.209% 32.209% 29.793% 30.596% +0.091
16750 30.105% 30.717% 29.476% 29.595% +0.425
17000 29.332% 29.332% 28.189% 28.374% +0.504
17250 27.187% 27.808% 26.777% 27.153% +0.583
17375 27.056% 27.075% 26.263% 26.515% +0.651
17500 25.962% 26.484% 25.629% 25.932% +0.692
17625 25.605% 25.862% 24.890% 25.264% +0.622
17750 25.110% 25.206% 24.300% 24.597% +0.597
17875 23.978% 24.614% 23.700% 23.890% +0.552
18000 23.361% 23.944% 22.949% 23.182% +0.493
18125 22.663% 23.217% 22.277% 22.474% +0.550
18250 21.896% 22.554% 21.612% 21.767% +0.525
18375 21.407% 21.777% 20.887% 20.939% +0.360
18500 20.788% 21.066% 20.207% 20.254% +0.415
18625 20.065% 20.367% 19.485% 19.521% +0.375
18750 19.256% 19.650% 18.612% 18.779% +0.285
18875 18.565% 18.913% 17.995% 17.995% +0.212
19000 17.931% 18.183% 17.239% 17.291% +0.237
19125 17.305% 17.441% 16.477% 16.531% +0.161
19250 16.528% 16.718% 15.713% 15.782% +0.124
19375 15.841% 15.988% 14.998% 15.076% +0.136
19500 15.080% 15.276% 13.936% 14.130% -0.125
19625 14.397% 14.577% 13.213% 13.569% -0.000
19750 13.423% 13.944% 12.773% 12.773% -0.145
19875 12.916% 13.211% 12.060% 12.179% -0.050
20000 12.372% 12.610% 11.480% 11.607% -0.125
20125 11.726% 12.118% 10.894% 10.987% -0.309
20250 11.420% 11.618% 10.425% 10.438% -0.606
20375 11.359% 11.359% 10.158% 10.206% -0.557
20500 11.115% 11.115% 9.998% 10.130% -0.480
20625 11.230% 11.230% 9.897% 10.054% -0.616
20750 10.760% 10.804% 10.010% 10.135% -0.568
20875 10.951% 10.951% 10.107% 10.231% -0.608
21000 11.062% 11.062% 10.271% 10.425% -0.576
21125 11.202% 11.202% 10.396% 10.568% -0.603
21250 11.268% 11.297% 10.611% 10.863% -0.589
21375 11.632% 11.632% 10.893% 11.030% -0.546
21500 11.637% 11.746% 11.055% 11.332% -0.470
21625 11.872% 11.994% 11.376% 11.607% -0.610
21750 12.302% 12.325% 11.777% 12.015% -0.467
21875 12.522% 12.760% 12.174% 12.423% -0.466 1円売
22000 12.339% 13.374% 12.339% 13.219% -0.078 1円売
22125 13.123% 14.114% 13.006% 14.005% -0.049 1円売
22250 14.889% 13.781% 14.781% -0.022 1円売
22500 16.414% 15.305% 16.309% +0.032 1円売

続きを読む

actok at 16:50コメント(0)IVデータ 
■大引け
相場は小反発。大きく上伸して始まりましたが、その後は売りに押されて上げ幅を縮小しました。IVはコール安プット高が継続。

夜間取引。
先物ミニ10月限@20180円×5枚売り。

今日の取引。
10C205@150円×2枚返済売り。
10P181@9円×8枚売り。
10P187@19円×4枚返済売り。
10C210@22円×4枚、@18円×4枚買い。


始値 高値 安値 現値 前日比
先物 20330 20370 20195 20220 +80
期近 11.823% 11.876% 11.287% 11.321% -0.393
10月限 11.380% 11.411% 10.552% 10.567% -0.688
11月限 12.244% 12.303% 11.939% 12.000% -0.224
12月限 12.820% 13.128% 12.770% 12.917% -0.117

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.54 -0.05 +387 -278
+1.49 -35 +0.49 +109
累計


544,182 +24

続きを読む

actok at 16:48コメント(0)トレードとポジション 

2017年09月20日

9月20日スマイルカーブ





原資産 20280.67




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)
11.743% 11.652% 11.799% 11.401% 11.714% -0.029


ATR 瞬間 11.266% -20.775



5日 16.818% -3.134



20日 16.410% -0.851



60日 15.441% -0.426







10月限
残存日数 15.75


修正ATM
補正値 -135


前日 始値 高値 安値 終値 (前日比)
11.346% 11.155% 11.353% 10.926% 11.255% -0.092



歪み率 5.275% +0.103
SP 始値 高値 安値 終値 前日比
10000 90.498% 87.510% 90.302% +2.749 1円売
11000 78.857% 76.215% 78.654% +2.396 1円売
12000 68.192% 65.866% 67.983% +2.072 1円売
13000 57.814% 58.331% 56.297% 58.115% +1.774 1円売
14000 48.691% 49.165% 47.377% 48.917% +1.495 1円売
14250 46.500% 46.967% 45.235% 46.709% +1.428 1円売
14500 44.803% 43.126% 44.534% +1.362 1円売
14750 42.669% 41.047% 42.390% +1.297 1円売
15000 40.566% 38.997% 40.277% +1.233 1円売
15250 38.492% 36.976% 38.192% +1.170 1円売
15500 36.012% 36.445% 34.980% 36.135% +1.108 1円売
15750 33.998% 34.424% 33.176% 34.103% +0.360 1円売
16000 32.007% 32.931% 31.561% 32.822% +0.361
16250 32.208% 32.208% 30.522% 31.540% +0.275
16500 30.143% 30.873% 29.489% 30.505% +0.185
16750 29.407% 29.407% 28.220% 29.171% +0.278
17000 28.269% 28.314% 26.630% 27.870% +0.375
17250 26.881% 26.928% 25.694% 26.570% +0.393
17375 25.789% 26.152% 25.009% 25.865% +0.239
17500 25.318% 25.519% 24.401% 25.239% +0.172
17625 24.744% 24.898% 23.820% 24.642% +0.209
17750 24.088% 24.304% 23.196% 24.000% +0.198
17875 23.364% 23.659% 22.552% 23.338% +0.113
18000 22.934% 23.217% 21.922% 22.689% +0.121
18125 22.373% 22.373% 21.178% 21.924% +0.028
18250 21.709% 21.709% 20.514% 21.242% +0.026
18375 20.959% 20.962% 19.869% 20.579% +0.079
18500 20.135% 20.256% 19.149% 19.839% +0.029
18625 19.791% 19.791% 18.474% 19.146% +0.022
18750 18.792% 18.824% 17.838% 18.494% +0.100
18875 18.031% 18.094% 17.145% 17.783% +0.073
19000 17.290% 17.349% 16.434% 17.054% +0.161
19125 16.648% 16.648% 15.751% 16.369% +0.240
19250 15.749% 15.842% 15.069% 15.657% +0.292
19375 14.814% 15.168% 14.366% 14.940% +0.174
19500 14.360% 14.685% 13.694% 14.255% +0.242
19625 13.301% 13.750% 13.018% 13.570% +0.269
19750 12.981% 13.081% 12.373% 12.918% +0.210
19875 12.302% 12.463% 11.687% 12.229% +0.132
20000 12.042% 12.042% 11.180% 11.731% +0.026
20125 11.394% 11.573% 10.940% 11.296% -0.075
20250 10.762% 11.459% 10.713% 11.044% -0.158
20375 10.732% 11.180% 10.401% 10.763% -0.270
20500 10.389% 11.136% 10.310% 10.610% -0.351
20625 10.657% 10.986% 10.261% 10.670% -0.312
20750 10.472% 10.997% 10.334% 10.703% -0.394
20875 10.569% 11.067% 10.449% 10.840% -0.317
21000 10.890% 11.217% 10.604% 11.002% -0.312
21125 10.961% 11.415% 10.741% 11.171% -0.277
21250 11.183% 11.614% 10.945% 11.452% -0.276
21375 11.295% 11.835% 11.176% 11.576% -0.315
21500 11.841% 12.072% 11.473% 11.801% -0.317
21625 11.615% 12.452% 11.615% 12.217% -0.078
21750 12.449% 12.706% 12.036% 12.482% +0.033
21875 12.253% 12.889% 12.054% 12.889% +0.038
22000 13.015% 13.300% 12.731% 13.296% +0.127
22125 13.768% 14.058% 13.466% 14.054% +0.412 1円売
22250 14.807% 14.193% 14.803% +0.435 1円売
22500 16.280% 15.624% 16.277% +0.480 1円売

続きを読む

actok at 17:17コメント(0)IVデータ 
■大引け
相場は小反落。IVはコール安プット高でした。

夜間取引。
10C202@155円×1枚、@170円×1枚買い。
10P187@28円×6枚買い。
10P180@10円×15枚買い。

今日の取引。
10P191@39円×4枚売り。


始値 高値 安値 現値 前日比
先物 20165 20220 20130 20140 -5
期近 11.652% 11.799% 11.401% 11.714% -0.029
10月限 11.155% 11.353% 10.926% 11.255% -0.092
11月限 12.233% 12.345% 12.031% 12.225% -0.064
12月限 12.891% 13.034% 12.708% 13.034% -0.015

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.41 +0.01 +422 -285
+1.41 -67 +0.42 +138
累計


544,158 -60

続きを読む

actok at 17:02コメント(0)トレードとポジション 

2017年09月19日

9月19日スマイルカーブ





原資産 20293.56




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)
11.905% 11.590% 11.909% 11.261% 11.743% -0.162


ATR 瞬間 32.041% +18.921



5日 19.953% +5.974



20日 17.261% +1.476



60日 15.867% +0.471







10月限
残存日数 16.75


修正ATM
補正値 -150


前日 始値 高値 安値 終値 (前日比)
11.583% 11.237% 11.631% 10.859% 11.346% -0.236



歪み率 5.173% -0.169
SP 始値 高値 安値 終値 前日比
10000 87.726% 86.055% 87.553% +4.430 1円売
11000 76.437% 74.838% 76.259% +4.129 1円売
12000 66.094% 64.559% 65.910% +3.856 1円売
13000 56.532% 55.053% 56.342% +3.608 1円売
14000 47.618% 46.190% 47.422% +3.382 1円売
14250 44.069% 45.478% 44.061% 45.281% +3.329 1円売
14500 43.370% 41.965% 43.172% +3.277 1円売
14750 39.905% 41.293% 39.898% 41.093% +3.227 1円売
15000 37.867% 39.245% 37.861% 39.043% +1.801 1円売
15250 35.856% 37.226% 35.851% 37.022% +1.061 1円売
15500 36.263% 36.295% 34.017% 35.027% +0.346 1円売
15750 34.186% 34.217% 32.930% 33.744% +0.135
16000 32.132% 32.859% 31.797% 32.461% +0.145
16250 31.481% 31.946% 30.605% 31.265% +0.425
16500 29.393% 30.562% 29.393% 30.321% +0.751
16750 29.093% 29.159% 28.333% 28.893% +0.594
17000 27.595% 27.894% 26.976% 27.496% +0.269
17250 25.962% 26.762% 25.853% 26.177% +0.154
17375 25.341% 26.157% 25.204% 25.626% +0.195
17500 24.652% 25.552% 24.615% 25.067% +0.255
17625 24.271% 24.864% 23.938% 24.433% +0.251
17750 23.443% 24.182% 23.295% 23.803% +0.249
17875 22.864% 23.650% 22.675% 23.225% +0.302
18000 22.439% 22.967% 22.008% 22.569% +0.342
18125 21.665% 22.263% 21.281% 21.897% +0.391
18250 21.021% 21.559% 20.568% 21.216% +0.460
18375 20.106% 20.903% 19.697% 20.500% +0.470
18500 19.457% 20.165% 19.021% 19.810% +0.575
18625 18.556% 19.432% 18.221% 19.124% +0.619
18750 17.839% 18.689% 17.399% 18.394% +0.773
18875 17.005% 17.959% 16.564% 17.710% +0.855
19000 16.166% 17.196% 15.807% 16.893% +0.777
19125 15.386% 16.449% 15.059% 16.129% +0.887
19250 14.613% 15.708% 14.260% 15.366% +0.923
19375 13.666% 15.005% 13.460% 14.766% +1.053
19500 13.181% 14.407% 12.828% 14.014% +0.984
19625 12.400% 13.679% 12.069% 13.301% +1.084
19750 11.852% 13.031% 11.625% 12.708% +1.019
19875 11.655% 12.486% 11.209% 12.097% +0.764
20000 11.209% 12.049% 10.865% 11.706% +0.761
20125 10.928% 11.699% 10.647% 11.372% +0.632
20250 10.945% 11.510% 10.526% 11.202% +0.598
20375 10.398% 11.357% 10.324% 11.033% +0.468
20500 10.813% 11.284% 10.543% 10.961% +0.325
20625 10.714% 11.317% 10.631% 10.982% +0.147
20750 10.806% 11.422% 10.752% 11.097% -0.044
20875 11.043% 11.545% 10.993% 11.157% -0.197
21000 11.387% 11.693% 11.199% 11.314% -0.321
21125 11.386% 11.861% 11.343% 11.448% -0.467
21250 11.799% 12.105% 11.575% 11.728% -0.487
21375 11.504% 12.371% 11.466% 11.891% -0.551
21500 11.727% 12.542% 11.691% 12.118% -0.520
21625 12.537% 12.901% 11.953% 12.295% -0.540
21750 12.319% 13.112% 12.225% 12.450% -0.922
21875 13.060% 13.329% 12.626% 12.851% -1.239
22000 13.793% 13.793% 12.860% 13.169% -1.631
22125 14.517% 14.517% 13.393% 13.642% -1.861 1円売
22250 15.223% 14.120% 14.368% -1.830 1円売
22500 16.633% 15.550% 15.797% -1.771 1円売

続きを読む

actok at 16:01コメント(0)IVデータ 
■大引け
週明けの相場は大幅続伸で2万円台を回復しました。IVはOTMコールを除き上昇。

今日の取引。
10C207@33円×2枚、@29円×2枚買い。
10P190@41円×2枚買い。
10P193@60円×1枚売り。
10P196@95円×1枚売り。
10P198@140円×1枚売り。
先物ミニ10月限@20085円×5枚、@20130円×5枚、@20175円×5枚売り。


始値 高値 安値 現値 前日比
先物 19995 20180 19985 20145 +360
期近 11.590% 11.909% 11.261% 11.743% -0.162
10月限 11.237% 11.631% 10.859% 11.346% -0.236
11月限 12.102% 12.375% 11.802% 12.288% -0.170
12月限 12.778% 13.065% 12.576% 13.049% -0.133

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.40 -0.19 +325 -262
+0.98 -26 +0.21 +63
累計


544,218 +69

続きを読む

actok at 15:59コメント(0)トレードとポジション 

2017年09月15日

9月15日スマイルカーブ





原資産 19932.22




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)
11.655% 12.213% 12.213% 11.474% 11.905% +0.251


ATR 瞬間 13.120% +3.185



5日 13.979% -0.423



20日 15.784% -0.273



60日 15.397% -0.070







10月限
残存日数 17.75


修正ATM
補正値 -145


前日 始値 高値 安値 終値 (前日比)
11.361% 12.079% 12.079% 11.101% 11.583% +0.222



歪み率 5.342% +0.172
SP 始値 高値 安値 終値 前日比
10000 83.123% 81.898% 83.123% +2.778 1円売
11000 72.130% 70.977% 72.130% +2.487 1円売
12000 62.054% 60.966% 62.054% +2.221 1円売
13000 52.734% 51.704% 52.734% +1.976 1円売
14000 44.040% 43.062% 44.040% +1.750 1円売
14250 40.823% 41.952% 40.823% 41.952% +1.695 1円売
14500 38.776% 40.482% 38.776% 39.894% +1.642 1円売
14750 36.759% 38.572% 36.759% 37.866% +0.755 1円売
15000 37.212% 37.718% 36.635% 37.242% +1.272
15250 35.130% 36.762% 35.130% 35.961% +1.056
15500 34.564% 35.297% 34.419% 34.681% +0.840
15750 33.562% 34.239% 33.289% 33.609% +1.024
16000 32.293% 32.860% 31.865% 32.316% +0.971
16250 30.841% 31.540% 30.497% 30.840% +0.915
16500 29.252% 30.183% 29.174% 29.569% +0.683
16750 28.032% 28.866% 27.903% 28.298% +0.939
17000 26.942% 27.650% 26.601% 27.227% +0.997
17250 25.831% 26.382% 25.404% 26.023% +1.114
17375 25.148% 25.735% 24.796% 25.431% +1.100
17500 24.622% 25.066% 24.179% 24.812% +1.109
17625 23.992% 24.385% 23.498% 24.182% +1.130
17750 23.274% 23.716% 22.826% 23.554% +1.099
17875 22.641% 23.041% 22.138% 22.923% +1.188
18000 21.909% 22.324% 21.429% 22.227% +1.194
18125 21.221% 21.607% 20.698% 21.506% +1.243
18250 20.664% 20.863% 19.955% 20.756% +1.256
18375 19.548% 20.105% 19.226% 20.030% +1.165
18500 18.579% 19.302% 18.486% 19.235% +1.133
18625 17.973% 18.509% 17.680% 18.505% +1.200
18750 17.205% 17.714% 16.932% 17.621% +1.036
18875 16.647% 16.895% 16.151% 16.856% +1.061
19000 15.561% 16.116% 15.327% 16.116% +1.150
19125 14.932% 15.275% 14.511% 15.242% +1.041
19250 14.060% 14.503% 13.726% 14.443% +0.952
19375 13.455% 13.777% 13.005% 13.714% +0.917
19500 12.525% 13.054% 12.301% 13.030% +0.848
19625 12.132% 12.399% 11.617% 12.217% +0.677
19750 11.749% 11.814% 11.132% 11.689% +0.506
19875 11.417% 11.417% 10.679% 11.333% +0.495
20000 11.068% 11.068% 10.342% 10.945% +0.364
20125 10.708% 10.806% 10.074% 10.740% +0.390
20250 10.724% 10.742% 9.973% 10.604% +0.234
20375 10.642% 10.672% 9.959% 10.565% +0.162
20500 10.687% 10.779% 10.037% 10.635% +0.121
20625 10.864% 10.972% 10.221% 10.835% +0.136
20750 11.059% 11.238% 10.468% 11.141% +0.155
20875 11.477% 11.524% 10.737% 11.354% +0.192
21000 11.667% 11.828% 11.069% 11.634% +0.168
21125 12.050% 12.073% 11.212% 11.914% +0.044
21250 12.233% 12.379% 11.485% 12.215% +0.044
21375 12.029% 12.549% 11.864% 12.441% -0.006
21500 12.763% 12.763% 11.995% 12.638% -0.050
21625 13.488% 13.488% 12.544% 12.834% -0.095
21750 14.204% 14.204% 13.269% 13.372% -0.261 1円売
21875 14.724% 13.986% 14.090% -0.238 1円売
22000 15.428% 14.695% 14.800% -0.216 1円売
22125 16.124% 15.397% 15.503% -0.195 1円売
22250 16.995% 16.995% 16.091% 16.198% -0.173 1円売
22500 18.171% 17.459% 17.568% -0.132 1円売

続きを読む

actok at 15:42コメント(0)IVデータ 
■大引け
相場は小幅上昇。早朝に北朝鮮によるミサイル発射があり反落して始まりましたが、午後に入って買いが優勢となりました。IVは堅調。

夜間取引。
10P150@2円×32枚売り。
10P165@5円×2枚買い。
10C205@22円×2枚買い。


始値 高値 安値 現値 前日比
先物 19640 19800 19635 19785 +95
期近 12.213% 12.213% 11.474% 11.905% +0.251
10月限 12.079% 12.079% 11.101% 11.583% +0.222
11月限 12.455% 12.639% 12.085% 12.458% +0.168
12月限 13.360% 13.360% 12.941% 13.181% +0.132

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.18 -0.09 +294 -221
+0.18 -66 +0.09 +74
累計


544,149 -27

続きを読む

actok at 15:40コメント(0)トレードとポジション 
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