2023年06月08日 20:00
| 原資産 | 31685.12 | |||||
| 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） | |
| 19.555% | 19.914% | 20.098% | 19.220% | 19.729% | +0.174 | |
| ATR | 瞬間 | 34.408% | -8.620 | |||
| 5日 | 34.656% | +0.465 | ||||
| 20日 | 27.606% | +1.171 | ||||
| 60日 | 22.874% | +0.772 | ||||
| 6月限 | 残存日数 | 0.75 | ||||
| 修正ATM | 補正値 | -15 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 21.426% | 22.260% | 23.177% | 18.932% | 20.746% | -0.680 | |
| 歪み率 | 25.531% | +12.052 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 437.057% | 378.003% | 437.057% | +148.873 | 1円売 |
| 15250 | − | 427.854% | 370.100% | 427.854% | +145.692 | 1円売 |
| 15500 | − | 418.799% | 362.324% | 418.799% | +142.562 | 1円売 |
| 15750 | − | 409.885% | 354.670% | 409.885% | +139.480 | 1円売 |
| 16000 | − | 401.109% | 347.134% | 401.109% | +136.446 | 1円売 |
| 16250 | − | 392.465% | 339.711% | 392.465% | +133.458 | 1円売 |
| 16500 | − | 383.950% | 332.400% | 383.950% | +130.514 | 1円売 |
| 16750 | − | 375.560% | 325.195% | 375.560% | +127.613 | 1円売 |
| 17000 | − | 367.289% | 318.093% | 367.289% | +124.753 | 1円売 |
| 17250 | − | 359.135% | 311.092% | 359.135% | +121.934 | 1円売 |
| 17500 | − | 351.094% | 304.188% | 351.094% | +119.153 | 1円売 |
| 17750 | − | 343.163% | 297.378% | 343.163% | +116.411 | 1円売 |
| 18000 | − | 335.338% | 290.659% | 335.338% | +113.705 | 1円売 |
| 18250 | − | 327.615% | 284.029% | 327.615% | +111.034 | 1円売 |
| 18500 | − | 319.993% | 277.484% | 319.993% | +108.398 | 1円売 |
| 18750 | − | 312.468% | 271.023% | 312.468% | +105.795 | 1円売 |
| 19000 | − | 305.036% | 264.643% | 305.036% | +103.225 | 1円売 |
| 19250 | − | 297.696% | 258.341% | 297.696% | +100.686 | 1円売 |
| 19500 | − | 290.445% | 252.116% | 290.445% | +98.178 | 1円売 |
| 19750 | − | 283.279% | 245.965% | 283.279% | +95.700 | 1円売 |
| 20000 | − | 276.198% | 239.885% | 276.198% | +93.250 | 1円売 |
| 20250 | − | 269.197% | 233.876% | 269.197% | +90.828 | 1円売 |
| 20500 | − | 262.276% | 227.935% | 262.276% | +88.434 | 1円売 |
| 20750 | − | 255.432% | 222.059% | 255.432% | +86.066 | 1円売 |
| 21000 | − | 248.662% | 216.248% | 248.662% | +83.723 | 1円売 |
| 21250 | − | 241.964% | 210.499% | 241.964% | +81.406 | 1円売 |
| 21500 | − | 235.337% | 204.811% | 235.337% | +79.113 | 1円売 |
| 21750 | − | 228.779% | 199.182% | 228.779% | +76.843 | 1円売 |
| 22000 | − | 222.287% | 193.610% | 222.287% | +74.596 | 1円売 |
| 22250 | − | 215.859% | 188.101% | 215.859% | +72.372 | 1円売 |
| 22500 | − | 209.495% | 182.639% | 209.495% | +70.169 | 1円売 |
| 22750 | − | 203.191% | 177.230% | 203.191% | +67.986 | 1円売 |
| 23000 | − | 196.947% | 171.871% | 196.947% | +65.825 | 1円売 |
| 23250 | − | 190.761% | 166.562% | 190.761% | +63.683 | 1円売 |
| 23500 | − | 184.630% | 161.302% | 184.630% | +61.560 | 1円売 |
| 23750 | − | 178.553% | 156.088% | 178.553% | +59.455 | 1円売 |
| 24000 | − | 172.529% | 150.913% | 172.529% | +57.369 | 1円売 |
| 24250 | − | 166.556% | 145.795% | 166.556% | +55.300 | 1円売 |
| 24500 | 141.723% | 160.632% | 140.713% | 160.632% | +53.248 | 1円売 |
| 24750 | 136.642% | 154.755% | 135.672% | 154.755% | +51.211 | 1円売 |
| 25000 | 131.601% | 148.925% | 130.671% | 148.925% | +49.191 | 1円売 |
| 25125 | − | − | − | 146.026% | +48.187 | 1円売 |
| 25250 | 126.598% | 143.139% | 125.708% | 143.139% | +47.186 | 1円売 |
| 25375 | − | − | − | 140.262% | +46.188 | 1円売 |
| 25500 | 121.633% | 137.395% | 120.777% | 137.395% | +45.195 | 1円売 |
| 25625 | − | − | − | 134.539% | +44.205 | 1円売 |
| 25750 | 116.704% | 131.693% | 115.893% | 131.693% | +43.218 | 1円売 |
| 25875 | − | − | − | 128.857% | +42.234 | |
| 26000 | 111.810% | 126.030% | 111.038% | 126.030% | +41.254 | 1円売 |
| 26125 | − | − | − | 123.213% | +40.277 | 1円売 |
| 26250 | 106.949% | 120.406% | 106.215% | 120.406% | +39.303 | 1円売 |
| 26375 | − | − | − | 117.607% | +38.332 | 1円売 |
| 26500 | 102.119% | 114.817% | 101.424% | 114.817% | +37.364 | 1円売 |
| 26625 | − | − | − | 112.035% | +36.398 | 1円売 |
| 26750 | 97.320% | 109.262% | 96.663% | 109.262% | +35.436 | 1円売 |
| 26875 | − | − | − | 106.497% | +34.476 | 1円売 |
| 27000 | 92.549% | 103.739% | 91.925% | 103.739% | +33.519 | 1円売 |
| 27125 | − | − | − | 100.990% | +32.564 | 1円売 |
| 27250 | 87.805% | 98.247% | 87.220% | 98.247% | +31.611 | 1円売 |
| 27375 | − | − | − | 95.512% | +30.661 | 1円売 |
| 27500 | 83.086% | 92.783% | 82.539% | 92.783% | +29.713 | 1円売 |
| 27625 | − | − | − | 90.061% | +28.767 | |
| 27750 | 78.391% | 87.345% | 77.881% | 87.345% | +27.823 | 1円売 |
| 27875 | − | − | − | 84.635% | +26.881 | 1円売 |
| 28000 | 73.717% | 81.931% | 73.245% | 81.931% | +25.941 | 1円売 |
| 28125 | − | − | − | 79.232% | +25.002 | 1円売 |
| 28250 | 69.063% | 76.538% | 68.634% | 76.538% | +24.064 | 1円売 |
| 28375 | − | − | − | 73.848% | +22.925 | |
| 28500 | 64.426% | 71.162% | 64.028% | 71.162% | +21.815 | 1円売 |
| 28625 | − | − | − | 68.480% | +20.662 | 1円売 |
| 28750 | 59.803% | 65.802% | 59.402% | 65.802% | +19.547 | 1円売 |
| 28875 | − | − | − | 63.126% | +18.526 | 1円売 |
| 29000 | 55.191% | 60.452% | 54.206% | 60.452% | +17.415 | 1円売 |
| 29125 | − | − | − | 57.780% | +16.305 | 1円売 |
| 29250 | 50.587% | 55.293% | 49.012% | 55.108% | +15.175 | 1円売 |
| 29375 | − | − | − | 52.438% | +14.051 | |
| 29500 | 45.987% | 50.945% | 43.814% | 49.766% | +12.882 | 1円売 |
| 29625 | − | − | − | 47.278% | +11.896 | |
| 29750 | 41.387% | 45.914% | 39.459% | 44.803% | +10.909 | |
| 29875 | − | − | − | 42.549% | +9.922 | |
| 30000 | 36.779% | 41.754% | 35.868% | 40.295% | +8.936 | |
| 30125 | − | − | − | 38.041% | +7.949 | |
| 30250 | 34.861% | 37.598% | 32.723% | 35.786% | +6.963 | |
| 30375 | − | − | − | 33.795% | +5.976 | |
| 30500 | 31.549% | 34.177% | 28.790% | 31.456% | +4.643 | |
| 30625 | − | − | − | 29.276% | +3.309 | |
| 30750 | 28.432% | 30.530% | 26.042% | 27.551% | +2.430 | |
| 30875 | − | − | − | 25.993% | +1.709 | |
| 31000 | 27.309% | 27.895% | 22.694% | 25.055% | +1.541 | |
| 31125 | − | − | − | 24.118% | +1.113 | |
| 31250 | 24.441% | 25.480% | 20.163% | 23.366% | +0.871 | |
| 31375 | − | − | − | 22.615% | +0.534 | |
| 31500 | 23.175% | 24.142% | 18.743% | 21.994% | +0.399 | |
| 31625 | − | − | − | 21.138% | -0.384 | |
| 31750 | 21.773% | 23.541% | 18.078% | 20.051% | -1.421 | |
| 31875 | − | − | − | 19.701% | -1.719 | |
| 32000 | 23.301% | 23.301% | 17.658% | 20.812% | -0.536 | |
| 32125 | − | − | − | 19.070% | -2.316 | |
| 32250 | 22.779% | 24.039% | 18.329% | 19.820% | -1.604 | |
| 32375 | − | − | − | 20.653% | -0.892 | |
| 32500 | 23.865% | 25.881% | 18.969% | 22.171% | +0.506 | |
| 32625 | − | − | − | 23.711% | +1.903 | |
| 32750 | 24.430% | 29.073% | 20.982% | 25.392% | +3.301 | 1円売 |
| 32875 | − | − | − | 27.920% | +5.236 | 1円売 |
| 33000 | 26.790% | 33.726% | 23.447% | 30.414% | +7.137 | 1円売 |
| 33125 | − | − | − | 32.876% | +9.164 | 1円売 |
| 33250 | 27.563% | 38.391% | 25.834% | 35.309% | +11.090 | 1円売 |
| 33375 | − | − | − | 37.716% | +12.886 | 1円売 |
| 33500 | 31.750% | 42.964% | 28.410% | 40.098% | +14.656 | 1円売 |
| 33625 | − | − | − | 42.457% | +16.392 | 1円売 |
| 33750 | 35.850% | 47.454% | 32.535% | 44.793% | +17.978 | 1円売 |
| 33875 | − | − | − | 47.108% | +18.765 | 1円売 |
| 34000 | 39.871% | 51.868% | 36.576% | 49.403% | +19.545 | 1円売 |
| 34125 | − | − | − | 51.679% | +20.320 | 1円売 |
| 34250 | − | 56.212% | 40.542% | 53.937% | +21.089 | 1円売 |
| 34375 | − | − | − | 56.177% | +21.853 | 1円売 |
| 34500 | − | 60.491% | 44.441% | 58.399% | +22.612 | 1円売 |
| 34750 | − | 64.702% | 48.277% | 62.796% | +24.113 | 1円売 |
| 35000 | 55.307% | 68.864% | 52.055% | 67.130% | +25.595 | 1円売 |
| 36000 | − | 84.997% | 66.658% | 83.914% | +31.343 | 1円売 |
| 37000 | 83.804% | 100.395% | 80.560% | 99.921% | +36.835 | 1円売 |
| 38000 | − | 115.262% | 93.866% | 115.262% | +42.104 | 1円売 |
| 39000 | − | 130.011% | 106.650% | 130.011% | +47.175 | 1円売 |
| 40000 | 122.257% | 144.228% | 118.965% | 144.228% | +52.066 | 1円売 |
■大引け
相場は小幅続落。IVは小じっかり。
今日の取引。
6C320＠150円×1枚返済売り。
7P270＠34円×4枚返済売り。
6P315＠40円×1枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 31855 | 32040 | 31415 | 31690 | -175 | |
| 期近 | 19.914% | 20.098% | 19.220% | 19.729% | +0.174 | |
| 6月限 | 22.260% | 23.177% | 18.932% | 20.746% | -0.680 | |
| 7月限 | 19.790% | 19.969% | 19.158% | 19.687% | +0.294 | |
| 8月限 | − | 19.066% | 18.329% | 18.905% | +0.328 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| -0.06 | +0.12 | +322 | -251 | |||
| 計 | +0.62 | -58 | +0.06 | +71 | ||
| 累計 | 565,249 | +25 | ||||
2023年06月07日 20:00
| 原資産 | 31866.77 | |||||
| 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） | |
| 18.411% | 18.518% | 19.643% | 18.120% | 19.555% | +1.144 | |
| ATR | 瞬間 | 43.028% | +11.021 | |||
| 5日 | 34.191% | +4.258 | ||||
| 20日 | 26.434% | +1.614 | ||||
| 60日 | 22.102% | +0.594 | ||||
| 6月限 | 残存日数 | 1.75 | ||||
| 修正ATM | 補正値 | -5 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 17.901% | 18.980% | 21.820% | 16.418% | 21.426% | +3.525 | |
| 歪み率 | 13.479% | +1.159 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 288.659% | 273.514% | 288.183% | +53.684 | 1円売 |
| 15250 | − | 282.693% | 267.829% | 282.162% | +52.459 | 1円売 |
| 15500 | − | 276.822% | 262.264% | 276.237% | +51.254 | 1円売 |
| 15750 | − | 271.043% | 256.758% | 270.405% | +50.067 | 1円売 |
| 16000 | − | 265.353% | 251.337% | 264.663% | +48.898 | 1円売 |
| 16250 | − | 259.750% | 245.998% | 259.008% | +47.747 | 1円売 |
| 16500 | − | 254.230% | 240.739% | 253.437% | +46.613 | 1円売 |
| 16750 | − | 248.791% | 235.556% | 247.947% | +45.495 | 1円売 |
| 17000 | − | 243.430% | 230.448% | 242.536% | +44.393 | 1円売 |
| 17250 | − | 238.145% | 225.412% | 237.202% | +43.306 | 1円売 |
| 17500 | − | 232.933% | 220.446% | 231.941% | +42.234 | 1円売 |
| 17750 | − | 227.792% | 215.548% | 226.752% | +41.177 | 1円売 |
| 18000 | − | 222.721% | 210.685% | 221.633% | +40.134 | 1円売 |
| 18250 | − | 217.716% | 205.946% | 216.581% | +39.104 | 1円売 |
| 18500 | − | 212.777% | 201.239% | 211.595% | +38.087 | 1円売 |
| 18750 | − | 207.900% | 196.592% | 206.672% | +37.083 | 1円売 |
| 19000 | − | 203.085% | 192.004% | 201.811% | +36.092 | 1円売 |
| 19250 | − | 198.329% | 187.471% | 197.010% | +35.112 | 1円売 |
| 19500 | − | 193.635% | 182.994% | 192.266% | +34.144 | 1円売 |
| 19750 | − | 189.009% | 178.570% | 187.580% | +33.187 | 1円売 |
| 20000 | − | 184.437% | 174.198% | 182.948% | +32.241 | 1円売 |
| 20250 | − | 179.917% | 169.877% | 178.369% | +31.306 | 1円売 |
| 20500 | − | 175.449% | 165.604% | 173.842% | +30.381 | 1円売 |
| 20750 | − | 171.031% | 161.379% | 169.366% | +29.466 | 1円売 |
| 21000 | − | 166.661% | 157.200% | 164.938% | +28.561 | 1円売 |
| 21250 | − | 162.339% | 153.066% | 160.558% | +27.666 | 1円売 |
| 21500 | − | 158.062% | 148.976% | 156.225% | +26.779 | 1円売 |
| 21750 | − | 153.830% | 144.928% | 151.936% | +25.901 | 1円売 |
| 22000 | − | 149.641% | 140.922% | 147.691% | +25.032 | 1円売 |
| 22250 | − | 145.495% | 136.956% | 143.488% | +24.171 | 1円売 |
| 22500 | − | 141.409% | 133.029% | 139.326% | +23.319 | 1円売 |
| 22750 | − | 137.323% | 129.140% | 135.205% | +22.474 | 1円売 |
| 23000 | − | 133.296% | 125.287% | 131.123% | +21.637 | 1円売 |
| 23250 | − | 129.307% | 121.471% | 127.078% | +20.807 | 1円売 |
| 23500 | − | 125.354% | 117.689% | 123.070% | +19.984 | 1円売 |
| 23750 | − | 121.436% | 113.941% | 119.098% | +19.168 | 1円売 |
| 24000 | − | 117.554% | 110.226% | 115.160% | +18.359 | 1円売 |
| 24250 | − | 113.704% | 106.543% | 111.256% | +17.556 | 1円売 |
| 24500 | 108.157% | 109.887% | 102.890% | 107.384% | +16.759 | 1円売 |
| 24750 | − | 106.101% | 99.267% | 103.544% | +15.968 | 1円売 |
| 25000 | 101.045% | 102.346% | 95.673% | 99.734% | +15.183 | 1円売 |
| 25125 | − | − | − | 97.840% | +14.792 | 1円売 |
| 25250 | 97.532% | 98.730% | 92.107% | 95.953% | +14.403 | 1円売 |
| 25375 | − | − | − | 94.073% | +14.015 | 1円売 |
| 25500 | 94.046% | 95.253% | 88.535% | 92.201% | +13.628 | 1円売 |
| 25625 | − | − | − | 90.335% | +13.242 | 1円売 |
| 25750 | 90.587% | 91.803% | 85.055% | 88.475% | +12.858 | 1円売 |
| 25875 | − | − | − | 86.623% | +12.475 | 1円売 |
| 26000 | 87.153% | 88.378% | 81.567% | 84.777% | +12.093 | 1円売 |
| 26125 | − | − | − | 82.937% | +11.712 | 1円売 |
| 26250 | 83.744% | 84.978% | 78.102% | 81.103% | +11.332 | 1円売 |
| 26375 | − | − | − | 79.275% | +10.953 | 1円売 |
| 26500 | 80.358% | 81.602% | 74.661% | 77.453% | +10.575 | 1円売 |
| 26625 | − | − | − | 75.637% | +10.197 | 1円売 |
| 26750 | 76.996% | 78.248% | 71.241% | 73.826% | +9.821 | 1円売 |
| 26875 | − | − | − | 72.021% | +9.446 | 1円売 |
| 27000 | 73.655% | 74.917% | 67.843% | 70.221% | +9.071 | 1円売 |
| 27125 | − | − | − | 68.426% | +8.697 | 1円売 |
| 27250 | 70.335% | 71.607% | 64.464% | 66.636% | +8.324 | 1円売 |
| 27375 | − | − | − | 64.851% | +7.952 | 1円売 |
| 27500 | 67.035% | 68.317% | 61.103% | 63.070% | +7.580 | 1円売 |
| 27625 | − | − | − | 61.294% | +7.053 | 1円売 |
| 27750 | 63.753% | 65.046% | 57.760% | 59.522% | +6.529 | 1円売 |
| 27875 | − | − | − | 57.754% | +6.010 | 1円売 |
| 28000 | 60.490% | 61.792% | 54.432% | 55.991% | +5.495 | 1円売 |
| 28125 | − | − | − | 54.230% | +4.974 | |
| 28250 | 57.242% | 58.556% | 51.120% | 52.474% | +4.461 | 1円売 |
| 28375 | − | − | − | 50.923% | +4.154 | |
| 28500 | 54.011% | 55.336% | 47.785% | 49.347% | +3.847 | |
| 28625 | − | − | − | 47.819% | +3.539 | |
| 28750 | 50.793% | 52.335% | 44.531% | 46.254% | +3.232 | |
| 28875 | − | − | − | 44.599% | +2.925 | |
| 29000 | 51.069% | 51.069% | 41.802% | 43.037% | +2.618 | |
| 29125 | − | − | − | 41.475% | +2.310 | |
| 29250 | 47.680% | 47.680% | 39.214% | 39.934% | +2.003 | |
| 29375 | − | − | − | 38.386% | +1.696 | |
| 29500 | 41.207% | 43.243% | 36.626% | 36.884% | +1.389 | |
| 29625 | − | − | − | 35.382% | +1.081 | |
| 29750 | 38.029% | 40.844% | 33.894% | 33.894% | +0.774 | |
| 29875 | − | − | − | 32.626% | +0.687 | |
| 30000 | 37.548% | 37.832% | 31.072% | 31.359% | +0.601 | |
| 30125 | − | − | − | 30.091% | +0.514 | |
| 30250 | 31.683% | 34.820% | 28.318% | 28.824% | +0.427 | |
| 30375 | − | − | − | 27.818% | +0.341 | |
| 30500 | 30.796% | 32.219% | 25.827% | 26.813% | +0.254 | |
| 30625 | − | − | − | 25.967% | +0.422 | |
| 30750 | 27.408% | 29.342% | 24.407% | 25.121% | +0.589 | |
| 30875 | − | − | − | 24.284% | +0.752 | |
| 31000 | 25.290% | 26.892% | 22.644% | 23.514% | +0.916 | |
| 31125 | − | − | − | 23.005% | +1.218 | |
| 31250 | 23.391% | 24.722% | 20.882% | 22.496% | +1.521 | |
| 31375 | − | − | − | 22.081% | +1.931 | |
| 31500 | 21.174% | 23.162% | 18.937% | 21.595% | +1.997 | |
| 31625 | − | − | − | 21.522% | +2.441 | |
| 31750 | 19.076% | 22.490% | 17.898% | 21.471% | +2.908 | |
| 31875 | − | − | − | 21.420% | +3.214 | |
| 32000 | 18.371% | 21.818% | 17.206% | 21.348% | +3.536 | |
| 32125 | − | − | − | 21.386% | +3.726 | |
| 32250 | 18.122% | 21.990% | 16.424% | 21.424% | +3.720 | |
| 32375 | − | − | − | 21.545% | +3.682 | |
| 32500 | 18.427% | 24.835% | 16.429% | 21.666% | +3.645 | |
| 32625 | − | − | − | 21.808% | +3.509 | |
| 32750 | 19.981% | 23.331% | 16.689% | 22.091% | +3.589 | |
| 32875 | − | − | − | 22.684% | +3.978 | |
| 33000 | 21.742% | 23.596% | 17.544% | 23.276% | +4.373 | |
| 33125 | − | − | − | 23.712% | +4.610 | |
| 33250 | 21.642% | 24.731% | 17.571% | 24.219% | +4.848 | |
| 33375 | − | − | − | 24.831% | +5.137 | |
| 33500 | 21.343% | 26.157% | 18.134% | 25.443% | +5.503 | |
| 33625 | − | − | − | 26.065% | +5.783 | |
| 33750 | 21.194% | 26.815% | 18.704% | 26.815% | +6.190 | 1円売 |
| 33875 | − | − | − | 28.344% | +7.237 | 1円売 |
| 34000 | 21.889% | 29.858% | 20.190% | 29.858% | +8.269 | 1円売 |
| 34125 | − | − | − | 31.359% | +9.412 | 1円売 |
| 34250 | 23.842% | 32.847% | 21.469% | 32.847% | +10.542 | 1円売 |
| 34375 | − | − | − | 34.323% | +11.329 | 1円売 |
| 34500 | 24.842% | 35.788% | 23.290% | 35.788% | +12.104 | 1円売 |
| 34750 | − | 38.683% | 26.084% | 38.683% | +13.314 | 1円売 |
| 35000 | − | 41.535% | 28.827% | 41.535% | +13.851 | 1円売 |
| 36000 | 40.880% | 52.571% | 39.377% | 52.571% | +15.959 | 1円売 |
| 37000 | − | 63.087% | 49.369% | 63.087% | +17.997 | 1円売 |
| 38000 | − | 73.157% | 58.906% | 73.157% | +19.966 | 1円売 |
| 39000 | − | 82.836% | 68.050% | 82.836% | +21.868 | 1円売 |
| 40000 | − | 92.162% | 76.847% | 92.162% | +23.709 | 1円売 |
■大引け
相場は急反落。夜間取引の流れを引き継いで続伸して始まりましたがすぐに急落。その後も軟調に推移して安値引けとなりました。IVはコール高プット安。SQを控えた期近は盛り上がりました。
今日の取引。
7C340＠290円×1枚買い。
7C380＠19円×8枚返済売り。
7P302＠210円×1枚売り。
7P250＠11円×16枚買い。
7P297＠180円×1枚売り。
7P270＠29円×4枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 32590 | 32720 | 31855 | 31865 | -555 | |
| 期近 | 18.518% | 19.643% | 18.120% | 19.555% | +1.144 | |
| 6月限 | 18.980% | 21.820% | 16.418% | 21.426% | +3.525 | |
| 7月限 | 18.472% | 19.515% | 18.260% | 19.393% | +0.912 | |
| 8月限 | − | 19.414% | 18.215% | 18.577% | +0.267 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.16 | -0.03 | +408 | -305 | |||
| 計 | +0.54 | -185 | +0.13 | +103 | ||
| 累計 | 565,224 | -463 | ||||
2023年06月06日 20:00
| 原資産 | 32415.77 | |||||
| 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） | |
| 18.963% | 18.906% | 19.261% | 18.113% | 18.411% | -0.551 | |
| ATR | 瞬間 | 32.007% | -6.045 | |||
| 5日 | 29.933% | +0.399 | ||||
| 20日 | 24.821% | +0.225 | ||||
| 60日 | 21.508% | -0.111 | ||||
| 6月限 | 残存日数 | 2.75 | ||||
| 修正ATM | 補正値 | -10 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 19.139% | 17.836% | 19.108% | 16.589% | 17.901% | -1.238 | |
| 歪み率 | 12.320% | +1.270 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 235.061% | 220.212% | 234.499% | +34.901 | 1円売 |
| 15250 | − | 230.275% | 215.625% | 229.703% | +34.214 | 1円売 |
| 15500 | − | 225.566% | 211.112% | 224.983% | +33.538 | 1円売 |
| 15750 | − | 220.931% | 206.669% | 220.338% | +32.872 | 1円売 |
| 16000 | − | 216.368% | 202.296% | 215.765% | +32.217 | 1円売 |
| 16250 | − | 211.874% | 197.988% | 211.261% | +31.572 | 1円売 |
| 16500 | − | 207.447% | 193.744% | 206.824% | +30.937 | 1円売 |
| 16750 | − | 203.086% | 189.563% | 202.452% | +30.311 | 1円売 |
| 17000 | − | 198.786% | 185.441% | 198.143% | +29.694 | 1円売 |
| 17250 | − | 194.548% | 181.378% | 193.896% | +29.085 | 1円売 |
| 17500 | − | 190.369% | 177.371% | 189.707% | +28.486 | 1円売 |
| 17750 | − | 186.247% | 173.419% | 185.575% | +27.894 | 1円売 |
| 18000 | − | 182.181% | 169.520% | 181.500% | +27.311 | 1円売 |
| 18250 | − | 178.168% | 165.672% | 177.478% | +26.735 | 1円売 |
| 18500 | − | 174.208% | 161.874% | 173.508% | +26.167 | 1円売 |
| 18750 | − | 170.299% | 158.125% | 169.589% | +25.606 | 1円売 |
| 19000 | − | 166.441% | 154.422% | 165.720% | +25.053 | 1円売 |
| 19250 | − | 162.630% | 150.765% | 161.898% | +24.506 | 1円売 |
| 19500 | − | 158.866% | 147.152% | 158.123% | +23.966 | 1円売 |
| 19750 | − | 155.146% | 143.583% | 154.393% | +23.432 | 1円売 |
| 20000 | − | 151.471% | 140.055% | 150.706% | +22.905 | 1円売 |
| 20250 | − | 147.838% | 136.568% | 147.063% | +22.384 | 1円売 |
| 20500 | − | 144.247% | 133.120% | 143.461% | +21.869 | 1円売 |
| 20750 | − | 140.696% | 129.711% | 139.899% | +21.360 | 1円売 |
| 21000 | − | 137.184% | 126.339% | 136.377% | +20.856 | 1円売 |
| 21250 | − | 133.711% | 123.003% | 132.893% | +20.358 | 1円売 |
| 21500 | − | 130.274% | 119.703% | 129.446% | +19.865 | 1円売 |
| 21750 | − | 126.873% | 116.436% | 126.034% | +19.378 | 1円売 |
| 22000 | − | 123.507% | 113.204% | 122.658% | +18.896 | 1円売 |
| 22250 | − | 120.176% | 110.003% | 119.316% | +18.419 | 1円売 |
| 22500 | − | 116.893% | 106.834% | 116.008% | +17.946 | 1円売 |
| 22750 | − | 113.611% | 103.695% | 112.731% | +17.478 | 1円売 |
| 23000 | − | 110.376% | 100.587% | 109.486% | +17.015 | 1円売 |
| 23250 | − | 107.172% | 97.507% | 106.271% | +16.556 | 1円売 |
| 23500 | − | 103.997% | 94.455% | 103.086% | +16.102 | 1円売 |
| 23750 | − | 100.851% | 91.430% | 99.930% | +15.652 | 1円売 |
| 24000 | − | 97.733% | 88.432% | 96.801% | +15.206 | 1円売 |
| 24250 | 86.101% | 94.643% | 85.459% | 93.700% | +14.763 | 1円売 |
| 24500 | − | 91.579% | 82.511% | 90.625% | +14.325 | 1円売 |
| 24750 | 80.217% | 88.540% | 79.587% | 87.576% | +13.891 | 1円売 |
| 25000 | 77.311% | 85.526% | 76.687% | 84.551% | +13.460 | 1円売 |
| 25125 | − | − | − | 83.048% | +13.246 | 1円売 |
| 25250 | 74.427% | 82.537% | 73.808% | 81.550% | +13.033 | 1円売 |
| 25375 | − | − | − | 80.059% | +12.821 | 1円売 |
| 25500 | 71.565% | 79.570% | 70.951% | 78.573% | +12.609 | 1円売 |
| 25625 | − | − | − | 77.092% | +12.399 | 1円売 |
| 25750 | 68.723% | 76.626% | 68.116% | 75.618% | +12.014 | 1円売 |
| 25875 | − | − | − | 74.148% | +11.635 | 1円売 |
| 26000 | 65.902% | 73.704% | 65.300% | 72.684% | +11.264 | 1円売 |
| 26125 | − | − | − | 71.225% | +10.932 | 1円売 |
| 26250 | 63.101% | 70.802% | 62.504% | 69.771% | +10.611 | 1円売 |
| 26375 | − | − | − | 68.322% | +10.325 | 1円売 |
| 26500 | 60.317% | 67.921% | 59.726% | 66.878% | +10.012 | 1円売 |
| 26625 | − | − | − | 65.439% | +9.700 | 1円売 |
| 26750 | 57.552% | 65.059% | 56.965% | 64.005% | +9.273 | 1円売 |
| 26875 | − | − | − | 62.575% | +8.851 | |
| 27000 | 54.803% | 62.216% | 54.739% | 61.149% | +8.426 | 1円売 |
| 27125 | − | − | − | 59.728% | +8.193 | 1円売 |
| 27250 | 55.715% | 59.390% | 52.146% | 58.311% | +7.963 | 1円売 |
| 27375 | − | − | − | 56.899% | +7.666 | |
| 27500 | 49.353% | 56.643% | 49.353% | 55.490% | +7.401 | 1円売 |
| 27625 | − | − | − | 54.241% | +7.074 | |
| 27750 | 46.649% | 54.524% | 46.649% | 52.993% | +6.732 | |
| 27875 | − | − | − | 51.744% | +6.390 | |
| 28000 | 47.120% | 52.268% | 45.442% | 50.495% | +6.198 | |
| 28125 | − | − | − | 49.256% | +6.224 | |
| 28250 | 44.279% | 49.415% | 42.696% | 48.013% | +6.243 | |
| 28375 | − | − | − | 46.769% | +6.063 | |
| 28500 | 41.448% | 47.005% | 40.350% | 45.501% | +5.859 | |
| 28625 | − | − | − | 44.279% | +5.701 | |
| 28750 | 38.625% | 44.560% | 37.969% | 43.022% | +5.544 | |
| 28875 | − | − | − | 41.675% | +5.386 | |
| 29000 | 35.808% | 41.991% | 35.615% | 40.420% | +5.228 | |
| 29125 | − | − | − | 39.164% | +5.071 | |
| 29250 | 34.592% | 39.562% | 33.260% | 37.930% | +4.913 | |
| 29375 | − | − | − | 36.690% | +4.756 | |
| 29500 | 31.671% | 37.134% | 30.906% | 35.496% | +4.598 | |
| 29625 | − | − | − | 34.301% | +4.440 | |
| 29750 | 30.743% | 34.822% | 28.609% | 33.120% | +4.155 | |
| 29875 | − | − | − | 31.939% | +3.933 | |
| 30000 | 26.813% | 32.510% | 26.643% | 30.758% | +3.776 | |
| 30125 | − | − | − | 29.577% | +3.620 | |
| 30250 | 25.216% | 30.276% | 24.651% | 28.396% | +3.302 | |
| 30375 | − | − | − | 27.478% | +3.462 | |
| 30500 | 23.062% | 27.844% | 22.686% | 26.559% | +3.202 | |
| 30625 | − | − | − | 25.546% | +3.203 | |
| 30750 | 20.873% | 26.038% | 20.873% | 24.532% | +2.949 | |
| 30875 | − | − | − | 23.532% | +2.590 | |
| 31000 | 20.100% | 23.966% | 19.551% | 22.599% | +2.298 | |
| 31125 | − | − | − | 21.787% | +1.848 | |
| 31250 | 18.371% | 21.858% | 18.371% | 20.975% | +1.487 | |
| 31375 | − | − | − | 20.150% | +1.010 | |
| 31500 | 18.306% | 20.402% | 17.899% | 19.598% | +0.606 | |
| 31625 | − | − | − | 19.081% | +0.229 | |
| 31750 | 18.459% | 19.307% | 17.188% | 18.563% | -0.241 | |
| 31875 | − | − | − | 18.206% | -0.552 | |
| 32000 | 17.874% | 19.121% | 16.544% | 17.812% | -0.999 | |
| 32125 | − | − | − | 17.660% | -1.282 | |
| 32250 | 20.416% | 20.416% | 16.517% | 17.703% | -1.458 | |
| 32375 | − | − | − | 17.862% | -1.451 | |
| 32500 | 20.651% | 20.651% | 16.794% | 18.021% | -1.720 | |
| 32625 | − | − | − | 18.299% | -1.779 | |
| 32750 | 20.967% | 20.967% | 17.144% | 18.502% | -1.913 | |
| 32875 | − | − | − | 18.706% | -1.907 | |
| 33000 | 21.505% | 21.505% | 17.055% | 18.904% | -1.904 | |
| 33125 | − | − | − | 19.101% | -1.901 | |
| 33250 | 21.861% | 21.861% | 17.104% | 19.371% | -1.898 | |
| 33375 | − | − | − | 19.694% | -1.776 | |
| 33500 | 22.247% | 22.247% | 17.572% | 19.940% | -1.655 | |
| 33625 | − | − | − | 20.283% | -1.357 | |
| 33750 | 22.733% | 22.733% | 18.407% | 20.625% | -1.059 | |
| 33875 | − | − | − | 21.107% | -0.761 | |
| 34000 | 24.460% | 24.460% | 19.683% | 21.589% | -0.463 | |
| 34125 | − | − | − | 21.948% | -0.374 | |
| 34250 | 25.711% | 25.711% | 20.896% | 22.306% | -0.285 | |
| 34500 | 26.083% | 26.584% | 21.976% | 23.684% | +0.486 | |
| 34750 | 28.303% | 28.797% | 23.977% | 25.368% | +1.256 | |
| 35000 | 30.490% | 30.978% | 26.298% | 27.684% | +2.531 | 1円売 |
| 36000 | − | 39.409% | 35.238% | 36.612% | +3.849 | 1円売 |
| 37000 | − | 47.439% | 43.717% | 45.089% | +5.092 | 1円売 |
| 38000 | 54.702% | 55.128% | 51.754% | 53.191% | +6.274 | 1円売 |
| 39000 | − | 62.516% | 59.441% | 60.967% | +7.406 | 1円売 |
| 40000 | − | 69.635% | 66.805% | 68.453% | +8.494 | 1円売 |
■大引け
相場は4日続伸。IVはコール安プット高になりました。期近IVの歪はおおむね解消されました。
夜間取引。
7C327＠630円×1枚売り。
7C350＠175円×2枚返済売り。
7C360＠42円×4枚買い。
今日の取引。
先物ミニ6月限＠32435円×5枚、＠32475円×5枚返済売り。
6C327＠110円×2枚買い戻し。
6C325＠225円×1枚買い戻し。
6P320＠76円×1枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 32000 | 32540 | 31930 | 32420 | +180 | |
| 期近 | 18.906% | 19.261% | 18.113% | 18.411% | -0.551 | |
| 6月限 | 17.836% | 19.108% | 16.589% | 17.901% | -1.238 | |
| 7月限 | 19.066% | 19.390% | 18.309% | 18.481% | -0.448 | |
| 8月限 | − | 18.823% | 18.150% | 18.311% | -0.240 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.08 | +0.05 | +476 | -302 | |||
| 計 | +0.76 | -104 | +0.13 | +174 | ||
| 累計 | 565,687 | +14 | ||||
2023年06月05日 20:00
| 原資産 | 32242.16 | |||||
| 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） | |
| 17.688% | 18.515% | 19.183% | 18.245% | 18.963% | +1.275 | |
| ATR | 瞬間 | 38.052% | +17.123 | |||
| 5日 | 29.534% | +3.934 | ||||
| 20日 | 24.595% | +1.119 | ||||
| 60日 | 21.619% | +0.287 | ||||
| 6月限 | 残存日数 | 3.75 | ||||
| 修正ATM | 補正値 | -5 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 17.475% | 19.087% | 19.839% | 17.705% | 19.139% | +1.664 | |
| 歪み率 | 11.050% | +0.508 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 199.664% | 190.165% | 199.598% | +26.746 | 1円売 |
| 15250 | − | 195.557% | 186.185% | 195.489% | +26.295 | 1円売 |
| 15500 | − | 191.517% | 182.273% | 191.446% | +25.851 | 1円売 |
| 15750 | − | 187.540% | 178.418% | 187.466% | +25.414 | 1円売 |
| 16000 | − | 183.625% | 174.622% | 183.547% | +24.985 | 1円売 |
| 16250 | − | 179.768% | 170.884% | 179.689% | +24.562 | 1円売 |
| 16500 | − | 175.970% | 167.201% | 175.887% | +24.145 | 1円売 |
| 16750 | − | 172.227% | 163.572% | 172.141% | +23.735 | 1円売 |
| 17000 | − | 168.538% | 159.995% | 168.450% | +23.331 | 1円売 |
| 17250 | − | 164.901% | 156.469% | 164.810% | +22.933 | 1円売 |
| 17500 | − | 161.314% | 152.992% | 161.221% | +22.540 | 1円売 |
| 17750 | − | 157.777% | 149.562% | 157.681% | +22.153 | 1円売 |
| 18000 | − | 154.287% | 146.173% | 154.189% | +21.772 | 1円売 |
| 18250 | − | 150.843% | 142.838% | 150.742% | +21.395 | 1円売 |
| 18500 | − | 147.444% | 139.542% | 147.341% | +21.024 | 1円売 |
| 18750 | − | 144.089% | 136.287% | 143.983% | +20.658 | 1円売 |
| 19000 | − | 140.775% | 133.074% | 140.667% | +20.297 | 1円売 |
| 19250 | − | 137.503% | 129.900% | 137.392% | +19.940 | 1円売 |
| 19500 | − | 134.270% | 126.764% | 134.157% | +19.588 | 1円売 |
| 19750 | − | 131.076% | 123.666% | 130.961% | +19.240 | 1円売 |
| 20000 | − | 127.920% | 120.603% | 127.802% | +18.897 | 1円売 |
| 20250 | − | 124.799% | 117.577% | 124.679% | +18.558 | 1円売 |
| 20500 | − | 121.715% | 114.584% | 121.592% | +18.223 | 1円売 |
| 20750 | − | 118.665% | 111.625% | 118.540% | +17.892 | 1円売 |
| 21000 | − | 115.648% | 108.697% | 115.521% | +17.565 | 1円売 |
| 21250 | − | 112.664% | 105.802% | 112.535% | +17.242 | 1円売 |
| 21500 | − | 109.712% | 102.937% | 109.580% | +16.922 | 1円売 |
| 21750 | − | 106.791% | 100.101% | 106.656% | +16.606 | 1円売 |
| 22000 | − | 103.899% | 97.295% | 103.763% | +16.294 | 1円売 |
| 22250 | − | 101.037% | 94.516% | 100.898% | +15.985 | 1円売 |
| 22500 | − | 98.216% | 91.765% | 98.062% | +15.680 | 1円売 |
| 22750 | − | 95.396% | 89.040% | 95.253% | +15.378 | 1円売 |
| 23000 | − | 92.616% | 86.341% | 92.471% | +15.080 | 1円売 |
| 23250 | − | 89.863% | 83.667% | 89.715% | +14.784 | 1円売 |
| 23500 | − | 87.134% | 81.017% | 86.984% | +14.492 | 1円売 |
| 23750 | − | 84.430% | 78.390% | 84.278% | +14.203 | 1円売 |
| 24000 | − | 81.750% | 76.062% | 81.596% | +13.690 | 1円売 |
| 24250 | 74.300% | 79.093% | 73.799% | 78.937% | +13.133 | 1円売 |
| 24500 | 76.429% | 76.459% | 71.310% | 76.300% | +12.598 | 1円売 |
| 24750 | 73.748% | 73.846% | 68.792% | 73.685% | +12.031 | 1円売 |
| 25000 | 71.088% | 71.254% | 66.408% | 71.091% | +11.350 | 1円売 |
| 25125 | − | − | − | 69.802% | +11.141 | 1円売 |
| 25250 | 64.187% | 68.683% | 63.778% | 68.517% | +10.937 | 1円売 |
| 25375 | − | − | − | 67.238% | +10.687 | |
| 25500 | 65.827% | 66.132% | 61.216% | 65.964% | +10.474 | 1円売 |
| 25625 | − | − | − | 64.694% | +10.173 | 1円売 |
| 25750 | 59.246% | 63.604% | 58.809% | 63.604% | +10.051 | |
| 25875 | − | − | − | 62.513% | +9.929 | |
| 26000 | 60.640% | 61.420% | 56.396% | 61.420% | +9.807 | |
| 26125 | − | − | − | 60.293% | +9.685 | |
| 26250 | 58.073% | 59.160% | 54.345% | 59.160% | +9.563 | |
| 26375 | − | − | − | 57.998% | +9.441 | |
| 26500 | 55.522% | 56.867% | 52.262% | 56.867% | +9.319 | |
| 26625 | − | − | − | 55.740% | +9.197 | |
| 26750 | 52.986% | 54.732% | 50.336% | 54.732% | +9.075 | |
| 26875 | − | − | − | 53.724% | +8.953 | |
| 27000 | 50.465% | 52.723% | 48.537% | 52.723% | +8.831 | |
| 27125 | − | − | − | 51.536% | +8.709 | |
| 27250 | 47.958% | 50.348% | 46.373% | 50.348% | +8.587 | |
| 27375 | − | − | − | 49.233% | +8.465 | |
| 27500 | 45.464% | 48.090% | 44.324% | 48.090% | +8.343 | |
| 27625 | − | − | − | 47.167% | +8.221 | |
| 27750 | 44.913% | 46.261% | 42.705% | 46.261% | +8.099 | |
| 27875 | − | − | − | 45.355% | +7.977 | |
| 28000 | 42.349% | 44.298% | 40.768% | 44.298% | +7.855 | |
| 28125 | − | − | − | 43.032% | +7.525 | |
| 28250 | 41.162% | 41.970% | 38.572% | 41.769% | +7.183 | |
| 28375 | − | − | − | 40.705% | +7.040 | |
| 28500 | 38.544% | 39.947% | 36.396% | 39.642% | +6.898 | |
| 28625 | − | − | − | 38.578% | +6.755 | |
| 28750 | 35.931% | 38.075% | 33.987% | 37.479% | +6.612 | |
| 28875 | − | − | − | 36.289% | +6.470 | |
| 29000 | 34.289% | 36.117% | 32.404% | 35.191% | +6.327 | |
| 29125 | − | − | − | 34.094% | +6.185 | |
| 29250 | 32.412% | 33.339% | 30.094% | 33.017% | +6.042 | |
| 29375 | − | − | − | 31.935% | +5.893 | |
| 29500 | 30.350% | 31.172% | 28.549% | 30.898% | +5.745 | |
| 29625 | − | − | − | 29.860% | +5.596 | |
| 29750 | 28.134% | 29.285% | 26.268% | 28.965% | +5.447 | |
| 29875 | − | − | − | 28.006% | +5.299 | |
| 30000 | 25.782% | 27.315% | 24.483% | 26.982% | +5.150 | |
| 30125 | − | − | − | 25.957% | +5.001 | |
| 30250 | 24.046% | 25.678% | 22.768% | 25.094% | +4.743 | |
| 30375 | − | − | − | 24.015% | +4.269 | |
| 30500 | 22.724% | 23.732% | 21.194% | 23.357% | +4.121 | |
| 30625 | − | − | − | 22.343% | +3.617 | |
| 30750 | 20.949% | 22.178% | 20.004% | 21.583% | +3.274 | |
| 30875 | − | − | − | 20.942% | +3.025 | |
| 31000 | 20.035% | 20.922% | 18.893% | 20.301% | +2.603 | |
| 31125 | − | − | − | 19.939% | +2.427 | |
| 31250 | 19.143% | 19.930% | 18.032% | 19.488% | +2.084 | |
| 31375 | − | − | − | 19.139% | +1.744 | |
| 31500 | 19.053% | 19.456% | 17.644% | 18.992% | +1.534 | |
| 31625 | − | − | − | 18.851% | +1.348 | |
| 31750 | 19.134% | 19.739% | 17.458% | 18.805% | +1.171 | |
| 31875 | − | − | − | 18.758% | +0.953 | |
| 32000 | 19.077% | 20.024% | 17.680% | 18.811% | +0.835 | |
| 32125 | − | − | − | 18.942% | +0.718 | |
| 32250 | 19.876% | 20.449% | 17.718% | 19.162% | +0.600 | |
| 32375 | − | − | − | 19.313% | +0.415 | |
| 32500 | 20.561% | 20.788% | 18.583% | 19.741% | +0.527 | |
| 32625 | − | − | − | 20.078% | +0.556 | |
| 32750 | 20.791% | 21.261% | 19.023% | 20.415% | +0.584 | |
| 32875 | − | − | − | 20.613% | +0.472 | |
| 33000 | 21.377% | 22.210% | 19.274% | 20.807% | +0.358 | |
| 33125 | − | − | − | 21.002% | +0.244 | |
| 33250 | 21.669% | 22.513% | 19.366% | 21.269% | +0.097 | |
| 33375 | − | − | − | 21.471% | -0.051 | |
| 33500 | 22.489% | 23.347% | 19.479% | 21.595% | -0.275 | |
| 33750 | 22.624% | 23.929% | 19.949% | 21.684% | -0.885 | |
| 33000 | 21.377% | 22.210% | 19.274% | 20.807% | +0.358 | |
| 33250 | 21.669% | 22.513% | 19.366% | 21.269% | +0.097 | |
| 33500 | 22.489% | 23.347% | 19.479% | 21.595% | -0.275 | |
| 33750 | 22.624% | 23.929% | 19.949% | 21.684% | -0.885 | |
| 34000 | 24.190% | 24.612% | 20.341% | 22.052% | -1.258 | |
| 34250 | 24.600% | 25.187% | 21.120% | 22.591% | -1.561 | |
| 34500 | 25.865% | 26.212% | 21.790% | 23.198% | -2.179 | |
| 34750 | 26.695% | 27.610% | 22.970% | 24.112% | -2.796 | |
| 35000 | 26.696% | 28.988% | 24.908% | 25.153% | -3.266 | 1円売 |
| 36000 | 34.012% | 35.102% | 32.518% | 32.763% | -1.513 | 1円売 |
| 37000 | 40.979% | 42.047% | 39.753% | 39.998% | -0.626 | 1円売 |
| 38000 | 47.649% | 48.698% | 46.670% | 46.917% | +0.209 | 1円売 |
| 39000 | − | 55.092% | 53.312% | 53.561% | +1.001 | 1円売 |
| 40000 | − | 61.254% | 59.679% | 59.959% | +1.757 | 1円売 |
■大引け
週明けの相場は大幅続伸で32000円を突破、33年ぶりの高値をつけました。IVは期近を中心に上昇しました。
夜間取引。
6C320＠250円×1枚返済売り。
6C327＠70円×2枚売り。
6C335＠15円×8枚買い。
7C332＠340円×1枚売り。
7C380＠14円×16枚買い。
今日の取引。
6C325＠150円×1枚売り。
6C332＠24円×4枚買い。
7C332＠385円×1枚売り。
7C390＠8円×16枚、＠12円×16枚買い。
7C400＠5円×1枚買い。
6月限コール側のIVがかなり歪んでいたので少し仕掛けてみましたが、残存が少ないのでうまくいくかどうかは微妙です。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 31960 | 32290 | 31810 | 32240 | +690 | |
| 期近 | 18.515% | 19.183% | 18.245% | 18.963% | +1.275 | |
| 6月限 | 19.087% | 19.839% | 17.705% | 19.139% | +1.664 | |
| 7月限 | 18.397% | 19.052% | 18.210% | 18.929% | +1.188 | |
| 8月限 | − | 18.608% | 17.962% | 18.551% | +0.831 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| -0.09 | +0.23 | +596 | -334 | |||
| 計 | +1.29 | -143 | +0.14 | +262 | ||
| 累計 | 565,673 | +821 | ||||
2023年06月02日 20:00
| 原資産 | 31545.85 | |||||
| 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） | |
| 17.003% | 17.470% | 17.848% | 17.131% | 17.688% | +0.685 | |
| ATR | 瞬間 | 20.929% | -8.345 | |||
| 5日 | 25.600% | -2.607 | ||||
| 20日 | 23.476% | -0.499 | ||||
| 60日 | 21.333% | -0.221 | ||||
| 6月限 | 残存日数 | 4.75 | ||||
| 修正ATM | 補正値 | 0 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 16.594% | 17.283% | 17.763% | 16.429% | 17.475% | +0.880 | |
| 歪み率 | 10.542% | +0.427 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 15000 | − | 172.852% | 167.508% | 172.852% | +18.158 | 1円売 |
| 15250 | − | 169.194% | 163.934% | 169.194% | +17.829 | 1円売 |
| 15500 | − | 165.595% | 160.415% | 165.595% | +17.505 | 1円売 |
| 15750 | − | 162.052% | 156.948% | 162.052% | +17.186 | 1円売 |
| 16000 | − | 158.563% | 153.534% | 158.563% | +16.872 | 1円売 |
| 16250 | − | 155.127% | 150.171% | 155.127% | +16.563 | 1円売 |
| 16500 | − | 151.742% | 146.858% | 151.742% | +16.258 | 1円売 |
| 16750 | − | 148.407% | 143.594% | 148.407% | +15.959 | 1円売 |
| 17000 | − | 145.119% | 140.376% | 145.119% | +15.663 | 1円売 |
| 17250 | − | 141.878% | 137.204% | 141.878% | +15.372 | 1円売 |
| 17500 | − | 138.681% | 134.075% | 138.681% | +15.085 | 1円売 |
| 17750 | − | 135.528% | 130.989% | 135.528% | +14.802 | 1円売 |
| 18000 | − | 132.417% | 127.944% | 132.417% | +14.523 | 1円売 |
| 18250 | − | 129.347% | 124.939% | 129.347% | +14.248 | 1円売 |
| 18500 | − | 126.317% | 121.973% | 126.317% | +13.976 | 1円売 |
| 18750 | − | 123.325% | 119.044% | 123.325% | +13.708 | 1円売 |
| 19000 | − | 120.370% | 116.152% | 120.370% | +13.443 | 1円売 |
| 19250 | − | 117.452% | 113.295% | 117.452% | +13.182 | 1円売 |
| 19500 | − | 114.569% | 110.473% | 114.569% | +12.924 | 1円売 |
| 19750 | − | 111.720% | 107.684% | 111.720% | +12.669 | 1円売 |
| 20000 | − | 108.905% | 104.928% | 108.905% | +12.418 | 1円売 |
| 20250 | − | 106.122% | 102.203% | 106.122% | +12.169 | 1円売 |
| 20500 | − | 103.370% | 99.508% | 103.370% | +11.924 | 1円売 |
| 20750 | − | 100.648% | 96.844% | 100.648% | +11.681 | 1円売 |
| 21000 | − | 97.956% | 94.208% | 97.956% | +11.441 | 1円売 |
| 21250 | − | 95.293% | 91.600% | 95.293% | +11.204 | 1円売 |
| 21500 | − | 92.658% | 89.020% | 92.658% | +10.970 | 1円売 |
| 21750 | − | 90.050% | 86.466% | 90.050% | +10.738 | 1円売 |
| 22000 | − | 87.468% | 83.937% | 87.468% | +10.508 | 1円売 |
| 22250 | − | 84.912% | 81.434% | 84.912% | +10.282 | 1円売 |
| 22500 | 78.894% | 82.381% | 78.894% | 82.381% | +9.630 | 1円売 |
| 22750 | − | 79.875% | 76.499% | 79.875% | +9.002 | 1円売 |
| 23000 | 74.023% | 77.391% | 74.023% | 77.391% | +8.391 | 1円売 |
| 23250 | 76.246% | 76.246% | 71.656% | 74.931% | +7.982 | 1円売 |
| 23500 | 73.732% | 73.732% | 69.416% | 72.492% | +7.595 | 1円売 |
| 23750 | 66.881% | 70.075% | 66.881% | 70.075% | +7.142 | 1円売 |
| 24000 | 64.542% | 67.906% | 64.542% | 67.906% | +6.903 | |
| 24250 | 62.222% | 65.829% | 62.222% | 65.804% | +6.664 | |
| 24500 | 63.886% | 63.886% | 61.037% | 63.701% | +6.425 | |
| 24750 | 57.637% | 61.781% | 57.637% | 61.654% | +6.186 | |
| 25000 | 59.078% | 59.919% | 57.175% | 59.741% | +5.947 | |
| 25125 | − | − | − | 58.661% | +5.828 | |
| 25250 | 56.701% | 57.810% | 55.065% | 57.581% | +5.708 | |
| 25375 | − | − | − | 56.551% | +5.589 | |
| 25500 | 54.340% | 55.769% | 53.023% | 55.489% | +5.469 | |
| 25625 | − | − | − | 54.521% | +5.350 | |
| 25750 | 48.674% | 53.883% | 48.674% | 53.553% | +5.230 | |
| 25875 | − | − | − | 52.585% | +5.111 | |
| 26000 | 49.665% | 51.995% | 49.246% | 51.613% | +4.991 | |
| 26125 | − | − | − | 50.608% | +4.872 | |
| 26250 | 47.350% | 50.030% | 47.280% | 49.598% | +4.752 | |
| 26375 | − | − | − | 48.557% | +4.633 | |
| 26500 | 47.025% | 48.116% | 45.432% | 47.548% | +4.513 | |
| 26625 | − | − | − | 46.543% | +4.394 | |
| 26750 | 42.758% | 46.249% | 42.758% | 45.657% | +4.393 | |
| 26875 | − | − | − | 44.771% | +4.393 | |
| 27000 | 42.291% | 44.399% | 41.823% | 43.892% | +4.393 | |
| 27125 | − | − | − | 42.827% | +4.393 | |
| 27250 | 41.289% | 42.182% | 39.656% | 41.761% | +4.392 | |
| 27375 | − | − | − | 40.768% | +4.392 | |
| 27500 | 37.599% | 40.082% | 37.599% | 39.747% | +4.392 | |
| 27625 | − | − | − | 38.946% | +4.392 | |
| 27750 | 36.485% | 38.412% | 35.984% | 38.162% | +4.391 | |
| 27875 | − | − | − | 37.377% | +4.391 | |
| 28000 | 35.059% | 36.607% | 34.228% | 36.443% | +4.391 | |
| 28125 | − | − | − | 35.508% | +4.390 | |
| 28250 | 33.413% | 34.586% | 32.321% | 34.586% | +4.346 | |
| 28375 | − | − | − | 33.665% | +4.302 | |
| 28500 | 30.928% | 32.744% | 30.414% | 32.744% | +4.257 | |
| 28625 | − | − | − | 31.823% | +4.213 | |
| 28750 | 28.442% | 30.958% | 28.442% | 30.866% | +4.062 | |
| 28875 | − | − | − | 29.819% | +3.912 | |
| 29000 | 27.557% | 28.911% | 26.935% | 28.864% | +3.762 | |
| 29125 | − | − | − | 27.909% | +3.612 | |
| 29250 | 25.367% | 27.215% | 25.122% | 26.975% | +3.453 | |
| 29375 | − | − | − | 26.042% | +3.283 | |
| 29500 | 23.419% | 25.153% | 23.053% | 25.153% | +3.158 | |
| 29625 | − | − | − | 24.264% | +2.945 | |
| 29750 | 21.807% | 23.518% | 21.674% | 23.518% | +2.838 | |
| 29875 | − | − | − | 22.707% | +2.593 | |
| 30000 | 20.607% | 21.914% | 20.262% | 21.832% | +2.283 | |
| 30125 | − | − | − | 20.956% | +1.973 | |
| 30250 | 19.479% | 20.501% | 19.015% | 20.351% | +1.904 | |
| 30375 | − | − | − | 19.747% | +1.691 | |
| 30500 | 18.403% | 19.298% | 18.027% | 19.236% | +1.537 | |
| 30625 | − | − | − | 18.726% | +1.391 | |
| 30750 | 17.404% | 18.523% | 17.278% | 18.309% | +1.205 | |
| 30875 | − | − | − | 17.917% | +1.109 | |
| 31000 | 17.394% | 18.122% | 16.713% | 17.698% | +1.012 | |
| 31125 | − | − | − | 17.512% | +0.916 | |
| 31250 | 17.194% | 17.751% | 16.436% | 17.404% | +0.819 | |
| 31375 | − | − | − | 17.395% | +0.761 | |
| 31500 | 17.442% | 17.796% | 16.690% | 17.458% | +0.662 | |
| 31625 | − | − | − | 17.503% | +0.541 | |
| 31750 | 17.944% | 18.063% | 16.791% | 17.634% | +0.505 | |
| 31875 | − | − | − | 17.805% | +0.507 | |
| 32000 | 18.131% | 18.330% | 17.325% | 17.976% | +0.480 | |
| 32125 | − | − | − | 18.224% | +0.530 | |
| 32250 | 18.680% | 18.715% | 17.673% | 18.561% | +0.631 | |
| 32375 | − | − | − | 18.898% | +0.682 | |
| 32500 | 19.104% | 19.426% | 18.249% | 19.214% | +0.711 | |
| 32625 | − | − | − | 19.523% | +0.776 | |
| 32750 | 20.133% | 20.133% | 18.924% | 19.831% | +0.842 | |
| 32875 | − | − | − | 20.140% | +0.853 | |
| 33000 | 20.627% | 20.713% | 19.582% | 20.449% | +0.784 | |
| 33125 | − | − | − | 20.758% | +0.705 | |
| 33250 | 21.283% | 21.389% | 20.238% | 21.172% | +0.731 | |
| 33375 | − | − | − | 21.521% | +0.719 | |
| 33500 | 21.969% | 22.076% | 21.162% | 21.871% | +0.708 | |
| 33750 | 22.515% | 22.978% | 22.038% | 22.569% | +0.685 | |
| 33000 | 20.627% | 20.713% | 19.582% | 20.449% | +0.784 | |
| 33250 | 21.283% | 21.389% | 20.238% | 21.172% | +0.731 | |
| 33500 | 21.969% | 22.076% | 21.162% | 21.871% | +0.708 | |
| 33750 | 22.515% | 22.978% | 22.038% | 22.569% | +0.685 | |
| 34000 | 24.461% | 24.461% | 22.867% | 23.310% | +0.661 | |
| 34250 | 25.170% | 25.170% | 23.761% | 24.152% | +0.627 | |
| 34500 | 25.109% | 25.704% | 24.885% | 25.377% | +0.592 | |
| 34750 | 26.796% | 27.221% | 26.143% | 26.908% | +0.558 | |
| 35000 | 28.461% | 28.899% | 27.622% | 28.419% | +0.524 | |
| 36000 | − | 35.438% | 34.267% | 34.276% | +0.386 | 1円売 |
| 37000 | − | 41.686% | 40.608% | 40.623% | +1.001 | 1円売 |
| 38000 | − | 47.678% | 46.688% | 46.708% | +1.586 | 1円売 |
| 39000 | − | 53.444% | 52.436% | 52.560% | +2.144 | 1円売 |
| 40000 | − | 59.005% | 57.934% | 58.202% | +2.678 | 1円売 |
■大引け
相場は続伸してバブル崩壊後の高値を再び更新しました。IVも全体的に上昇しました。
今日の取引。
6P322＠85円×2枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 31340 | 31550 | 31270 | 31550 | +400 | |
| 期近 | 17.470% | 17.848% | 17.131% | 17.688% | +0.685 | |
| 6月限 | 17.283% | 17.763% | 16.429% | 17.475% | +0.880 | |
| 7月限 | 17.519% | 17.869% | 17.254% | 17.741% | +0.609 | |
| 8月限 | − | 17.837% | 17.278% | 17.720% | +0.497 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.03 | +0.12 | +349 | -239 | |||
| 計 | +0.70 | -126 | +0.15 | +109 | ||
| 累計 | 564,852 | +250 | ||||
