2018年04月25日

4月25日スマイルカーブ





原資産 22234.87




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)
14.415% 16.038% 16.068% 14.727% 14.842% +0.427


ATR 瞬間 27.400% +7.569



5日 20.545% +3.289



20日 23.369% +0.239



60日 27.699% -0.234







5月限
残存日数 8.75


修正ATM
補正値 -10


前日 始値 高値 安値 終値 (前日比)
14.258% 16.330% 16.381% 14.667% 14.947% +0.689



歪み率 7.107% +0.406
SP 始値 高値 安値 終値 前日比
15250 67.176% 65.265% 67.166% +3.125 1円売
15500 64.481% 62.604% 64.469% +2.982 1円売
15750 60.168% 61.824% 59.980% 61.810% +2.841 1円売
16000 57.579% 59.203% 57.392% 59.187% +2.701 1円売
16250 56.617% 54.838% 56.599% +2.563 1円売
16500 52.502% 54.063% 52.353% 54.044% +2.427 1円売
16750 50.011% 52.455% 49.990% 51.521% +2.292 1円売
17000 50.841% 50.879% 47.517% 49.029% +2.159 1円売
17250 48.264% 48.303% 45.739% 46.752% +2.214
17500 47.738% 47.779% 45.133% 45.209% +2.330
17750 45.122% 46.010% 42.696% 43.666% +2.446
18000 43.966% 44.008% 40.863% 42.123% +2.562
18250 41.327% 41.578% 38.995% 40.299% +2.397
18500 39.790% 39.834% 37.176% 38.475% +2.278
18625 39.374% 39.419% 36.189% 37.563% +2.263
18750 38.023% 38.067% 35.456% 36.621% +2.292
18875 37.447% 37.493% 33.878% 35.980% +2.422
19000 36.081% 36.769% 33.068% 35.063% +2.275
19125 35.380% 35.426% 32.900% 34.146% +2.127
19250 34.590% 34.638% 31.953% 33.229% +1.980
19375 33.727% 33.775% 31.328% 32.459% +1.931
19500 32.800% 32.849% 30.454% 31.587% +1.853
19625 30.910% 32.247% 29.646% 30.715% +1.776
19750 31.167% 31.218% 28.872% 29.859% +1.764
19875 30.058% 30.406% 27.992% 29.006% +1.637
20000 29.226% 29.549% 27.186% 28.125% +1.573
20125 27.722% 28.473% 26.292% 27.265% +1.442
20250 27.552% 27.817% 25.293% 26.406% +1.312
20375 26.223% 26.839% 24.706% 25.495% +1.330
20500 25.901% 26.312% 23.837% 24.713% +1.383
20625 24.631% 25.317% 23.045% 23.915% +1.301
20750 24.279% 24.614% 22.269% 23.054% +1.238
20875 23.812% 23.975% 21.442% 22.284% +1.174
21000 22.867% 22.961% 20.730% 21.496% +1.218
21125 22.100% 22.173% 19.933% 20.729% +1.097
21250 21.614% 21.693% 19.170% 19.949% +1.102
21375 20.850% 20.935% 18.174% 19.168% +0.990
21500 19.838% 19.930% 17.581% 18.488% +0.962
21625 18.952% 19.267% 16.926% 17.671% +0.807
21750 18.442% 18.553% 16.525% 16.950% +0.687
21875 17.860% 17.985% 15.766% 16.313% +0.704
22000 16.783% 17.356% 15.288% 15.739% +0.746
22125 16.297% 16.375% 14.795% 15.213% +0.664
22250 16.015% 16.178% 14.332% 14.880% +0.573
22375 15.231% 16.267% 14.174% 14.721% +0.588
22500 15.455% 15.455% 14.053% 14.391% +0.561
22625 15.117% 15.320% 13.990% 14.272% +0.616
22750 14.950% 15.139% 14.023% 14.293% +0.645
22875 15.079% 15.260% 14.073% 14.310% +0.552
23000 15.318% 15.318% 14.214% 14.327% +0.534
23125 15.386% 15.386% 14.332% 14.430% +0.485
23250 15.536% 15.536% 14.536% 14.547% +0.522
23375 15.751% 15.751% 14.730% 14.806% +0.658
23500 15.885% 15.993% 14.987% 15.017% +0.746
23625 16.575% 16.575% 15.376% 15.385% +0.780
23750 16.473% 16.637% 15.679% 15.753% +0.815
23875 16.642% 17.038% 16.098% 16.311% +0.855
24000 17.631% 17.631% 16.678% 16.869% +0.895
24125 17.219% 17.993% 16.989% 17.453% +1.057
24250 18.127% 18.728% 17.448% 17.935% +1.064
24375 19.026% 19.584% 18.320% 18.418% +0.998
24500 19.916% 20.269% 19.212% 19.325% +1.479 1円売
24750 22.029% 20.992% 21.111% +1.570 1円売
25000 23.756% 22.724% 22.863% +1.659 1円売
25250 25.454% 24.425% 24.585% +1.746 1円売
25500 27.124% 26.097% 26.277% +1.833 1円売
25750 28.766% 27.742% 27.941% +1.918 1円売
26000 30.384% 29.361% 29.580% +2.002 1円売
26250 31.977% 30.955% 31.193% +2.085 1円売
26500 33.547% 32.526% 32.783% +2.166 1円売
26750 35.094% 34.074% 34.350% +2.247 1円売
27000 36.621% 35.601% 35.895% +2.327 1円売

続きを読む

actok at 15:59コメント(0)トレードとポジション 
■大引け
相場は小反落。IVは総じて堅調でした。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 22115 22230 22070 22225 -50
期近 16.038% 16.068% 14.727% 14.842% +0.427
5月限 16.330% 16.381% 14.667% 14.947% +0.689
6月限 15.959% 16.002% 14.691% 14.816% +0.349
7月限 16.259% 15.214% 15.214% +0.124

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.48 -0.24 +276 -208
+0.65 -64 +0.24 +68
累計


557,683 -49

続きを読む

actok at 15:59コメント(0)トレードとポジション 

2018年04月24日

4月24日スマイルカーブ





原資産 22290.48




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)
14.512% 14.461% 14.818% 14.264% 14.415% -0.097


ATR 瞬間 19.831% +8.528



5日 17.256% +1.328



20日 23.130% -0.288



60日 27.933% -0.203







5月限
残存日数 9.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
14.059% 14.180% 14.559% 13.758% 14.258% +0.198



歪み率 6.702% +0.361
SP 始値 高値 安値 終値 前日比
15250 63.006% 64.125% 62.497% 64.041% +4.245 1円売
15500 61.572% 59.968% 61.487% +4.128 1円売
15750 57.997% 59.056% 57.475% 58.970% +4.012 1円売
16000 56.574% 55.016% 56.487% +3.898 1円売
16250 53.124% 54.125% 52.589% 54.036% +3.786 1円売
16500 50.735% 51.708% 50.193% 51.618% +3.675 1円売
16750 49.320% 47.827% 49.229% +3.566 1円売
17000 46.045% 46.962% 45.489% 46.869% +3.459 1円売
17250 43.741% 44.631% 43.179% 44.537% +2.654
17500 41.463% 43.864% 41.463% 42.879% +2.522
17750 39.210% 41.731% 39.210% 41.220% +2.390
18000 39.614% 39.614% 37.677% 39.561% +2.258
18250 37.273% 38.386% 36.396% 37.902% +2.446
18500 36.554% 36.554% 34.579% 36.197% +2.588
18625 33.799% 35.373% 33.799% 35.300% +2.522
18750 32.651% 34.469% 32.651% 34.328% +2.382
18875 32.978% 34.137% 32.301% 33.559% +2.443
19000 31.794% 33.149% 31.498% 32.789% +2.505
19125 31.700% 32.164% 30.811% 32.019% +2.535
19250 30.490% 31.329% 29.985% 31.249% +2.392
19375 30.137% 30.594% 29.295% 30.528% +2.298
19500 28.905% 29.889% 28.528% 29.734% +2.264
19625 27.676% 29.034% 27.676% 28.939% +2.230
19750 27.721% 28.179% 27.034% 28.095% +2.089
19875 26.977% 27.681% 26.265% 27.369% +2.066
20000 26.156% 26.632% 25.491% 26.551% +1.884
20125 25.663% 25.834% 24.651% 25.823% +1.950
20250 25.021% 25.094% 23.864% 25.094% +1.903
20375 23.963% 24.167% 23.155% 24.165% +1.691
20500 23.404% 23.423% 22.370% 23.330% +1.649
20625 22.462% 22.681% 21.596% 22.614% +1.535
20750 21.856% 21.939% 20.886% 21.816% +1.418
20875 20.912% 21.150% 20.159% 21.110% +1.400
21000 20.190% 20.493% 19.486% 20.278% +1.170
21125 19.720% 19.720% 18.787% 19.632% +1.213
21250 18.898% 18.989% 18.089% 18.847% +1.021
21375 18.627% 18.627% 17.399% 18.179% +1.064
21500 17.682% 17.682% 16.632% 17.526% +1.149
21625 16.947% 16.947% 16.040% 16.864% +0.940
21750 16.307% 16.339% 15.575% 16.262% +0.885
21875 15.673% 15.860% 15.012% 15.609% +0.678
22000 14.977% 15.313% 14.597% 14.993% +0.554
22125 14.728% 15.096% 14.096% 14.548% +0.576
22250 14.182% 14.509% 13.733% 14.308% +0.600
22375 14.013% 14.309% 13.312% 14.133% +0.595
22500 13.857% 13.966% 13.139% 13.830% +0.462
22625 13.735% 13.877% 13.218% 13.656% +0.347
22750 13.718% 13.857% 13.228% 13.648% +0.378
22875 13.504% 13.886% 13.236% 13.758% +0.425
23000 13.650% 13.984% 13.320% 13.793% +0.347
23125 13.777% 14.077% 13.414% 13.946% +0.364
23250 14.051% 14.246% 13.581% 14.025% +0.314
23375 14.087% 14.388% 13.750% 14.148% +0.198
23500 14.135% 14.700% 14.023% 14.270% +0.073
23625 14.477% 14.946% 14.294% 14.605% +0.006
23750 15.048% 15.335% 14.638% 14.939% -0.141
23875 14.674% 15.858% 14.674% 15.456% -0.153
24000 15.620% 16.323% 15.444% 15.974% -0.166
24125 15.304% 16.912% 15.304% 16.395% -0.376
24250 16.171% 17.449% 16.171% 16.871% -0.533
24375 17.029% 18.235% 17.029% 17.420% -0.616
24500 17.877% 18.604% 17.710% 17.845% -0.823 1円売
24750 19.550% 20.274% 19.406% 19.541% -0.392 1円売
25000 21.912% 21.070% 21.205% -0.303 1円売
25250 23.522% 22.704% 22.839% -0.216 1円売
25500 25.105% 24.309% 24.444% -0.132 1円売
25750 26.662% 25.889% 26.024% -0.050 1円売
26000 28.195% 27.437% 27.578% +0.031 1円売
26250 29.705% 28.957% 29.109% +0.110 1円売
26500 31.193% 30.445% 30.617% +0.187 1円売
26750 32.659% 31.911% 32.103% +0.263 1円売
27000 34.106% 33.357% 33.568% +0.337 1円売

続きを読む

actok at 16:15コメント(0)IVデータ 
■大引け
相場は反発。IVは期近が堅調でした。

夜間取引。
5P206@23円×2枚売り。

今日の取引。
5C226@105円×1枚売り。


始値 高値 安値 現値 前日比
先物 22245 22300 22150 22275 +175
期近 14.461% 14.818% 14.264% 14.415% -0.097
5月限 14.180% 14.559% 13.758% 14.258% +0.198
6月限 14.561% 14.991% 14.289% 14.467% -0.239
7月限 15.526% 15.019% 15.090% -0.272

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.43 -0.10 +318 -221
+0.89 -75 +0.33 +97
累計


557,732 +125

続きを読む

actok at 16:15コメント(0)トレードとポジション 

2018年04月23日

4月23日スマイルカーブ





原資産 22111.74




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)
14.760% 14.843% 15.009% 14.386% 14.512% -0.249


ATR 瞬間 11.303% -3.858



5日 15.929% -2.280



20日 23.417% -1.231



60日 28.136% -0.519







5月限
残存日数 10.75


修正ATM
補正値 -10


前日 始値 高値 安値 終値 (前日比)
14.341% 14.564% 14.821% 13.906% 14.059% -0.281



歪み率 6.340% +0.420
SP 始値 高値 安値 終値 前日比
15250 59.561% 59.849% 59.008% 59.795% +2.250 1円売
15500 57.414% 56.597% 57.360% +2.143 1円売
15750 55.014% 54.220% 54.958% +2.037 1円売
16000 52.675% 51.876% 52.589% +1.932 1円売
16250 50.367% 49.562% 50.251% +1.829 1円売
16500 48.088% 47.278% 47.942% +1.728 1円売
16750 45.838% 45.022% 45.663% +1.627 1円売
17000 46.372% 46.407% 42.831% 43.410% +1.518 1円売
17250 41.176% 42.871% 40.745% 41.884% +1.470
17500 41.739% 41.774% 40.097% 40.357% +1.423
17750 39.460% 39.495% 37.906% 38.830% +1.375
18000 37.203% 37.862% 36.187% 37.303% +1.328
18250 34.967% 36.016% 34.441% 35.456% +1.060
18500 34.257% 34.295% 33.018% 33.609% +0.792
18625 33.114% 33.317% 32.029% 32.778% +0.882
18750 31.976% 32.504% 31.342% 31.947% +0.972
18875 31.923% 31.962% 30.421% 31.115% +0.799
19000 30.760% 31.116% 29.846% 30.284% +0.625
19125 30.454% 30.494% 29.097% 29.484% +0.520
19250 29.992% 30.032% 28.437% 28.857% +0.620
19375 28.091% 28.932% 27.711% 28.231% +0.428
19500 28.739% 28.781% 27.041% 27.470% +0.092
19625 25.738% 27.578% 25.738% 26.709% +0.193
19750 27.176% 27.220% 25.720% 26.006% +0.003
19875 26.305% 26.350% 24.879% 25.303% -0.013
20000 25.729% 25.775% 24.403% 24.667% +0.039
20125 24.735% 24.782% 23.689% 23.872% +0.033
20250 23.981% 24.029% 23.011% 23.191% -0.063
20375 23.140% 23.283% 22.373% 22.474% -0.040
20500 22.654% 22.705% 21.680% 21.680% -0.245
20625 22.004% 22.057% 21.078% 21.078% -0.226
20750 21.219% 21.274% 20.396% 20.398% -0.151
20875 20.608% 20.665% 19.711% 19.711% -0.187
21000 19.831% 19.891% 19.066% 19.108% -0.189
21125 19.136% 19.327% 18.388% 18.419% -0.295
21250 18.462% 18.600% 17.719% 17.826% -0.220
21375 17.589% 18.028% 17.087% 17.115% -0.349
21500 17.317% 17.425% 16.377% 16.377% -0.505
21625 16.719% 16.885% 15.833% 15.924% -0.376
21750 16.463% 16.552% 15.307% 15.377% -0.406
21875 15.836% 15.934% 14.705% 14.932% -0.226
22000 15.406% 15.516% 14.216% 14.438% -0.307
22125 14.752% 15.140% 13.786% 13.973% -0.425
22250 14.246% 14.547% 13.389% 13.708% -0.473
22375 14.601% 14.601% 13.244% 13.538% -0.424
22500 14.187% 14.187% 13.138% 13.368% -0.376
22625 14.151% 14.151% 13.066% 13.309% -0.303
22750 13.933% 14.012% 13.097% 13.270% -0.410
22875 13.885% 14.053% 13.183% 13.333% -0.327
23000 14.020% 14.122% 13.323% 13.446% -0.379
23125 14.059% 14.243% 13.427% 13.581% -0.265
23250 14.256% 14.393% 13.604% 13.711% -0.217
23375 14.227% 14.668% 13.812% 13.950% -0.167
23500 14.540% 14.742% 14.069% 14.197% -0.025
23625 14.508% 15.070% 14.371% 14.599% +0.179
23750 15.029% 15.396% 14.621% 15.080% +0.347
23875 15.392% 15.791% 15.200% 15.610% +0.543
24000 15.518% 16.466% 15.479% 16.139% +0.538
24125 16.404% 16.876% 16.105% 16.772% +0.818
24250 17.281% 17.679% 16.696% 17.404% +0.898
24375 18.147% 18.372% 17.281% 18.036% +0.987
24500 17.619% 18.960% 17.583% 18.668% +1.077
24750 19.209% 20.141% 18.940% 19.933% +1.255 1円売
25000 21.711% 20.502% 21.508% +1.321 1円売
25250 23.255% 22.037% 23.055% +1.386 1円売
25500 24.773% 23.545% 24.576% +1.450 1円売
25750 26.266% 25.029% 26.074% +1.513 1円売
26000 27.737% 26.489% 27.547% +1.575 1円売
26250 29.185% 27.927% 28.999% +1.637 1円売
26500 30.612% 29.345% 30.430% +1.697 1円売
26750 32.020% 30.742% 31.840% +1.757 1円売
27000 33.408% 32.119% 33.231% +1.816 1円売

続きを読む

actok at 16:22コメント(0)IVデータ 
■大引け
週明けの相場は小幅続落。IVは中安外高でした。

今日の取引。
5C222@200円×1枚買い。
5P195@6円×8枚買い。
5P197@8円×8枚買い。


始値 高値 安値 現値 前日比
先物 22170 22205 22060 22100 -55
期近 14.843% 15.009% 14.386% 14.512% -0.249
5月限 14.564% 14.821% 13.906% 14.059% -0.281
6月限 14.969% 15.179% 14.563% 14.706% -0.281
7月限 15.615% 15.292% 15.362% -0.160

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.31 -0.11 +273 -202
+0.77 -55 +0.21 +71
累計


557,606 -61

続きを読む

actok at 16:13コメント(0)トレードとポジション 

2018年04月20日

4月20日スマイルカーブ





原資産 22168.07




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)
15.217% 15.454% 15.493% 14.606% 14.760% -0.457


ATR 瞬間 15.162% -3.535



5日 18.209% -1.533



20日 24.648% -1.011



60日 28.655% -0.472







5月限
残存日数 11.75


修正ATM
補正値 -10


前日 始値 高値 安値 終値 (前日比)
15.042% 15.314% 15.376% 14.163% 14.341% -0.701



歪み率 5.921% -0.029
SP 始値 高値 安値 終値 前日比
15250 57.818% 56.793% 57.546% +2.036 1円売
15500 54.598% 55.507% 54.484% 55.217% +1.942 1円売
15750 53.229% 52.207% 52.921% +1.849 1円売
16000 50.084% 50.982% 49.961% 50.656% +1.758 1円売
16250 47.873% 48.765% 47.745% 48.421% +1.485 1円売
16500 45.689% 46.576% 45.557% 46.215% +0.694 1円売
16750 46.520% 46.553% 43.736% 44.036% -0.069 1円売
17000 44.264% 44.298% 41.891% 41.892% -0.735
17250 42.034% 42.819% 40.413% 40.413% -0.737
17500 39.828% 41.036% 38.934% 38.934% -0.739
17750 39.324% 39.359% 37.455% 37.455% -0.741
18000 37.081% 37.537% 35.535% 35.976% -0.743
18250 36.047% 36.083% 34.200% 34.396% -0.845
18500 33.782% 34.448% 32.090% 32.817% -0.845
18625 33.572% 33.640% 31.514% 31.896% -1.033
18750 32.425% 32.815% 30.764% 30.975% -1.221
18875 32.034% 32.353% 30.180% 30.317% -1.166
19000 31.525% 31.565% 29.561% 29.658% -1.109
19125 30.347% 30.667% 28.907% 28.964% -1.089
19250 30.244% 30.285% 28.238% 28.238% -1.067
19375 29.038% 29.275% 27.708% 27.802% -0.849
19500 29.101% 29.144% 27.136% 27.378% -0.761
19625 26.632% 27.979% 26.453% 26.516% -0.984
19750 27.302% 27.346% 25.790% 26.003% -0.916
19875 26.645% 26.690% 25.168% 25.316% -0.873
20000 25.902% 25.964% 24.474% 24.628% -0.973
20125 25.320% 25.367% 23.840% 23.840% -0.993
20250 24.626% 24.674% 23.002% 23.254% -0.943
20375 23.836% 23.964% 22.514% 22.514% -0.952
20500 23.132% 23.184% 21.850% 21.926% -0.853
20625 22.618% 22.671% 21.195% 21.304% -0.832
20750 21.948% 22.004% 20.534% 20.550% -0.984
20875 21.264% 21.322% 19.897% 19.898% -0.884
21000 20.227% 20.533% 19.268% 19.297% -0.923
21125 20.053% 20.117% 18.621% 18.714% -0.774
21250 19.191% 19.257% 18.029% 18.046% -0.787
21375 18.558% 18.629% 17.331% 17.464% -0.850
21500 18.058% 18.134% 16.815% 16.882% -0.759
21625 17.303% 17.444% 16.232% 16.300% -0.790
21750 16.890% 16.978% 15.699% 15.783% -0.788
21875 16.160% 16.388% 15.130% 15.158% -0.894
22000 16.159% 16.268% 14.686% 14.745% -0.888
22125 15.431% 15.431% 14.206% 14.398% -0.837
22250 14.879% 15.100% 13.871% 14.180% -0.744
22375 13.854% 14.878% 13.633% 13.962% -0.670
22500 14.517% 14.968% 13.562% 13.744% -0.759
22625 14.505% 14.783% 13.405% 13.612% -0.773
22750 14.359% 14.499% 13.248% 13.680% -0.650
22875 14.500% 14.745% 13.486% 13.660% -0.662
23000 14.493% 14.786% 13.581% 13.824% -0.458
23125 14.582% 14.904% 13.676% 13.846% -0.595
23250 14.813% 15.016% 13.782% 13.928% -0.644
23375 15.044% 15.194% 13.947% 14.117% -0.589
23500 15.152% 15.386% 14.105% 14.222% -0.622
23625 15.140% 15.631% 14.280% 14.420% -0.621
23750 15.445% 15.867% 14.577% 14.733% -0.507
23875 15.982% 16.105% 14.877% 15.066% -0.435
24000 16.404% 16.547% 15.292% 15.601% -0.258
24125 16.668% 16.896% 15.816% 15.953% -0.263
24250 16.692% 17.407% 16.317% 16.506% -0.068
24375 18.402% 18.402% 16.730% 17.049% +0.051
24500 17.006% 18.432% 16.972% 17.592% +0.171
24750 18.527% 19.795% 18.493% 18.677% +0.226
25000 20.020% 20.488% 19.319% 20.187% +0.706 1円売
25250 21.487% 21.951% 20.796% 21.669% +1.158 1円売
25500 23.391% 22.248% 23.127% +1.215 1円売
25750 24.807% 23.677% 24.561% +1.271 1円売
26000 26.201% 25.082% 25.972% +1.326 1円売
26250 27.575% 26.466% 27.363% +1.380 1円売
26500 28.928% 27.830% 28.733% +1.434 1円売
26750 30.262% 29.174% 30.083% +1.487 1円売
27000 31.129% 31.578% 30.500% 31.415% +1.539 1円売

続きを読む

actok at 20:00コメント(0)IVデータ 
■大引け
相場は小反落。IVは下落が止まらず15%を割り込みました。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 22150 22265 22075 22155 -45
期近 15.454% 15.493% 14.606% 14.760% -0.457
5月限 15.314% 15.376% 14.163% 14.341% -0.701
6月限 15.533% 15.627% 14.706% 14.987% -0.348
7月限 16.025% 15.460% 15.522% -0.359

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.47 -0.26 +294 -222
+0.97 -43 +0.22 +72
累計


557,667 -154

続きを読む

actok at 18:00コメント(0)トレードとポジション 

2018年04月19日

4月19日スマイルカーブ





原資産 22207.70




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)
15.073% 14.774% 15.281% 14.643% 15.217% +0.145


ATR 瞬間 18.697% -9.987



5日 19.742% -0.855



20日 25.660% -1.165



60日 29.127% -0.836







5月限
残存日数 12.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
14.874% 14.549% 15.138% 14.419% 15.042% +0.167



歪み率 5.949% +0.200
SP 始値 高値 安値 終値 前日比
15250 55.959% 55.085% 55.509% +2.205 1円売
15500 53.745% 52.873% 53.275% +2.122 1円売
15750 51.562% 50.692% 51.072% +2.041 1円売
16000 48.687% 49.409% 48.541% 48.898% +1.961 1円売
16250 46.564% 47.285% 46.419% 46.936% +1.359
16500 44.469% 46.201% 44.439% 45.521% +1.304
16750 42.399% 44.524% 42.369% 44.105% +1.248
17000 43.136% 43.136% 41.939% 42.628% +1.131
17250 40.996% 41.729% 40.202% 41.151% +1.036
17500 40.593% 40.593% 38.685% 39.673% +0.940
17750 38.421% 38.449% 37.436% 38.196% +0.845
18000 36.270% 37.561% 35.794% 36.719% +0.750
18250 35.297% 35.533% 34.409% 35.241% +0.625
18500 33.125% 34.137% 32.728% 33.662% +0.399
18625 32.941% 33.246% 31.997% 32.929% +0.400
18750 31.841% 32.515% 31.336% 32.196% +0.401
18875 32.139% 32.139% 30.492% 31.482% +0.450
19000 31.007% 31.106% 29.942% 30.767% +0.507
19125 29.879% 30.381% 29.271% 30.053% +0.460
19250 29.803% 29.985% 28.542% 29.304% +0.329
19375 29.102% 29.102% 27.813% 28.652% +0.187
19500 28.348% 28.369% 27.175% 28.138% +0.346
19625 26.770% 27.686% 26.569% 27.500% +0.567
19750 27.034% 27.034% 25.980% 26.918% +0.590
19875 26.421% 26.421% 25.178% 26.189% +0.537
20000 25.462% 25.620% 24.603% 25.602% +0.644
20125 24.958% 24.958% 23.962% 24.833% +0.479
20250 24.128% 24.250% 23.339% 24.197% +0.502
20375 23.625% 23.625% 22.678% 23.466% +0.599
20500 22.827% 22.872% 22.085% 22.779% +0.401
20625 22.262% 22.315% 21.457% 22.136% +0.598
20750 21.434% 21.534% 20.833% 21.534% +0.594
20875 20.645% 20.863% 20.197% 20.782% +0.359
21000 19.979% 20.241% 19.589% 20.220% +0.556
21125 19.474% 19.666% 18.978% 19.488% +0.463
21250 18.345% 19.219% 18.285% 18.833% +0.370
21375 17.948% 18.517% 17.802% 18.314% +0.479
21500 17.676% 17.919% 17.019% 17.641% +0.368
21625 16.813% 17.344% 16.681% 17.090% +0.394
21750 16.357% 16.791% 16.062% 16.571% +0.369
21875 15.622% 16.352% 15.536% 16.052% +0.257
22000 15.651% 16.020% 15.169% 15.633% +0.195
22125 14.733% 15.582% 14.677% 15.235% +0.152
22250 14.544% 15.201% 14.415% 14.924% +0.343
22375 14.627% 14.954% 14.122% 14.632% +0.114
22500 14.585% 14.839% 13.850% 14.504% +0.049
22625 14.111% 14.638% 13.859% 14.385% +0.055
22750 14.018% 14.703% 13.805% 14.330% -0.031
22875 14.138% 14.646% 13.724% 14.322% -0.033
23000 14.239% 14.547% 13.887% 14.282% -0.163
23125 14.296% 14.611% 13.942% 14.441% -0.142
23250 14.377% 14.700% 14.075% 14.572% -0.135
23375 14.742% 14.820% 14.239% 14.706% -0.179
23500 14.838% 14.969% 14.342% 14.844% -0.214
23625 14.972% 15.147% 14.584% 15.042% -0.206
23750 15.289% 15.385% 14.776% 15.240% -0.277
23875 15.366% 15.641% 15.068% 15.502% -0.332
24000 15.509% 16.052% 15.334% 15.859% -0.193
24125 15.905% 16.425% 15.779% 16.217% -0.391
24250 16.771% 16.809% 16.128% 16.574% -0.420
24375 17.628% 17.666% 15.760% 16.998% -0.381
24500 16.954% 17.948% 16.943% 17.421% -0.343
24750 18.512% 18.750% 17.818% 18.451% -0.210
25000 20.040% 20.075% 18.693% 19.481% -0.162
25250 20.030% 20.626% 19.493% 20.511% -0.113 1円売
25500 22.026% 20.774% 21.912% +0.306 1円売
25750 23.403% 22.147% 23.290% +0.703 1円売
26000 24.759% 23.498% 24.647% +0.754 1円売
26250 26.094% 24.828% 25.983% +0.804 1円売
26500 27.410% 26.138% 27.299% +0.854 1円売
26750 28.706% 27.430% 28.597% +0.902 1円売
27000 29.985% 28.703% 29.876% +0.950 1円売

続きを読む

actok at 17:09コメント(0)IVデータ 
■大引け
相場は小幅続伸。序盤は買われましたが、その後売りに押し戻されました。IVは小幅まちまち。

今日の取引。
5C235@19円×8枚買い。
先物ミニ5月限@22325円×5枚売り。
5C226@180円×1枚売り。
5P203@26円×4枚売り。

細かくポジション調整。


始値 高値 安値 現値 前日比
先物 22240 22355 22175 22200 +10
期近 14.774% 15.281% 14.643% 15.217% +0.145
5月限 14.549% 15.138% 14.419% 15.042% +0.167
6月限 14.933% 15.545% 14.771% 15.334% +0.099
7月限 15.881% 15.435% 15.881% +0.114

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.59 -0.23 +385 -247
+1.62 -84 +0.36 +138
累計


557,821 -4

続きを読む

actok at 17:05コメント(5)トレードとポジション 
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