2016年07月22日

7月22日スマイルカーブ





原資産 16641.54




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)
27.624% 27.653% 27.854% 26.916% 26.933% -0.692







8月限
残存日数 13.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
29.584% 30.110% 30.343% 28.901% 28.980% -0.605



歪み率 5.057% +0.301
SP 始値 高値 安値 終値 前日比
11000 62.968% 63.260% 62.279% 63.235% +0.698
11250 59.784% 61.863% 59.784% 60.442% +0.172
11500 56.662% 59.287% 56.662% 58.409% -0.009
11750 55.955% 57.076% 55.402% 56.375% +0.115
12000 54.584% 54.975% 53.367% 53.707% -0.598
12250 52.821% 53.007% 51.148% 51.476% -0.549
12500 50.795% 50.795% 49.117% 49.246% -0.927
12750 47.608% 49.022% 46.823% 47.374% -0.952
13000 46.218% 47.118% 45.195% 45.425% -0.793
13125 45.359% 46.197% 44.174% 44.473% -0.636
13250 44.416% 45.239% 43.340% 43.397% -0.887
13375 43.981% 44.321% 42.303% 42.475% -0.997
13500 42.328% 43.569% 41.516% 41.621% -0.892
13625 42.613% 42.686% 40.760% 40.840% -0.881
13750 41.745% 41.886% 39.845% 40.272% -0.876
13875 40.411% 41.235% 39.143% 39.403% -0.753
14000 39.733% 40.437% 38.417% 38.637% -0.656
14125 38.613% 39.597% 37.703% 37.708% -0.852
14250 38.251% 38.892% 37.029% 37.332% -0.542
14375 37.674% 38.230% 36.301% 36.474% -0.669
14500 37.344% 37.648% 35.703% 35.995% -0.615
14625 36.413% 37.002% 35.096% 35.332% -0.533
14750 35.188% 36.400% 34.507% 34.700% -0.636
14875 35.594% 35.923% 33.963% 34.216% -0.659
15000 34.929% 35.358% 33.562% 33.708% -0.570
15125 36.462% 36.462% 33.067% 33.362% -0.561
15250 34.191% 34.403% 32.354% 32.696% -0.752
15375 33.464% 33.921% 31.837% 32.184% -0.727
15500 32.538% 33.360% 31.803% 32.040% -0.489
15625 33.169% 33.169% 31.328% 31.497% -0.771
15750 32.591% 32.591% 30.898% 31.214% -0.647
15875 30.623% 32.101% 30.603% 30.673% -0.893
16000 30.710% 31.759% 30.215% 30.403% -0.855
16125 28.729% 31.506% 28.729% 30.133% -0.585
16250 30.555% 31.073% 29.521% 29.758% -1.132
16375 28.056% 31.013% 28.056% 29.506% -0.895
16500 30.077% 30.817% 28.720% 29.255% -0.937
16625 30.136% 30.735% 28.483% 29.003% -0.942
16750 30.196% 30.751% 28.595% 28.751% -0.788
16875 30.246% 30.807% 28.500% 28.695% -0.914
17000 29.973% 29.973% 28.353% 28.538% -0.934
17125 29.699% 29.887% 28.228% 28.398% -0.966
17250 29.799% 29.799% 28.070% 28.235% -0.932
17375 29.968% 29.968% 28.025% 28.137% -1.116
17500 29.423% 29.423% 27.941% 28.034% -1.226
17625 29.359% 29.359% 27.837% 27.967% -1.302
17750 28.953% 29.276% 27.704% 27.926% -1.252
17875 29.777% 29.777% 27.690% 27.884% -1.394
18000 29.252% 29.252% 27.692% 27.921% -1.283
18125 28.946% 29.310% 27.626% 27.910% -1.412
18250 29.336% 29.461% 27.626% 27.869% -1.422
18375 29.516% 29.516% 27.658% 27.730% -1.594
18500 29.228% 29.228% 27.653% 27.778% -1.830
18625 29.243% 29.243% 27.667% 27.692% -1.636
18750 28.942% 29.133% 27.767% 27.827% -1.413
18875 29.236% 29.236% 27.778% 27.778% -1.391
19000 29.717% 29.717% 27.984% 27.985% -1.209
19125 29.623% 29.623% 28.014% 28.086% -1.317
19250 29.734% 29.734% 28.084% 28.231% -1.158
19500 29.890% 29.890% 28.482% 28.668% -0.722
19750 31.001% 31.001% 28.619% 29.237% -0.270
20000 30.393% 30.781% 28.880% 29.954% +0.360
20250 29.971% 31.461% 29.971% 30.750% +0.967
20500 31.606% 31.971% 30.641% 31.342% +0.247 1円売
20750 33.212% 33.552% 32.252% 32.966% +1.138 1円売
21000 35.142% 33.836% 34.561% +1.699 1円売
21250 36.705% 35.393% 36.129% +2.770 1円売
21500 38.243% 36.924% 37.672% +2.818 1円売
21750 39.756% 38.431% 39.191% +2.865 1円売
22000 41.247% 39.915% 40.685% +2.912 1円売
22250 42.714% 41.376% 42.157% +2.958 1円売
22500 44.160% 42.814% 43.607% +3.003 1円売
22750 45.585% 44.232% 45.036% +3.049 1円売
23000 46.990% 45.630% 46.444% +3.093 1円売
23250 48.375% 47.007% 47.832% +3.137 1円売
23500 49.740% 48.365% 49.201% +3.181 1円売

続きを読む

actok at 17:23コメント(0)トラックバック(0)IVデータ 
■大引け
相場は反落。IVは総じて軟調でした。

夜間取引。
8C171@295円×2枚売り。
先物ミニ8月限@16660円×10枚買い。


始値 高値 安値 現値 前日比
先物 16600 16675 16540 16625 -185
期近 27.653% 27.854% 26.916% 26.933% -0.692
8月限 30.110% 30.343% 28.901% 28.980% -0.605
9月限 25.539% 26.054% 25.174% 25.258% -0.406
10月限 25.441% 24.953% 24.953% -0.210

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.09 -0.11 +459 -242
+1.04 +52 -0.02 +217
累計


547,438 -305

続きを読む

actok at 17:20コメント(0)トラックバック(0)トレードとポジション 

2016年07月21日

7月21日スマイルカーブ





原資産 16831.06




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)
25.871% 26.629% 27.624% 26.395% 27.624% +1.753







8月限
残存日数 14.75


修正ATM
補正値 0


前日 始値 高値 安値 終値 (前日比)
27.050% 28.190% 29.584% 27.904% 29.584% +2.534



歪み率 4.756% +0.088
SP 始値 高値 安値 終値 前日比
11000 59.304% 62.579% 59.231% 62.537% +3.688
11250 60.260% 60.533% 59.413% 60.270% +2.983
11500 59.729% 59.729% 57.048% 58.417% +3.170
11750 56.672% 56.672% 55.000% 56.260% +3.052
12000 53.670% 54.305% 52.825% 54.305% +3.079
12250 52.397% 52.397% 50.794% 52.025% +2.782
12500 49.415% 50.173% 48.911% 50.173% +3.055
12750 47.747% 48.326% 45.941% 48.326% +3.335
13000 45.835% 46.379% 45.142% 46.218% +2.739
13125 44.344% 45.124% 43.788% 45.109% +2.782
13250 43.745% 44.302% 42.878% 44.284% +2.656
13375 43.028% 43.501% 42.430% 43.472% +2.720
13500 42.216% 42.607% 41.620% 42.513% +2.605
13625 41.325% 41.774% 40.842% 41.721% +2.854
13750 40.367% 41.148% 40.106% 41.148% +2.760
13875 39.351% 40.167% 39.253% 40.156% +2.412
14000 38.743% 39.467% 38.635% 39.294% +2.322
14125 38.006% 38.604% 37.735% 38.560% +2.461
14250 37.163% 37.915% 37.015% 37.875% +2.516
14375 36.868% 37.368% 36.165% 37.144% +2.517
14500 35.805% 36.726% 35.509% 36.609% +2.615
14625 36.405% 36.405% 34.954% 35.865% +2.452
14750 35.321% 35.584% 34.370% 35.337% +2.299
14875 33.966% 35.042% 33.663% 34.875% +2.430
15000 34.352% 34.656% 33.244% 34.278% +1.910
15125 34.788% 34.788% 32.700% 33.923% +2.573
15250 32.844% 33.616% 32.234% 33.448% +2.435
15375 32.191% 33.111% 31.462% 32.911% +2.536
15500 31.364% 32.927% 31.180% 32.529% +2.491
15625 29.843% 32.269% 29.694% 32.269% +2.617
15750 31.181% 31.861% 30.501% 31.861% +2.627
15875 31.102% 31.567% 30.044% 31.567% +2.919
16000 30.336% 31.259% 29.712% 31.259% +2.771
16125 29.740% 30.720% 29.365% 30.718% +2.811
16250 29.964% 30.890% 29.074% 30.890% +2.811
16375 29.190% 30.402% 28.729% 30.402% +2.914
16500 28.814% 30.191% 28.584% 30.191% +2.590
16625 29.080% 29.945% 28.444% 29.945% +2.711
16750 28.112% 29.756% 27.845% 29.539% +2.672
16875 28.260% 29.609% 27.911% 29.609% +2.545
17000 27.681% 29.472% 27.681% 29.472% +2.213
17125 27.587% 29.364% 27.587% 29.364% +2.084
17250 28.721% 29.167% 27.877% 29.167% +2.012
17375 28.648% 29.254% 27.848% 29.254% +2.051
17500 28.261% 29.260% 28.009% 29.260% +2.136
17625 27.876% 29.269% 27.751% 29.269% +2.716
17750 28.264% 29.178% 27.952% 29.178% +2.387
17875 27.993% 29.277% 27.726% 29.277% +2.279
18000 28.687% 29.204% 27.726% 29.204% +2.347
18125 28.249% 29.322% 27.836% 29.322% +2.224
18250 27.394% 29.291% 27.394% 29.291% +2.367
18375 28.454% 29.324% 27.707% 29.324% +1.924
18500 28.125% 29.608% 27.770% 29.608% +2.270
18625 27.699% 29.328% 27.651% 29.328% +1.901
18750 28.269% 29.241% 27.659% 29.241% +2.355
18875 28.308% 29.170% 27.610% 29.170% +1.654
19000 28.298% 29.194% 27.659% 29.194% +1.842
19125 28.264% 29.402% 27.705% 29.402% +1.888
19250 27.917% 29.389% 27.682% 29.389% +2.029
19500 27.639% 29.389% 27.639% 29.389% +1.681
19750 28.519% 29.507% 27.183% 29.507% +1.508
20000 28.912% 29.594% 28.124% 29.594% +0.992
20250 29.704% 30.075% 28.455% 29.783% +0.579
20500 30.065% 31.095% 29.258% 31.095% +1.289
20750 29.579% 31.827% 29.579% 31.827% +1.418
21000 31.115% 32.862% 30.809% 32.862% +0.960
21250 32.625% 34.131% 32.321% 33.359% -0.009 1円売
21500 35.621% 33.809% 34.855% +0.043 1円売
21750 37.087% 35.272% 36.326% +0.094 1円売
22000 38.531% 36.713% 37.774% +0.145 1円売
22250 39.952% 38.131% 39.200% +0.194 1円売
22500 41.352% 39.527% 40.604% +0.242 1円売
22750 42.731% 40.903% 41.987% +0.290 1円売
23000 44.091% 42.259% 43.351% +0.337 1円売
23250 45.431% 43.595% 44.695% +0.383 1円売
23500 46.752% 44.912% 46.020% +0.428 1円売

続きを読む

actok at 16:57コメント(0)トラックバック(0)IVデータ 
■大引け
相場は小幅反発。基調は強く、一時17000円の大台手前まで上昇しました。IVはほぼ全面高となりました。

今日の取引。
8C176@205円×2枚売り。
先物ミニ8月限@16880円×5枚買い。
8C168@425円×2枚売り。
9C180@195円×4枚買い。


始値 高値 安値 現値 前日比
先物 16820 16925 16720 16810 +130
期近 26.629% 27.624% 26.395% 27.624% +1.753
8月限 28.190% 29.584% 27.904% 29.584% +2.534
9月限 24.988% 25.664% 24.573% 25.664% +1.233
10月限 25.163% 24.385% 25.163%


デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.24 -0.10 +574 -229
+1.23 -12 +0.14 +345
累計


547,743 +150

続きを読む

actok at 16:57コメント(0)トラックバック(0)トレードとポジション 

2016年07月20日

7月20日スマイルカーブ





原資産 16697.71




短期金利 0.10%




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)
26.281% 25.995% 26.487% 25.500% 25.871% -0.409







8月限
残存日数 15.75


修正ATM
補正値 -10


前日 始値 高値 安値 終値 (前日比)
27.509% 27.268% 27.924% 27.013% 27.050% -0.459



歪み率 4.668% +0.167
SP 始値 高値 安値 終値 前日比
11000 59.282% 59.320% 57.478% 58.849% +0.523
11250 56.306% 57.924% 55.671% 57.287% +0.739
11500 53.387% 55.247% 53.387% 55.247% +0.479
11750 52.741% 53.208% 51.539% 53.208% +0.563
12000 49.822% 51.295% 49.603% 51.226% +0.703
12250 49.833% 49.875% 47.881% 49.243% -0.134
12500 46.866% 47.595% 45.927% 47.117% +0.391
12750 44.970% 45.383% 44.003% 44.992% +0.115
13000 43.687% 43.732% 41.906% 43.479% +0.029
13125 42.188% 42.849% 41.170% 42.327% -0.176
13250 41.381% 42.405% 40.507% 41.628% +0.101
13375 40.498% 41.202% 39.711% 40.752% -0.091
13500 39.548% 40.284% 38.986% 39.908% +0.204
13625 39.493% 39.688% 38.187% 38.866% -0.269
13750 38.367% 38.748% 37.551% 38.388% -0.083
13875 37.589% 38.074% 36.750% 37.744% -0.030
14000 36.367% 37.352% 36.294% 36.972% +0.026
14125 35.759% 36.614% 35.343% 36.099% -0.251
14250 35.291% 35.935% 34.901% 35.359% -0.334
14375 34.894% 35.281% 34.258% 34.626% -0.291
14500 34.093% 34.631% 33.677% 33.994% -0.310
14625 33.374% 34.116% 33.034% 33.414% -0.066
14750 33.040% 33.783% 32.460% 33.038% +0.157
14875 32.490% 33.017% 31.910% 32.446% -0.133
15000 31.345% 32.368% 31.345% 32.368% +0.392
15125 32.589% 32.659% 30.777% 31.350% -0.075
15250 30.559% 31.570% 30.506% 31.013% +0.033
15375 32.083% 32.161% 30.036% 30.374% -0.080
15500 29.882% 30.642% 29.635% 30.038% +0.048
15625 29.400% 30.125% 29.057% 29.652% +0.019
15750 28.287% 29.669% 28.287% 29.234% -0.215
15875 28.499% 29.593% 28.420% 28.648% -0.422
16000 28.370% 28.958% 28.089% 28.487% -0.204
16125 28.599% 28.705% 27.755% 27.907% -0.406
16250 28.811% 28.925% 27.509% 28.079% +0.094
16375 28.095% 28.218% 27.189% 27.488% -0.355
16500 27.700% 28.016% 27.053% 27.601% -0.100
16625 27.250% 27.887% 26.999% 27.234% -0.445
16750 29.833% 29.833% 26.687% 26.867% -0.601
16875 26.424% 27.869% 26.297% 27.063% -0.456
17000 27.170% 27.590% 26.476% 27.259% -0.312
17125 27.329% 27.674% 26.523% 27.280% -0.256
17250 27.854% 27.854% 26.560% 27.155% -0.346
17375 27.778% 27.778% 26.550% 27.203% -0.202
17500 27.387% 27.490% 26.528% 27.124% -0.148
17625 27.441% 27.519% 26.476% 26.553% -0.866
17750 27.198% 27.670% 26.431% 26.790% -0.532
17875 27.580% 27.661% 26.358% 26.999% -0.521
18000 27.740% 27.740% 26.540% 26.857% -0.602
18125 27.640% 27.640% 26.472% 27.098% -0.548
18250 27.892% 27.892% 26.567% 26.924% -0.759
18375 27.613% 27.629% 26.539% 27.400% -0.281
18500 27.482% 27.725% 26.586% 27.338% -0.234
18625 27.837% 27.889% 26.652% 27.427% -0.432
18750 27.783% 27.954% 26.743% 26.885% -0.948
18875 27.972% 27.972% 26.735% 27.515% -0.293
19000 27.946% 27.969% 26.652% 27.352% -0.430
19125 28.008% 28.008% 26.795% 27.514% -0.272
19250 27.811% 28.165% 26.863% 27.360% -0.661
19500 28.182% 28.338% 26.822% 27.709% -0.536
19750 28.557% 28.625% 27.140% 27.999% -0.378
20000 28.019% 29.046% 27.885% 28.602% +0.091
20250 29.467% 28.410% 29.204% +0.231
20500 29.182% 30.569% 29.086% 29.807% +0.371
20750 31.307% 30.381% 30.409% +1.207 1円売
21000 32.784% 31.871% 31.901% +1.251 1円売
21250 34.237% 33.336% 33.368% +1.294 1円売
21500 35.667% 34.776% 34.811% +1.337 1円売
21750 37.073% 36.194% 36.231% +1.379 1円売
22000 38.458% 37.590% 37.629% +1.420 1円売
22250 39.822% 38.964% 39.006% +1.461 1円売
22500 41.165% 40.318% 40.361% +1.501 1円売
22750 42.489% 41.651% 41.697% +1.541 1円売
23000 43.794% 42.966% 43.014% +1.580 1円売
23250 45.081% 44.262% 44.312% +1.619 1円売
23500 46.350% 45.540% 45.592% +1.657 1円売

続きを読む

actok at 23:06コメント(0)トラックバック(0)IVデータ 
■大引け
相場は小反落。IVは小幅まちまちでした。
今日の取引はありません。

昨日から始まった時期J-GATEですが、流動性は一層低下し、第3限月に至ってはまともな板が皆無という惨状を呈しています。10年前にブログを開始した頃の、厚みがあり活況を呈していたオプション市場はもはや見る影もありません。権利行使価格の刻み増加、取引時間の延長など、何か変更を加えるたびに市場参加者が離れていく現状を、取引所は重く受け止めなくてはならないと思います。


始値 高値 安値 現値 前日比
先物 16600 16680 16530 16680 -30
期近 25.995% 26.487% 25.500% 25.871% -0.409
8月限 27.268% 27.924% 27.013% 27.050% -0.459
9月限 24.360% 25.181% 24.027% 24.431% -0.008
10月限





デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.23 -0.11 +438 -172
+0.93 -30 +0.12 +266
累計


547,593 -104

続きを読む

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

2016年07月19日

※日中のデータが取れませんでしたので、終値のみの記録となります。

7月19日スマイルカーブ





原資産 16726.09




短期金利 0.10%




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)
26.827% 26.281% -0.547







8月限
残存日数 16.75


修正ATM
補正値 0


前日 始値 高値 安値 終値 (前日比)
27.885% 27.509% -0.377



歪み率 4.501% +0.332
SP 始値 高値 安値 終値 前日比
11000 58.327% +2.429
11250 56.548% +2.475
11500 54.768% +2.210
11750 52.645% +2.380
12000 50.522% +2.549
12250 49.377% +1.841
12500 46.726% +1.294
12750 44.877% +1.081
13000 43.449% +0.548
13125 42.503% +1.206
13250 41.527% +1.002
13375 40.844% +0.935
13500 39.704% +0.764
13625 39.135% +0.918
13750 38.472% +0.758
13875 37.774% +0.708
14000 36.946% +0.558
14125 36.350% +0.586
14250 35.693% +0.651
14375 34.917% +0.494
14500 34.305% -0.232
14625 33.480% +0.116
14750 32.882% +0.145
14875 32.579% +0.324
15000 31.976% +0.100
15125 31.425% +0.099
15250 30.980% +0.149
15375 30.455% -0.110
15500 29.990% -0.130
15625 29.632% -0.155
15750 29.449% +0.041
15875 29.070% -0.089
16000 28.691% +0.013
16125 28.313% -0.223
16250 27.985% -0.324
16375 27.843% -0.187
16500 27.701% -0.278
16625 27.679% -0.128
16750 27.468% -0.252
16875 27.520% -0.011
17000 27.571% -0.141
17125 27.536% -0.109
17250 27.501% -0.278
17375 27.405% -0.260
17500 27.272% -0.360
17625 27.419% -0.331
17750 27.322% -0.563
17875 27.520% -0.343
18000 27.459% -0.567
18125 27.646% -0.364
18250 27.683% -0.238
18375 27.681% -0.388
18500 27.572% +0.165
18625 27.859% -0.238
18750 27.833% -0.169
18875 27.808% -0.428
19000 27.782% -0.407
19125 27.786% -0.313
19250 28.021% -0.033
19500 28.244% +0.231
19750 28.378% +0.412
20000 28.511% +0.261
20250 28.973% +0.345
20500 29.436% +0.430
20750 29.202% -0.308 1円売
21000 30.651% -0.262 1円売
21250 32.074% -0.217 1円売
21500 33.475% -0.172 1円売
21750 34.853% -0.129 1円売
22000 36.209% -0.087 1円売
22250 37.544% -0.045 1円売
22500 38.860% -0.005 1円売
22750 40.156% +0.035 1円売
23000 41.434% +0.075 1円売
23250 42.693% +0.113 1円売
23500 43.935% +0.151 1円売

続きを読む

actok at 19:00コメント(0)トラックバック(0)IVデータ 
■大引け

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 16635 16720 16490 16710 +150
期近 23.233% 26.809% 25.926% 26.281% -0.547
8月限 27.147% 27.812% 26.777% 27.509% -0.377
9月限 17.047% 24.995% 24.211% 24.439% -0.424
10月限 24.595% 24.111% 24.285% -0.200

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.25 -0.10 +480 -180
+1.15 -46 +0.15 +300
累計


547,697 +173

続きを読む

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

2016年07月15日

7月15日スマイルカーブ





原資産 16573.05




短期金利 0.10%




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)
26.075% 26.204% 26.809% 25.926% 26.827% +0.752







8月限
残存日数 17.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
26.814% 27.038% 27.812% 26.777% 27.885% +1.071



歪み率 4.169% +0.155
SP 始値 高値 安値 終値 前日比
11000 51.260% 56.471% 51.260% 55.898% +2.580
11250 51.963% 54.073% 51.963% 54.073% +2.443
11500 51.359% 52.558% 50.194% 52.558% +2.616
11750 50.153% 50.767% 48.481% 50.266% +1.819
12000 47.317% 48.967% 47.052% 47.974% +1.021
12250 44.529% 47.749% 44.529% 47.536% +2.526
12500 42.934% 45.522% 42.934% 45.433% +2.074
12750 41.957% 43.818% 41.595% 43.796% +2.078
13000 40.522% 42.901% 40.048% 42.901% +2.824
13125 39.684% 41.859% 39.684% 41.297% +1.926
13250 38.784% 40.821% 38.784% 40.526% +1.846
13375 38.304% 40.377% 38.035% 39.909% +1.832
13500 37.686% 39.519% 37.651% 38.940% +1.540
13625 36.956% 38.911% 36.950% 38.218% +1.505
13750 36.783% 37.977% 36.405% 37.713% +1.724
13875 35.827% 37.337% 35.765% 37.067% +1.633
14000 35.587% 36.662% 35.134% 36.388% +1.536
14125 34.691% 35.990% 34.481% 35.764% +1.443
14250 33.926% 35.415% 33.857% 35.042% +1.410
14375 33.795% 34.813% 33.240% 34.424% +1.296
14500 32.774% 34.536% 32.628% 34.536% +1.946
14625 32.285% 33.704% 32.118% 33.364% +1.404
14750 31.896% 33.367% 31.603% 32.736% +1.283
14875 31.909% 32.483% 31.102% 32.255% +1.179
15000 30.565% 32.155% 30.565% 31.875% +1.316
15125 32.126% 32.126% 30.160% 31.326% +1.146
15250 30.044% 31.321% 29.455% 30.831% +1.130
15375 29.652% 30.937% 29.349% 30.565% +1.281
15500 29.813% 30.311% 28.841% 30.120% +1.217
15625 28.957% 30.070% 28.497% 29.788% +1.147
15750 28.602% 29.568% 28.062% 29.408% +1.212
15875 28.324% 29.240% 27.824% 29.159% +1.189
16000 28.096% 28.927% 27.430% 28.678% +1.108
16125 26.714% 28.535% 26.714% 28.535% +1.079
16250 27.710% 28.454% 27.039% 28.309% +1.105
16375 26.964% 28.216% 26.300% 28.030% +1.131
16500 27.066% 27.978% 26.774% 27.978% +1.315
16625 26.878% 27.900% 26.389% 27.807% +1.233
16750 27.542% 27.867% 26.486% 27.720% +1.112
16875 27.070% 27.683% 26.422% 27.531% +0.888
17000 27.195% 27.786% 26.344% 27.712% +1.016
17125 27.366% 27.708% 26.401% 27.644% +1.014
17250 26.938% 27.817% 26.340% 27.778% +0.980
17375 27.248% 27.755% 26.327% 27.665% +0.892
17500 26.940% 27.775% 26.415% 27.632% +0.810
17625 27.137% 27.826% 26.342% 27.750% +0.879
17750 27.094% 27.885% 26.385% 27.885% +0.778
17875 27.270% 27.863% 26.350% 27.863% +0.817
18000 27.764% 28.027% 26.454% 28.027% +0.835
18125 27.497% 28.032% 26.692% 28.010% +0.936
18250 27.446% 28.202% 26.724% 27.921% +0.606
18375 27.432% 28.319% 26.768% 28.069% +0.772
18500 27.513% 28.144% 26.693% 27.407% +0.068
18625 27.769% 28.197% 26.854% 28.097% +0.705
18750 27.615% 28.291% 26.902% 28.003% +0.635
18875 27.975% 28.315% 27.022% 28.236% +0.780
19000 27.892% 28.409% 26.939% 28.189% +0.662
19125 27.899% 28.639% 27.150% 28.099% +0.497
19250 27.656% 28.609% 27.305% 28.053% +0.462
19500 27.930% 28.974% 27.605% 28.013% +0.003
19750 28.217% 29.342% 27.713% 27.966% -0.119
20000 28.898% 29.808% 28.250% 28.250% -0.039
20250 30.505% 30.505% 28.621% 28.628% -0.096
20500 28.635% 30.709% 28.635% 29.006% -0.237
20750 30.048% 31.336% 29.595% 29.510% -0.251 1円売
21000 31.438% 31.897% 30.732% 30.912% -0.209 1円売
21250 32.804% 33.262% 31.940% 32.291% -0.168 1円売
21500 34.605% 33.292% 33.647% -0.127 1円売
21750 35.927% 34.622% 34.982% -0.088 1円売
22000 37.228% 35.932% 36.296% -0.049 1円売
22250 38.510% 37.222% 37.590% -0.011 1円売
22500 39.773% 38.493% 38.865% +0.026 1円売
22750 41.018% 39.744% 40.121% +0.063 1円売
23000 42.245% 40.978% 41.359% +0.099 1円売
23250 43.455% 42.195% 42.580% +0.134 1円売
23500 44.648% 43.395% 43.783% +0.169 1円売

続きを読む

actok at 19:00コメント(0)トラックバック(0)IVデータ 
■大引け

今日の取引。
8C173@190円×2枚売り。
先物ミニ8月限@16550円×5枚買い。


始値 高値 安値 現値 前日比
先物 16450 16590 16385 16560 +160
期近 26.204% 26.809% 25.926% 26.827% +0.752
8月限 27.038% 27.812% 26.777% 27.885% +1.071
9月限 24.567% 24.995% 24.211% 24.863% +0.511
10月限 24.595% 24.111% 24.485% +0.405

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.15 -0.03 +450 -186
+1.06 -40 +0.12 +265
累計


547,524 +247

続きを読む

actok at 18:00コメント(0)トラックバック(0)トレードとポジション 
平成28年熊本地震災害義援金



こちらから寄付ができます

2016年エクアドル地震救援金



こちらから寄付ができます
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