2018年11月16日

スマイルカーブ181116大引








原資産 21653.36



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)
20.089% 20.141% 20.732% 19.720% 20.647% +0.558


ATR 瞬間 28.341% +0.367



5日 30.681% -1.161



20日 35.048% -0.696



60日 31.911% -0.112







12月限
残存日数 18.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
20.202% 20.310% 20.977% 19.799% 20.827% +0.625



歪み率 4.225% -0.387
SP 始値 高値 安値 終値 前日比
14500 49.285% 51.689% 48.718% 48.724% -2.415
14750 47.365% 50.462% 47.365% 47.566% -2.312
15000 45.474% 48.465% 45.474% 46.324% -2.292
15250 46.516% 48.362% 45.083% 45.083% -2.272
15500 46.449% 46.723% 43.817% 43.841% -2.252
15750 44.463% 45.485% 42.414% 42.856% -1.976
16000 43.855% 44.116% 41.654% 41.871% -1.829
16250 42.951% 43.195% 40.373% 40.859% -1.709
16500 41.847% 41.982% 39.305% 39.848% -1.589
16750 40.598% 40.686% 38.300% 38.836% -1.509
17000 39.238% 39.414% 37.460% 37.825% -1.352
17250 37.790% 38.516% 36.399% 36.813% -1.196
17500 37.218% 37.302% 35.148% 35.802% -1.061
17750 35.939% 36.015% 34.487% 34.790% -0.950
18000 34.867% 35.034% 33.392% 33.870% -0.748
18250 33.606% 33.935% 32.565% 32.950% -0.582
18500 32.676% 32.908% 31.595% 32.029% -0.416
18750 31.889% 31.927% 30.644% 31.109% -0.254
19000 30.798% 30.894% 29.699% 30.189% -0.181
19125 30.238% 30.380% 29.242% 29.735% -0.137
19250 29.892% 29.934% 28.804% 29.281% -0.092
19375 29.573% 29.616% 28.307% 28.827% -0.098
19500 28.803% 28.966% 27.878% 28.303% -0.085
19625 28.315% 28.525% 27.407% 27.870% -0.078
19750 27.844% 28.074% 26.984% 27.438% -0.072
19875 27.375% 27.580% 26.559% 27.005% -0.065
20000 26.898% 27.101% 26.106% 26.572% -0.058
20125 26.405% 26.815% 25.583% 26.213% +0.052
20250 26.107% 26.243% 25.189% 25.737% +0.040
20375 25.681% 25.735% 24.652% 25.204% +0.003
20500 24.821% 25.261% 24.308% 24.770% -0.016
20625 24.494% 24.816% 23.798% 24.338% +0.107
20750 24.029% 24.431% 23.825% 23.907% +0.052
20875 23.704% 23.841% 22.879% 23.460% +0.065
21000 23.232% 23.412% 22.542% 23.014% +0.098
21125 22.860% 22.952% 21.894% 22.568% +0.046
21250 22.333% 22.483% 21.606% 22.166% +0.095
21375 21.877% 22.071% 20.946% 21.691% +0.034
21500 21.256% 21.687% 20.449% 21.216% -0.028
21625 21.097% 21.240% 19.942% 20.888% +0.058
21750 20.535% 20.938% 19.996% 20.561% +0.142
21875 20.165% 20.434% 19.643% 20.167% +0.158
22000 19.805% 20.252% 19.274% 19.907% +0.221
22125 19.445% 19.954% 18.940% 19.605% +0.184
22250 19.600% 18.754% 19.360% +0.193
22375 19.389% 18.415% 19.103% +0.219
22500 18.956% 19.031% 18.282% 18.909% +0.275
22625 18.547% 18.830% 18.056% 18.679% +0.285
22750 18.119% 18.773% 17.847% 18.476% +0.254
22875 18.303% 18.456% 17.693% 18.272% +0.273
23000 17.948% 18.306% 17.574% 18.098% +0.220
23125 17.730% 18.190% 17.436% 17.944% +0.167
23250 17.566% 18.147% 17.316% 17.808% +0.133
23375 17.635% 18.027% 17.213% 17.672% +0.085
23500 17.482% 17.922% 17.138% 17.644% +0.120
23625 17.317% 17.898% 17.041% 17.539% +0.078
23750 17.378% 17.858% 17.003% 17.462% +0.064
23875 17.213% 17.796% 16.968% 17.409% +0.074
24000 17.269% 17.791% 16.911% 17.356% +0.084
24125 17.098% 17.733% 16.901% 17.391% +0.198
24250 17.019% 17.731% 16.836% 17.426% +0.202
24375 17.216% 17.792% 16.912% 17.462% +0.207
24500 17.273% 17.788% 16.865% 17.475% +0.174
24625 17.110% 17.779% 16.910% 17.706% +0.360
24750 17.741% 18.263% 17.122% 17.937% +0.546
24875 17.083% 18.281% 17.056% 18.169% +0.611 1円売
25000 17.668% 18.754% 17.427% 18.754% +1.001 1円売
25125 18.247% 19.335% 18.008% 19.335% +1.386 1円売
25250 18.823% 19.912% 18.584% 19.912% +1.399 1円売
25375 20.484% 19.155% 20.484% +1.411 1円売
25500 19.959% 21.051% 19.721% 21.051% +1.423 1円売
25625 20.520% 21.614% 20.284% 21.614% +1.436 1円売
25750 22.173% 20.841% 22.173% +1.448 1円売
25875 22.727% 21.395% 22.727% +1.460 1円売
26000 22.179% 23.278% 21.944% 23.278% +1.473 1円売
26125 22.724% 23.824% 22.490% 23.824% +1.485 1円売
26250 24.367% 23.031% 24.367% +1.497 1円売
26500 25.440% 24.103% 25.440% +1.521 1円売
26750 26.499% 25.159% 26.499% +1.545 1円売
27000 27.544% 26.201% 27.544% +1.569 1円売
続きを読む

actok at 18:09コメント(0)IVデータ 
■大引け
相場は続落。IVはコール高プット安でした。

夜間取引。
12P212@395円×2枚返済売り。

今日の取引。
12P160@3円×32枚買い。
12P170@7円×8枚買い。
12P203@145円×2枚売り。

始値 高値 安値 現値 前日比
先物 21830 21870 21650 21650 -170
期近 20.141% 20.732% 19.720% 20.647% +0.558
12月限 20.310% 20.977% 19.799% 20.827% +0.625
1月限 19.868% 20.465% 19.550% 20.376% +0.514
2月限 19.958% 19.206% 19.949% +0.489

デルタ セータ Cガンマ Pガンマ ベガL ベガS



-0.12 -0.05 +383 -428
+0.63 -41 -0.17 -45
累計


554,673 -109
続きを読む

actok at 17:48コメント(0)トレードとポジション 

2018年11月15日

スマイルカーブ181115大引







原資産 21816.13



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)
19.386% 21.171% 21.265% 19.743% 20.089% +0.702


ATR 瞬間 27.974% +1.362



5日 31.842% -2.027



20日 35.743% -0.918



60日 32.023% -0.226







12月限
残存日数 19.75


修正ATM
補正値 0


前日 始値 高値 安値 終値 (前日比)
19.439% 21.244% 21.316% 19.826% 20.202% +0.763



歪み率 4.613% -0.171
SP 始値 高値 安値 終値 前日比
14500 50.321% 52.383% 50.321% 51.139% -0.397
14750 50.346% 50.779% 49.354% 49.878% -0.370
15000 49.828% 49.828% 48.163% 48.616% -0.343
15250 47.781% 48.113% 47.019% 47.355% -0.317
15500 45.763% 46.891% 45.646% 46.093% -0.304
15750 45.864% 45.864% 44.464% 44.832% -0.292
16000 43.819% 44.207% 43.462% 43.700% -0.149
16250 43.322% 43.322% 42.069% 42.568% -0.086
16500 41.904% 41.904% 41.120% 41.436% -0.022
16750 40.412% 40.610% 39.938% 40.345% +0.082
17000 39.793% 39.793% 38.828% 39.177% +0.110
17250 38.498% 38.510% 37.639% 38.010% +0.138
17500 37.089% 37.421% 36.505% 36.863% +0.187
17750 35.884% 36.069% 35.366% 35.741% +0.195
18000 35.033% 35.122% 34.247% 34.618% +0.202
18250 34.138% 34.138% 33.133% 33.532% +0.240
18500 32.993% 32.993% 32.052% 32.445% +0.277
18750 32.108% 32.108% 30.986% 31.363% +0.319
19000 30.817% 30.817% 29.932% 30.370% +0.449
19125 30.340% 30.340% 29.424% 29.872% +0.424
19250 29.563% 29.752% 28.922% 29.373% +0.471
19375 28.852% 29.215% 28.397% 28.925% +0.464
19500 28.874% 28.874% 27.932% 28.388% +0.472
19625 28.734% 28.734% 27.454% 27.949% +0.478
19750 28.215% 28.215% 26.894% 27.509% +0.579
19875 27.612% 27.612% 26.491% 27.070% +0.681
20000 26.931% 26.967% 25.998% 26.630% +0.782
20125 26.515% 26.572% 25.513% 26.161% +0.655
20250 26.304% 26.304% 25.070% 25.697% +0.716
20375 25.366% 25.682% 24.490% 25.200% +0.686
20500 25.207% 25.207% 24.181% 24.786% +0.729
20625 24.369% 24.699% 23.725% 24.231% +0.644
20750 24.201% 24.201% 23.245% 23.855% +0.737
20875 23.636% 23.690% 22.813% 23.395% +0.747
21000 23.174% 23.286% 22.377% 22.916% +0.719
21125 22.791% 22.796% 21.923% 22.522% +0.756
21250 22.038% 22.490% 21.451% 22.071% +0.736
21375 22.184% 22.189% 21.068% 21.657% +0.779
21500 21.114% 21.846% 20.592% 21.244% +0.794
21625 21.362% 21.502% 20.119% 20.830% +0.791
21750 20.885% 21.159% 19.852% 20.420% +0.760
21875 20.236% 20.815% 19.431% 20.009% +0.729
22000 19.821% 20.474% 19.079% 19.686% +0.774
22125 19.825% 20.221% 18.761% 19.421% +0.764
22250 19.965% 18.457% 19.166% +0.877
22375 19.708% 18.213% 18.884% +0.810
22500 19.005% 19.476% 17.996% 18.634% +0.775
22625 18.847% 19.259% 17.761% 18.393% +0.749
22750 18.442% 19.093% 17.576% 18.221% +0.789
22875 18.471% 18.927% 17.399% 18.000% +0.722
23000 18.284% 18.763% 17.240% 17.878% +0.744
23125 18.168% 18.633% 17.115% 17.776% +0.706
23250 17.990% 18.552% 17.018% 17.675% +0.749
23375 18.111% 18.436% 16.929% 17.587% +0.679
23500 17.909% 18.369% 16.873% 17.524% +0.647
23625 17.889% 18.320% 16.818% 17.461% +0.657
23750 17.626% 18.290% 16.762% 17.398% +0.564
23875 17.754% 18.199% 16.713% 17.335% +0.547
24000 17.709% 18.182% 16.698% 17.272% +0.433
24125 17.781% 18.089% 16.694% 17.193% +0.303
24250 18.102% 18.108% 16.649% 17.224% +0.282
24375 17.820% 18.140% 16.648% 17.255% +0.262
24500 17.842% 18.115% 16.477% 17.301% +0.229
24625 18.483% 18.483% 16.601% 17.346% +0.196
24750 18.253% 18.281% 16.850% 17.391% +0.097
24875 17.552% 18.607% 17.377% 17.557% +0.120
25000 19.460% 19.460% 17.249% 17.753% +0.066
25125 18.682% 18.901% 17.816% 17.949% +0.012 1円売
25250 19.240% 19.459% 18.378% 18.513% +0.257 1円売
25375 20.012% 18.935% 19.072% +0.498 1円売
25500 20.560% 19.488% 19.627% +0.511 1円売
25625 21.105% 20.037% 20.178% +0.525 1円売
25750 21.646% 20.581% 20.724% +0.538 1円売
25875 22.182% 21.122% 21.267% +0.551 1円売
26000 22.715% 21.658% 21.805% +0.564 1円売
26125 23.243% 22.190% 22.339% +0.577 1円売
26250 23.768% 22.719% 22.870% +0.590 1円売
26500 24.807% 23.765% 23.919% +0.616 1円売
26750 25.832% 24.796% 24.954% +0.641 1円売
27000 26.843% 25.813% 25.975% +0.666 1円売
続きを読む

actok at 16:38コメント(0)IVデータ 
■大引け
相場は小反落。方向感のない動きでした。IVは小確り。

夜間取引。
12C223@220円×1枚売り。
12P201@135円×2枚売り。

今日の取引。
12P185@35円×16枚買い。

始値 高値 安値 現値 前日比
先物 21655 21830 21610 21820 -5
期近 21.083% 21.265% 19.743% 20.089% +0.702
12月限 21.244% 21.316% 19.826% 20.202% +0.763
1月限 21.013% 21.013% 19.554% 19.861% +0.620
2月限 19.995% 19.236% 19.460% +0.467

デルタ セータ Cガンマ Pガンマ ベガL ベガS



-0.08 +0.02 +453 -420
-0.67 -81 -0.05 +33
累計


554,783 -284
続きを読む

actok at 16:36コメント(0)トレードとポジション 

2018年11月14日

スマイルカーブ181114大引








原資産 21827.51



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)
19.273% 19.104% 19.655% 18.395% 19.386% +0.113


ATR 瞬間 26.613% -28.944



5日 33.869% -2.793



20日 36.662% -0.218



60日 32.249% +0.531







12月限
残存日数 20.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
19.303% 19.148% 19.713% 18.374% 19.439% +0.136



歪み率 4.784% +0.075
SP 始値 高値 安値 終値 前日比
14500 52.136% 52.192% 50.546% 51.536% +0.836
14750 50.137% 50.679% 49.624% 50.248% +0.844
15000 48.167% 49.294% 48.167% 48.960% +0.851
15250 47.667% 48.247% 47.270% 47.672% +0.859
15500 45.702% 46.798% 45.702% 46.397% +0.881
15750 44.878% 45.803% 44.740% 45.123% +0.888
16000 42.923% 44.361% 42.923% 43.849% +0.896
16250 41.888% 43.075% 41.888% 42.654% +1.075
16500 41.403% 41.808% 40.965% 41.458% +1.255
16750 40.036% 40.519% 39.769% 40.263% +1.235
17000 38.599% 39.395% 38.446% 39.067% +1.214
17250 37.561% 38.129% 37.210% 37.872% +1.193
17500 36.366% 36.878% 35.726% 36.677% +1.172
17750 35.050% 35.661% 34.841% 35.546% +1.172
18000 33.929% 34.555% 33.654% 34.416% +1.171
18250 32.654% 33.431% 32.422% 33.292% +1.142
18500 31.692% 32.347% 31.351% 32.168% +1.113
18750 30.697% 31.230% 30.194% 31.044% +1.084
19000 29.484% 30.147% 29.184% 29.920% +1.055
19125 28.955% 29.624% 28.658% 29.448% +1.082
19250 28.499% 29.123% 28.123% 28.902% +1.004
19375 27.598% 28.583% 27.557% 28.460% +1.048
19500 27.492% 28.088% 27.121% 27.916% +1.023
19625 26.075% 27.585% 26.075% 27.471% +1.028
19750 26.608% 27.094% 26.101% 26.930% +0.937
19875 25.728% 26.611% 25.650% 26.389% +0.846
20000 25.654% 26.140% 25.163% 25.848% +0.755
20125 24.974% 25.798% 24.673% 25.506% +0.863
20250 24.730% 25.463% 24.058% 24.981% +0.789
20375 23.353% 24.707% 23.353% 24.515% +0.786
20500 23.874% 24.308% 23.265% 24.057% +0.754
20625 23.287% 24.033% 22.640% 23.587% +0.712
20750 22.875% 23.380% 22.249% 23.118% +0.669
20875 22.340% 22.845% 21.704% 22.648% +0.591
21000 21.932% 22.388% 21.414% 22.197% +0.559
21125 21.619% 21.972% 20.958% 21.766% +0.526
21250 21.156% 21.588% 20.461% 21.334% +0.494
21375 20.335% 21.073% 20.165% 20.878% +0.437
21500 20.204% 20.772% 19.607% 20.449% +0.417
21625 18.488% 20.291% 18.488% 20.039% +0.360
21750 19.397% 19.872% 18.915% 19.659% +0.334
21875 19.088% 19.545% 18.549% 19.280% +0.306
22000 18.780% 19.149% 18.235% 18.912% +0.277
22125 18.479% 18.852% 17.909% 18.656% +0.209
22250 18.665% 17.601% 18.289% +0.107
22375 18.351% 17.357% 18.074% +0.149
22500 17.696% 18.092% 17.118% 17.859% +0.132
22625 17.574% 17.885% 16.772% 17.644% +0.114
22750 17.476% 17.819% 16.748% 17.432% +0.093
22875 17.137% 17.558% 16.571% 17.278% +0.032
23000 17.078% 17.443% 16.474% 17.134% -0.018
23125 17.067% 17.338% 16.354% 17.070% +0.011
23250 16.909% 17.236% 16.271% 16.925% -0.055
23375 16.854% 17.188% 16.238% 16.908% +0.006
23500 16.774% 17.140% 16.234% 16.877% -0.016
23625 16.697% 17.111% 16.208% 16.803% -0.056
23750 16.677% 17.091% 16.201% 16.834% -0.040
23875 16.802% 17.118% 16.216% 16.788% -0.115
24000 16.511% 17.149% 16.218% 16.839% -0.093
24125 16.726% 17.191% 16.255% 16.890% -0.070
24250 16.812% 17.183% 16.296% 16.942% -0.047
24375 16.711% 17.268% 16.313% 16.993% -0.024
24500 16.880% 17.311% 16.377% 17.071% +0.009
24625 16.915% 17.459% 16.466% 17.150% -0.051
24750 16.737% 17.433% 16.476% 17.294% -0.045
24875 17.332% 17.750% 16.668% 17.438% -0.039
25000 17.923% 18.030% 16.928% 17.688% +0.072
25125 17.228% 18.279% 17.062% 17.937% +0.162
25250 17.775% 18.287% 17.100% 18.256% +0.320
25375 18.829% 17.645% 18.574% +0.107 1円売
25500 19.368% 18.186% 19.116% +0.120 1円売
25625 19.902% 18.722% 19.653% +0.133 1円売
25750 20.433% 19.254% 20.186% +0.146 1円売
25875 20.959% 19.782% 20.715% +0.159 1円売
26000 21.482% 20.305% 21.241% +0.172 1円売
26125 22.000% 20.825% 21.762% +0.185 1円売
26250 22.515% 21.342% 22.279% +0.198 1円売
26500 23.534% 22.363% 23.303% +0.223 1円売
26750 24.539% 23.370% 24.313% +0.247 1円売
27000 25.531% 24.363% 25.310% +0.272 1円売
続きを読む

actok at 19:03コメント(0)IVデータ 
■大引け
相場は小反発。IVはOTMコールを除き総じて堅調でした。

今日の取引はありません。

始値 高値 安値 現値 前日比
先物 21850 21985 21755 21825 +65
期近 19.104% 19.655% 18.395% 19.386% +0.113
12月限 19.148% 19.713% 18.374% 19.439% +0.136
1月限 18.971% 19.529% 18.402% 19.241% +0.088
2月限 19.012% 18.302% 18.993% +0.090

デルタ セータ Cガンマ Pガンマ ベガL ベガS



-0.05 -0.01 +402 -379
-0.17 -66 -0.05 +23
累計


555,067 +35
続きを読む

actok at 18:58コメント(0)トレードとポジション 

2018年11月13日

スマイルカーブ181113大引








原資産 21767.71



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)
16.742% 19.625% 20.980% 18.939% 19.273% +2.532


ATR 瞬間 55.556% +33.060



5日 36.662% +9.457



20日 36.879% +1.978



60日 31.717% +0.819







12月限
残存日数 21.75


修正ATM
補正値 -10


前日 始値 高値 安値 終値 (前日比)
16.673% 19.621% 21.110% 18.961% 19.303% +2.630



歪み率 4.708% +0.007
SP 始値 高値 安値 終値 前日比
14500 48.393% 51.998% 48.393% 50.700% +1.250
14750 49.928% 50.067% 47.304% 49.404% +1.174
15000 46.506% 48.573% 45.756% 48.108% +1.098
15250 46.001% 47.256% 44.816% 46.812% +1.022
15500 45.198% 46.017% 43.899% 45.516% +0.946
15750 43.260% 44.668% 42.194% 44.235% +0.803
16000 42.246% 43.298% 41.083% 42.954% +0.674
16250 41.091% 41.996% 39.874% 41.579% +0.671
16500 39.830% 40.746% 38.963% 40.204% +0.669
16750 38.483% 39.570% 37.303% 39.028% +0.561
17000 37.558% 38.262% 36.580% 37.853% +0.454
17250 36.456% 37.318% 35.389% 36.679% +0.428
17500 35.218% 35.817% 34.234% 35.505% +0.435
17750 34.181% 34.705% 33.114% 34.375% +0.594
18000 32.713% 33.519% 31.930% 33.244% +0.638
18250 31.648% 32.353% 30.979% 32.150% +0.676
18500 30.608% 31.263% 29.853% 31.055% +0.713
18750 29.714% 30.196% 28.849% 29.960% +0.707
19000 28.718% 29.191% 27.932% 28.865% +0.701
19125 28.261% 28.779% 27.438% 28.366% +0.746
19250 27.734% 28.217% 26.956% 27.899% +0.823
19375 27.255% 27.903% 25.585% 27.412% +0.862
19500 26.808% 27.307% 26.101% 26.893% +0.868
19625 26.376% 26.828% 24.570% 26.443% +0.943
19750 25.860% 26.378% 25.199% 25.993% +0.935
19875 25.269% 26.149% 15.348% 25.543% +0.974
20000 25.061% 25.750% 24.366% 25.093% +1.012
20125 24.450% 25.278% 23.853% 24.643% +1.051
20250 24.090% 24.622% 23.294% 24.193% +1.104
20375 23.620% 24.252% 22.834% 23.729% +1.143
20500 23.048% 23.888% 22.712% 23.302% +1.218
20625 22.915% 23.514% 22.030% 22.875% +1.205
20750 22.382% 23.166% 21.869% 22.448% +1.192
20875 21.976% 22.742% 21.320% 22.058% +1.200
21000 21.665% 22.402% 21.111% 21.638% +1.256
21125 21.211% 22.046% 20.404% 21.239% +1.234
21250 20.616% 21.556% 20.088% 20.840% +1.212
21375 20.488% 21.480% 19.828% 20.441% +1.222
21500 19.989% 21.132% 19.735% 20.032% +1.214
21625 19.868% 20.627% 19.289% 19.678% +1.176
21750 19.602% 20.385% 19.121% 19.325% +1.270
21875 19.342% 20.113% 18.414% 18.973% +1.272
22000 19.083% 19.972% 18.264% 18.636% +1.289
22125 17.818% 19.692% 17.741% 18.447% +1.429
22250 19.606% 17.796% 18.183% +1.492
22375 19.513% 17.334% 17.925% +1.487
22500 18.250% 19.426% 17.344% 17.728% +1.531
22625 18.005% 19.304% 17.188% 17.530% +1.554
22750 17.784% 18.967% 17.069% 17.339% +1.582
22875 17.609% 18.865% 16.942% 17.246% +1.691
23000 17.316% 18.724% 16.842% 17.152% +1.801
23125 17.415% 18.645% 16.763% 17.059% +1.846
23250 17.067% 18.552% 16.722% 16.981% +1.843
23375 17.096% 18.573% 16.686% 16.902% +1.872
23500 17.153% 18.524% 16.631% 16.894% +1.971
23625 17.014% 18.433% 16.669% 16.860% +1.976
23750 16.929% 18.340% 16.589% 16.874% +2.060
23875 16.788% 18.341% 16.664% 16.903% +2.158
24000 16.861% 18.423% 16.680% 16.932% +2.198
24125 16.748% 18.561% 16.567% 16.960% +2.237
24250 17.110% 18.362% 16.724% 16.989% +2.279
24375 16.983% 18.433% 16.703% 17.018% +2.276
24500 17.130% 18.514% 16.762% 17.062% +2.290
24625 17.144% 18.594% 16.866% 17.201% +2.262
24750 16.944% 18.538% 16.917% 17.339% +2.232
24875 16.304% 18.696% 16.279% 17.477% +2.268
25000 16.846% 18.995% 16.821% 17.616% +2.273
25125 19.449% 17.616% 17.776% +2.161
25250 17.917% 19.261% 17.619% 17.936% +2.049
25375 18.446% 19.786% 18.152% 18.468% +2.309 1円売
25500 18.971% 20.308% 18.681% 18.996% +2.565 1円売
25625 20.826% 19.206% 19.520% +2.868 1円売
25750 21.340% 19.726% 20.040% +2.873 1円売
25875 21.850% 20.243% 20.556% +2.879 1円売
26000 22.357% 20.756% 21.068% +2.885 1円売
26125 22.859% 21.265% 21.577% +2.891 1円売
26250 23.359% 21.770% 22.082% +2.897 1円売
26500 24.347% 22.770% 23.081% +2.909 1円売
26750 25.322% 23.756% 24.066% +2.922 1円売
27000 26.284% 24.729% 25.038% +2.935 1円売
続きを読む

actok at 17:45コメント(0)IVデータ 
■大引け
相場は大幅続落。IVは急反発しました。

夜間取引。
12C221@365円×1枚売り。
12P216@410円×1枚売り。

今日の取引。
12P160@7円×32枚買い。
12P175@16円×8枚買い。

いつものように条件のよいところではバックを積んでいきます。

始値 高値 安値 現値 前日比
先物 21745 21830 21470 21760 -495
期近 19.625% 20.980% 18.939% 19.273% +2.532
12月限 19.621% 21.110% 18.961% 19.303% +2.630
1月限 19.639% 20.719% 18.838% 19.153% +1.966
2月限 20.290% 18.656% 18.903% +1.580

デルタ セータ Cガンマ Pガンマ ベガL ベガS



-0.05 +0.00 +415 -386
-0.02 -67 -0.05 +30
累計


555,032 +48
続きを読む

actok at 17:42コメント(0)トレードとポジション 

2018年11月12日

スマイルカーブ181112大引








原資産 22258.49



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)
17.311% 18.331% 18.360% 16.593% 16.742% -0.569


ATR 瞬間 22.496% +2.314



5日 27.206% -2.057



20日 34.901% -0.941



60日 30.898% +0.029







12月限
残存日数 22.75


修正ATM
補正値 0


前日 始値 高値 安値 終値 (前日比)
17.280% 18.315% 18.346% 16.521% 16.673% -0.607



歪み率 4.702% -0.113
SP 始値 高値 安値 終値 前日比
14500 49.093% 50.765% 48.863% 49.450% -1.439
14750 47.253% 48.985% 47.253% 48.230% -1.353
15000 47.317% 47.422% 46.608% 47.010% -1.267
15250 45.467% 46.502% 45.297% 45.790% -1.216
15500 45.003% 45.660% 44.418% 44.570% -1.202
15750 43.156% 44.107% 43.156% 43.432% -1.159
16000 43.298% 43.298% 42.087% 42.280% -1.130
16250 42.207% 42.207% 40.757% 40.908% -1.439
16500 41.010% 41.010% 39.527% 39.535% -1.624
16750 39.128% 39.547% 38.467% 38.467% -1.407
17000 38.379% 38.415% 37.317% 37.399% -1.191
17250 37.425% 37.425% 35.923% 36.251% -1.221
17500 36.320% 36.320% 34.807% 35.070% -1.216
17750 35.097% 35.121% 33.623% 33.780% -1.318
18000 34.070% 34.079% 32.372% 32.606% -1.286
18250 32.896% 32.921% 31.232% 31.474% -1.280
18500 31.821% 31.875% 30.062% 30.341% -1.236
18750 30.968% 30.968% 28.948% 29.253% -1.262
19000 29.738% 29.738% 27.827% 28.164% -1.289
19125 29.441% 29.441% 27.270% 27.620% -1.257
19250 28.791% 28.791% 26.754% 27.076% -1.280
19375 27.712% 28.240% 26.239% 26.550% -1.285
19500 27.745% 27.748% 25.711% 26.025% -1.289
19625 26.976% 27.225% 25.195% 25.500% -1.305
19750 26.698% 26.728% 24.729% 25.058% -1.274
19875 26.040% 26.243% 24.212% 24.569% -1.221
20000 25.780% 25.780% 23.742% 24.081% -1.150
20125 25.009% 25.255% 23.266% 23.592% -1.140
20250 24.814% 24.814% 22.801% 23.089% -1.172
20375 24.077% 24.230% 22.330% 22.586% -1.193
20500 23.824% 23.824% 21.894% 22.084% -1.213
20625 23.456% 23.456% 21.443% 21.670% -1.154
20750 22.696% 22.781% 21.033% 21.257% -1.076
20875 22.691% 22.691% 20.346% 20.858% -1.053
21000 21.766% 21.860% 19.980% 20.383% -1.060
21125 21.511% 21.535% 19.709% 20.005% -0.952
21250 21.121% 21.121% 19.291% 19.628% -0.933
21375 20.389% 20.639% 18.811% 19.219% -0.879
21500 20.388% 20.388% 18.443% 18.818% -0.848
21625 19.417% 19.825% 18.177% 18.503% -0.745
21750 19.308% 19.346% 17.809% 18.055% -0.774
21875 19.028% 19.047% 17.519% 17.701% -0.762
22000 18.579% 18.579% 17.152% 17.347% -0.750
22125 18.294% 18.294% 16.881% 17.019% -0.709
22250 17.854% 17.931% 16.573% 16.690% -0.636
22375 17.783% 17.783% 16.226% 16.438% -0.621
22500 17.519% 17.519% 15.992% 16.196% -0.595
22625 17.042% 17.131% 15.756% 15.977% -0.588
22750 16.955% 16.955% 15.598% 15.757% -0.581
22875 16.428% 16.751% 15.421% 15.554% -0.574
23000 16.347% 16.625% 15.165% 15.352% -0.568
23125 16.310% 16.453% 15.097% 15.213% -0.562
23250 16.233% 16.299% 14.973% 15.138% -0.492
23375 15.854% 16.246% 14.953% 15.030% -0.537
23500 16.082% 16.160% 14.901% 14.923% -0.582
23625 15.984% 16.109% 14.833% 14.883% -0.559
23750 15.841% 16.069% 14.765% 14.814% -0.579
23875 15.795% 16.075% 14.731% 14.745% -0.629
24000 15.952% 16.038% 14.688% 14.734% -0.617
24125 15.954% 16.067% 14.670% 14.723% -0.643
24250 15.734% 16.024% 14.562% 14.710% -0.661
24375 15.978% 16.120% 14.641% 14.741% -0.672
24500 15.801% 16.156% 14.642% 14.773% -0.623
24625 15.709% 16.135% 14.697% 14.938% -0.646
24750 15.872% 16.286% 14.888% 15.107% -0.590
24875 15.909% 16.370% 14.993% 15.209% -0.633
25000 15.744% 16.590% 15.220% 15.343% -0.650
25125 16.308% 16.888% 15.329% 15.615% -0.642
25250 16.866% 16.866% 15.495% 15.887% -0.633
25375 16.215% 17.152% 15.664% 16.159% -0.538
25500 16.733% 17.502% 16.172% 16.431% -0.443
25625 18.513% 18.513% 16.320% 16.652% -0.438 1円売
25750 17.757% 18.110% 16.834% 17.167% -0.139 1円売
25875 18.615% 17.344% 17.677% +0.156 1円売
26000 18.765% 19.116% 17.850% 18.184% +0.447 1円売
26125 19.614% 18.352% 18.686% +0.458 1円売
26250 20.108% 18.850% 19.185% +0.468 1円売
26500 21.085% 19.836% 20.172% +0.489 1円売
26750 22.048% 20.807% 21.144% +0.509 1円売
27000 22.998% 21.765% 22.103% +0.529 1円売
続きを読む

actok at 23:15コメント(0)IVデータ 
■大引け
週明けの相場は小幅続落。安寄りして始まりましたが、その後は底堅く推移して下げ幅を縮小しました。IVは続落。

夜間取引。
12C231@130円×2枚売り。
12P211@195円×2枚売り。
12C228@195円×2枚売り。
12P213@260円×2枚売り。

今日の取引。
12C237@38円×4枚買い。
12P192@27円×8枚買い。

始値 高値 安値 現値 前日比
先物 22115 22325 22035 22255 -15
期近 18.331% 18.360% 16.593% 16.742% -0.569
12月限 18.315% 18.346% 16.521% 16.673% -0.607
1月限 18.452% 18.542% 17.020% 17.187% -0.550
2月限 18.365% 17.238% 17.323% -0.376

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.14 -0.03 +394 -291
+0.20 -52 +0.12 +103
累計


554,984 -10
続きを読む

actok at 18:54コメント(0)トレードとポジション 
平成30年北海道胆振東部地震災害義援金



こちらから寄付ができます

平成30年7月豪雨災害義援金



こちらから寄付ができます

世界の子どもを児童労働から
守るNGO ACE〔エース〕



こちらから寄付ができます

国境なき医師団



こちらから寄付ができます

     訪問者数
−Since 2007.3.7−

     
  • 今日:
  • 昨日:

    IVチャート
日足(2018年11月16日)IV日足チャート181116

週足(2018年11月16日)IV週足チャート181116
Google
WWW を検索
このブログ内を検索
  利用している証券会社等
楽天証券


RSSはオプショントレードに
必須のツールです。

A8.net


アフィリエイトはここで。
プロフィール

AC

最新コメント
月別アーカイブ
    お薦めの書籍







   ケータイはこちらから
QRコード
  • ライブドアブログ