2016年09月23日
| 原資産 | 16709.83 | |||||
| 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） | |
| 19.456% | 18.316% | 18.515% | 16.936% | 17.527% | -1.930 | |
| 10月限 | 残存日数 | 13.75 | ||||
| 修正ATM | 補正値 | -125 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 18.732% | 17.666% | 17.666% | 15.454% | 16.301% | -2.432 | |
| 歪み率 | 5.709% | +0.239 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 9000 | − | 86.807% | 85.758% | 86.418% | +1.874 | 1円売 |
| 10000 | − | 72.790% | 71.846% | 72.375% | +1.373 | 1円売 |
| 11000 | − | 60.061% | 59.179% | 59.588% | +0.914 | 1円売 |
| 11250 | − | 57.045% | 56.176% | 56.556% | +0.805 | 1円売 |
| 11500 | 53.610% | 54.093% | 53.231% | 53.584% | +0.697 | 1円売 |
| 11750 | 50.722% | 51.399% | 50.377% | 50.667% | -0.427 | 1円売 |
| 12000 | 47.887% | 49.473% | 47.804% | 47.804% | -1.498 | 1円売 |
| 12250 | 45.101% | 47.009% | 45.101% | 45.924% | -1.586 | |
| 12500 | 45.392% | 45.392% | 44.043% | 44.043% | -1.206 | |
| 12750 | 42.532% | 42.532% | 41.570% | 42.163% | -1.414 | |
| 13000 | 39.715% | 40.609% | 39.715% | 39.788% | -1.602 | |
| 13125 | 38.322% | 39.428% | 38.322% | 38.774% | -1.660 | |
| 13250 | 38.660% | 38.660% | 37.444% | 37.760% | -1.719 | |
| 13375 | 37.232% | 37.232% | 36.254% | 36.746% | -1.599 | |
| 13500 | 37.081% | 37.081% | 35.406% | 35.800% | -1.930 | |
| 13625 | 35.629% | 35.629% | 34.632% | 34.813% | -1.894 | |
| 13750 | 34.186% | 34.562% | 33.694% | 33.899% | -1.850 | |
| 13875 | 33.712% | 33.712% | 32.617% | 32.911% | -2.049 | |
| 14000 | 32.249% | 32.386% | 31.808% | 31.914% | -2.014 | |
| 14125 | 31.574% | 31.723% | 30.037% | 31.143% | -1.603 | |
| 14250 | 30.095% | 30.615% | 29.935% | 30.137% | -1.866 | |
| 14375 | 29.857% | 29.857% | 29.008% | 29.226% | -1.946 | |
| 14500 | 29.348% | 29.348% | 27.995% | 28.294% | -2.239 | |
| 14625 | 28.231% | 28.231% | 27.052% | 27.361% | -2.238 | |
| 14750 | 27.435% | 27.435% | 26.186% | 26.548% | -2.187 | |
| 14875 | 26.177% | 26.250% | 25.356% | 25.675% | -2.310 | |
| 15000 | 25.471% | 25.471% | 24.601% | 24.928% | -2.228 | |
| 15125 | 24.842% | 24.842% | 23.713% | 24.036% | -2.369 | |
| 15250 | 24.220% | 24.220% | 22.949% | 23.279% | -2.360 | |
| 15375 | 23.383% | 23.383% | 22.162% | 22.574% | -2.418 | |
| 15500 | 22.526% | 22.526% | 21.386% | 21.748% | -2.601 | |
| 15625 | 22.163% | 22.163% | 20.619% | 20.987% | -2.759 | |
| 15750 | 21.587% | 21.587% | 19.904% | 20.176% | -2.752 | |
| 15875 | 21.023% | 21.023% | 19.176% | 19.522% | -2.885 | |
| 16000 | 20.139% | 20.267% | 18.430% | 18.793% | -2.965 | |
| 16125 | 19.380% | 19.380% | 17.768% | 18.147% | -3.018 | |
| 16250 | 19.018% | 19.018% | 17.102% | 17.520% | -3.180 | |
| 16375 | 18.554% | 18.554% | 16.496% | 16.961% | -3.106 | |
| 16500 | 17.950% | 17.950% | 16.000% | 16.479% | -2.978 | |
| 16625 | 17.732% | 17.732% | 15.511% | 16.216% | -2.951 | |
| 16750 | 17.403% | 17.493% | 15.255% | 15.780% | -2.903 | |
| 16875 | 17.401% | 17.401% | 14.977% | 15.548% | -2.927 | |
| 17000 | 17.162% | 17.162% | 14.746% | 15.379% | -2.777 | |
| 17125 | 17.052% | 17.052% | 14.586% | 15.274% | -2.816 | |
| 17250 | 17.190% | 17.190% | 14.568% | 15.173% | -2.744 | |
| 17375 | 16.739% | 16.820% | 14.525% | 15.204% | -2.501 | |
| 17500 | 17.008% | 17.008% | 14.593% | 15.328% | -2.313 | |
| 17625 | 16.918% | 16.918% | 14.643% | 15.290% | -2.317 | |
| 17750 | 16.948% | 17.191% | 14.713% | 15.493% | -2.126 | |
| 17875 | 17.159% | 17.190% | 14.978% | 15.582% | -2.086 | |
| 18000 | 17.220% | 17.632% | 15.219% | 15.968% | -1.782 | |
| 18125 | 17.637% | 17.649% | 15.586% | 16.356% | -1.534 | |
| 18250 | 17.738% | 18.046% | 16.079% | 16.915% | -1.070 | |
| 18375 | 18.139% | 18.439% | 16.690% | 17.464% | -0.668 | |
| 18500 | 19.211% | 19.211% | 17.371% | 18.013% | -0.559 | |
| 18625 | 17.834% | 19.420% | 17.628% | 18.561% | -0.139 | 1円売 |
| 18750 | 20.280% | 20.280% | 18.509% | 19.510% | +0.409 | 1円売 |
| 18875 | 19.708% | 20.447% | 19.445% | 20.447% | +0.644 | 1円売 |
| 19000 | 20.628% | 21.373% | 20.370% | 21.373% | +1.023 | 1円売 |
| 19125 | − | 22.289% | 21.284% | 22.289% | +1.541 | 1円売 |
| 19250 | − | 23.195% | 22.189% | 23.195% | +2.049 | 1円売 |
| 19500 | − | 24.978% | 23.968% | 24.978% | +2.102 | 1円売 |
| 19750 | − | 26.725% | 25.711% | 26.725% | +2.154 | 1円売 |
| 20000 | − | 28.438% | 27.419% | 28.438% | +2.206 | 1円売 |
| 20250 | − | 30.119% | 29.095% | 30.119% | +2.258 | 1円売 |
| 20500 | − | 31.769% | 30.740% | 31.769% | +2.309 | 1円売 |
| 20750 | − | 33.391% | 32.357% | 33.391% | +2.360 | 1円売 |
| 21000 | − | 34.984% | 33.945% | 34.984% | +2.410 | 1円売 |
| 21250 | − | 36.551% | 35.506% | 36.551% | +2.459 | 1円売 |
| 21500 | − | 38.093% | 37.042% | 38.093% | +2.508 | 1円売 |
続きを読む
■大引け
相場は反落。IVは大幅続落で、期近10月限コールは一時14％台まで低下しました。
今日の取引。
10C170＠120円×1枚、＠125円×1枚買い。
10P162＠145円×1枚、＠120円×1枚買い。
10C172＠55円×1枚、＠49円×2枚買い。
10P160＠75円×2枚買い。
続きを読む
相場は反落。IVは大幅続落で、期近10月限コールは一時14％台まで低下しました。
今日の取引。
10C170＠120円×1枚、＠125円×1枚買い。
10P162＠145円×1枚、＠120円×1枚買い。
10C172＠55円×1枚、＠49円×2枚買い。
10P160＠75円×2枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 16695 | 16700 | 16570 | 16570 | -160 | |
| 期近 | 18.316% | 18.515% | 16.936% | 17.527% | -1.930 | |
| 10月限 | 17.666% | 17.666% | 15.454% | 16.301% | -2.432 | |
| 11月限 | 18.814% | 19.383% | 17.962% | 18.418% | -1.690 | |
| 12月限 | 18.882% | 19.591% | 18.502% | 18.918% | -1.296 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.33 | +0.13 | +184 | -66 | |||
| 計 | +1.00 | -76 | +0.46 | +118 | ||
| 累計 | 547,480 | -326 | ||||
続きを読む
2016年09月21日
| 原資産 | 16862.28 | |||||
| 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） | |
| 22.186% | 22.785% | 22.864% | 19.157% | 19.456% | -2.730 | |
| 10月限 | 残存日数 | 14.75 | ||||
| 修正ATM | 補正値 | -125 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 22.183% | 23.054% | 23.189% | 18.463% | 18.732% | -3.451 | |
| 歪み率 | 5.471% | +0.365 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 9000 | − | 84.545% | 80.593% | 84.545% | +5.587 | 1円売 |
| 10000 | 67.441% | 71.002% | 67.113% | 71.002% | +5.191 | 1円売 |
| 11000 | 55.168% | 58.674% | 55.168% | 58.674% | +3.396 | 1円売 |
| 11250 | 52.257% | 55.752% | 52.257% | 55.752% | +2.429 | 1円売 |
| 11500 | 52.853% | 54.592% | 51.395% | 52.887% | +1.519 | 1円売 |
| 11750 | 49.882% | 51.131% | 49.609% | 51.095% | +1.595 | |
| 12000 | 49.066% | 49.302% | 47.872% | 49.302% | +1.671 | |
| 12250 | 47.646% | 48.419% | 46.154% | 47.510% | +1.815 | |
| 12500 | 44.632% | 45.249% | 43.985% | 45.249% | +1.602 | |
| 12750 | 42.829% | 43.577% | 42.391% | 43.577% | +1.661 | |
| 13000 | 40.791% | 41.446% | 40.733% | 41.390% | +1.205 | |
| 13125 | 40.107% | 40.434% | 39.736% | 40.434% | +1.238 | |
| 13250 | 39.308% | 39.479% | 38.716% | 39.479% | +1.090 | |
| 13375 | 37.766% | 38.592% | 37.766% | 38.345% | +0.616 | |
| 13500 | 37.997% | 37.997% | 37.057% | 37.730% | +0.861 | |
| 13625 | 36.914% | 36.914% | 36.113% | 36.706% | +0.714 | |
| 13750 | 35.780% | 36.097% | 35.134% | 35.749% | +0.262 | |
| 13875 | 35.396% | 35.431% | 34.280% | 34.960% | +0.523 | |
| 14000 | 34.467% | 34.696% | 33.258% | 33.928% | +0.133 | |
| 14125 | 34.055% | 34.055% | 32.386% | 32.745% | -0.305 | |
| 14250 | 33.174% | 33.208% | 31.527% | 32.003% | -0.371 | |
| 14375 | 32.420% | 32.456% | 30.595% | 31.172% | -0.583 | |
| 14500 | 31.523% | 31.767% | 29.791% | 30.533% | -0.498 | |
| 14625 | 31.070% | 31.078% | 28.889% | 29.599% | -0.645 | |
| 14750 | 30.397% | 30.403% | 28.219% | 28.735% | -0.804 | |
| 14875 | 30.408% | 30.408% | 27.473% | 27.986% | -0.975 | |
| 15000 | 29.062% | 29.112% | 26.690% | 27.156% | -0.968 | |
| 15125 | 28.225% | 28.812% | 25.892% | 26.405% | -1.170 | |
| 15250 | 27.740% | 27.817% | 25.152% | 25.639% | -1.418 | |
| 15375 | 27.477% | 27.477% | 24.411% | 24.992% | -1.326 | |
| 15500 | 26.471% | 26.781% | 23.693% | 24.349% | -1.459 | |
| 15625 | 25.667% | 26.004% | 22.965% | 23.747% | -1.292 | |
| 15750 | 25.362% | 25.434% | 22.260% | 22.927% | -1.439 | |
| 15875 | 25.070% | 25.070% | 21.595% | 22.407% | -1.531 | |
| 16000 | 24.430% | 24.499% | 20.958% | 21.759% | -1.730 | |
| 16125 | 24.094% | 24.094% | 20.252% | 21.165% | -1.705 | |
| 16250 | 23.381% | 23.587% | 19.751% | 20.700% | -1.739 | |
| 16375 | 22.900% | 23.081% | 19.207% | 20.067% | -1.993 | |
| 16500 | 22.938% | 22.938% | 18.770% | 19.457% | -2.336 | |
| 16625 | 22.558% | 22.558% | 18.424% | 19.167% | -2.261 | |
| 16750 | 22.396% | 22.396% | 17.938% | 18.683% | -2.535 | |
| 16875 | 22.143% | 22.143% | 17.724% | 18.475% | -2.567 | |
| 17000 | 22.200% | 22.203% | 17.589% | 18.155% | -2.821 | |
| 17125 | 21.825% | 21.825% | 17.211% | 18.090% | -2.790 | |
| 17250 | 21.400% | 21.735% | 17.499% | 17.916% | -2.886 | |
| 17375 | 22.135% | 22.135% | 17.434% | 17.705% | -3.067 | |
| 17500 | 21.723% | 21.723% | 17.550% | 17.641% | -3.153 | |
| 17625 | 21.656% | 21.677% | 17.607% | 17.607% | -3.224 | |
| 17750 | 21.888% | 21.888% | 17.619% | 17.619% | -3.172 | |
| 17875 | 22.009% | 22.009% | 17.668% | 17.668% | -3.284 | |
| 18000 | 22.029% | 22.136% | 17.750% | 17.750% | -3.340 | |
| 18125 | 22.327% | 22.327% | 17.891% | 17.891% | -3.391 | |
| 18250 | 22.347% | 22.474% | 17.985% | 17.985% | -3.388 | |
| 18375 | 21.919% | 22.778% | 18.131% | 18.131% | -3.358 | |
| 18500 | 22.990% | 23.086% | 18.571% | 18.571% | -3.383 | |
| 18625 | 22.493% | 23.370% | 18.701% | 18.701% | -3.387 | |
| 18750 | 23.484% | 23.484% | 19.101% | 19.101% | -3.524 | |
| 18875 | 23.320% | 24.088% | 19.803% | 19.803% | -3.258 | |
| 19000 | 24.253% | 24.370% | 20.350% | 20.350% | -3.148 | |
| 19125 | 25.175% | 25.175% | 20.747% | 20.747% | -3.207 | |
| 19250 | 24.251% | 25.129% | 21.145% | 21.145% | -3.266 | 1円売 |
| 19500 | 25.945% | 26.500% | 22.876% | 22.876% | -2.450 | 1円売 |
| 19750 | 27.606% | 28.162% | 24.571% | 24.571% | -2.376 | 1円売 |
| 20000 | 29.235% | 29.793% | 26.232% | 26.232% | -2.305 | 1円売 |
| 20250 | − | 31.394% | 27.861% | 27.861% | -2.236 | 1円売 |
| 20500 | − | 32.966% | 29.460% | 29.460% | -2.170 | 1円売 |
| 20750 | − | 34.512% | 31.031% | 31.031% | -2.106 | 1円売 |
| 21000 | − | 36.032% | 32.575% | 32.575% | -2.044 | 1円売 |
| 21250 | − | 37.526% | 34.092% | 34.092% | -1.983 | 1円売 |
| 21500 | − | 38.997% | 35.585% | 35.585% | -1.925 | 1円売 |
続きを読む
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 16340 | 16730 | 16215 | 16730 | +410 | |
| 期近 | 22.785% | 22.864% | 19.157% | 19.456% | -2.730 | |
| 10月限 | 23.054% | 23.189% | 18.463% | 18.732% | -3.451 | |
| 11月限 | 22.531% | 22.607% | 19.670% | 20.108% | -2.082 | |
| 12月限 | − | 22.047% | 20.060% | 20.213% | -1.613 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| -0.07 | +0.07 | +125 | -121 | |||
| 計 | +1.14 | -11 | +0.00 | +4 | ||
| 累計 | 547,807 | +467 | ||||
続きを読む
2016年09月20日
| 原資産 | 16459.26 | |||||
| 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） | |
| 22.945% | 22.931% | 22.931% | 21.618% | 22.186% | -0.758 | |
| 10月限 | 残存日数 | 15.75 | ||||
| 修正ATM | 補正値 | -125 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 23.052% | 22.876% | 23.133% | 21.382% | 22.183% | -0.869 | |
| 歪み率 | 5.106% | +0.188 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 9000 | − | 79.454% | 77.916% | 78.958% | +2.239 | 1円売 |
| 10000 | − | 66.392% | 64.870% | 65.811% | +1.839 | 1円売 |
| 11000 | 53.047% | 55.561% | 53.047% | 55.278% | +0.273 | |
| 11250 | 53.713% | 53.713% | 52.225% | 53.323% | +1.004 | |
| 11500 | 50.781% | 52.334% | 50.011% | 51.368% | +1.356 | |
| 11750 | 47.903% | 49.737% | 47.903% | 49.499% | +0.969 | |
| 12000 | 47.096% | 47.631% | 46.380% | 47.631% | +1.344 | |
| 12250 | 44.210% | 45.927% | 43.808% | 45.695% | +1.369 | |
| 12500 | 42.787% | 44.186% | 42.380% | 43.647% | +1.283 | |
| 12750 | 41.029% | 42.414% | 40.738% | 41.916% | +1.226 | |
| 13000 | 39.862% | 40.763% | 39.041% | 40.185% | +0.904 | |
| 13125 | 38.372% | 39.793% | 37.685% | 39.196% | +0.863 | |
| 13250 | 37.589% | 39.024% | 37.276% | 38.389% | +1.004 | |
| 13375 | 37.298% | 38.101% | 35.889% | 37.728% | +0.876 | |
| 13500 | 36.298% | 37.194% | 35.727% | 36.868% | +0.522 | |
| 13625 | 35.698% | 36.497% | 34.894% | 35.993% | +0.427 | |
| 13750 | 34.959% | 35.661% | 33.894% | 35.487% | +0.685 | |
| 13875 | 34.108% | 34.912% | 33.484% | 34.437% | +0.296 | |
| 14000 | 33.781% | 34.154% | 32.501% | 33.795% | +0.073 | |
| 14125 | 32.699% | 33.350% | 32.070% | 33.050% | +0.078 | |
| 14250 | 32.290% | 32.634% | 31.356% | 32.375% | +0.025 | |
| 14375 | 31.463% | 31.979% | 30.668% | 31.755% | -0.022 | |
| 14500 | 30.895% | 31.265% | 29.997% | 31.031% | -0.157 | |
| 14625 | 30.314% | 30.540% | 29.351% | 30.244% | -0.428 | |
| 14750 | 29.990% | 29.990% | 28.708% | 29.538% | -0.655 | |
| 14875 | 29.419% | 29.419% | 28.140% | 28.960% | -0.568 | |
| 15000 | 28.646% | 28.646% | 27.547% | 28.124% | -0.943 | |
| 15125 | 28.229% | 28.229% | 26.951% | 27.576% | -0.745 | |
| 15250 | 27.563% | 27.563% | 26.280% | 27.057% | -0.797 | |
| 15375 | 27.118% | 27.118% | 25.718% | 26.319% | -0.957 | |
| 15500 | 26.408% | 26.408% | 25.159% | 25.809% | -0.896 | |
| 15625 | 25.834% | 25.834% | 24.519% | 25.039% | -1.138 | |
| 15750 | 24.985% | 24.985% | 24.063% | 24.366% | -1.151 | |
| 15875 | 24.539% | 24.539% | 23.449% | 23.937% | -0.999 | |
| 16000 | 24.085% | 24.085% | 22.988% | 23.489% | -1.061 | |
| 16125 | 22.676% | 23.931% | 22.416% | 22.870% | -1.056 | |
| 16250 | 23.051% | 23.230% | 21.978% | 22.438% | -0.992 | |
| 16375 | 22.424% | 22.915% | 21.537% | 22.060% | -0.925 | |
| 16500 | 21.996% | 22.710% | 20.966% | 21.793% | -0.829 | |
| 16625 | 22.086% | 22.086% | 20.886% | 21.427% | -0.778 | |
| 16750 | 21.770% | 21.770% | 20.605% | 21.218% | -0.688 | |
| 16875 | 21.352% | 21.522% | 20.188% | 21.043% | -0.508 | |
| 17000 | 21.228% | 21.514% | 20.143% | 20.976% | -0.398 | |
| 17125 | 20.631% | 21.044% | 20.057% | 20.880% | -0.249 | |
| 17250 | 20.989% | 21.256% | 19.963% | 20.802% | -0.098 | |
| 17375 | 20.771% | 20.907% | 19.876% | 20.772% | -0.014 | |
| 17500 | 21.031% | 21.031% | 19.835% | 20.795% | +0.120 | |
| 17625 | 20.776% | 20.952% | 19.851% | 20.831% | +0.197 | |
| 17750 | 21.012% | 21.064% | 19.868% | 20.792% | +0.176 | |
| 17875 | 20.914% | 21.202% | 19.916% | 20.952% | +0.304 | |
| 18000 | 21.289% | 21.417% | 20.005% | 21.090% | +0.383 | |
| 18125 | 21.026% | 21.474% | 20.140% | 21.281% | +0.601 | |
| 18250 | 21.203% | 21.710% | 20.274% | 21.373% | +0.718 | |
| 18375 | 21.702% | 21.812% | 20.479% | 21.490% | +0.763 | |
| 18500 | 22.061% | 22.061% | 20.717% | 21.954% | +0.926 | |
| 18625 | 22.228% | 22.228% | 20.985% | 22.087% | +0.757 | |
| 18750 | 22.096% | 22.625% | 21.084% | 22.625% | +0.993 | |
| 18875 | 23.007% | 23.061% | 21.578% | 23.061% | +1.341 | |
| 19000 | 23.909% | 23.909% | 21.953% | 23.497% | +1.423 | |
| 19125 | − | 23.954% | 21.928% | 23.954% | +1.525 | |
| 19250 | 23.879% | 24.411% | 22.481% | 24.411% | +1.628 | |
| 19500 | 25.517% | 25.559% | 24.131% | 25.326% | +0.938 | |
| 19750 | 27.123% | 27.164% | 25.748% | 26.946% | +0.986 | 1円売 |
| 20000 | − | 28.739% | 27.334% | 28.536% | +1.033 | 1円売 |
| 20250 | − | 30.285% | 28.890% | 30.097% | +1.080 | 1円売 |
| 20500 | − | 31.804% | 30.419% | 31.631% | +1.126 | 1円売 |
| 20750 | − | 33.297% | 31.920% | 33.137% | +1.171 | 1円売 |
| 21000 | − | 34.765% | 33.397% | 34.619% | +1.215 | 1円売 |
| 21250 | − | 36.208% | 34.848% | 36.076% | +1.259 | 1円売 |
| 21500 | − | 37.629% | 36.277% | 37.509% | +1.301 | 1円売 |
続きを読む
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 16265 | 16455 | 16260 | 16320 | -25 | |
| 期近 | 22.931% | 22.931% | 21.618% | 22.186% | -0.758 | |
| 10月限 | 22.876% | 23.133% | 21.382% | 22.183% | -0.869 | |
| 11月限 | 22.996% | 22.996% | 21.741% | 22.190% | -0.608 | |
| 12月限 | 22.211% | 22.211% | 21.505% | 21.826% | -0.593 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.02 | -0.04 | +113 | -111 | |||
| 計 | +0.91 | -12 | -0.01 | +2 | ||
| 累計 | 547,340 | -51 | ||||
続きを読む
2016年09月16日
| 原資産 | 16486.31 | |||||
| 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） | |
| 23.308% | 22.816% | 23.387% | 22.634% | 22.945% | -0.363 | |
| 10月限 | 残存日数 | 16.75 | ||||
| 修正ATM | 補正値 | -130 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 23.340% | 22.901% | 23.465% | 22.569% | 23.052% | -0.288 | |
| 歪み率 | 4.917% | +0.395 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 9000 | − | 77.053% | 75.721% | 76.719% | +2.756 | 1円売 |
| 10000 | − | 64.321% | 63.063% | 63.972% | +2.400 | 1円売 |
| 11000 | 51.821% | 55.216% | 51.821% | 55.005% | +2.578 | |
| 11250 | 49.087% | 52.318% | 49.087% | 52.318% | +1.492 | |
| 11500 | 49.647% | 50.545% | 49.450% | 50.012% | +0.978 | |
| 11750 | − | 48.848% | 47.683% | 48.530% | +1.289 | |
| 12000 | 46.089% | 46.758% | 45.774% | 46.287% | +0.646 | |
| 12250 | 44.756% | 45.027% | 44.112% | 44.326% | +0.597 | |
| 12500 | 43.084% | 43.370% | 42.364% | 42.364% | +0.185 | |
| 12750 | 41.184% | 41.662% | 40.690% | 40.690% | +0.073 | |
| 13000 | 39.846% | 40.080% | 39.184% | 39.281% | +0.173 | |
| 13125 | 38.381% | 39.369% | 38.333% | 38.333% | +0.080 | |
| 13250 | 38.141% | 38.524% | 37.385% | 37.385% | -0.384 | |
| 13375 | 37.188% | 37.653% | 36.784% | 36.852% | +0.050 | |
| 13500 | 36.641% | 36.878% | 35.999% | 36.347% | +0.242 | |
| 13625 | 35.549% | 36.244% | 35.374% | 35.566% | +0.057 | |
| 13750 | 35.161% | 35.520% | 34.528% | 34.802% | +0.025 | |
| 13875 | 34.272% | 34.856% | 33.979% | 34.140% | -0.049 | |
| 14000 | 33.594% | 34.321% | 33.383% | 33.722% | +0.177 | |
| 14125 | 32.792% | 33.541% | 32.594% | 32.972% | +0.003 | |
| 14250 | 32.117% | 32.890% | 31.935% | 32.350% | -0.012 | |
| 14375 | 31.714% | 32.257% | 31.407% | 31.777% | +0.099 | |
| 14500 | 30.934% | 31.610% | 30.785% | 31.188% | +0.001 | |
| 14625 | 30.511% | 30.997% | 30.196% | 30.673% | +0.132 | |
| 14750 | 29.008% | 30.539% | 29.008% | 30.193% | -0.028 | |
| 14875 | 28.563% | 29.879% | 28.556% | 29.528% | -0.015 | |
| 15000 | 28.491% | 29.426% | 28.173% | 29.067% | +0.164 | |
| 15125 | 28.123% | 28.745% | 27.609% | 28.321% | +0.007 | |
| 15250 | 27.512% | 28.038% | 27.087% | 27.854% | +0.089 | |
| 15375 | 27.125% | 27.698% | 26.640% | 27.276% | +0.130 | |
| 15500 | 26.083% | 27.304% | 26.083% | 26.704% | +0.129 | |
| 15625 | 25.611% | 26.460% | 25.512% | 26.177% | +0.121 | |
| 15750 | 25.216% | 25.845% | 24.951% | 25.518% | +0.038 | |
| 15875 | 24.531% | 25.181% | 24.332% | 24.936% | -0.011 | |
| 16000 | 23.882% | 24.633% | 23.801% | 24.549% | +0.142 | |
| 16125 | 23.232% | 24.150% | 23.232% | 23.926% | +0.067 | |
| 16250 | 22.549% | 23.770% | 22.549% | 23.430% | +0.020 | |
| 16375 | 23.066% | 23.350% | 22.418% | 22.985% | -0.046 | |
| 16500 | 21.841% | 23.005% | 21.711% | 22.623% | +0.003 | |
| 16625 | 21.796% | 22.568% | 21.677% | 22.205% | -0.032 | |
| 16750 | 21.673% | 22.303% | 21.365% | 21.907% | +0.038 | |
| 16875 | 21.479% | 21.937% | 21.149% | 21.551% | -0.143 | |
| 17000 | 21.223% | 22.021% | 20.883% | 21.374% | -0.154 | |
| 17125 | 21.324% | 21.779% | 20.526% | 21.128% | -0.219 | |
| 17250 | 21.042% | 21.431% | 20.336% | 20.900% | -0.213 | |
| 17375 | 20.792% | 21.816% | 20.041% | 20.786% | -0.345 | |
| 17500 | 20.783% | 21.565% | 20.468% | 20.675% | -0.408 | |
| 17625 | 20.793% | 21.204% | 20.274% | 20.634% | -0.360 | |
| 17750 | 20.916% | 21.217% | 20.314% | 20.616% | -0.214 | |
| 17875 | 20.890% | 21.239% | 20.376% | 20.648% | -0.387 | |
| 18000 | 20.958% | 21.318% | 20.370% | 20.707% | -0.398 | |
| 18125 | 20.972% | 21.501% | 20.406% | 20.681% | -0.493 | |
| 18250 | 21.388% | 21.823% | 20.522% | 20.655% | -0.735 | |
| 18375 | 21.621% | 21.702% | 20.459% | 20.726% | -0.872 | |
| 18500 | 21.596% | 21.955% | 20.896% | 21.028% | -0.634 | |
| 18625 | 21.921% | 22.017% | 21.101% | 21.330% | -0.646 | |
| 18750 | 22.060% | 22.163% | 21.214% | 21.632% | -0.386 | |
| 18875 | 21.905% | 22.638% | 21.316% | 21.720% | -0.673 | |
| 19000 | 22.781% | 22.853% | 22.024% | 22.074% | -0.693 | |
| 19125 | 21.972% | 23.308% | 21.933% | 22.429% | -0.586 | |
| 19250 | 22.780% | 23.296% | 22.338% | 22.783% | -0.479 | 1円売 |
| 19500 | 24.371% | 24.681% | 23.944% | 24.388% | +0.074 | 1円売 |
| 19750 | 25.931% | 26.240% | 25.518% | 25.960% | +0.122 | 1円売 |
| 20000 | − | 27.768% | 27.062% | 27.503% | +0.169 | 1円売 |
| 20250 | − | 29.269% | 28.577% | 29.017% | +0.215 | 1円売 |
| 20500 | − | 30.744% | 30.065% | 30.505% | +0.261 | 1円売 |
| 20750 | − | 32.193% | 31.528% | 31.967% | +0.305 | 1円売 |
| 21000 | − | 33.618% | 32.966% | 33.404% | +0.348 | 1円売 |
| 21250 | − | 35.019% | 34.380% | 34.817% | +0.391 | 1円売 |
| 21500 | − | 36.398% | 35.771% | 36.208% | +0.432 | 1円売 |
続きを読む
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 16360 | 16400 | 16280 | 16345 | +85 | |
| 期近 | 22.816% | 23.387% | 22.634% | 22.945% | -0.363 | |
| 10月限 | 22.901% | 23.465% | 22.569% | 23.052% | -0.288 | |
| 11月限 | 22.692% | 23.260% | 22.629% | 22.798% | -0.457 | |
| 12月限 | − | 22.890% | 22.205% | 22.419% | -0.466 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.02 | -0.03 | +122 | -120 | |||
| 計 | +0.96 | -12 | -0.01 | +3 | ||
| 累計 | 547,391 | +116 | ||||
続きを読む
2016年09月15日
| 原資産 | 16398.33 | |||||
| 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） | |
| 21.569% | 22.422% | 23.594% | 22.194% | 23.308% | +1.739 | |
| 10月限 | 残存日数 | 17.75 | ||||
| 修正ATM | 補正値 | -125 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 21.431% | 22.215% | 23.701% | 22.099% | 23.340% | +1.909 | |
| 歪み率 | 4.523% | -0.342 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 9000 | − | 74.282% | 73.312% | 73.963% | +0.570 | 1円売 |
| 10000 | 62.008% | 62.008% | 60.976% | 61.572% | +0.213 | 1円売 |
| 11000 | 50.811% | 53.820% | 50.777% | 52.427% | -1.167 | |
| 11250 | 51.488% | 52.124% | 50.688% | 50.827% | -0.776 | |
| 11500 | 50.865% | 50.865% | 49.034% | 49.034% | -0.698 | |
| 11750 | 48.055% | 48.588% | 47.027% | 47.241% | -0.866 | |
| 12000 | 46.805% | 47.559% | 45.487% | 45.641% | -0.628 | |
| 12250 | 45.213% | 45.213% | 43.728% | 43.728% | -0.726 | |
| 12500 | 43.392% | 43.392% | 42.092% | 42.179% | -0.398 | |
| 12750 | 41.405% | 41.643% | 40.531% | 40.617% | -0.539 | |
| 13000 | 39.950% | 39.987% | 38.999% | 39.108% | -0.223 | |
| 13125 | 39.104% | 39.279% | 38.167% | 38.253% | -0.380 | |
| 13250 | 38.194% | 38.399% | 37.324% | 37.770% | +0.057 | |
| 13375 | 37.700% | 37.700% | 36.645% | 36.802% | -0.253 | |
| 13500 | 36.654% | 36.883% | 35.895% | 36.105% | -0.198 | |
| 13625 | 36.326% | 36.326% | 35.162% | 35.509% | +0.006 | |
| 13750 | 35.156% | 35.442% | 34.483% | 34.777% | +0.107 | |
| 13875 | 34.578% | 34.711% | 33.808% | 34.190% | +0.194 | |
| 14000 | 34.136% | 34.136% | 33.061% | 33.545% | +0.272 | |
| 14125 | 33.052% | 33.373% | 32.473% | 32.969% | +0.405 | |
| 14250 | 32.362% | 32.679% | 31.844% | 32.361% | +0.453 | |
| 14375 | 31.748% | 32.052% | 31.207% | 31.678% | +0.461 | |
| 14500 | 30.815% | 31.917% | 30.600% | 31.187% | +0.701 | |
| 14625 | 30.276% | 31.174% | 30.054% | 30.540% | +0.658 | |
| 14750 | 30.405% | 30.461% | 29.420% | 30.221% | +0.853 | |
| 14875 | 29.233% | 29.655% | 28.824% | 29.543% | +1.007 | |
| 15000 | 28.564% | 29.313% | 28.198% | 28.903% | +1.113 | |
| 15125 | 27.731% | 28.443% | 27.632% | 28.314% | +0.977 | |
| 15250 | 27.229% | 27.919% | 26.723% | 27.764% | +1.017 | |
| 15375 | 26.516% | 27.527% | 26.387% | 27.146% | +1.022 | |
| 15500 | 26.413% | 26.817% | 25.820% | 26.575% | +0.937 | |
| 15625 | 25.652% | 26.253% | 25.187% | 26.056% | +1.050 | |
| 15750 | 25.028% | 25.680% | 24.620% | 25.480% | +1.119 | |
| 15875 | 24.485% | 25.145% | 23.850% | 24.947% | +1.061 | |
| 16000 | 23.984% | 24.629% | 23.479% | 24.408% | +1.009 | |
| 16125 | 23.785% | 24.100% | 22.985% | 23.859% | +0.950 | |
| 16250 | 22.693% | 23.713% | 22.533% | 23.410% | +1.054 | |
| 16375 | 22.315% | 23.361% | 21.371% | 23.032% | +1.232 | |
| 16500 | 21.813% | 23.107% | 21.761% | 22.620% | +1.218 | |
| 16625 | 21.397% | 22.690% | 21.370% | 22.237% | +1.252 | |
| 16750 | 21.482% | 22.370% | 21.088% | 21.869% | +1.105 | |
| 16875 | 21.202% | 22.173% | 20.890% | 21.693% | +1.249 | |
| 17000 | 20.845% | 21.935% | 20.744% | 21.528% | +1.462 | |
| 17125 | 20.782% | 22.086% | 20.582% | 21.347% | +1.476 | |
| 17250 | 20.313% | 21.795% | 20.313% | 21.113% | +1.349 | |
| 17375 | 20.268% | 21.718% | 20.268% | 21.131% | +1.470 | |
| 17500 | 20.357% | 21.533% | 20.357% | 21.083% | +1.466 | |
| 17625 | 20.459% | 21.488% | 20.329% | 20.994% | +1.482 | |
| 17750 | 20.352% | 21.497% | 20.330% | 20.830% | +1.274 | |
| 17875 | 20.161% | 21.580% | 20.161% | 21.035% | +1.452 | |
| 18000 | 20.383% | 21.632% | 20.383% | 21.104% | +1.417 | |
| 18125 | 20.587% | 21.739% | 20.457% | 21.174% | +1.456 | |
| 18250 | 20.503% | 21.893% | 20.503% | 21.390% | +1.575 | |
| 18375 | 20.825% | 22.262% | 20.742% | 21.598% | +1.685 | |
| 18500 | 20.940% | 22.262% | 20.845% | 21.662% | +1.510 | |
| 18625 | 20.737% | 22.429% | 20.737% | 21.976% | +1.756 | |
| 18750 | 21.671% | 22.606% | 21.171% | 22.019% | +1.732 | |
| 18875 | 21.788% | 22.799% | 21.430% | 22.393% | +1.878 | |
| 19000 | 21.618% | 23.309% | 21.618% | 22.767% | +1.667 | |
| 19125 | 22.462% | 23.530% | 21.976% | 23.015% | +1.825 | |
| 19250 | 23.297% | 23.739% | 22.464% | 23.263% | +1.479 | |
| 19500 | 23.200% | 24.526% | 23.200% | 24.314% | +1.845 | 1円売 |
| 19750 | − | 26.041% | 24.723% | 25.838% | +2.275 | 1円売 |
| 20000 | − | 27.528% | 26.213% | 27.334% | +2.307 | 1円売 |
| 20250 | − | 28.989% | 27.675% | 28.802% | +2.340 | 1円売 |
| 20500 | − | 30.429% | 29.111% | 30.244% | +2.372 | 1円売 |
| 20750 | − | 31.845% | 30.522% | 31.662% | +2.404 | 1円売 |
| 21000 | − | 33.236% | 31.910% | 33.056% | +2.435 | 1円売 |
| 21250 | − | 34.605% | 33.274% | 34.427% | +2.467 | 1円売 |
| 21500 | − | 35.952% | 34.617% | 35.776% | +2.498 | 1円売 |
続きを読む
■大引け
相場は続落。IVはやや大きく上昇しました。
今日の取引はありません。
続きを読む
相場は続落。IVはやや大きく上昇しました。
今日の取引はありません。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 16375 | 16395 | 16220 | 16260 | -220 | |
| 期近 | 22.422% | 23.594% | 22.194% | 23.308% | +1.739 | |
| 10月限 | 22.215% | 23.701% | 22.099% | 23.340% | +1.909 | |
| 11月限 | 22.799% | 23.503% | 22.364% | 23.255% | +1.387 | |
| 12月限 | 22.375% | 22.969% | 22.334% | 22.885% | +1.211 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.01 | -0.02 | +128 | -126 | |||
| 計 | +0.84 | -14 | -0.02 | +2 | ||
| 累計 | 547,275 | -265 | ||||
続きを読む
