2017年04月24日

4月24スマイルカーブ





原資産 18942.35




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)
18.903% 16.506% 17.172% 14.991% 15.043% -3.859







5月限
残存日数 10.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
20.787% 17.103% 18.642% 14.976% 15.117% -5.671



歪み率 6.103% +1.195
SP 始値 高値 安値 終値 前日比
12250 70.362% 68.921% 70.362% +5.197 1円売
12500 67.320% 65.908% 67.320% +5.073 1円売
12750 64.332% 62.949% 64.332% +4.951 1円売
13000 61.396% 60.040% 61.396% +4.832 1円売
13250 57.603% 58.510% 57.181% 58.510% +4.715 1円売
13500 54.794% 55.670% 54.367% 55.670% +4.601 1円売
13750 52.875% 51.598% 52.875% +4.489 1円売
14000 50.123% 48.871% 50.123% +4.380 1円売
14250 46.626% 47.496% 46.183% 47.411% +3.482 1円売
14500 43.982% 45.750% 43.533% 44.737% +2.623 1円売
14750 41.373% 42.910% 41.197% 42.100% +1.799
15000 41.599% 41.599% 39.718% 40.464% +1.847
15250 38.900% 40.376% 38.081% 38.587% +1.654
15500 37.920% 37.920% 35.946% 36.711% +0.629
15750 36.421% 36.421% 34.180% 35.410% +0.801
16000 34.602% 34.602% 32.904% 33.191% -0.590
16250 33.919% 33.919% 31.137% 31.517% -1.294
16375 32.431% 32.444% 30.219% 30.709% -1.698
16500 32.508% 32.508% 29.739% 30.063% -1.865
16625 32.235% 32.235% 29.139% 29.465% -1.985
16750 31.022% 31.022% 28.510% 28.715% -2.455
16875 32.410% 32.410% 27.690% 28.062% -2.786
17000 30.697% 30.697% 27.064% 27.256% -2.989
17125 29.221% 29.221% 26.207% 26.348% -3.465
17250 28.977% 28.977% 25.499% 25.808% -3.452
17375 28.970% 28.970% 24.660% 24.795% -3.876
17500 28.025% 28.025% 23.961% 24.112% -3.891
17625 27.615% 27.615% 23.025% 23.332% -4.038
17750 26.218% 26.218% 22.233% 22.404% -4.030
17875 25.838% 25.838% 21.399% 21.608% -4.176
18000 25.651% 25.651% 20.531% 20.736% -4.165
18125 24.241% 24.241% 19.718% 19.900% -4.238
18250 24.309% 24.309% 18.932% 19.083% -4.323
18375 21.705% 21.712% 18.135% 18.357% -4.214
18500 23.278% 23.278% 17.292% 17.511% -4.240
18625 21.918% 21.918% 16.572% 16.780% -4.150
18750 22.157% 22.157% 15.806% 16.225% -3.887
18875 17.096% 18.625% 15.153% 15.442% -4.024
19000 17.125% 17.853% 14.384% 14.790% -3.977
19125 17.806% 17.836% 13.990% 14.236% -3.970
19250 16.588% 16.614% 13.630% 13.884% -3.700
19375 15.659% 16.114% 13.272% 13.542% -3.591
19500 15.630% 15.650% 13.183% 13.454% -3.449
19625 15.687% 15.705% 13.074% 13.369% -3.301
19750 15.023% 15.174% 13.254% 13.599% -2.991
19875 14.941% 15.078% 13.304% 13.736% -2.916
20000 14.846% 15.030% 13.695% 13.855% -2.954
20125 15.095% 15.281% 14.022% 14.228% -2.711
20250 15.355% 15.932% 14.402% 14.403% -2.771
20375 15.050% 16.117% 14.901% 14.901% -2.441
20500 16.116% 16.362% 15.399% 15.399% -2.322
20625 15.852% 16.998% 15.852% 15.950% -1.964
20750 16.825% 17.546% 16.749% 16.749% -1.688
20875 17.786% 18.512% 17.722% 17.722% -1.633 1円売
21000 18.736% 19.467% 18.675% 18.685% -1.580 1円売
21125 20.411% 19.614% 19.636% -1.528 1円売
21250 21.344% 20.543% 20.577% -1.477 1円売
21375 22.269% 21.462% 21.508% -1.428 1円売
21500 22.433% 23.183% 22.397% 22.429% -1.379 1円売
21625 24.089% 23.272% 23.341% -1.331 1円売
21750 24.225% 24.986% 24.189% 24.244% -1.284 1円売
22000 26.754% 25.921% 26.024% -1.192 1円売
22250 28.490% 27.646% 27.771% -1.104 1円売
22500 30.196% 29.341% 29.487% -1.017 1円売
23000 33.522% 32.645% 32.833% -0.851 1円売
23250 35.145% 34.258% 34.465% -0.771 1円売
23500 36.743% 35.845% 36.072% -0.692 1円売

続きを読む

actok at 17:32コメント(0)トラックバック(0)IVデータ 
■大引け
週明けの相場は続伸。仏大統領選に波乱がなかったとして寄り付きから買いが先行しました。IVはイベント通過で大幅下落。

夜間取引。
5P180@175円×2枚返済売り。
5P160@8円×32枚買い。
5P155@3円×64枚買い。
5P177@130円×1枚返済売り。
5P178@155円×2枚売り。
5C187@265円×1枚返済売り。
5C191@120円×2枚売り。
5C200@5円×24枚買い。

場所をずらしてコールプットそれぞれにバック組成。

今日の取引。
5C197@21円×4枚、@19円×4枚、@16円×8枚買い。
先物ミニ6月限@19895円×5枚売り。
5P177@48円×4枚買い。
5C195@40円×2枚買い。
5C192@90円×2枚、@80円×2枚買い。
5P182@85円×2枚買い。
5P185@130円×1枚買い。
5C188@9円×8枚売り、@10円×8枚売り。
大きく剥げた期近コールを大量買い。


始値 高値 安値 現値 前日比
先物 18905 18940 18835 18935 +285
期近 16.506% 17.172% 14.991% 15.043% -3.859
5月限 17.103% 18.642% 14.976% 15.117% -5.671
6月限 16.235% 16.654% 14.952% 15.012% -2.876
7月限 16.329% 15.154% 15.154% -2.080

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+1.51 -0.01 +790 -308
+2.04 -309 +1.50 +482
累計


546,549 +552

続きを読む

actok at 17:19コメント(0)トラックバック(0)トレードとポジション 

2017年04月21日

4月21日スマイルカーブ





原資産 18651.85




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)
19.492% 19.528% 19.667% 18.596% 18.903% -0.589







5月限
残存日数 11.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
21.138% 21.603% 21.710% 20.323% 20.787% -0.350



歪み率 4.908% -0.161
SP 始値 高値 安値 終値 前日比
12250 65.165% 63.724% 65.165% +3.854 1円売
12500 62.247% 60.830% 62.247% +3.742 1円売
12750 59.381% 57.988% 59.381% +3.633 1円売
13000 56.564% 55.194% 56.564% +3.525 1円売
13250 53.794% 52.446% 53.794% +3.420 1円売
13500 51.069% 49.742% 51.069% +2.635 1円売
13750 47.336% 48.386% 47.080% 48.386% +1.972 1円売
14000 44.719% 46.475% 44.458% 45.743% +1.349 1円売
14250 45.132% 45.132% 42.975% 43.929% +1.556
14500 42.433% 43.493% 41.432% 42.115% +1.762
14750 39.768% 41.416% 39.528% 40.300% +1.475
15000 38.852% 39.844% 38.397% 38.617% +1.385
15250 37.416% 38.114% 36.890% 36.933% +0.954
15500 36.530% 36.738% 35.761% 36.082% +1.161
15750 35.074% 35.508% 34.465% 34.609% +0.789
16000 34.672% 34.672% 33.416% 33.780% +0.684
16250 33.430% 33.430% 32.466% 32.811% +0.840
16375 32.754% 32.933% 31.935% 32.407% +0.930
16500 32.203% 32.502% 31.494% 31.928% +0.894
16625 31.709% 32.072% 31.070% 31.450% +0.893
16750 31.227% 31.620% 30.543% 31.170% +1.068
16875 31.065% 31.105% 30.086% 30.848% +1.202
17000 30.020% 30.592% 29.603% 30.245% +1.039
17125 29.567% 30.065% 29.057% 29.812% +1.234
17250 28.891% 29.591% 28.159% 29.260% +1.115
17375 28.580% 29.090% 27.881% 28.671% +1.195
17500 27.499% 28.122% 27.191% 28.003% +1.055
17625 27.194% 27.477% 26.552% 27.370% +1.181
17750 26.601% 26.618% 25.823% 26.434% +0.853
17875 25.753% 25.839% 25.028% 25.784% +1.044
18000 24.667% 25.199% 24.308% 24.901% +0.914
18125 24.377% 24.377% 23.430% 24.138% +1.003
18250 23.091% 23.542% 22.373% 23.407% +0.914
18375 22.461% 22.998% 21.746% 22.572% +0.836
18500 21.768% 22.198% 20.758% 21.751% +0.778
18625 21.494% 21.585% 20.003% 20.930% +0.766
18750 20.349% 20.655% 19.323% 20.112% +0.666
18875 19.868% 19.905% 18.417% 19.466% +0.589
19000 19.197% 19.318% 17.958% 18.767% +0.618
19125 18.663% 18.756% 17.354% 18.207% +0.387
19250 18.338% 18.499% 16.949% 17.584% +0.237
19375 17.869% 18.315% 16.564% 17.133% +0.109
19500 17.512% 17.649% 16.317% 16.904% +0.113
19625 17.344% 17.482% 16.177% 16.670% +0.067
19750 17.308% 17.394% 16.262% 16.591% -0.042
19875 17.184% 17.505% 16.408% 16.652% -0.044
20000 17.474% 17.746% 16.700% 16.809% -0.037
20125 17.364% 18.002% 16.847% 16.939% +0.066
20250 17.913% 17.981% 17.174% 17.174% -0.197
20375 18.280% 18.280% 17.284% 17.342% -0.271
20500 18.373% 18.477% 17.720% 17.720% -0.189
20625 19.360% 19.360% 17.914% 17.914% -0.291
20750 18.836% 19.197% 18.437% 18.437% -0.655
20875 20.104% 19.356% 19.356% -0.612 1円売
21000 20.640% 21.001% 20.265% 20.265% -0.570 1円売
21125 21.888% 21.164% 21.164% -0.528 1円売
21250 22.769% 22.055% 22.055% -0.488 1円売
21375 23.643% 22.936% 22.936% -0.448 1円売
21500 24.508% 23.808% 23.808% -0.408 1円売
21625 25.365% 24.672% 24.672% -0.369 1円売
21750 26.215% 25.528% 25.528% -0.331 1円売
22000 27.890% 27.216% 27.216% -0.256 1円売
22250 29.536% 28.874% 28.874% -0.183 1円売
22500 31.155% 30.504% 30.504% -0.111 1円売
23000 34.312% 33.684% 33.684% +0.027 1円売
23250 35.854% 35.236% 35.236% +0.094 1円売
23500 37.372% 36.764% 36.764% +0.160 1円売

続きを読む

actok at 16:35コメント(0)トラックバック(0)IVデータ 
■大引け
相場は続伸。IVは期近プットが堅調で、期先コールは売られました。

夜間取引。
5C188@165円×2枚売り。

今日の取引。
6C200@40円×12枚買い。
5P171@55円×4枚売り。
5C187@270円×1枚返済売り。
先物ミニ6月限@18570円×5枚、@18625円×5枚売り。


始値 高値 安値 現値 前日比
先物 18575 18650 18530 18650 +180
期近 19.528% 19.667% 18.596% 18.903% -0.589
5月限 21.603% 21.710% 20.323% 20.787% -0.350
6月限 18.348% 18.580% 17.593% 17.888% -0.507
7月限 17.648% 17.838% 17.039% 17.234% -0.456

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.70 -0.20 +557 -320
+2.37 -118 +0.49 +237
累計


545,997 +264
7
続きを読む

actok at 16:23コメント(0)トラックバック(0)トレードとポジション 

2017年04月20日

4月20日スマイルカーブ





原資産 18473.02




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)
18.868% 18.873% 19.728% 18.369% 19.492% +0.624







5月限
残存日数 12.75


修正ATM
補正値 0


前日 始値 高値 安値 終値 (前日比)
20.131% 20.066% 21.560% 19.361% 21.138% +1.007



歪み率 5.070% +0.306
SP 始値 高値 安値 終値 前日比
12250 61.346% 60.415% 61.310% +2.709 1円売
12500 58.546% 57.636% 58.505% +2.607 1円売
12750 55.796% 54.906% 55.748% +2.506 1円売
13000 53.093% 52.223% 53.039% +2.408 1円売
13250 50.434% 49.583% 50.375% +2.311 1円売
13500 47.087% 48.434% 46.986% 48.434% +2.897
13750 44.529% 46.414% 44.435% 46.414% +2.795
14000 42.009% 44.393% 41.968% 44.393% +2.694
14250 39.525% 42.373% 39.488% 42.373% +2.592
14500 39.747% 40.353% 39.171% 40.353% +2.416
14750 37.181% 39.134% 36.870% 38.825% +2.211
15000 36.255% 37.367% 36.007% 37.232% +1.933
15250 34.838% 36.257% 34.689% 35.979% +1.578
15500 34.659% 35.456% 33.596% 34.920% +1.681
15750 32.484% 34.207% 32.437% 33.821% +1.258
16000 31.597% 33.314% 31.548% 33.097% +1.627
16250 30.750% 32.342% 30.613% 31.970% +1.358
16375 30.333% 31.918% 30.122% 31.476% +1.293
16500 29.956% 31.456% 29.685% 31.035% +1.280
16625 29.573% 31.089% 29.217% 30.557% +1.231
16750 28.979% 30.542% 28.786% 30.102% +1.205
16875 28.679% 30.398% 28.282% 29.647% +1.249
17000 27.864% 29.466% 27.723% 29.206% +1.306
17125 27.276% 28.982% 27.012% 28.578% +1.210
17250 26.489% 28.518% 26.417% 28.145% +1.365
17375 26.528% 27.895% 26.016% 27.476% +1.298
17500 25.782% 27.439% 25.344% 26.947% +1.441
17625 25.241% 26.672% 24.650% 26.189% +1.447
17750 24.444% 25.842% 23.978% 25.581% +1.361
17875 23.411% 25.009% 23.065% 24.740% +1.285
18000 23.146% 24.299% 22.491% 23.987% +1.277
18125 21.908% 23.548% 21.750% 23.135% +1.329
18250 21.301% 22.758% 20.999% 22.493% +1.471
18375 20.624% 21.993% 20.226% 21.736% +1.321
18500 19.629% 21.227% 19.453% 20.973% +1.566
18625 18.607% 20.656% 18.607% 20.165% +1.397
18750 18.388% 19.862% 17.974% 19.446% +1.081
18875 17.308% 19.217% 17.163% 18.877% +1.307
19000 17.002% 18.552% 16.870% 18.149% +1.101
19125 16.947% 18.318% 16.436% 17.819% +1.115
19250 16.297% 17.622% 16.111% 17.348% +0.996
19375 16.077% 17.335% 15.814% 17.023% +0.945
19500 15.989% 17.107% 15.677% 16.791% +0.820
19625 15.910% 16.961% 15.611% 16.603% +0.617
19750 16.083% 17.089% 15.695% 16.633% +0.568
19875 16.179% 17.205% 15.848% 16.696% +0.511
20000 16.303% 17.491% 16.003% 16.847% +0.471
20125 16.703% 17.498% 16.334% 16.873% +0.149
20250 16.842% 17.884% 16.527% 17.371% +0.384
20375 17.809% 18.257% 17.031% 17.613% +0.238
20500 17.367% 18.609% 17.367% 17.909% -0.031
20625 18.253% 18.636% 17.716% 18.206% -0.199 1円売
20750 19.130% 19.520% 18.582% 19.092% +0.222 1円売
20875 19.997% 20.394% 19.454% 19.968% +0.256 1円売
21000 20.854% 21.259% 20.317% 20.835% +0.290 1円売
21125 21.703% 22.115% 21.170% 21.693% +0.324 1円売
21250 22.544% 22.963% 22.015% 22.542% +0.357 1円売
21375 23.802% 22.852% 23.383% +0.390 1円売
21500 24.634% 23.680% 24.216% +0.422 1円売
21625 25.457% 24.501% 25.042% +0.454 1円売
21750 26.273% 25.314% 25.859% +0.486 1円売
22000 27.884% 26.918% 27.472% +0.548 1円売
22250 29.466% 28.494% 29.057% +0.609 1円売
22500 31.022% 30.043% 30.615% +0.669 1円売
23000 34.059% 33.067% 33.657% +0.785 1円売
23250 35.541% 34.543% 35.142% +0.842 1円売
23500 37.002% 35.996% 36.604% +0.898 1円売

続きを読む

actok at 17:09コメント(0)トラックバック(0)IVデータ 
■大引け
相場は小反発。IVは期近中心に上昇しました。

夜間取引。
5C186@260円×2枚売り。
5P147@2円×24枚買い。

今日の取引。
5C187@195円×1枚返済売り。
5C191@80円×2枚売り。
5P168@47円×4枚、@48円×4枚売り。
5P173@100円×4枚売り。


始値 高値 安値 現値 前日比
先物 18440 18520 18395 18470 +60
期近 18.873% 19.728% 18.369% 19.492% +0.624
5月限 20.066% 21.560% 19.361% 21.138% +1.007
6月限 18.035% 18.600% 17.607% 18.394% +0.560
7月限 17.823% 17.156% 17.690% +0.290

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.43 -0.07 +470 -301
+2.31 -174 +0.40 +169
累計


545,732 +284

続きを読む

actok at 17:06コメント(0)トラックバック(0)トレードとポジション 

2017年04月19日

4月19日スマイルカーブ




原資産 18415.21




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)
19.071% 19.244% 19.273% 18.431% 18.868% -0.204







5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)
20.028% 20.456% 20.788% 19.294% 20.131% +0.103



歪み率 4.764% -0.021
SP 始値 高値 安値 終値 前日比
12250 58.847% 56.581% 58.602% +1.844 1円売
12500 56.147% 53.970% 55.898% +1.750 1円売
12750 53.495% 51.406% 53.242% +1.658 1円売
13000 50.888% 48.885% 50.632% +1.567 1円売
13250 46.997% 48.325% 46.406% 48.064% +1.118 1円売
13500 44.489% 46.251% 43.966% 45.537% +0.133
13750 42.020% 44.675% 42.020% 43.618% -0.267
14000 42.401% 42.951% 40.810% 41.700% -0.057
14250 41.659% 41.659% 38.410% 39.781% -0.096
14500 39.053% 39.433% 36.629% 37.937% -0.483
14750 37.740% 37.827% 35.352% 36.615% -0.450
15000 36.987% 36.987% 34.081% 35.299% -0.759
15250 35.012% 35.173% 33.087% 34.401% -0.457
15500 34.014% 34.323% 32.093% 33.239% -0.418
15750 33.306% 33.306% 31.440% 32.562% -0.198
16000 32.533% 32.533% 30.385% 31.470% -0.127
16250 31.120% 31.279% 29.839% 30.612% -0.265
16375 30.737% 30.757% 29.280% 30.184% -0.250
16500 29.987% 30.214% 28.950% 29.755% -0.160
16625 29.888% 29.888% 28.431% 29.326% -0.079
16750 29.522% 29.522% 27.901% 28.897% -0.036
16875 28.331% 28.649% 27.419% 28.398% -0.154
17000 28.188% 28.188% 26.938% 27.900% +0.019
17125 27.273% 27.430% 26.306% 27.368% +0.167
17250 26.679% 26.830% 25.856% 26.780% +0.045
17375 26.299% 26.299% 25.276% 26.178% +0.127
17500 25.669% 25.669% 24.628% 25.507% +0.218
17625 24.813% 24.935% 23.874% 24.741% +0.114
17750 24.081% 24.220% 23.385% 24.220% +0.310
17875 23.420% 23.455% 22.647% 23.455% +0.119
18000 22.479% 22.769% 21.928% 22.710% +0.065
18125 21.550% 21.982% 21.055% 21.807% -0.012
18250 20.899% 21.215% 20.298% 21.022% -0.087
18375 20.109% 20.537% 19.433% 20.414% +0.030
18500 19.510% 19.817% 18.713% 19.408% -0.252
18625 19.058% 19.062% 18.119% 18.768% -0.168
18750 18.438% 18.513% 17.541% 18.366% +0.044
18875 17.961% 17.961% 16.963% 17.570% -0.137
19000 16.867% 17.339% 16.459% 17.048% -0.138
19125 16.837% 16.887% 16.127% 16.704% +0.034
19250 16.617% 16.617% 15.787% 16.352% +0.097
19375 16.174% 16.349% 15.516% 16.078% +0.132
19500 16.293% 16.293% 15.390% 15.971% +0.242
19625 16.171% 16.182% 15.318% 15.986% +0.373
19750 16.441% 16.441% 15.321% 16.064% +0.574
19875 16.334% 16.414% 15.354% 16.185% +0.561
20000 16.201% 16.777% 15.480% 16.375% +0.636
20125 16.335% 16.821% 15.904% 16.724% +0.777
20250 15.974% 17.024% 15.974% 16.986% +0.625
20375 18.197% 18.197% 16.525% 17.375% +0.761
20500 17.703% 18.148% 17.149% 17.940% +0.868
20625 18.553% 18.553% 17.523% 18.405% +0.875
20750 19.393% 19.393% 18.219% 18.870% +0.847 1円売
20875 20.224% 20.224% 19.031% 19.712% +0.876 1円売
21000 21.047% 21.047% 19.836% 20.545% +0.904 1円売
21125 21.862% 21.862% 20.632% 21.369% +0.931 1円売
21250 22.458% 21.420% 22.185% +0.959 1円売
21375 23.258% 22.200% 22.994% +0.986 1円売
21500 24.049% 22.973% 23.794% +1.013 1円売
21625 24.834% 23.739% 24.587% +1.040 1円売
21750 25.611% 24.498% 25.373% +1.066 1円売
22000 27.145% 25.995% 26.924% +1.119 1円売
22250 28.652% 27.467% 28.448% +1.170 1円売
22500 30.135% 28.913% 29.947% +1.221 1円売
23000 33.028% 31.737% 32.871% +1.321 1円売
23250 34.442% 33.116% 34.300% +1.369 1円売
23500 35.834% 34.474% 35.706% +1.417 1円売

続きを読む

actok at 16:08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。

夜間にて
5P150@5円×32枚買い。

今日の取引。
5P150@3円×128枚買い。
5P152@4円×18枚買い。
5P176@130円×8枚売り。

IVがじりじり剥げる苦しい状況ですが、スマイルの歪みを狙って少し大きめにバックを仕掛けてみました。


始値 高値 安値 現値 前日比
先物 18320 18470 18295 18410 -25
期近 19.244% 19.273% 18.431% 18.868% -0.204
5月限 20.456% 20.788% 19.294% 20.131% +0.103
6月限 18.200% 18.200% 17.522% 17.834% -0.280
7月限 17.555% 17.163% 17.400% -0.260

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.60 +0.13 +477 -162
+2.41 -278 +0.74 +315
累計


545,449 -350

続きを読む

actok at 16:05コメント(0)トラックバック(0)トレードとポジション 

2017年04月18日

4月18スマイルカーブ





原資産 18441.52




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)
19.686% 18.865% 19.756% 18.030% 19.071% -0.615







5月限
残存日数 14.75


修正ATM
補正値 -5


前日 始値 高値 安値 終値 (前日比)
20.563% 19.522% 20.873% 18.429% 20.028% -0.535



歪み率 4.785% -0.558
SP 始値 高値 安値 終値 前日比
12250 56.982% 56.023% 56.757% +0.815 1円売
12500 54.019% 54.397% 53.421% 54.148% +0.104 1円売
12750 51.478% 51.858% 50.864% 51.584% -0.562 1円売
13000 48.980% 49.920% 48.401% 49.064% -0.849 1円売
13250 46.524% 48.115% 46.524% 46.946% -1.405
13500 47.173% 47.173% 45.029% 45.404% -1.385
13750 44.650% 44.996% 43.354% 43.885% -1.416
14000 44.041% 44.041% 41.372% 41.757% -1.773
14250 39.714% 41.354% 39.431% 39.878% -2.381
14500 38.988% 39.986% 38.025% 38.420% -2.537
14750 38.812% 38.812% 36.713% 37.064% -2.654
15000 37.098% 37.641% 35.560% 36.058% -2.128
15250 36.491% 36.491% 34.693% 34.858% -2.380
15500 35.298% 35.298% 33.658% 33.658% -2.236
15750 33.733% 34.005% 32.708% 32.761% -1.970
16000 32.801% 32.871% 31.597% 31.597% -1.810
16250 31.352% 31.716% 30.558% 30.877% -1.220
16375 30.902% 31.173% 29.850% 30.434% -1.171
16500 30.108% 30.605% 29.308% 29.915% -0.947
16625 29.715% 30.028% 28.659% 29.405% -0.867
16750 28.845% 29.481% 28.154% 28.934% -0.596
16875 28.149% 28.911% 27.528% 28.552% -0.375
17000 27.683% 28.301% 26.908% 27.880% -0.346
17125 27.572% 27.979% 26.319% 27.202% -0.291
17250 26.221% 26.997% 25.727% 26.734% -0.045
17375 25.723% 26.389% 24.993% 26.051% -0.069
17500 25.020% 25.749% 24.288% 25.289% -0.080
17625 24.515% 25.024% 23.658% 24.627% -0.018
17750 23.427% 24.340% 23.059% 23.911% -0.052
17875 22.507% 23.791% 22.063% 23.335% +0.139
18000 22.316% 23.025% 21.604% 22.646% +0.193
18125 21.519% 22.235% 20.756% 21.818% +0.081
18250 20.448% 21.476% 19.914% 21.109% +0.161
18375 20.196% 20.808% 19.343% 20.384% +0.171
18500 19.430% 20.107% 18.771% 19.660% +0.123
18625 18.865% 19.450% 18.115% 18.936% +0.195
18750 18.285% 18.742% 17.453% 18.321% +0.194
18875 17.533% 18.267% 16.646% 17.707% +0.089
19000 16.542% 17.672% 16.084% 17.186% +0.008
19125 16.354% 17.202% 15.746% 16.670% +0.016
19250 16.056% 17.145% 15.421% 16.255% -0.044
19375 15.771% 16.523% 15.117% 15.946% -0.075
19500 15.631% 16.368% 15.009% 15.730% -0.111
19625 15.386% 16.290% 14.936% 15.613% -0.149
19750 15.599% 16.294% 14.909% 15.490% -0.331
19875 15.707% 16.421% 15.148% 15.624% -0.283
20000 15.747% 16.633% 15.284% 15.739% -0.438
20125 15.821% 16.849% 15.430% 15.947% -0.242
20250 16.163% 17.056% 15.938% 16.361% -0.250
20375 16.259% 17.215% 16.222% 16.614% -0.420
20500 17.149% 17.844% 16.428% 17.072% -0.442
20625 18.028% 18.169% 16.786% 17.529% -0.465
20750 17.513% 18.691% 17.264% 18.022% -0.525 1円売
20875 18.321% 19.348% 17.900% 18.836% -0.264 1円売
21000 19.121% 20.148% 18.686% 19.641% -0.235 1円売
21125 19.912% 20.940% 19.479% 20.438% -0.206 1円売
21250 21.724% 20.264% 21.227% -0.178 1円売
21375 21.471% 22.500% 21.041% 22.008% -0.150 1円売
21500 23.269% 21.817% 22.781% -0.122 1円売
21625 24.031% 22.572% 23.548% -0.095 1円売
21750 24.786% 23.335% 24.307% -0.068 1円売
22000 26.275% 24.817% 25.805% -0.015 1円売
22250 27.740% 26.280% 27.278% +0.036 1円売
22500 29.179% 27.719% 28.725% +0.087 1円売
23000 31.990% 30.526% 31.551% +0.185 1円売
23250 33.363% 31.897% 32.930% +0.232 1円売
23500 34.715% 33.247% 34.289% +0.279 1円売

続きを読む

actok at 17:51コメント(0)トラックバック(0)IVデータ 
■大引け
相場は反発。IVは中高外安でした。

夜間取引。
5P152@10円×32枚買い。
先物ミニ6月限@18355円×5枚買い戻し。

今日の取引。
5C187@200円×1枚、@195円×1枚、@185円×1枚返済売り。
5P181@265円×1枚、@280円×1枚売り。
5P147@4円×24枚買い。
5P145@3円×16枚買い。
先物ミニ6月限@18400円×5枚買い戻し。


始値 高値 安値 現値 前日比
先物 18485 18545 18355 18435 +125
期近 18.865% 19.756% 18.030% 19.071% -0.615
5月限 19.522% 20.873% 18.429% 20.028% -0.535
6月限 18.175% 18.710% 17.201% 18.114% -0.500
7月限 18.081% 17.189% 17.660% -0.377

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.62 +0.15 +370 -62
+1.97 -219 +0.76 +308
累計


545,799 -5

続きを読む

actok at 17:27コメント(0)トラックバック(0)トレードとポジション 
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