2022年05月26日 20:00
| 原資産 | 26606.88 | |||||
| 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） | |
| 20.740% | 20.090% | 20.769% | 19.855% | 20.348% | -0.392 | |
| ATR | 瞬間 | 24.644% | +5.330 | |||
| 5日 | 27.493% | -1.350 | ||||
| 20日 | 33.201% | -0.814 | ||||
| 60日 | 34.925% | -0.258 | ||||
| 6月限 | 残存日数 | 10.75 | ||||
| 修正ATM | 補正値 | 0 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 20.283% | 19.320% | 20.274% | 18.899% | 19.800% | -0.483 | |
| 歪み率 | 6.436% | +0.353 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 147.086% | 145.603% | 147.024% | +6.063 | 1円売 |
| 11000 | − | 133.328% | 132.005% | 133.259% | +5.462 | 1円売 |
| 12000 | − | 120.838% | 119.590% | 120.693% | +4.913 | 1円売 |
| 12500 | − | 115.008% | 113.763% | 114.794% | +4.655 | 1円売 |
| 12750 | − | 112.179% | 110.935% | 111.932% | +4.530 | 1円売 |
| 13000 | − | 109.404% | 108.161% | 109.124% | +4.407 | 1円売 |
| 13250 | − | 106.681% | 105.439% | 106.368% | +4.286 | 1円売 |
| 13500 | − | 104.008% | 102.766% | 103.663% | +4.168 | 1円売 |
| 13750 | − | 101.383% | 100.142% | 101.006% | +4.052 | 1円売 |
| 14000 | − | 98.803% | 97.563% | 98.396% | +3.938 | 1円売 |
| 14250 | − | 96.268% | 95.029% | 95.830% | +3.825 | 1円売 |
| 14500 | − | 93.776% | 92.537% | 93.308% | +3.715 | 1円売 |
| 14750 | − | 91.325% | 90.087% | 90.827% | +3.606 | 1円売 |
| 15000 | − | 88.913% | 87.675% | 88.386% | +3.499 | 1円売 |
| 15250 | − | 86.539% | 85.302% | 85.983% | +3.394 | 1円売 |
| 15500 | − | 84.203% | 82.966% | 83.618% | +3.290 | 1円売 |
| 15750 | − | 81.902% | 80.665% | 81.289% | +3.188 | 1円売 |
| 16000 | 78.986% | 79.635% | 78.398% | 78.994% | +3.088 | 1円売 |
| 16250 | − | 77.401% | 76.164% | 76.732% | +2.989 | 1円売 |
| 16500 | − | 75.199% | 73.962% | 74.503% | +2.891 | 1円売 |
| 16750 | 72.380% | 73.028% | 71.789% | 72.305% | +2.794 | 1円売 |
| 17000 | 70.239% | 70.887% | 69.638% | 70.137% | +2.699 | 1円売 |
| 17250 | − | 68.775% | 67.515% | 67.998% | +2.605 | 1円売 |
| 17500 | − | 66.704% | 65.421% | 65.887% | +2.513 | 1円売 |
| 17750 | 63.984% | 64.633% | 63.353% | 63.803% | +2.421 | 1円売 |
| 18000 | 61.953% | 62.602% | 61.311% | 61.746% | +1.889 | 1円売 |
| 18250 | 59.946% | 60.736% | 59.355% | 60.232% | +1.675 | |
| 18500 | 57.964% | 59.100% | 57.775% | 58.718% | +1.700 | |
| 18750 | − | 57.711% | 56.445% | 57.333% | +1.605 | |
| 19000 | − | 56.323% | 55.114% | 55.811% | +1.373 | |
| 19250 | − | 54.739% | 53.611% | 54.290% | +1.313 | |
| 19500 | − | 53.140% | 52.040% | 52.768% | +1.321 | |
| 19750 | 51.581% | 51.692% | 50.621% | 51.296% | +1.226 | |
| 20000 | 49.622% | 50.245% | 49.203% | 49.823% | +1.132 | |
| 20250 | 47.684% | 48.768% | 47.684% | 48.322% | +1.037 | |
| 20500 | 47.691% | 47.691% | 46.306% | 46.820% | +0.942 | |
| 20750 | 45.721% | 45.868% | 44.877% | 45.337% | +0.848 | |
| 21000 | 43.770% | 44.559% | 43.514% | 43.920% | +0.753 | |
| 21250 | 43.177% | 43.177% | 42.151% | 42.471% | +0.626 | |
| 21500 | 41.207% | 41.659% | 40.788% | 41.022% | +0.498 | |
| 21750 | 40.286% | 40.332% | 39.459% | 39.612% | +0.371 | |
| 22000 | 38.304% | 39.005% | 38.012% | 38.202% | +0.244 | |
| 22250 | 37.160% | 37.646% | 36.586% | 36.943% | +0.204 | |
| 22500 | 35.870% | 36.165% | 35.256% | 35.685% | +0.165 | |
| 22750 | 34.466% | 34.851% | 33.959% | 34.444% | +0.126 | |
| 23000 | 33.462% | 33.532% | 32.783% | 33.201% | +0.087 | |
| 23125 | − | − | − | 32.626% | +0.054 | |
| 23250 | 32.245% | 32.427% | 31.638% | 32.040% | +0.011 | |
| 23375 | − | − | − | 31.524% | +0.004 | |
| 23500 | 31.532% | 31.532% | 30.563% | 30.980% | -0.051 | |
| 23625 | − | − | − | 30.503% | -0.039 | |
| 23750 | 29.939% | 30.159% | 29.579% | 30.026% | +0.029 | |
| 23875 | − | − | − | 29.549% | -0.000 | |
| 24000 | 29.194% | 29.303% | 28.612% | 29.073% | -0.029 | |
| 24125 | − | − | − | 28.601% | -0.003 | |
| 24250 | 28.277% | 28.277% | 27.653% | 28.129% | -0.048 | |
| 24375 | − | − | − | 27.666% | -0.083 | |
| 24500 | 27.490% | 27.490% | 26.681% | 27.203% | -0.086 | |
| 24625 | − | − | − | 26.747% | -0.084 | |
| 24750 | − | 26.545% | 25.846% | 26.290% | -0.100 | |
| 24875 | − | − | − | 25.801% | -0.141 | |
| 25000 | 25.773% | 25.773% | 24.938% | 25.359% | -0.157 | |
| 25125 | − | − | − | 24.918% | -0.161 | |
| 25250 | 25.129% | 25.129% | 24.066% | 24.454% | -0.187 | |
| 25375 | − | − | − | 23.991% | -0.221 | |
| 25500 | 24.100% | 24.183% | 23.219% | 23.527% | -0.255 | |
| 25625 | − | − | − | 23.064% | -0.313 | |
| 25750 | 23.471% | 23.471% | 22.351% | 22.678% | -0.350 | |
| 25875 | − | − | − | 22.292% | -0.387 | |
| 26000 | 22.490% | 22.585% | 21.526% | 21.894% | -0.438 | |
| 26125 | − | − | − | 21.436% | -0.483 | |
| 26250 | 22.610% | 22.610% | 20.732% | 20.889% | -0.615 | |
| 26375 | − | − | − | 20.495% | -0.659 | |
| 26500 | 20.737% | 21.004% | 19.963% | 20.102% | -0.703 | |
| 26625 | − | − | − | 19.749% | -0.667 | |
| 26750 | 19.428% | 20.208% | 19.176% | 19.397% | -0.696 | |
| 26875 | − | − | − | 19.047% | -0.723 | |
| 27000 | 19.404% | 19.413% | 18.389% | 18.639% | -0.785 | |
| 27125 | − | − | − | 18.260% | -0.816 | |
| 27250 | 18.085% | 18.749% | 17.669% | 17.881% | -0.848 | |
| 27375 | − | − | − | 17.567% | -0.862 | |
| 27500 | 18.049% | 18.049% | 17.059% | 17.346% | -0.782 | |
| 27625 | − | − | − | 17.160% | -0.669 | |
| 27750 | 17.223% | 17.520% | 16.734% | 17.005% | -0.624 | |
| 27875 | − | − | − | 16.914% | -0.560 | |
| 28000 | 17.423% | 17.423% | 16.504% | 16.863% | -0.495 | |
| 28125 | − | − | − | 16.862% | -0.435 | |
| 28250 | 17.231% | 17.258% | 16.331% | 16.928% | -0.307 | |
| 28375 | − | − | − | 17.082% | -0.180 | |
| 28500 | 17.366% | 17.564% | 16.402% | 17.237% | -0.052 | |
| 28625 | − | − | − | 17.396% | -0.002 | |
| 28750 | 17.507% | 17.891% | 16.595% | 17.566% | +0.048 | |
| 28875 | − | − | − | 17.779% | +0.098 | |
| 29000 | 17.957% | 18.403% | 16.961% | 17.991% | +0.148 | |
| 29125 | − | − | − | 18.136% | +0.131 | |
| 29250 | 18.140% | 18.960% | 17.380% | 18.369% | +0.114 | |
| 29375 | − | − | − | 18.602% | +0.096 | |
| 29500 | 18.957% | 19.191% | 17.790% | 18.976% | +0.197 | |
| 29625 | − | − | − | 19.351% | +0.298 | |
| 29750 | 18.100% | 20.264% | 18.100% | 19.725% | +0.399 | |
| 29875 | − | − | − | 20.125% | +0.500 | |
| 30000 | 19.385% | 20.670% | 18.821% | 20.628% | +0.704 | 1円売 |
| 30125 | − | − | − | 21.267% | +1.025 | 1円売 |
| 30250 | 20.651% | 21.944% | 19.935% | 21.903% | +1.342 | 1円売 |
| 30500 | 21.899% | 23.200% | 21.187% | 23.160% | +1.394 | 1円売 |
| 30750 | 23.130% | 24.440% | 22.421% | 24.400% | +1.447 | 1円売 |
| 31000 | − | 25.663% | 23.639% | 25.624% | +1.498 | 1円売 |
| 31250 | 25.543% | 26.870% | 24.840% | 26.833% | +1.549 | 1円売 |
| 31500 | − | 28.063% | 26.026% | 28.026% | +1.600 | 1円売 |
| 31750 | − | 29.241% | 27.198% | 29.205% | +1.650 | 1円売 |
| 32000 | − | 30.406% | 28.355% | 30.369% | +1.699 | 1円売 |
| 32250 | − | 31.557% | 29.498% | 31.521% | +1.748 | 1円売 |
| 32500 | − | 32.694% | 30.628% | 32.659% | +1.796 | 1円売 |
| 32750 | − | 33.820% | 31.746% | 33.784% | +1.844 | 1円売 |
| 33000 | − | 34.932% | 32.851% | 34.897% | +1.892 | 1円売 |
| 33250 | − | 36.033% | 33.944% | 35.999% | +1.939 | 1円売 |
| 33500 | − | 37.122% | 35.025% | 37.088% | +1.985 | 1円売 |
| 33750 | − | 38.200% | 36.095% | 38.167% | +2.031 | 1円売 |
| 34000 | − | 39.267% | 37.154% | 39.234% | +2.077 | 1円売 |
| 34250 | − | 40.323% | 38.202% | 40.290% | +2.122 | 1円売 |
| 34500 | − | 41.369% | 39.239% | 41.336% | +2.167 | 1円売 |
| 34750 | − | 42.405% | 40.266% | 42.372% | +2.211 | 1円売 |
| 35000 | − | 43.430% | 41.284% | 43.398% | +2.255 | 1円売 |
■大引け
相場は小幅続落。IVは引き続き中安外高でした。
夜間取引。
6P230＠14円×8枚買い。
6P252＠140円×1枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 26780 | 26910 | 26595 | 26610 | -70 | |
| 期近 | 20.090% | 20.769% | 19.855% | 20.348% | -0.392 | |
| 6月限 | 19.320% | 20.274% | 18.899% | 19.800% | -0.483 | |
| 7月限 | 20.439% | 21.023% | 20.128% | 20.583% | -0.402 | |
| 8月限 | − | 21.699% | 21.044% | 21.362% | -0.246 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.01 | +0.00 | +123 | -103 | |||
| 計 | +0.05 | -37 | +0.01 | +20 | ||
| 累計 | 564,051 | -12 | ||||
2022年05月25日 20:00
| 原資産 | 26676.59 | |||||
| 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） | |
| 21.219% | 20.730% | 21.420% | 20.488% | 20.740% | -0.479 | |
| ATR | 瞬間 | 19.314% | -4.704 | |||
| 5日 | 28.843% | -4.390 | ||||
| 20日 | 34.015% | -1.152 | ||||
| 60日 | 35.183% | -0.140 | ||||
| 6月限 | 残存日数 | 11.75 | ||||
| 修正ATM | 補正値 | 0 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 20.829% | 20.263% | 21.146% | 19.895% | 20.283% | -0.545 | |
| 歪み率 | 6.084% | +0.418 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 141.100% | 139.040% | 140.961% | +5.352 | 1円売 |
| 11000 | − | 127.960% | 126.011% | 127.798% | +4.823 | 1円売 |
| 12000 | − | 115.964% | 114.116% | 115.780% | +4.340 | 1円売 |
| 12500 | − | 110.333% | 108.532% | 110.139% | +4.113 | 1円売 |
| 12750 | − | 107.601% | 105.822% | 107.402% | +4.003 | 1円売 |
| 13000 | − | 104.920% | 103.164% | 104.717% | +3.895 | 1円売 |
| 13250 | − | 102.290% | 100.556% | 102.082% | +3.789 | 1円売 |
| 13500 | − | 99.708% | 97.995% | 99.495% | +3.685 | 1円売 |
| 13750 | − | 97.172% | 95.480% | 96.954% | +3.583 | 1円売 |
| 14000 | − | 94.680% | 93.009% | 94.458% | +3.482 | 1円売 |
| 14250 | − | 92.232% | 90.581% | 92.005% | +3.383 | 1円売 |
| 14500 | − | 89.824% | 88.193% | 89.593% | +3.286 | 1円売 |
| 14750 | − | 87.461% | 85.844% | 87.221% | +3.191 | 1円売 |
| 15000 | − | 85.137% | 83.534% | 84.887% | +3.097 | 1円売 |
| 15250 | − | 82.850% | 81.259% | 82.589% | +3.004 | 1円売 |
| 15500 | − | 80.599% | 79.020% | 80.328% | +2.913 | 1円売 |
| 15750 | − | 78.382% | 76.815% | 78.100% | +2.823 | 1円売 |
| 16000 | − | 76.198% | 74.643% | 75.906% | +2.735 | 1円売 |
| 16250 | − | 74.045% | 72.502% | 73.744% | +2.648 | 1円売 |
| 16500 | − | 71.924% | 70.392% | 71.612% | +2.562 | 1円売 |
| 16750 | − | 69.832% | 68.311% | 69.510% | +2.477 | 1円売 |
| 17000 | 67.249% | 67.769% | 66.258% | 67.438% | +2.393 | 1円売 |
| 17250 | − | 65.733% | 64.234% | 65.393% | +2.310 | 1円売 |
| 17500 | 63.231% | 63.738% | 62.235% | 63.374% | +2.229 | 1円売 |
| 17750 | 61.261% | 61.742% | 60.263% | 61.382% | +2.148 | 1円売 |
| 18000 | 59.316% | 60.146% | 58.513% | 59.857% | +1.998 | |
| 18250 | 57.395% | 58.781% | 57.395% | 58.557% | +1.847 | |
| 18500 | 55.497% | 57.177% | 55.497% | 57.018% | +1.696 | |
| 18750 | 57.089% | 57.089% | 54.956% | 55.728% | +1.545 | |
| 19000 | 55.131% | 55.131% | 53.563% | 54.438% | +1.394 | |
| 19250 | 53.195% | 53.795% | 51.997% | 52.976% | +1.243 | |
| 19500 | 51.280% | 52.579% | 50.386% | 51.447% | +1.071 | |
| 19750 | 51.428% | 51.428% | 48.925% | 50.069% | +0.899 | |
| 20000 | 49.486% | 49.486% | 47.654% | 48.692% | +0.727 | |
| 20250 | 47.564% | 47.874% | 46.275% | 47.285% | +0.634 | |
| 20500 | 47.095% | 47.095% | 44.896% | 45.878% | +0.541 | |
| 20750 | 45.159% | 45.159% | 43.535% | 44.489% | +0.449 | |
| 21000 | 44.352% | 44.352% | 42.282% | 43.167% | +0.315 | |
| 21250 | 42.410% | 42.410% | 41.014% | 41.845% | +0.181 | |
| 21500 | 41.376% | 41.376% | 39.745% | 40.523% | +0.047 | |
| 21750 | 40.193% | 40.193% | 38.399% | 39.241% | -0.086 | |
| 22000 | 38.230% | 38.671% | 37.112% | 37.958% | -0.220 | |
| 22250 | 36.917% | 37.460% | 35.847% | 36.739% | -0.354 | |
| 22500 | 36.031% | 36.200% | 34.719% | 35.520% | -0.487 | |
| 22750 | 34.931% | 35.067% | 33.621% | 34.318% | -0.621 | |
| 23000 | 33.669% | 33.961% | 32.536% | 33.115% | -0.755 | |
| 23125 | − | − | − | 32.572% | -0.802 | |
| 23250 | 32.594% | 32.918% | 31.545% | 32.029% | -0.814 | |
| 23375 | − | − | − | 31.520% | -0.858 | |
| 23500 | 31.330% | 31.963% | 30.547% | 31.031% | -0.916 | |
| 23625 | − | − | − | 30.542% | -0.925 | |
| 23750 | 30.589% | 30.982% | 29.660% | 29.997% | -0.912 | |
| 23875 | − | − | − | 29.549% | -0.925 | |
| 24000 | 29.712% | 29.995% | 28.749% | 29.101% | -0.934 | |
| 24125 | − | − | − | 28.604% | -0.916 | |
| 24250 | 29.426% | 29.426% | 27.700% | 28.177% | -0.958 | |
| 24375 | − | − | − | 27.749% | -0.909 | |
| 24500 | 27.790% | 28.121% | 26.907% | 27.290% | -0.819 | |
| 24625 | − | − | − | 26.831% | -0.850 | |
| 24750 | − | 27.205% | 26.071% | 26.390% | -0.870 | |
| 24875 | − | − | − | 25.942% | -0.844 | |
| 25000 | 26.245% | 26.330% | 25.160% | 25.516% | -0.828 | |
| 25125 | − | − | − | 25.079% | -0.828 | |
| 25250 | 25.305% | 25.549% | 24.347% | 24.642% | -0.907 | |
| 25375 | − | − | − | 24.212% | -0.844 | |
| 25500 | 24.415% | 24.699% | 23.582% | 23.783% | -0.833 | |
| 25625 | − | − | − | 23.377% | -0.818 | |
| 25750 | 23.917% | 23.936% | 22.790% | 23.028% | -0.756 | |
| 25875 | − | − | − | 22.679% | -0.684 | |
| 26000 | 22.820% | 23.177% | 22.028% | 22.333% | -0.718 | |
| 26125 | − | − | − | 21.919% | -0.697 | |
| 26250 | 22.346% | 22.349% | 21.239% | 21.505% | -0.676 | |
| 26375 | − | − | − | 21.155% | -0.672 | |
| 26500 | 25.509% | 25.509% | 20.515% | 20.805% | -0.670 | |
| 26625 | − | − | − | 20.417% | -0.706 | |
| 26750 | 20.358% | 20.769% | 19.749% | 20.094% | -0.709 | |
| 26875 | − | − | − | 19.770% | -0.712 | |
| 27000 | 20.293% | 20.293% | 18.983% | 19.423% | -0.679 | |
| 27125 | − | − | − | 19.076% | -0.646 | |
| 27250 | 18.926% | 19.422% | 18.296% | 18.729% | -0.688 | |
| 27375 | − | − | − | 18.429% | -0.629 | |
| 27500 | 18.840% | 18.865% | 17.742% | 18.129% | -0.570 | |
| 27625 | − | − | − | 17.829% | -0.619 | |
| 27750 | 18.274% | 18.417% | 17.376% | 17.629% | -0.567 | |
| 27875 | − | − | − | 17.474% | -0.467 | |
| 28000 | 18.134% | 18.242% | 17.189% | 17.358% | -0.327 | |
| 28125 | − | − | − | 17.297% | -0.189 | |
| 28250 | 17.723% | 18.096% | 16.983% | 17.235% | -0.194 | |
| 28375 | − | − | − | 17.262% | -0.111 | |
| 28500 | 17.723% | 18.158% | 17.001% | 17.288% | -0.028 | |
| 28625 | − | − | − | 17.398% | +0.103 | |
| 28750 | 17.684% | 18.275% | 17.146% | 17.518% | +0.187 | |
| 28875 | − | − | − | 17.680% | +0.250 | |
| 29000 | 17.860% | 18.494% | 17.402% | 17.843% | +0.313 | |
| 29125 | − | − | − | 18.006% | +0.375 | |
| 29250 | 17.889% | 18.856% | 17.675% | 18.256% | +0.377 | |
| 29375 | − | − | − | 18.506% | +0.400 | |
| 29500 | 18.149% | 19.332% | 18.149% | 18.779% | +0.543 | |
| 29625 | − | − | − | 19.053% | +0.639 | |
| 29750 | 18.637% | 20.036% | 18.637% | 19.326% | +0.736 | |
| 29875 | − | − | − | 19.625% | +0.857 | |
| 30000 | 18.560% | 20.419% | 18.560% | 19.924% | +0.836 | |
| 30125 | − | − | − | 20.242% | +0.835 | |
| 30250 | 19.772% | 21.033% | 19.772% | 20.561% | +0.770 | 1円売 |
| 30500 | 20.967% | 22.061% | 20.967% | 21.766% | +1.208 | 1円売 |
| 30750 | 22.145% | 23.235% | 22.145% | 22.954% | +1.254 | 1円売 |
| 31000 | − | 24.393% | 23.365% | 24.126% | +1.299 | 1円売 |
| 31250 | − | 25.536% | 24.511% | 25.283% | +1.344 | 1円売 |
| 31500 | − | 26.665% | 25.643% | 26.426% | +1.389 | 1円売 |
| 31750 | − | 27.780% | 26.761% | 27.555% | +1.433 | 1円売 |
| 32000 | − | 28.882% | 27.866% | 28.670% | +1.476 | 1円売 |
| 32250 | − | 29.971% | 28.958% | 29.773% | +1.519 | 1円売 |
| 32500 | − | 31.048% | 30.037% | 30.862% | +1.562 | 1円売 |
| 32750 | − | 32.113% | 31.104% | 31.940% | +1.604 | 1円売 |
| 33000 | − | 33.166% | 32.159% | 33.006% | +1.646 | 1円売 |
| 33250 | − | 34.208% | 33.203% | 34.060% | +1.687 | 1円売 |
| 33500 | − | 35.239% | 34.236% | 35.103% | +1.728 | 1円売 |
| 33750 | − | 36.260% | 35.258% | 36.135% | +1.769 | 1円売 |
| 34000 | − | 37.269% | 36.269% | 37.157% | +1.809 | 1円売 |
| 34250 | − | 38.269% | 37.270% | 38.168% | +1.849 | 1円売 |
| 34500 | − | 39.259% | 38.261% | 39.170% | +1.888 | 1円売 |
| 34750 | − | 40.240% | 39.243% | 40.161% | +1.927 | 1円売 |
| 35000 | − | 41.211% | 40.215% | 41.143% | +1.966 | 1円売 |
■大引け
相場は小幅続落。IVは中安外高傾向が継続しています。
夜間取引。
6P257＠230円×1枚売り。
6P222＠10円×1枚買い戻し。
6P225＠11円×8枚買い。
6P230＠16円×6枚買い。
今日の取引。
6C277＠85円×1枚買い戻し。
6C290＠7円×8枚返済売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 26780 | 26800 | 26580 | 26680 | -60 | |
| 期近 | 20.730% | 21.420% | 20.488% | 20.740% | -0.479 | |
| 6月限 | 20.263% | 21.146% | 19.895% | 20.283% | -0.545 | |
| 7月限 | 20.996% | 21.621% | 20.707% | 20.985% | -0.493 | |
| 8月限 | − | 21.834% | 21.394% | 21.607% | -0.078 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.01 | +0.00 | +121 | -102 | |||
| 計 | +0.04 | -31 | +0.02 | +19 | ||
| 累計 | 564,063 | +57 | ||||
2022年05月24日 20:00
| 原資産 | 26744.89 | |||||
| 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） | |
| 20.620% | 20.761% | 21.334% | 20.507% | 21.219% | +0.598 | |
| ATR | 瞬間 | 24.018% | -16.330 | |||
| 5日 | 33.233% | -5.000 | ||||
| 20日 | 35.166% | -1.550 | ||||
| 60日 | 35.324% | -0.753 | ||||
| 6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） | |
| 20.276% | 20.081% | 20.981% | 19.708% | 20.829% | +0.553 | |
| 歪み率 | 5.666% | +0.043 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 135.765% | 134.819% | 135.609% | +3.689 | 1円売 |
| 11000 | − | 123.154% | 122.289% | 122.975% | +3.211 | 1円売 |
| 12000 | − | 111.738% | 110.849% | 111.440% | +2.774 | 1円売 |
| 12500 | − | 106.385% | 105.480% | 106.026% | +2.568 | 1円売 |
| 12750 | − | 103.787% | 102.874% | 103.399% | +2.469 | 1円売 |
| 13000 | − | 101.239% | 100.318% | 100.822% | +2.371 | 1円売 |
| 13250 | − | 98.739% | 97.810% | 98.293% | +2.274 | 1円売 |
| 13500 | − | 96.284% | 95.348% | 95.810% | +2.180 | 1円売 |
| 13750 | − | 93.874% | 92.930% | 93.372% | +2.087 | 1円売 |
| 14000 | − | 91.506% | 90.554% | 90.976% | +1.995 | 1円売 |
| 14250 | − | 89.178% | 88.219% | 88.622% | +1.905 | 1円売 |
| 14500 | − | 86.890% | 85.923% | 86.307% | +1.817 | 1円売 |
| 14750 | − | 84.639% | 83.665% | 84.030% | +1.730 | 1円売 |
| 15000 | − | 82.425% | 81.444% | 81.790% | +1.644 | 1円売 |
| 15250 | − | 80.246% | 79.258% | 79.585% | +1.559 | 1円売 |
| 15500 | − | 78.101% | 77.105% | 77.415% | +1.476 | 1円売 |
| 15750 | − | 75.989% | 74.986% | 75.277% | +1.394 | 1円売 |
| 16000 | − | 73.908% | 72.897% | 73.171% | +1.313 | 1円売 |
| 16250 | − | 71.857% | 70.840% | 71.096% | +1.233 | 1円売 |
| 16500 | − | 69.836% | 68.811% | 69.051% | +1.154 | 1円売 |
| 16750 | − | 67.843% | 66.811% | 67.034% | +1.076 | 1円売 |
| 17000 | − | 65.878% | 64.839% | 65.045% | +0.999 | 1円売 |
| 17250 | 63.690% | 63.939% | 62.893% | 63.082% | +0.923 | 1円売 |
| 17500 | 61.775% | 62.038% | 60.973% | 61.145% | +0.848 | 1円売 |
| 17750 | 59.884% | 60.138% | 59.077% | 59.234% | +0.306 | 1円売 |
| 18000 | 58.018% | 58.718% | 57.768% | 57.860% | +0.302 | |
| 18250 | − | 57.521% | 56.684% | 56.710% | +0.299 | |
| 18500 | − | 56.087% | 55.322% | 55.322% | +0.295 | |
| 18750 | − | 54.954% | 54.183% | 54.183% | +0.291 | |
| 19000 | 54.063% | 54.752% | 53.045% | 53.045% | +0.288 | |
| 19250 | 52.206% | 52.600% | 51.734% | 51.734% | +0.284 | |
| 19500 | 50.370% | 51.290% | 50.370% | 50.376% | +0.281 | |
| 19750 | 50.552% | 50.552% | 49.170% | 49.170% | +0.277 | |
| 20000 | 48.691% | 49.256% | 47.888% | 47.965% | +0.274 | |
| 20250 | 46.849% | 47.817% | 46.612% | 46.650% | +0.253 | |
| 20500 | 46.431% | 46.431% | 45.272% | 45.336% | +0.232 | |
| 20750 | 44.576% | 44.958% | 43.942% | 44.040% | +0.211 | |
| 21000 | 43.830% | 43.830% | 42.719% | 42.852% | +0.191 | |
| 21250 | 41.969% | 42.334% | 41.497% | 41.664% | +0.170 | |
| 21500 | 41.003% | 41.045% | 40.275% | 40.476% | +0.149 | |
| 21750 | 39.891% | 39.891% | 39.172% | 39.327% | +0.129 | |
| 22000 | 38.012% | 38.597% | 37.971% | 38.178% | +0.108 | |
| 22250 | 37.352% | 37.476% | 36.928% | 37.093% | +0.082 | |
| 22500 | 35.963% | 36.385% | 35.776% | 36.007% | +0.057 | |
| 22750 | 34.942% | 35.558% | 34.677% | 34.939% | +0.049 | |
| 23000 | 33.764% | 34.249% | 33.564% | 33.870% | +0.039 | |
| 23125 | − | − | − | 33.373% | +0.007 | |
| 23250 | 32.775% | 33.293% | 32.496% | 32.843% | -0.059 | |
| 23375 | − | − | − | 32.378% | -0.059 | |
| 23500 | 31.865% | 32.366% | 31.431% | 31.947% | -0.026 | |
| 23625 | − | − | − | 31.467% | -0.042 | |
| 23750 | 31.170% | 31.463% | 30.426% | 30.910% | -0.135 | |
| 23875 | − | − | − | 30.475% | -0.168 | |
| 24000 | 30.182% | 30.600% | 29.485% | 30.035% | -0.205 | |
| 24125 | − | − | − | 29.520% | -0.270 | |
| 24250 | 29.427% | 29.666% | 28.464% | 29.134% | -0.152 | |
| 24375 | − | − | − | 28.658% | -0.236 | |
| 24500 | 28.368% | 28.761% | 27.498% | 28.109% | -0.392 | |
| 24625 | − | − | − | 27.681% | -0.361 | |
| 24750 | − | 27.878% | 26.542% | 27.260% | -0.323 | |
| 24875 | − | − | − | 26.786% | -0.338 | |
| 25000 | 26.607% | 26.990% | 25.637% | 26.345% | -0.352 | |
| 25125 | − | − | − | 25.907% | -0.369 | |
| 25250 | 25.618% | 26.202% | 24.756% | 25.549% | -0.307 | |
| 25375 | − | − | − | 25.056% | -0.379 | |
| 25500 | 24.774% | 25.478% | 23.898% | 24.616% | -0.418 | |
| 25625 | − | − | − | 24.195% | -0.438 | |
| 25750 | 23.764% | 24.506% | 23.139% | 23.784% | -0.448 | |
| 25875 | − | − | − | 23.364% | -0.489 | |
| 26000 | 23.140% | 23.709% | 22.391% | 23.051% | -0.333 | |
| 26125 | − | − | − | 22.616% | -0.367 | |
| 26250 | 22.452% | 22.848% | 21.602% | 22.181% | -0.311 | |
| 26375 | − | − | − | 21.827% | -0.301 | |
| 26500 | 21.625% | 22.098% | 20.891% | 21.475% | -0.289 | |
| 26625 | − | − | − | 21.123% | -0.283 | |
| 26750 | 20.797% | 21.357% | 20.165% | 20.803% | -0.246 | |
| 26875 | − | − | − | 20.482% | -0.250 | |
| 27000 | 20.068% | 20.615% | 19.483% | 20.102% | -0.314 | |
| 27125 | − | − | − | 19.722% | -0.314 | |
| 27250 | 20.344% | 20.344% | 18.786% | 19.417% | -0.279 | |
| 27375 | − | − | − | 19.058% | -0.265 | |
| 27500 | 19.850% | 19.850% | 18.139% | 18.699% | -0.262 | |
| 27625 | − | − | − | 18.448% | -0.242 | |
| 27750 | 18.392% | 18.786% | 17.568% | 18.196% | -0.208 | |
| 27875 | − | − | − | 17.941% | -0.174 | |
| 28000 | 17.793% | 18.338% | 17.204% | 17.686% | -0.139 | |
| 28125 | − | − | − | 17.486% | -0.153 | |
| 28250 | 17.835% | 17.973% | 16.934% | 17.429% | -0.110 | |
| 28375 | − | − | − | 17.373% | -0.067 | |
| 28500 | 17.383% | 17.841% | 16.874% | 17.316% | -0.016 | |
| 28625 | − | − | − | 17.295% | -0.013 | |
| 28750 | 17.156% | 17.833% | 16.813% | 17.331% | +0.047 | |
| 28875 | − | − | − | 17.430% | +0.115 | |
| 29000 | 17.487% | 17.896% | 16.886% | 17.530% | +0.142 | |
| 29125 | − | − | − | 17.630% | +0.231 | |
| 29250 | 17.801% | 18.141% | 17.053% | 17.879% | +0.381 | |
| 29375 | − | − | − | 18.106% | +0.513 | |
| 29500 | 18.083% | 18.296% | 17.254% | 18.237% | +0.571 | |
| 29625 | − | − | − | 18.414% | +0.674 | |
| 29750 | 18.124% | 18.705% | 17.784% | 18.591% | +0.754 | |
| 29875 | − | − | − | 18.768% | +0.783 | |
| 30000 | 18.800% | 19.272% | 18.224% | 19.088% | +0.933 | |
| 30125 | − | − | − | 19.407% | +1.097 | |
| 30250 | − | 19.988% | 18.671% | 19.791% | +1.325 | |
| 30500 | 19.014% | 20.574% | 19.014% | 20.558% | +1.655 | 1円売 |
| 30750 | 20.152% | 21.716% | 20.152% | 21.700% | +2.360 | 1円売 |
| 31000 | − | 22.842% | 20.944% | 22.827% | +2.395 | 1円売 |
| 31250 | − | 23.954% | 22.052% | 23.939% | +2.429 | 1円売 |
| 31500 | − | 25.052% | 23.146% | 25.037% | +2.464 | 1円売 |
| 31750 | − | 26.136% | 24.225% | 26.122% | +2.498 | 1円売 |
| 32000 | − | 27.208% | 25.292% | 27.194% | +2.533 | 1円売 |
| 32250 | − | 28.267% | 26.346% | 28.253% | +2.567 | 1円売 |
| 32500 | − | 29.313% | 27.387% | 29.300% | +2.601 | 1円売 |
| 32750 | − | 30.348% | 28.417% | 30.336% | +2.635 | 1円売 |
| 33000 | − | 31.372% | 29.435% | 31.360% | +2.668 | 1円売 |
| 33250 | − | 32.384% | 30.442% | 32.373% | +2.702 | 1円売 |
| 33500 | − | 33.386% | 31.438% | 33.375% | +2.735 | 1円売 |
| 33750 | − | 34.377% | 32.423% | 34.367% | +2.768 | 1円売 |
| 34000 | − | 35.359% | 33.399% | 35.348% | +2.801 | 1円売 |
| 34250 | − | 36.330% | 34.364% | 36.320% | +2.834 | 1円売 |
| 34500 | − | 37.291% | 35.319% | 37.282% | +2.866 | 1円売 |
| 34750 | − | 38.243% | 36.265% | 38.234% | +2.898 | 1円売 |
| 35000 | − | 39.186% | 37.202% | 39.177% | +2.930 | 1円売 |
■大引け
相場は反落。IVは中安外高でした。
今日の取引はありません。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 27000 | 27060 | 26730 | 26740 | -310 | |
| 期近 | 20.761% | 21.334% | 20.507% | 21.219% | +0.598 | |
| 6月限 | 20.081% | 20.981% | 19.708% | 20.829% | +0.553 | |
| 7月限 | 21.239% | 21.608% | 20.845% | 21.478% | +0.576 | |
| 8月限 | − | 21.767% | 21.240% | 21.685% | +0.440 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.03 | -0.01 | +130 | -119 | |||
| 計 | +0.06 | -6 | +0.02 | +11 | ||
| 累計 | 564,005 | -43 | ||||
2022年05月23日 20:00
| 原資産 | 27045.99 | |||||
| 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） | |
| 21.255% | 20.648% | 21.021% | 20.437% | 20.620% | -0.634 | |
| ATR | 瞬間 | 40.348% | -0.901 | |||
| 5日 | 38.233% | +0.501 | ||||
| 20日 | 36.716% | -0.161 | ||||
| 60日 | 36.077% | -0.393 | ||||
| 6月限 | 残存日数 | 13.75 | ||||
| 修正ATM | 補正値 | 0 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 21.043% | 20.216% | 20.898% | 20.039% | 20.276% | -0.767 | |
| 歪み率 | 5.623% | +0.152 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 131.920% | 129.944% | 131.920% | +5.697 | 1円売 |
| 11000 | − | 119.764% | 117.893% | 119.764% | +5.286 | 1円売 |
| 12000 | − | 108.666% | 106.893% | 108.666% | +4.912 | 1円売 |
| 12500 | − | 103.458% | 101.729% | 103.458% | +4.737 | 1円売 |
| 12750 | − | 100.930% | 99.224% | 100.930% | +4.652 | 1円売 |
| 13000 | − | 98.451% | 96.766% | 98.451% | +4.568 | 1円売 |
| 13250 | − | 96.019% | 94.354% | 96.019% | +4.487 | 1円売 |
| 13500 | − | 93.630% | 91.987% | 93.630% | +4.406 | 1円売 |
| 13750 | − | 91.285% | 89.661% | 91.285% | +4.328 | 1円売 |
| 14000 | − | 88.981% | 87.377% | 88.981% | +4.251 | 1円売 |
| 14250 | − | 86.716% | 85.132% | 86.716% | +4.175 | 1円売 |
| 14500 | − | 84.490% | 82.924% | 84.490% | +4.100 | 1円売 |
| 14750 | − | 82.300% | 80.753% | 82.300% | +4.027 | 1円売 |
| 15000 | − | 80.146% | 78.617% | 80.146% | +3.955 | 1円売 |
| 15250 | − | 78.026% | 76.515% | 78.026% | +3.885 | 1円売 |
| 15500 | − | 75.939% | 74.445% | 75.939% | +3.815 | 1円売 |
| 15750 | − | 73.883% | 72.407% | 73.883% | +3.747 | 1円売 |
| 16000 | − | 71.858% | 70.399% | 71.858% | +3.680 | 1円売 |
| 16250 | − | 69.863% | 68.421% | 69.863% | +3.613 | 1円売 |
| 16500 | − | 67.897% | 66.470% | 67.897% | +3.548 | 1円売 |
| 16750 | − | 65.958% | 64.500% | 65.958% | +3.484 | 1円売 |
| 17000 | 62.947% | 64.046% | 62.669% | 64.046% | +3.052 | |
| 17250 | 61.076% | 62.159% | 60.791% | 62.159% | +2.565 | |
| 17500 | 59.230% | 60.551% | 58.939% | 60.298% | +2.102 | 1円売 |
| 17750 | 57.408% | 59.032% | 57.110% | 58.928% | +2.189 | |
| 18000 | 59.150% | 59.150% | 55.781% | 57.558% | +2.275 | |
| 18250 | − | 56.411% | 54.669% | 56.411% | +2.361 | |
| 18500 | 52.077% | 55.027% | 52.077% | 55.027% | +2.447 | |
| 18750 | − | 53.892% | 52.240% | 53.892% | +2.489 | |
| 19000 | 51.779% | 53.868% | 50.990% | 52.757% | +2.620 | |
| 19250 | 49.989% | 51.700% | 49.713% | 51.449% | +2.578 | |
| 19500 | 48.218% | 50.578% | 48.218% | 50.096% | +2.536 | |
| 19750 | 46.467% | 49.181% | 46.467% | 48.893% | +2.495 | |
| 20000 | 46.588% | 47.854% | 46.127% | 47.691% | +2.453 | |
| 20250 | 44.811% | 46.544% | 44.811% | 46.398% | +2.411 | |
| 20500 | 43.052% | 45.235% | 43.052% | 45.104% | +2.369 | |
| 20750 | 42.610% | 43.956% | 42.487% | 43.829% | +2.346 | |
| 21000 | 41.883% | 42.683% | 41.198% | 42.661% | +2.425 | |
| 21250 | 40.088% | 41.530% | 40.027% | 41.494% | +2.383 | |
| 21500 | 39.149% | 40.383% | 38.827% | 40.326% | +2.336 | |
| 21750 | 38.070% | 39.298% | 37.644% | 39.198% | +2.278 | |
| 22000 | 36.884% | 38.219% | 36.605% | 38.070% | +2.195 | |
| 22250 | 36.122% | 37.126% | 35.579% | 37.010% | +2.206 | |
| 22500 | 34.724% | 36.061% | 34.527% | 35.950% | +2.095 | |
| 22750 | 34.035% | 35.077% | 33.341% | 34.890% | +1.931 | |
| 23000 | 33.408% | 34.091% | 32.659% | 33.830% | +1.692 | |
| 23125 | − | − | − | 33.366% | +1.629 | |
| 23250 | 32.259% | 33.146% | 31.644% | 32.902% | +1.566 | |
| 23375 | − | − | − | 32.437% | +1.481 | |
| 23500 | 30.976% | 32.206% | 30.870% | 31.973% | +1.402 | |
| 23625 | − | − | − | 31.509% | +1.317 | |
| 23750 | 30.166% | 31.341% | 29.950% | 31.045% | +1.252 | |
| 23875 | − | − | − | 30.642% | +1.200 | |
| 24000 | 29.588% | 30.439% | 29.079% | 30.240% | +1.148 | |
| 24125 | − | − | − | 29.791% | +1.054 | |
| 24250 | 28.944% | 29.570% | 28.211% | 29.287% | +0.906 | |
| 24375 | − | − | − | 28.894% | +0.887 | |
| 24500 | 27.867% | 28.649% | 27.338% | 28.502% | +0.868 | |
| 24625 | − | − | − | 28.042% | +0.760 | |
| 24750 | − | 27.809% | 26.451% | 27.583% | +0.653 | |
| 24875 | − | − | − | 27.124% | +0.597 | |
| 25000 | 26.327% | 26.952% | 25.655% | 26.697% | +0.572 | |
| 25125 | − | − | − | 26.276% | +0.525 | |
| 25250 | 25.599% | 26.017% | 24.809% | 25.856% | +0.511 | |
| 25375 | − | − | − | 25.435% | +0.431 | |
| 25500 | 25.097% | 25.181% | 24.032% | 25.034% | +0.370 | |
| 25625 | − | − | − | 24.633% | +0.309 | |
| 25750 | 23.038% | 24.340% | 23.038% | 24.232% | +0.248 | |
| 25875 | − | − | − | 23.853% | +0.204 | |
| 26000 | 22.518% | 23.553% | 22.518% | 23.384% | +0.105 | |
| 26125 | − | − | − | 22.983% | +0.074 | |
| 26250 | 22.565% | 22.822% | 21.808% | 22.491% | -0.048 | |
| 26375 | − | − | − | 22.128% | -0.076 | |
| 26500 | 21.951% | 22.045% | 21.104% | 21.764% | -0.148 | |
| 26625 | − | − | − | 21.406% | -0.108 | |
| 26750 | 20.135% | 21.293% | 20.135% | 21.048% | -0.067 | |
| 26875 | − | − | − | 20.732% | +0.002 | |
| 27000 | 20.069% | 20.578% | 19.793% | 20.416% | +0.009 | |
| 27125 | − | − | − | 20.035% | -0.048 | |
| 27250 | 20.493% | 20.493% | 19.067% | 19.696% | -0.063 | |
| 27375 | − | − | − | 19.324% | -0.112 | |
| 27500 | 19.007% | 19.346% | 18.438% | 18.961% | -0.145 | |
| 27625 | − | − | − | 18.689% | -0.210 | |
| 27750 | 18.531% | 18.854% | 17.878% | 18.404% | -0.288 | |
| 27875 | − | − | − | 18.114% | -0.365 | |
| 28000 | 18.422% | 18.489% | 17.506% | 17.825% | -0.443 | |
| 28125 | − | − | − | 17.639% | -0.485 | |
| 28250 | 18.028% | 18.170% | 17.235% | 17.540% | -0.458 | |
| 28375 | − | − | − | 17.440% | -0.505 | |
| 28500 | 18.052% | 18.094% | 17.207% | 17.332% | -0.533 | |
| 28625 | − | − | − | 17.308% | -0.491 | |
| 28750 | 17.809% | 18.022% | 17.143% | 17.284% | -0.464 | |
| 28875 | − | − | − | 17.315% | -0.382 | |
| 29000 | 17.847% | 17.943% | 17.236% | 17.388% | -0.296 | |
| 29125 | − | − | − | 17.400% | -0.271 | |
| 29250 | 17.839% | 18.061% | 17.406% | 17.498% | -0.246 | |
| 29375 | − | − | − | 17.593% | -0.221 | |
| 29500 | 18.505% | 18.505% | 17.337% | 17.666% | -0.196 | |
| 29625 | − | − | − | 17.740% | -0.172 | |
| 29750 | 17.223% | 18.703% | 17.223% | 17.837% | -0.140 | |
| 29875 | − | − | − | 17.985% | -0.122 | |
| 30000 | 17.646% | 18.961% | 17.370% | 18.155% | -0.124 | |
| 30125 | − | − | − | 18.310% | -0.111 | |
| 30250 | 18.840% | 19.256% | 17.898% | 18.466% | -0.099 | |
| 30500 | 18.651% | 19.545% | 18.241% | 18.903% | -0.044 | |
| 30750 | 19.746% | 20.328% | 19.191% | 19.339% | -0.670 | |
| 31000 | − | 21.409% | 20.275% | 20.432% | -0.626 | 1円売 |
| 31250 | − | 22.475% | 21.344% | 21.509% | -0.584 | 1円売 |
| 31500 | − | 23.528% | 22.399% | 22.573% | -0.541 | 1円売 |
| 31750 | − | 24.569% | 23.440% | 23.624% | -0.500 | 1円売 |
| 32000 | − | 25.596% | 24.469% | 24.661% | -0.460 | 1円売 |
| 32250 | − | 26.612% | 25.485% | 25.686% | -0.420 | 1円売 |
| 32500 | − | 27.616% | 26.489% | 26.700% | -0.381 | 1円売 |
| 32750 | − | 28.608% | 27.482% | 27.701% | -0.343 | 1円売 |
| 33000 | − | 29.590% | 28.464% | 28.691% | -0.305 | 1円売 |
| 33250 | − | 30.560% | 29.435% | 29.671% | -0.267 | 1円売 |
| 33500 | − | 31.521% | 30.395% | 30.640% | -0.231 | 1円売 |
| 33750 | − | 32.471% | 31.345% | 31.599% | -0.194 | 1円売 |
| 34000 | − | 33.412% | 32.286% | 32.547% | -0.159 | 1円売 |
| 34250 | − | 34.343% | 33.216% | 33.486% | -0.123 | 1円売 |
| 34500 | − | 35.265% | 34.138% | 34.416% | -0.089 | 1円売 |
| 34750 | − | 36.178% | 35.050% | 35.336% | -0.054 | 1円売 |
| 35000 | − | 37.081% | 35.953% | 36.247% | -0.020 | 1円売 |
■大引け
週明けの相場は続伸して27000円台を回復。IVはコール安プット高でした。
夜間取引。
6P260＠260円×1枚買い。
6P232＠27円×4枚売り。
6P237＠40円×4枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 26930 | 27050 | 26825 | 27050 | +280 | |
| 期近 | 20.648% | 21.021% | 20.437% | 20.620% | -0.634 | |
| 6月限 | 20.216% | 20.898% | 20.039% | 20.276% | -0.767 | |
| 7月限 | 21.021% | 21.244% | 20.669% | 20.903% | -0.564 | |
| 8月限 | − | 21.542% | 21.017% | 21.245% | -0.454 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.06 | +0.00 | +169 | -132 | |||
| 計 | +0.21 | -23 | +0.06 | +37 | ||
| 累計 | 564,048 | +60 | ||||
2022年05月20日 20:00
| 原資産 | 26768.47 | |||||
| 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） | |
| 22.523% | 22.031% | 22.307% | 21.091% | 21.255% | -1.268 | |
| ATR | 瞬間 | 41.249% | -5.949 | |||
| 5日 | 37.732% | +2.414 | ||||
| 20日 | 36.878% | +1.124 | ||||
| 60日 | 36.470% | +0.824 | ||||
| 6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） | |
| 22.492% | 21.917% | 22.202% | 20.764% | 21.043% | -1.449 | |
| 歪み率 | 5.471% | +0.267 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 126.223% | 123.624% | 126.223% | +5.766 | 1円売 |
| 11000 | − | 114.477% | 111.971% | 114.477% | +5.399 | 1円売 |
| 12000 | − | 103.754% | 101.332% | 103.754% | +5.066 | 1円売 |
| 12500 | − | 98.721% | 96.337% | 98.721% | +4.910 | 1円売 |
| 12750 | − | 96.279% | 93.913% | 96.279% | +4.834 | 1円売 |
| 13000 | − | 93.883% | 91.536% | 93.883% | +4.760 | 1円売 |
| 13250 | − | 91.532% | 89.202% | 91.532% | +4.688 | 1円売 |
| 13500 | − | 89.224% | 86.911% | 89.224% | +4.617 | 1円売 |
| 13750 | − | 86.957% | 84.662% | 86.957% | +4.547 | 1円売 |
| 14000 | − | 84.730% | 82.451% | 84.730% | +4.478 | 1円売 |
| 14250 | − | 82.541% | 80.279% | 82.541% | +4.411 | 1円売 |
| 14500 | − | 80.390% | 78.142% | 80.390% | +4.345 | 1円売 |
| 14750 | − | 78.273% | 76.041% | 78.273% | +4.281 | 1円売 |
| 15000 | − | 76.191% | 73.974% | 76.191% | +4.217 | 1円売 |
| 15250 | − | 74.141% | 71.939% | 74.141% | +4.155 | 1円売 |
| 15500 | − | 72.123% | 69.936% | 72.123% | +4.094 | 1円売 |
| 15750 | − | 70.136% | 67.955% | 70.136% | +4.033 | 1円売 |
| 16000 | − | 68.179% | 66.003% | 68.179% | +3.974 | 1円売 |
| 16250 | 64.330% | 66.250% | 64.150% | 66.250% | +3.845 | 1円売 |
| 16500 | 62.442% | 64.348% | 62.322% | 64.348% | +3.717 | 1円売 |
| 16750 | 60.579% | 62.474% | 60.520% | 62.474% | +3.591 | 1円売 |
| 17000 | 58.742% | 61.467% | 58.742% | 60.993% | +3.451 | |
| 17250 | 56.930% | 59.999% | 56.930% | 59.594% | +3.311 | |
| 17500 | − | 58.503% | 56.500% | 58.195% | +3.170 | |
| 17750 | − | 57.007% | 55.193% | 56.739% | +3.030 | |
| 18000 | 51.633% | 55.482% | 51.633% | 55.283% | +2.890 | |
| 18250 | 53.127% | 54.283% | 52.614% | 54.050% | +2.750 | |
| 18500 | 51.330% | 52.971% | 51.205% | 52.580% | +2.610 | |
| 18750 | 49.554% | 51.667% | 49.554% | 51.403% | +2.470 | |
| 19000 | 49.757% | 50.477% | 48.902% | 50.137% | +2.305 | |
| 19250 | 47.959% | 49.363% | 47.715% | 48.871% | +2.141 | |
| 19500 | 46.181% | 48.203% | 46.181% | 47.559% | +1.976 | |
| 19750 | 45.801% | 47.194% | 45.258% | 46.399% | +1.812 | |
| 20000 | 45.122% | 46.185% | 44.105% | 45.238% | +1.647 | |
| 20250 | 43.314% | 44.855% | 42.861% | 43.986% | +1.483 | |
| 20500 | 43.215% | 43.526% | 41.706% | 42.735% | +1.318 | |
| 20750 | 40.611% | 42.222% | 40.597% | 41.483% | +1.154 | |
| 21000 | 40.229% | 40.977% | 39.440% | 40.237% | +0.995 | |
| 21250 | 38.991% | 39.922% | 38.238% | 39.110% | +0.836 | |
| 21500 | 37.680% | 38.796% | 37.163% | 37.990% | +0.677 | |
| 21750 | 36.307% | 37.671% | 36.035% | 36.920% | +0.568 | |
| 22000 | 35.671% | 36.606% | 35.019% | 35.875% | +0.460 | |
| 22250 | 34.792% | 35.590% | 33.971% | 34.804% | +0.330 | |
| 22500 | 33.731% | 34.613% | 32.997% | 33.855% | +0.200 | |
| 22750 | 33.227% | 33.716% | 32.135% | 32.959% | +0.177 | |
| 23000 | 32.605% | 32.778% | 31.196% | 32.138% | +0.154 | |
| 23125 | − | − | − | 31.737% | +0.166 | |
| 23250 | 31.380% | 31.935% | 30.358% | 31.335% | +0.098 | |
| 23375 | − | − | − | 30.956% | +0.154 | |
| 23500 | 30.447% | 31.078% | 29.513% | 30.571% | +0.143 | |
| 23625 | − | − | − | 30.192% | +0.067 | |
| 23750 | 29.779% | 30.267% | 28.694% | 29.793% | +0.055 | |
| 23875 | − | − | − | 29.442% | +0.071 | |
| 24000 | 29.513% | 29.513% | 27.911% | 29.092% | +0.046 | |
| 24125 | − | − | − | 28.736% | +0.036 | |
| 24250 | 28.304% | 28.718% | 27.151% | 28.380% | +0.026 | |
| 24375 | − | − | − | 28.007% | +0.033 | |
| 24500 | 28.170% | 28.170% | 26.387% | 27.634% | +0.041 | |
| 24625 | − | − | − | 27.282% | +0.011 | |
| 24750 | − | 27.213% | 25.693% | 26.930% | -0.019 | |
| 24875 | − | − | − | 26.527% | -0.077 | |
| 25000 | 26.547% | 26.547% | 25.018% | 26.124% | -0.135 | |
| 25125 | − | − | − | 25.751% | -0.164 | |
| 25250 | 25.726% | 25.736% | 24.393% | 25.345% | -0.226 | |
| 25375 | − | − | − | 25.004% | -0.222 | |
| 25500 | 25.672% | 25.672% | 23.748% | 24.664% | -0.243 | |
| 25625 | − | − | − | 24.324% | -0.243 | |
| 25750 | 23.988% | 24.331% | 22.991% | 23.984% | -0.214 | |
| 25875 | − | − | − | 23.649% | -0.180 | |
| 26000 | 24.361% | 24.361% | 22.535% | 23.279% | -0.136 | |
| 26125 | − | − | − | 22.909% | -0.172 | |
| 26250 | 22.517% | 22.882% | 21.894% | 22.540% | -0.208 | |
| 26375 | − | − | − | 22.204% | -0.263 | |
| 26500 | 21.822% | 22.197% | 21.177% | 21.913% | -0.274 | |
| 26625 | − | − | − | 21.514% | -0.368 | |
| 26750 | 20.960% | 21.460% | 20.404% | 21.115% | -0.392 | |
| 26875 | − | − | − | 20.730% | -0.422 | |
| 27000 | 20.490% | 20.724% | 19.706% | 20.407% | -0.409 | |
| 27125 | − | − | − | 20.083% | -0.420 | |
| 27250 | 19.875% | 20.063% | 19.104% | 19.759% | -0.445 | |
| 27375 | − | − | − | 19.436% | -0.470 | |
| 27500 | 19.346% | 19.508% | 18.537% | 19.106% | -0.502 | |
| 27625 | − | − | − | 18.899% | -0.504 | |
| 27750 | 18.397% | 18.999% | 18.060% | 18.692% | -0.505 | |
| 27875 | − | − | − | 18.480% | -0.482 | |
| 28000 | 19.001% | 19.001% | 17.692% | 18.267% | -0.601 | |
| 28125 | − | − | − | 18.124% | -0.660 | |
| 28250 | 18.561% | 18.561% | 17.431% | 17.997% | -0.702 | |
| 28375 | − | − | − | 17.945% | -0.737 | |
| 28500 | 18.633% | 18.633% | 17.360% | 17.866% | -0.799 | |
| 28625 | − | − | − | 17.799% | -0.893 | |
| 28750 | 18.751% | 18.751% | 17.404% | 17.748% | -0.971 | |
| 28875 | − | − | − | 17.697% | -1.049 | |
| 29000 | 18.804% | 18.804% | 17.553% | 17.684% | -1.130 | |
| 29125 | − | − | − | 17.670% | -1.276 | |
| 29250 | 18.697% | 18.789% | 17.567% | 17.744% | -1.329 | |
| 29375 | − | − | − | 17.814% | -1.386 | |
| 29500 | 19.159% | 19.207% | 17.642% | 17.863% | -1.497 | |
| 29625 | − | − | − | 17.911% | -1.608 | |
| 29750 | 19.200% | 19.628% | 17.703% | 17.977% | -1.735 | |
| 29875 | − | − | − | 18.107% | -1.770 | |
| 30000 | 19.496% | 19.909% | 18.094% | 18.279% | -1.792 | |
| 30125 | − | − | − | 18.422% | -1.843 | |
| 30250 | 20.636% | 20.636% | 18.564% | 18.565% | -1.893 | |
| 30500 | 20.301% | 20.757% | 18.947% | 18.947% | -1.899 | |
| 30750 | 21.348% | 21.558% | 20.010% | 20.010% | -1.313 | 1円売 |
| 31000 | 22.381% | 22.590% | 21.058% | 21.058% | -1.271 | 1円売 |
| 31250 | − | 23.608% | 22.093% | 22.093% | -1.230 | 1円売 |
| 31500 | − | 24.615% | 23.115% | 23.115% | -1.189 | 1円売 |
| 31750 | − | 25.609% | 24.124% | 24.124% | -1.150 | 1円売 |
| 32000 | − | 26.592% | 25.121% | 25.121% | -1.112 | 1円売 |
| 32250 | − | 27.564% | 26.106% | 26.106% | -1.074 | 1円売 |
| 32500 | − | 28.524% | 27.081% | 27.081% | -1.037 | 1円売 |
| 32750 | − | 29.474% | 28.044% | 28.044% | -1.000 | 1円売 |
| 33000 | − | 30.414% | 28.993% | 28.996% | -0.965 | 1円売 |
| 33250 | − | 31.343% | 29.930% | 29.938% | -0.929 | 1円売 |
| 33500 | − | 32.263% | 30.857% | 30.871% | -0.895 | 1円売 |
| 33750 | − | 33.174% | 31.775% | 31.793% | -0.861 | 1円売 |
| 34000 | − | 34.075% | 32.683% | 32.706% | -0.827 | 1円売 |
| 34250 | − | 34.967% | 33.583% | 33.610% | -0.794 | 1円売 |
| 34500 | − | 35.850% | 34.473% | 34.504% | -0.761 | 1円売 |
| 34750 | − | 36.725% | 35.354% | 35.390% | -0.729 | 1円売 |
| 35000 | − | 37.592% | 36.227% | 36.267% | -0.697 | 1円売 |
■大引け
相場は反発。IVは反落しました。
今日の取引。
6P200＠4円×8枚返済売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 26460 | 26770 | 26415 | 26770 | +400 | |
| 期近 | 22.031% | 22.307% | 21.091% | 21.255% | -1.268 | |
| 6月限 | 21.917% | 22.202% | 20.764% | 21.043% | -1.449 | |
| 7月限 | 22.151% | 22.430% | 21.315% | 21.466% | -1.095 | |
| 8月限 | − | 22.547% | 21.584% | 21.699% | -0.997 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.04 | +0.00 | +141 | -98 | |||
| 計 | +0.15 | -37 | +0.04 | +43 | ||
| 累計 | 563,988 | +25 | ||||
