2017年09月22日
| 原資産 | 20324.62 | |||||
| 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） | |
| 11.321% | 11.407% | 12.066% | 10.992% | 11.501% | +0.180 | |
| ATR | 瞬間 | 12.774% | -6.657 | |||
| 5日 | 16.007% | -1.687 | ||||
| 20日 | 16.269% | -0.434 | ||||
| 60日 | 15.426% | -0.152 | ||||
| 10月限 | 残存日数 | 13.75 | ||||
| 修正ATM | 補正値 | -140 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 10.567% | 10.603% | 11.436% | 10.162% | 10.706% | +0.139 | |
| 歪み率 | 5.720% | +0.239 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 96.891% | 95.879% | 96.883% | +3.131 | 1円売 |
| 11000 | − | 84.430% | 83.503% | 84.420% | +2.699 | 1円売 |
| 12000 | − | 73.014% | 72.163% | 73.001% | +2.303 | 1円売 |
| 13000 | − | 62.503% | 61.679% | 62.444% | +1.936 | 1円売 |
| 14000 | − | 52.760% | 51.905% | 52.603% | +1.593 | 1円売 |
| 14250 | − | 50.422% | 49.558% | 50.240% | +1.511 | 1円売 |
| 14500 | − | 48.118% | 47.247% | 47.913% | +1.430 | 1円売 |
| 14750 | − | 45.848% | 44.969% | 45.620% | +1.350 | 1円売 |
| 15000 | − | 43.611% | 42.723% | 43.359% | +1.271 | 1円売 |
| 15250 | − | 41.404% | 40.508% | 41.129% | +1.193 | 1円売 |
| 15500 | 39.048% | 39.227% | 38.321% | 38.929% | +1.116 | 1円売 |
| 15750 | 36.897% | 37.077% | 36.163% | 36.756% | +1.040 | 1円売 |
| 16000 | 34.772% | 34.953% | 34.030% | 34.609% | +0.965 | 1円売 |
| 16250 | 32.672% | 33.707% | 32.073% | 32.852% | +1.255 | |
| 16500 | 30.595% | 32.639% | 30.379% | 31.863% | +1.267 | |
| 16750 | 30.637% | 31.420% | 30.013% | 30.874% | +1.279 | |
| 17000 | 28.477% | 30.101% | 28.477% | 29.588% | +1.214 | |
| 17250 | 27.589% | 28.717% | 26.903% | 28.170% | +1.017 | |
| 17375 | 27.435% | 28.138% | 26.718% | 27.481% | +0.965 | |
| 17500 | 26.300% | 27.423% | 26.132% | 26.791% | +0.860 | |
| 17625 | 25.915% | 26.770% | 25.423% | 26.091% | +0.827 | |
| 17750 | 25.388% | 26.038% | 24.754% | 25.225% | +0.628 | |
| 17875 | 24.212% | 25.284% | 24.029% | 24.359% | +0.469 | |
| 18000 | 23.560% | 24.710% | 23.375% | 23.599% | +0.417 | |
| 18125 | 22.823% | 23.840% | 22.614% | 22.819% | +0.344 | |
| 18250 | 22.017% | 23.066% | 21.888% | 22.061% | +0.294 | |
| 18375 | 21.150% | 22.277% | 21.091% | 21.247% | +0.308 | |
| 18500 | 20.828% | 21.509% | 20.342% | 20.415% | +0.161 | |
| 18625 | 19.805% | 20.707% | 19.543% | 19.661% | +0.140 | |
| 18750 | 19.203% | 19.890% | 18.738% | 18.861% | +0.082 | |
| 18875 | 18.267% | 19.095% | 17.976% | 18.049% | +0.054 | |
| 19000 | 17.776% | 18.244% | 17.120% | 17.253% | -0.038 | |
| 19125 | 16.650% | 17.466% | 16.370% | 16.495% | -0.035 | |
| 19250 | 15.997% | 16.612% | 15.584% | 15.640% | -0.142 | |
| 19375 | 15.163% | 15.819% | 14.830% | 14.930% | -0.146 | |
| 19500 | 14.561% | 14.983% | 14.013% | 14.120% | -0.010 | |
| 19625 | 13.884% | 14.182% | 13.109% | 13.378% | -0.191 | |
| 19750 | 13.171% | 13.445% | 12.587% | 12.692% | -0.081 | |
| 19875 | 12.492% | 12.726% | 11.918% | 11.950% | -0.229 | |
| 20000 | 11.755% | 12.062% | 11.144% | 11.435% | -0.171 | |
| 20125 | 11.146% | 11.506% | 10.711% | 10.935% | -0.052 | |
| 20250 | 10.609% | 11.022% | 10.206% | 10.455% | +0.018 | |
| 20375 | 10.506% | 10.688% | 9.779% | 10.211% | +0.005 | |
| 20500 | 10.200% | 10.512% | 9.721% | 10.147% | +0.017 | |
| 20625 | 10.084% | 10.407% | 9.641% | 10.118% | +0.064 | |
| 20750 | 10.052% | 10.422% | 9.662% | 10.201% | +0.067 | |
| 20875 | 10.166% | 10.550% | 9.759% | 10.368% | +0.137 | |
| 21000 | 10.272% | 10.769% | 9.968% | 10.493% | +0.067 | |
| 21125 | 10.463% | 10.986% | 10.131% | 10.597% | +0.029 | |
| 21250 | 10.604% | 11.202% | 10.365% | 10.969% | +0.106 | |
| 21375 | 10.943% | 11.551% | 10.673% | 11.158% | +0.129 | |
| 21500 | 11.455% | 11.877% | 11.042% | 11.481% | +0.149 | |
| 21625 | 10.821% | 12.117% | 10.821% | 11.815% | +0.208 | |
| 21750 | 11.661% | 12.692% | 11.589% | 12.295% | +0.280 | 1円売 |
| 21875 | 12.490% | 13.519% | 12.283% | 13.128% | +0.704 | 1円売 |
| 22000 | − | 14.336% | 13.102% | 13.950% | +0.731 | 1円売 |
| 22125 | − | 15.143% | 13.911% | 14.763% | +0.758 | 1円売 |
| 22250 | − | 15.941% | 14.711% | 15.566% | +0.784 | 1円売 |
| 22500 | − | 17.511% | 16.284% | 17.146% | +0.836 | 1円売 |
続きを読む
■大引け
相場は小反落。IVは中安外高でした。
今日の取引はありません。
続きを読む
相場は小反落。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 | 20255 | 20285 | 20120 | 20180 | -40 | |
| 期近 | 11.407% | 12.066% | 10.992% | 11.501% | +0.180 | |
| 10月限 | 10.603% | 11.436% | 10.162% | 10.706% | +0.139 | |
| 11月限 | 12.025% | 12.575% | 11.608% | 12.079% | +0.079 | |
| 12月限 | 12.904% | 13.250% | 12.563% | 12.917% | -0.000 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.67 | -0.06 | +395 | -265 | |||
| 計 | +1.66 | -46 | +0.60 | +130 | ||
| 累計 | 544,137 | -44 | ||||
続きを読む
2017年09月21日
| 原資産 | 20360.59 | |||||
| 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） | |
| 11.714% | 11.823% | 11.876% | 11.287% | 11.321% | -0.393 | |
| ATR | 瞬間 | 19.431% | +8.165 | |||
| 5日 | 17.694% | +0.875 | ||||
| 20日 | 16.703% | +0.294 | ||||
| 60日 | 15.578% | +0.137 | ||||
| 10月限 | 残存日数 | 14.75 | ||||
| 修正ATM | 補正値 | -140 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 11.255% | 11.380% | 11.411% | 10.552% | 10.567% | -0.688 | |
| 歪み率 | 5.480% | +0.205 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 94.022% | 93.436% | 93.752% | +3.450 | 1円売 |
| 11000 | − | 82.060% | 81.501% | 81.721% | +3.066 | 1円売 |
| 12000 | − | 71.102% | 70.524% | 70.698% | +2.716 | 1円売 |
| 13000 | − | 60.973% | 60.342% | 60.508% | +2.392 | 1円売 |
| 14000 | − | 51.534% | 50.852% | 51.009% | +2.092 | 1円売 |
| 14250 | 49.001% | 49.268% | 48.573% | 48.729% | +2.020 | 1円売 |
| 14500 | − | 47.037% | 46.329% | 46.483% | +1.950 | 1円売 |
| 14750 | − | 44.838% | 44.118% | 44.270% | +1.880 | 1円売 |
| 15000 | − | 42.670% | 41.937% | 42.088% | +1.812 | 1円売 |
| 15250 | 40.293% | 40.533% | 39.787% | 39.936% | +1.744 | 1円売 |
| 15500 | − | 38.424% | 37.665% | 37.813% | +1.678 | 1円売 |
| 15750 | 36.114% | 36.342% | 35.570% | 35.716% | +1.612 | 1円売 |
| 16000 | 34.064% | 34.285% | 33.500% | 33.645% | +0.823 | 1円売 |
| 16250 | 32.038% | 32.253% | 31.454% | 31.597% | +0.057 | 1円売 |
| 16500 | 32.209% | 32.209% | 29.793% | 30.596% | +0.091 | |
| 16750 | 30.105% | 30.717% | 29.476% | 29.595% | +0.425 | |
| 17000 | 29.332% | 29.332% | 28.189% | 28.374% | +0.504 | |
| 17250 | 27.187% | 27.808% | 26.777% | 27.153% | +0.583 | |
| 17375 | 27.056% | 27.075% | 26.263% | 26.515% | +0.651 | |
| 17500 | 25.962% | 26.484% | 25.629% | 25.932% | +0.692 | |
| 17625 | 25.605% | 25.862% | 24.890% | 25.264% | +0.622 | |
| 17750 | 25.110% | 25.206% | 24.300% | 24.597% | +0.597 | |
| 17875 | 23.978% | 24.614% | 23.700% | 23.890% | +0.552 | |
| 18000 | 23.361% | 23.944% | 22.949% | 23.182% | +0.493 | |
| 18125 | 22.663% | 23.217% | 22.277% | 22.474% | +0.550 | |
| 18250 | 21.896% | 22.554% | 21.612% | 21.767% | +0.525 | |
| 18375 | 21.407% | 21.777% | 20.887% | 20.939% | +0.360 | |
| 18500 | 20.788% | 21.066% | 20.207% | 20.254% | +0.415 | |
| 18625 | 20.065% | 20.367% | 19.485% | 19.521% | +0.375 | |
| 18750 | 19.256% | 19.650% | 18.612% | 18.779% | +0.285 | |
| 18875 | 18.565% | 18.913% | 17.995% | 17.995% | +0.212 | |
| 19000 | 17.931% | 18.183% | 17.239% | 17.291% | +0.237 | |
| 19125 | 17.305% | 17.441% | 16.477% | 16.531% | +0.161 | |
| 19250 | 16.528% | 16.718% | 15.713% | 15.782% | +0.124 | |
| 19375 | 15.841% | 15.988% | 14.998% | 15.076% | +0.136 | |
| 19500 | 15.080% | 15.276% | 13.936% | 14.130% | -0.125 | |
| 19625 | 14.397% | 14.577% | 13.213% | 13.569% | -0.000 | |
| 19750 | 13.423% | 13.944% | 12.773% | 12.773% | -0.145 | |
| 19875 | 12.916% | 13.211% | 12.060% | 12.179% | -0.050 | |
| 20000 | 12.372% | 12.610% | 11.480% | 11.607% | -0.125 | |
| 20125 | 11.726% | 12.118% | 10.894% | 10.987% | -0.309 | |
| 20250 | 11.420% | 11.618% | 10.425% | 10.438% | -0.606 | |
| 20375 | 11.359% | 11.359% | 10.158% | 10.206% | -0.557 | |
| 20500 | 11.115% | 11.115% | 9.998% | 10.130% | -0.480 | |
| 20625 | 11.230% | 11.230% | 9.897% | 10.054% | -0.616 | |
| 20750 | 10.760% | 10.804% | 10.010% | 10.135% | -0.568 | |
| 20875 | 10.951% | 10.951% | 10.107% | 10.231% | -0.608 | |
| 21000 | 11.062% | 11.062% | 10.271% | 10.425% | -0.576 | |
| 21125 | 11.202% | 11.202% | 10.396% | 10.568% | -0.603 | |
| 21250 | 11.268% | 11.297% | 10.611% | 10.863% | -0.589 | |
| 21375 | 11.632% | 11.632% | 10.893% | 11.030% | -0.546 | |
| 21500 | 11.637% | 11.746% | 11.055% | 11.332% | -0.470 | |
| 21625 | 11.872% | 11.994% | 11.376% | 11.607% | -0.610 | |
| 21750 | 12.302% | 12.325% | 11.777% | 12.015% | -0.467 | |
| 21875 | 12.522% | 12.760% | 12.174% | 12.423% | -0.466 | 1円売 |
| 22000 | 12.339% | 13.374% | 12.339% | 13.219% | -0.078 | 1円売 |
| 22125 | 13.123% | 14.114% | 13.006% | 14.005% | -0.049 | 1円売 |
| 22250 | − | 14.889% | 13.781% | 14.781% | -0.022 | 1円売 |
| 22500 | − | 16.414% | 15.305% | 16.309% | +0.032 | 1円売 |
続きを読む
■大引け
相場は小反発。大きく上伸して始まりましたが、その後は売りに押されて上げ幅を縮小しました。IVはコール安プット高が継続。
夜間取引。
先物ミニ10月限＠20180円×5枚売り。
今日の取引。
10C205＠150円×2枚返済売り。
10P181＠9円×8枚売り。
10P187＠19円×4枚返済売り。
10C210＠22円×4枚、＠18円×4枚買い。
続きを読む
相場は小反発。大きく上伸して始まりましたが、その後は売りに押されて上げ幅を縮小しました。IVはコール安プット高が継続。
夜間取引。
先物ミニ10月限＠20180円×5枚売り。
今日の取引。
10C205＠150円×2枚返済売り。
10P181＠9円×8枚売り。
10P187＠19円×4枚返済売り。
10C210＠22円×4枚、＠18円×4枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 20330 | 20370 | 20195 | 20220 | +80 | |
| 期近 | 11.823% | 11.876% | 11.287% | 11.321% | -0.393 | |
| 10月限 | 11.380% | 11.411% | 10.552% | 10.567% | -0.688 | |
| 11月限 | 12.244% | 12.303% | 11.939% | 12.000% | -0.224 | |
| 12月限 | 12.820% | 13.128% | 12.770% | 12.917% | -0.117 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.54 | -0.05 | +387 | -278 | |||
| 計 | +1.49 | -35 | +0.49 | +109 | ||
| 累計 | 544,182 | +24 | ||||
続きを読む
2017年09月20日
| 原資産 | 20280.67 | |||||
| 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） | |
| 11.743% | 11.652% | 11.799% | 11.401% | 11.714% | -0.029 | |
| ATR | 瞬間 | 11.266% | -20.775 | |||
| 5日 | 16.818% | -3.134 | ||||
| 20日 | 16.410% | -0.851 | ||||
| 60日 | 15.441% | -0.426 | ||||
| 10月限 | 残存日数 | 15.75 | ||||
| 修正ATM | 補正値 | -135 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 11.346% | 11.155% | 11.353% | 10.926% | 11.255% | -0.092 | |
| 歪み率 | 5.275% | +0.103 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 90.498% | 87.510% | 90.302% | +2.749 | 1円売 |
| 11000 | − | 78.857% | 76.215% | 78.654% | +2.396 | 1円売 |
| 12000 | − | 68.192% | 65.866% | 67.983% | +2.072 | 1円売 |
| 13000 | 57.814% | 58.331% | 56.297% | 58.115% | +1.774 | 1円売 |
| 14000 | 48.691% | 49.165% | 47.377% | 48.917% | +1.495 | 1円売 |
| 14250 | 46.500% | 46.967% | 45.235% | 46.709% | +1.428 | 1円売 |
| 14500 | − | 44.803% | 43.126% | 44.534% | +1.362 | 1円売 |
| 14750 | − | 42.669% | 41.047% | 42.390% | +1.297 | 1円売 |
| 15000 | − | 40.566% | 38.997% | 40.277% | +1.233 | 1円売 |
| 15250 | − | 38.492% | 36.976% | 38.192% | +1.170 | 1円売 |
| 15500 | 36.012% | 36.445% | 34.980% | 36.135% | +1.108 | 1円売 |
| 15750 | 33.998% | 34.424% | 33.176% | 34.103% | +0.360 | 1円売 |
| 16000 | 32.007% | 32.931% | 31.561% | 32.822% | +0.361 | |
| 16250 | 32.208% | 32.208% | 30.522% | 31.540% | +0.275 | |
| 16500 | 30.143% | 30.873% | 29.489% | 30.505% | +0.185 | |
| 16750 | 29.407% | 29.407% | 28.220% | 29.171% | +0.278 | |
| 17000 | 28.269% | 28.314% | 26.630% | 27.870% | +0.375 | |
| 17250 | 26.881% | 26.928% | 25.694% | 26.570% | +0.393 | |
| 17375 | 25.789% | 26.152% | 25.009% | 25.865% | +0.239 | |
| 17500 | 25.318% | 25.519% | 24.401% | 25.239% | +0.172 | |
| 17625 | 24.744% | 24.898% | 23.820% | 24.642% | +0.209 | |
| 17750 | 24.088% | 24.304% | 23.196% | 24.000% | +0.198 | |
| 17875 | 23.364% | 23.659% | 22.552% | 23.338% | +0.113 | |
| 18000 | 22.934% | 23.217% | 21.922% | 22.689% | +0.121 | |
| 18125 | 22.373% | 22.373% | 21.178% | 21.924% | +0.028 | |
| 18250 | 21.709% | 21.709% | 20.514% | 21.242% | +0.026 | |
| 18375 | 20.959% | 20.962% | 19.869% | 20.579% | +0.079 | |
| 18500 | 20.135% | 20.256% | 19.149% | 19.839% | +0.029 | |
| 18625 | 19.791% | 19.791% | 18.474% | 19.146% | +0.022 | |
| 18750 | 18.792% | 18.824% | 17.838% | 18.494% | +0.100 | |
| 18875 | 18.031% | 18.094% | 17.145% | 17.783% | +0.073 | |
| 19000 | 17.290% | 17.349% | 16.434% | 17.054% | +0.161 | |
| 19125 | 16.648% | 16.648% | 15.751% | 16.369% | +0.240 | |
| 19250 | 15.749% | 15.842% | 15.069% | 15.657% | +0.292 | |
| 19375 | 14.814% | 15.168% | 14.366% | 14.940% | +0.174 | |
| 19500 | 14.360% | 14.685% | 13.694% | 14.255% | +0.242 | |
| 19625 | 13.301% | 13.750% | 13.018% | 13.570% | +0.269 | |
| 19750 | 12.981% | 13.081% | 12.373% | 12.918% | +0.210 | |
| 19875 | 12.302% | 12.463% | 11.687% | 12.229% | +0.132 | |
| 20000 | 12.042% | 12.042% | 11.180% | 11.731% | +0.026 | |
| 20125 | 11.394% | 11.573% | 10.940% | 11.296% | -0.075 | |
| 20250 | 10.762% | 11.459% | 10.713% | 11.044% | -0.158 | |
| 20375 | 10.732% | 11.180% | 10.401% | 10.763% | -0.270 | |
| 20500 | 10.389% | 11.136% | 10.310% | 10.610% | -0.351 | |
| 20625 | 10.657% | 10.986% | 10.261% | 10.670% | -0.312 | |
| 20750 | 10.472% | 10.997% | 10.334% | 10.703% | -0.394 | |
| 20875 | 10.569% | 11.067% | 10.449% | 10.840% | -0.317 | |
| 21000 | 10.890% | 11.217% | 10.604% | 11.002% | -0.312 | |
| 21125 | 10.961% | 11.415% | 10.741% | 11.171% | -0.277 | |
| 21250 | 11.183% | 11.614% | 10.945% | 11.452% | -0.276 | |
| 21375 | 11.295% | 11.835% | 11.176% | 11.576% | -0.315 | |
| 21500 | 11.841% | 12.072% | 11.473% | 11.801% | -0.317 | |
| 21625 | 11.615% | 12.452% | 11.615% | 12.217% | -0.078 | |
| 21750 | 12.449% | 12.706% | 12.036% | 12.482% | +0.033 | |
| 21875 | 12.253% | 12.889% | 12.054% | 12.889% | +0.038 | |
| 22000 | 13.015% | 13.300% | 12.731% | 13.296% | +0.127 | |
| 22125 | 13.768% | 14.058% | 13.466% | 14.054% | +0.412 | 1円売 |
| 22250 | − | 14.807% | 14.193% | 14.803% | +0.435 | 1円売 |
| 22500 | − | 16.280% | 15.624% | 16.277% | +0.480 | 1円売 |
続きを読む
■大引け
相場は小反落。IVはコール安プット高でした。
夜間取引。
10C202＠155円×1枚、＠170円×1枚買い。
10P187＠28円×6枚買い。
10P180＠10円×15枚買い。
今日の取引。
10P191＠39円×4枚売り。
続きを読む
相場は小反落。IVはコール安プット高でした。
夜間取引。
10C202＠155円×1枚、＠170円×1枚買い。
10P187＠28円×6枚買い。
10P180＠10円×15枚買い。
今日の取引。
10P191＠39円×4枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 20165 | 20220 | 20130 | 20140 | -5 | |
| 期近 | 11.652% | 11.799% | 11.401% | 11.714% | -0.029 | |
| 10月限 | 11.155% | 11.353% | 10.926% | 11.255% | -0.092 | |
| 11月限 | 12.233% | 12.345% | 12.031% | 12.225% | -0.064 | |
| 12月限 | 12.891% | 13.034% | 12.708% | 13.034% | -0.015 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.41 | +0.01 | +422 | -285 | |||
| 計 | +1.41 | -67 | +0.42 | +138 | ||
| 累計 | 544,158 | -60 | ||||
続きを読む
2017年09月19日
| 原資産 | 20293.56 | |||||
| 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） | |
| 11.905% | 11.590% | 11.909% | 11.261% | 11.743% | -0.162 | |
| ATR | 瞬間 | 32.041% | +18.921 | |||
| 5日 | 19.953% | +5.974 | ||||
| 20日 | 17.261% | +1.476 | ||||
| 60日 | 15.867% | +0.471 | ||||
| 10月限 | 残存日数 | 16.75 | ||||
| 修正ATM | 補正値 | -150 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 11.583% | 11.237% | 11.631% | 10.859% | 11.346% | -0.236 | |
| 歪み率 | 5.173% | -0.169 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 87.726% | 86.055% | 87.553% | +4.430 | 1円売 |
| 11000 | − | 76.437% | 74.838% | 76.259% | +4.129 | 1円売 |
| 12000 | − | 66.094% | 64.559% | 65.910% | +3.856 | 1円売 |
| 13000 | − | 56.532% | 55.053% | 56.342% | +3.608 | 1円売 |
| 14000 | − | 47.618% | 46.190% | 47.422% | +3.382 | 1円売 |
| 14250 | 44.069% | 45.478% | 44.061% | 45.281% | +3.329 | 1円売 |
| 14500 | − | 43.370% | 41.965% | 43.172% | +3.277 | 1円売 |
| 14750 | 39.905% | 41.293% | 39.898% | 41.093% | +3.227 | 1円売 |
| 15000 | 37.867% | 39.245% | 37.861% | 39.043% | +1.801 | 1円売 |
| 15250 | 35.856% | 37.226% | 35.851% | 37.022% | +1.061 | 1円売 |
| 15500 | 36.263% | 36.295% | 34.017% | 35.027% | +0.346 | 1円売 |
| 15750 | 34.186% | 34.217% | 32.930% | 33.744% | +0.135 | |
| 16000 | 32.132% | 32.859% | 31.797% | 32.461% | +0.145 | |
| 16250 | 31.481% | 31.946% | 30.605% | 31.265% | +0.425 | |
| 16500 | 29.393% | 30.562% | 29.393% | 30.321% | +0.751 | |
| 16750 | 29.093% | 29.159% | 28.333% | 28.893% | +0.594 | |
| 17000 | 27.595% | 27.894% | 26.976% | 27.496% | +0.269 | |
| 17250 | 25.962% | 26.762% | 25.853% | 26.177% | +0.154 | |
| 17375 | 25.341% | 26.157% | 25.204% | 25.626% | +0.195 | |
| 17500 | 24.652% | 25.552% | 24.615% | 25.067% | +0.255 | |
| 17625 | 24.271% | 24.864% | 23.938% | 24.433% | +0.251 | |
| 17750 | 23.443% | 24.182% | 23.295% | 23.803% | +0.249 | |
| 17875 | 22.864% | 23.650% | 22.675% | 23.225% | +0.302 | |
| 18000 | 22.439% | 22.967% | 22.008% | 22.569% | +0.342 | |
| 18125 | 21.665% | 22.263% | 21.281% | 21.897% | +0.391 | |
| 18250 | 21.021% | 21.559% | 20.568% | 21.216% | +0.460 | |
| 18375 | 20.106% | 20.903% | 19.697% | 20.500% | +0.470 | |
| 18500 | 19.457% | 20.165% | 19.021% | 19.810% | +0.575 | |
| 18625 | 18.556% | 19.432% | 18.221% | 19.124% | +0.619 | |
| 18750 | 17.839% | 18.689% | 17.399% | 18.394% | +0.773 | |
| 18875 | 17.005% | 17.959% | 16.564% | 17.710% | +0.855 | |
| 19000 | 16.166% | 17.196% | 15.807% | 16.893% | +0.777 | |
| 19125 | 15.386% | 16.449% | 15.059% | 16.129% | +0.887 | |
| 19250 | 14.613% | 15.708% | 14.260% | 15.366% | +0.923 | |
| 19375 | 13.666% | 15.005% | 13.460% | 14.766% | +1.053 | |
| 19500 | 13.181% | 14.407% | 12.828% | 14.014% | +0.984 | |
| 19625 | 12.400% | 13.679% | 12.069% | 13.301% | +1.084 | |
| 19750 | 11.852% | 13.031% | 11.625% | 12.708% | +1.019 | |
| 19875 | 11.655% | 12.486% | 11.209% | 12.097% | +0.764 | |
| 20000 | 11.209% | 12.049% | 10.865% | 11.706% | +0.761 | |
| 20125 | 10.928% | 11.699% | 10.647% | 11.372% | +0.632 | |
| 20250 | 10.945% | 11.510% | 10.526% | 11.202% | +0.598 | |
| 20375 | 10.398% | 11.357% | 10.324% | 11.033% | +0.468 | |
| 20500 | 10.813% | 11.284% | 10.543% | 10.961% | +0.325 | |
| 20625 | 10.714% | 11.317% | 10.631% | 10.982% | +0.147 | |
| 20750 | 10.806% | 11.422% | 10.752% | 11.097% | -0.044 | |
| 20875 | 11.043% | 11.545% | 10.993% | 11.157% | -0.197 | |
| 21000 | 11.387% | 11.693% | 11.199% | 11.314% | -0.321 | |
| 21125 | 11.386% | 11.861% | 11.343% | 11.448% | -0.467 | |
| 21250 | 11.799% | 12.105% | 11.575% | 11.728% | -0.487 | |
| 21375 | 11.504% | 12.371% | 11.466% | 11.891% | -0.551 | |
| 21500 | 11.727% | 12.542% | 11.691% | 12.118% | -0.520 | |
| 21625 | 12.537% | 12.901% | 11.953% | 12.295% | -0.540 | |
| 21750 | 12.319% | 13.112% | 12.225% | 12.450% | -0.922 | |
| 21875 | 13.060% | 13.329% | 12.626% | 12.851% | -1.239 | |
| 22000 | 13.793% | 13.793% | 12.860% | 13.169% | -1.631 | |
| 22125 | 14.517% | 14.517% | 13.393% | 13.642% | -1.861 | 1円売 |
| 22250 | − | 15.223% | 14.120% | 14.368% | -1.830 | 1円売 |
| 22500 | − | 16.633% | 15.550% | 15.797% | -1.771 | 1円売 |
続きを読む
■大引け
週明けの相場は大幅続伸で2万円台を回復しました。IVはOTMコールを除き上昇。
今日の取引。
10C207＠33円×2枚、＠29円×2枚買い。
10P190＠41円×2枚買い。
10P193＠60円×1枚売り。
10P196＠95円×1枚売り。
10P198＠140円×1枚売り。
先物ミニ10月限＠20085円×5枚、＠20130円×5枚、＠20175円×5枚売り。
続きを読む
週明けの相場は大幅続伸で2万円台を回復しました。IVはOTMコールを除き上昇。
今日の取引。
10C207＠33円×2枚、＠29円×2枚買い。
10P190＠41円×2枚買い。
10P193＠60円×1枚売り。
10P196＠95円×1枚売り。
10P198＠140円×1枚売り。
先物ミニ10月限＠20085円×5枚、＠20130円×5枚、＠20175円×5枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 19995 | 20180 | 19985 | 20145 | +360 | |
| 期近 | 11.590% | 11.909% | 11.261% | 11.743% | -0.162 | |
| 10月限 | 11.237% | 11.631% | 10.859% | 11.346% | -0.236 | |
| 11月限 | 12.102% | 12.375% | 11.802% | 12.288% | -0.170 | |
| 12月限 | 12.778% | 13.065% | 12.576% | 13.049% | -0.133 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.40 | -0.19 | +325 | -262 | |||
| 計 | +0.98 | -26 | +0.21 | +63 | ||
| 累計 | 544,218 | +69 | ||||
続きを読む
2017年09月15日
| 原資産 | 19932.22 | |||||
| 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） | |
| 11.655% | 12.213% | 12.213% | 11.474% | 11.905% | +0.251 | |
| ATR | 瞬間 | 13.120% | +3.185 | |||
| 5日 | 13.979% | -0.423 | ||||
| 20日 | 15.784% | -0.273 | ||||
| 60日 | 15.397% | -0.070 | ||||
| 10月限 | 残存日数 | 17.75 | ||||
| 修正ATM | 補正値 | -145 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 11.361% | 12.079% | 12.079% | 11.101% | 11.583% | +0.222 | |
| 歪み率 | 5.342% | +0.172 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 83.123% | 81.898% | 83.123% | +2.778 | 1円売 |
| 11000 | − | 72.130% | 70.977% | 72.130% | +2.487 | 1円売 |
| 12000 | − | 62.054% | 60.966% | 62.054% | +2.221 | 1円売 |
| 13000 | − | 52.734% | 51.704% | 52.734% | +1.976 | 1円売 |
| 14000 | − | 44.040% | 43.062% | 44.040% | +1.750 | 1円売 |
| 14250 | 40.823% | 41.952% | 40.823% | 41.952% | +1.695 | 1円売 |
| 14500 | 38.776% | 40.482% | 38.776% | 39.894% | +1.642 | 1円売 |
| 14750 | 36.759% | 38.572% | 36.759% | 37.866% | +0.755 | 1円売 |
| 15000 | 37.212% | 37.718% | 36.635% | 37.242% | +1.272 | |
| 15250 | 35.130% | 36.762% | 35.130% | 35.961% | +1.056 | |
| 15500 | 34.564% | 35.297% | 34.419% | 34.681% | +0.840 | |
| 15750 | 33.562% | 34.239% | 33.289% | 33.609% | +1.024 | |
| 16000 | 32.293% | 32.860% | 31.865% | 32.316% | +0.971 | |
| 16250 | 30.841% | 31.540% | 30.497% | 30.840% | +0.915 | |
| 16500 | 29.252% | 30.183% | 29.174% | 29.569% | +0.683 | |
| 16750 | 28.032% | 28.866% | 27.903% | 28.298% | +0.939 | |
| 17000 | 26.942% | 27.650% | 26.601% | 27.227% | +0.997 | |
| 17250 | 25.831% | 26.382% | 25.404% | 26.023% | +1.114 | |
| 17375 | 25.148% | 25.735% | 24.796% | 25.431% | +1.100 | |
| 17500 | 24.622% | 25.066% | 24.179% | 24.812% | +1.109 | |
| 17625 | 23.992% | 24.385% | 23.498% | 24.182% | +1.130 | |
| 17750 | 23.274% | 23.716% | 22.826% | 23.554% | +1.099 | |
| 17875 | 22.641% | 23.041% | 22.138% | 22.923% | +1.188 | |
| 18000 | 21.909% | 22.324% | 21.429% | 22.227% | +1.194 | |
| 18125 | 21.221% | 21.607% | 20.698% | 21.506% | +1.243 | |
| 18250 | 20.664% | 20.863% | 19.955% | 20.756% | +1.256 | |
| 18375 | 19.548% | 20.105% | 19.226% | 20.030% | +1.165 | |
| 18500 | 18.579% | 19.302% | 18.486% | 19.235% | +1.133 | |
| 18625 | 17.973% | 18.509% | 17.680% | 18.505% | +1.200 | |
| 18750 | 17.205% | 17.714% | 16.932% | 17.621% | +1.036 | |
| 18875 | 16.647% | 16.895% | 16.151% | 16.856% | +1.061 | |
| 19000 | 15.561% | 16.116% | 15.327% | 16.116% | +1.150 | |
| 19125 | 14.932% | 15.275% | 14.511% | 15.242% | +1.041 | |
| 19250 | 14.060% | 14.503% | 13.726% | 14.443% | +0.952 | |
| 19375 | 13.455% | 13.777% | 13.005% | 13.714% | +0.917 | |
| 19500 | 12.525% | 13.054% | 12.301% | 13.030% | +0.848 | |
| 19625 | 12.132% | 12.399% | 11.617% | 12.217% | +0.677 | |
| 19750 | 11.749% | 11.814% | 11.132% | 11.689% | +0.506 | |
| 19875 | 11.417% | 11.417% | 10.679% | 11.333% | +0.495 | |
| 20000 | 11.068% | 11.068% | 10.342% | 10.945% | +0.364 | |
| 20125 | 10.708% | 10.806% | 10.074% | 10.740% | +0.390 | |
| 20250 | 10.724% | 10.742% | 9.973% | 10.604% | +0.234 | |
| 20375 | 10.642% | 10.672% | 9.959% | 10.565% | +0.162 | |
| 20500 | 10.687% | 10.779% | 10.037% | 10.635% | +0.121 | |
| 20625 | 10.864% | 10.972% | 10.221% | 10.835% | +0.136 | |
| 20750 | 11.059% | 11.238% | 10.468% | 11.141% | +0.155 | |
| 20875 | 11.477% | 11.524% | 10.737% | 11.354% | +0.192 | |
| 21000 | 11.667% | 11.828% | 11.069% | 11.634% | +0.168 | |
| 21125 | 12.050% | 12.073% | 11.212% | 11.914% | +0.044 | |
| 21250 | 12.233% | 12.379% | 11.485% | 12.215% | +0.044 | |
| 21375 | 12.029% | 12.549% | 11.864% | 12.441% | -0.006 | |
| 21500 | 12.763% | 12.763% | 11.995% | 12.638% | -0.050 | |
| 21625 | 13.488% | 13.488% | 12.544% | 12.834% | -0.095 | |
| 21750 | 14.204% | 14.204% | 13.269% | 13.372% | -0.261 | 1円売 |
| 21875 | − | 14.724% | 13.986% | 14.090% | -0.238 | 1円売 |
| 22000 | − | 15.428% | 14.695% | 14.800% | -0.216 | 1円売 |
| 22125 | − | 16.124% | 15.397% | 15.503% | -0.195 | 1円売 |
| 22250 | 16.995% | 16.995% | 16.091% | 16.198% | -0.173 | 1円売 |
| 22500 | − | 18.171% | 17.459% | 17.568% | -0.132 | 1円売 |
続きを読む
■大引け
相場は小幅上昇。早朝に北朝鮮によるミサイル発射があり反落して始まりましたが、午後に入って買いが優勢となりました。IVは堅調。
夜間取引。
10P150＠2円×32枚売り。
10P165＠5円×2枚買い。
10C205＠22円×2枚買い。
続きを読む
相場は小幅上昇。早朝に北朝鮮によるミサイル発射があり反落して始まりましたが、午後に入って買いが優勢となりました。IVは堅調。
夜間取引。
10P150＠2円×32枚売り。
10P165＠5円×2枚買い。
10C205＠22円×2枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 19640 | 19800 | 19635 | 19785 | +95 | |
| 期近 | 12.213% | 12.213% | 11.474% | 11.905% | +0.251 | |
| 10月限 | 12.079% | 12.079% | 11.101% | 11.583% | +0.222 | |
| 11月限 | 12.455% | 12.639% | 12.085% | 12.458% | +0.168 | |
| 12月限 | 13.360% | 13.360% | 12.941% | 13.181% | +0.132 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.18 | -0.09 | +294 | -221 | |||
| 計 | +0.18 | -66 | +0.09 | +74 | ||
| 累計 | 544,149 | -27 | ||||
続きを読む
