2020年05月28日 20:00

スマイルカーブ200528大引







原資産 22035.17




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)
20.493% 21.956% 22.899% 20.938% 20.938% +0.445


ATR 瞬間 45.535% +19.781



5日 36.537% +4.179



20日 35.894% +0.666



60日 42.685% -0.329







6月限
残存日数 10.75


修正ATM
補正値 -10


前日 始値 高値 安値 終値 (前日比)
19.798% 21.744% 23.715% 21.131% 21.446% +1.648



歪み率 8.774% +0.438
SP 始値 高値 安値 終値 前日比
11500 97.912% 105.262% 97.912% 105.262% +8.021
11750 94.782% 102.550% 94.782% 102.550% +7.912
12000 97.497% 99.837% 96.678% 99.837% +7.640
12250 94.321% 97.454% 94.048% 97.125% +7.368
12500 91.207% 95.072% 91.029% 94.413% +7.086
12750 91.670% 92.692% 90.276% 92.232% +7.048
13000 88.564% 90.370% 87.637% 90.050% +7.010
13250 85.513% 88.048% 85.451% 87.869% +6.972
13500 82.515% 85.726% 82.344% 85.688% +6.966
13750 79.567% 83.578% 79.567% 83.578% +7.032
14000 79.000% 81.528% 78.659% 81.469% +7.098
14250 76.072% 79.359% 75.824% 79.359% +7.164
14500 75.004% 77.250% 73.647% 77.250% +7.230
14625 71.765% 76.195% 71.765% 76.195% +7.263
14750 70.350% 75.140% 70.350% 75.140% +7.296
14875 72.162% 74.085% 70.367% 74.085% +7.328
15000 69.247% 73.031% 69.247% 73.031% +7.361
15125 69.274% 71.976% 67.884% 71.976% +7.232
15250 67.845% 70.823% 67.417% 70.823% +7.005
15375 67.661% 69.670% 65.213% 69.670% +6.777
15500 66.230% 68.517% 65.133% 68.517% +6.550
15625 64.808% 67.364% 63.912% 67.364% +6.315
15750 64.453% 66.211% 63.095% 66.211% +6.081
15875 63.030% 65.203% 61.934% 65.057% +5.846
16000 61.616% 63.953% 61.342% 63.904% +5.611
16125 60.210% 63.726% 59.402% 62.751% +5.341
16250 59.712% 62.064% 58.761% 61.598% +5.071
16375 59.887% 60.965% 57.485% 60.602% +4.957
16500 57.709% 60.102% 57.147% 59.605% +4.843
16625 56.302% 59.001% 55.611% 58.609% +4.899
16750 56.300% 57.957% 54.953% 57.612% +4.954
16875 54.880% 57.046% 53.907% 56.616% +5.010
17000 54.082% 56.001% 53.179% 55.619% +5.065
17125 52.663% 54.971% 51.892% 54.623% +4.972
17250 50.662% 54.050% 50.662% 53.626% +4.878
17375 50.393% 53.302% 49.772% 52.630% +4.784
18000 46.311% 48.332% 45.723% 47.512% +4.316
18125 45.211% 47.463% 44.418% 46.646% +4.345
18250 44.418% 46.521% 43.660% 45.780% +4.375
18375 43.864% 45.728% 42.918% 44.894% +4.383
18500 43.210% 44.791% 41.807% 44.007% +4.392
18625 41.700% 43.827% 40.849% 43.120% +4.381
18750 40.944% 42.880% 40.079% 42.233% +4.371
18875 40.113% 42.111% 39.229% 41.347% +4.360
19000 39.424% 41.235% 38.537% 40.460% +4.350
19125 38.453% 40.317% 37.570% 39.573% +4.348
19250 37.426% 39.325% 36.854% 38.686% +4.346
19375 36.349% 38.461% 35.900% 37.803% +4.350
19500 35.700% 37.616% 35.097% 36.919% +4.327
19625 34.796% 36.729% 34.183% 36.036% +4.311
19750 34.614% 35.893% 33.311% 35.153% +4.294
19875 33.384% 35.034% 32.488% 34.172% +4.165
20000 32.221% 34.193% 31.610% 33.192% +4.036
20125 31.212% 33.329% 30.773% 32.468% +4.211
20250 30.718% 32.504% 29.702% 31.744% +4.387
20375 29.779% 31.617% 29.129% 30.966% +4.392
20500 28.725% 30.874% 28.249% 30.188% +4.397
20625 27.968% 30.044% 27.368% 29.275% +4.398
20750 27.430% 29.191% 26.480% 28.361% +4.261
20875 26.694% 28.507% 25.736% 27.725% +4.403
21000 25.772% 27.653% 24.923% 27.089% +4.544
21125 24.669% 27.047% 24.106% 26.178% +4.442
21250 25.478% 26.242% 23.365% 25.318% +4.382
21375 23.341% 25.443% 22.654% 24.638% +4.417
21500 22.824% 24.825% 21.967% 23.957% +4.219
21625 22.307% 24.246% 21.371% 23.276% +4.000
21750 21.433% 23.837% 20.880% 22.595% +3.725
21875 21.390% 23.466% 20.462% 22.116% +3.476
22000 21.097% 23.186% 20.214% 21.538% +3.129
22125 19.827% 23.043% 19.827% 21.081% +2.835
22250 21.513% 22.876% 19.906% 20.735% +2.541
22375 20.370% 22.849% 19.627% 20.518% +2.247
22500 20.885% 22.846% 19.603% 20.469% +2.121
22625 20.393% 22.927% 18.990% 20.549% +2.048
22750 20.632% 22.892% 20.041% 20.628% +1.975
22875 20.234% 23.703% 20.190% 20.774% +1.903
23000 21.476% 23.098% 20.333% 20.919% +1.830
23125 21.332% 23.239% 20.560% 21.188% +1.825
23250 21.437% 23.267% 20.719% 21.350% +1.714
23375 21.423% 23.395% 20.973% 21.437% +1.486
23500 21.986% 23.514% 21.227% 21.592% +1.327
23750 22.071% 23.877% 21.698% 21.903% +0.835
24000 23.006% 24.239% 22.008% 22.008% +0.136
続きを読む

■大引け
相場は大幅続伸して3か月ぶりに22000円台を回復しました。IVは期近プットを中心に上昇し、全面高となりました。

夜間取引。
6C221@210円×2枚売り。
先物ミニ6月限@21680円×5枚買い。

今日の取引。
6C221@290円×2枚売り。
先物ミニ6月限@21860円×5枚買い。


始値 高値 安値 現値 前日比
先物 21705 22025 21570 22025 +540
期近 21.956% 22.899% 20.938% 20.938% +0.445
6月限 21.744% 23.715% 21.131% 21.446% +1.648
7月限 22.053% 22.605% 20.721% 20.721% -0.147
8月限 22.850% 21.374% 21.374% -0.446

デルタ セータ Cガンマ Pガンマ ベガL ベガS



-0.01 +0.00 +210 -217
+0.05 -9 -0.01 -7
累計


566,824 +174
続きを読む

2020年05月27日 16:19

スマイルカーブ200527大引







原資産 21494.54




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)
20.487% 21.206% 21.732% 20.433% 20.493% +0.006


ATR 瞬間 25.755% -17.857



5日 32.359% -4.082



20日 35.227% -1.789



60日 43.015% -1.538







6月限
残存日数 11.75


修正ATM
補正値 -10


前日 始値 高値 安値 終値 (前日比)
19.907% 20.677% 21.527% 19.715% 19.798% -0.109



歪み率 8.336% +0.533
SP 始値 高値 安値 終値 前日比
11500 97.241% 93.992% 97.241% +5.680
11750 93.478% 94.638% 91.397% 94.638% +5.309
12000 84.975% 92.198% 84.975% 92.198% +5.101
12250 87.319% 89.949% 86.002% 89.757% +4.893
12500 84.328% 87.492% 84.059% 87.327% +4.575
12750 84.668% 85.343% 82.116% 85.184% +4.543
13000 78.512% 83.194% 78.512% 83.040% +4.511
13250 78.753% 80.897% 77.826% 80.897% +4.479
13500 75.872% 78.789% 75.872% 78.721% +4.279
13750 73.039% 76.834% 73.039% 76.546% +4.079
14000 72.410% 75.074% 71.340% 74.371% +3.878
14250 69.595% 72.714% 68.896% 72.195% +3.678
14500 68.497% 70.598% 67.350% 70.020% +3.478
14625 68.520% 69.665% 65.949% 68.932% +3.378
14750 65.707% 68.593% 64.776% 67.845% +3.278
14875 65.701% 67.416% 64.163% 66.757% +3.178
15000 64.306% 66.726% 63.387% 65.669% +3.078
15125 65.653% 61.889% 64.744% +3.140
15250 61.545% 64.455% 60.977% 63.818% +3.202
15375 61.312% 63.781% 60.252% 62.892% +3.229
15500 59.933% 62.753% 58.985% 61.967% +3.257
15625 59.551% 61.725% 58.404% 61.048% +3.291
15750 58.170% 60.779% 57.254% 60.130% +3.325
15875 56.798% 59.772% 56.194% 59.211% +3.359
16000 56.289% 58.810% 55.435% 58.293% +3.394
16125 55.692% 57.895% 54.250% 57.410% +3.393
16250 54.311% 56.882% 53.345% 56.528% +3.393
16375 52.938% 55.820% 52.517% 55.645% +3.392
16500 51.573% 55.121% 50.959% 54.762% +3.452
16625 51.510% 54.276% 50.556% 53.710% +3.343
16750 50.130% 53.147% 49.506% 52.658% +3.233
16875 48.758% 52.162% 48.582% 51.606% +3.124
17000 48.478% 51.380% 47.575% 50.554% +3.014
17125 47.587% 50.531% 46.800% 49.651% +3.012
17250 46.661% 49.422% 45.889% 48.749% +3.010
17375 45.700% 48.772% 44.952% 47.846% +3.008
18000 41.109% 44.314% 40.396% 43.196% +2.878
18125 39.962% 43.457% 39.632% 42.301% +2.852
18250 39.599% 42.510% 38.804% 41.406% +2.826
18375 38.377% 41.642% 37.752% 40.510% +2.800
18500 38.051% 40.751% 37.005% 39.615% +2.718
18625 36.544% 39.897% 36.127% 38.739% +2.656
18750 36.041% 39.093% 35.296% 37.862% +2.594
18875 34.877% 38.185% 34.468% 36.986% +2.532
19000 34.686% 37.385% 33.597% 36.110% +2.478
19125 33.094% 36.497% 32.791% 35.225% +2.415
19250 32.244% 35.648% 31.888% 34.340% +2.352
19375 31.445% 34.742% 31.057% 33.453% +2.287
19500 30.796% 33.935% 30.236% 32.593% +2.251
19625 29.794% 33.037% 29.375% 31.725% +2.210
19750 28.603% 32.188% 28.554% 30.858% +2.168
19875 27.945% 31.330% 27.533% 30.007% +2.133
20000 27.861% 30.495% 26.768% 29.156% +2.043
20125 27.204% 29.656% 25.822% 28.257% +1.906
20250 26.382% 28.830% 25.164% 27.358% +1.822
20375 25.407% 27.931% 24.264% 26.574% +1.854
20500 24.619% 27.153% 23.614% 25.791% +1.766
20625 23.644% 26.594% 22.611% 24.877% +1.575
20750 23.084% 25.547% 21.926% 24.100% +1.521
20875 22.848% 24.858% 21.286% 23.322% +1.454
21000 21.772% 24.009% 20.622% 22.545% +1.314
21125 21.215% 23.221% 20.043% 21.736% +1.142
21250 20.657% 22.591% 19.314% 20.937% +0.946
21375 20.265% 21.898% 18.822% 20.221% +0.710
21500 19.796% 21.330% 18.513% 19.738% +0.585
21625 19.506% 21.052% 18.131% 19.276% +0.593
21750 19.117% 20.707% 18.139% 18.871% +0.467
21875 18.950% 20.243% 17.739% 18.640% +0.368
22000 18.731% 20.058% 17.917% 18.409% +0.275
22125 18.900% 19.917% 17.823% 18.246% +0.277
22250 19.010% 19.870% 17.813% 18.194% +0.260
22375 18.758% 19.877% 17.802% 18.271% +0.261
22500 19.073% 19.975% 17.982% 18.349% +0.261
22625 19.117% 20.060% 18.076% 18.501% +0.207
22750 19.163% 20.190% 18.281% 18.653% +0.152
22875 18.307% 20.369% 18.307% 18.871% +0.222
23000 19.679% 20.592% 18.604% 19.089% +0.291
23125 19.862% 20.810% 18.738% 19.363% +0.299
23250 20.175% 21.028% 18.872% 19.636% +0.307
23500 20.711% 21.496% 19.648% 20.265% +0.374
23750 21.124% 22.096% 20.375% 21.068% +0.391
24000 21.790% 23.069% 21.255% 21.871% +0.280
続きを読む

■大引け
相場は3日続伸で連日の高値更新。IVは総じて堅調でした。

今日の取引。
6C218@165円×2枚売り。
先物ミニ6月限@21350円×5枚買い。


始値 高値 安値 現値 前日比
先物 21245 21485 21135 21485 +210
期近 21.206% 21.732% 20.433% 20.493% +0.006
6月限 20.677% 21.527% 19.715% 19.798% -0.109
7月限 21.507% 22.082% 20.793% 20.867% -0.007
8月限 22.843% 21.813% 21.820% -0.164

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.17 -0.12 +188 -168
+0.18 -32 +0.05 +20
累計


566,650 +7
続きを読む

2020年05月26日 16:28

スマイルカーブ200526大引







原資産 21281.87




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)
21.302% 20.933% 21.593% 20.203% 20.487% -0.814


ATR 瞬間 43.612% +0.962



5日 36.440% +2.863



20日 37.016% -0.105



60日 44.553% -1.013







6月限
残存日数 12.75


修正ATM
補正値 -10


前日 始値 高値 安値 終値 (前日比)
20.866% 20.421% 21.330% 19.583% 19.907% -0.959



歪み率 7.803% +0.426
SP 始値 高値 安値 終値 前日比
11500 85.641% 92.819% 85.641% 91.561% +4.693
11750 90.214% 85.771% 89.329% +4.624
12000 79.918% 87.679% 79.918% 87.096% +4.556
12250 82.077% 85.366% 81.695% 84.864% +4.507
12500 79.198% 83.100% 79.198% 82.752% +4.579
12750 79.462% 80.982% 77.579% 80.641% +4.650
13000 76.589% 78.883% 75.520% 78.530% +4.497
13250 73.766% 76.785% 73.461% 76.418% +4.343
13500 70.991% 74.997% 70.991% 74.443% +4.326
13750 68.262% 73.209% 68.262% 72.468% +4.308
14000 67.605% 71.421% 67.369% 70.492% +4.291
14250 64.892% 69.262% 64.854% 68.517% +4.274
14500 62.220% 67.369% 62.220% 66.542% +4.256
14625 62.441% 66.139% 62.441% 65.554% +4.204
14750 62.412% 65.031% 61.523% 64.566% +4.152
14875 63.919% 60.579% 63.579% +4.100
15000 60.834% 62.841% 59.483% 62.591% +4.048
15125 58.377% 66.524% 58.333% 61.603% +3.912
15250 68.586% 57.632% 60.616% +3.776
15375 56.791% 62.033% 56.514% 59.663% +3.675
15500 55.461% 59.298% 55.392% 58.710% +3.637
15625 55.060% 58.277% 54.804% 57.757% +3.599
15750 53.728% 57.339% 53.728% 56.805% +3.561
15875 52.404% 56.378% 52.404% 55.852% +3.523
16000 51.883% 55.487% 51.883% 54.899% +3.485
16125 51.279% 54.455% 51.153% 54.017% +3.531
16250 50.607% 53.584% 50.200% 53.135% +3.578
16375 49.876% 52.558% 49.127% 52.252% +3.625
16500 47.933% 51.648% 47.933% 51.310% +3.611
16625 47.741% 51.232% 47.569% 50.367% +3.524
16750 46.395% 49.784% 46.395% 49.425% +3.438
16875 46.036% 48.878% 45.849% 48.482% +3.351
17000 44.679% 47.954% 44.679% 47.540% +3.264
17125 44.187% 47.052% 44.106% 46.639% +3.160
17250 43.600% 46.124% 43.263% 45.739% +3.055
17375 42.581% 45.187% 42.403% 44.838% +2.951
18000 38.694% 40.695% 38.267% 40.318% +2.425
18125 37.707% 39.822% 37.361% 39.449% +2.349
18250 36.681% 38.950% 36.590% 38.580% +2.253
18375 36.015% 38.117% 35.729% 37.711% +2.157
18500 35.441% 37.203% 35.022% 36.896% +2.146
18625 34.761% 36.451% 34.245% 36.082% +2.090
18750 33.683% 35.607% 33.473% 35.268% +2.051
18875 33.132% 34.749% 32.738% 34.454% +1.919
19000 32.331% 33.874% 31.983% 33.632% +1.832
19125 31.075% 33.060% 31.075% 32.810% +1.778
19250 30.696% 32.208% 30.405% 31.989% +1.725
19375 29.843% 31.372% 29.671% 31.165% +1.640
19500 29.180% 30.575% 28.951% 30.342% +1.556
19625 28.474% 29.794% 28.096% 29.516% +1.469
19750 27.468% 29.160% 27.300% 28.690% +1.370
19875 27.131% 28.257% 26.589% 27.874% +1.336
20000 26.233% 27.758% 25.891% 27.113% +1.293
20125 25.532% 26.939% 25.209% 26.351% +1.325
20250 24.655% 26.218% 24.473% 25.536% +1.304
20375 24.206% 25.460% 23.726% 24.721% +1.279
20500 22.955% 24.909% 22.955% 24.025% +1.373
20625 22.348% 23.955% 22.127% 23.302% +1.440
20750 21.752% 23.253% 21.448% 22.579% +1.366
20875 20.880% 22.708% 20.663% 21.869% +1.304
21000 20.209% 22.086% 20.109% 21.231% +1.325
21125 19.735% 21.500% 19.526% 20.594% +1.190
21250 19.179% 20.910% 19.150% 19.991% +1.058
21375 18.503% 20.562% 18.503% 19.511% +1.048
21500 17.977% 20.136% 17.977% 19.153% +0.958
21625 17.984% 19.791% 17.984% 18.683% +0.799
21750 17.674% 19.553% 17.674% 18.404% +0.669
21875 17.664% 19.453% 17.664% 18.272% +0.569
22000 17.656% 19.084% 17.521% 18.134% +0.465
22125 17.602% 19.004% 17.602% 17.969% +0.250
22250 17.703% 19.035% 17.640% 17.934% +0.164
22375 17.620% 19.005% 17.620% 18.010% +0.146
22500 17.979% 19.166% 17.782% 18.087% +0.128
22625 18.629% 19.258% 17.883% 18.294% +0.179
22750 18.593% 19.416% 18.005% 18.501% +0.225
23000 19.068% 19.810% 18.380% 18.798% -0.147
23250 19.807% 20.580% 18.902% 19.329% -0.284
23500 20.792% 21.292% 19.463% 19.891% -0.772
23750 21.426% 21.905% 20.368% 20.677% -1.035
24000 23.001% 23.001% 21.161% 21.591% -1.319
続きを読む

■大引け
相場は大幅続伸で21000円台に乗せました。IVはFOTMコールを除いて上昇。基準値では20%台に低下しました。

今日の取引。
6C213@285円×1枚売り。
6C216@190円×2枚売り。
先物ミニ6月限@21140円×5枚買い。


始値 高値 安値 現値 前日比
先物 20960 21330 20925 21275 +460
期近 20.933% 21.593% 20.203% 20.487% -0.814
6月限 20.421% 21.330% 19.583% 19.907% -0.959
7月限 21.293% 21.859% 20.553% 20.874% -0.784
8月限 22.800% 21.666% 21.984% -0.587

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.17 -0.09 +178 -144
+0.17 -43 +0.08 +34
累計


566,643 +197
続きを読む

2020年05月25日 17:18

スマイルカーブ200525大引







原資産 20826.87




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)
23.676% 21.841% 22.607% 21.302% 21.302% -2.374


ATR 瞬間 42.650% +15.697



5日 33.577% +4.885



20日 37.121% +1.020



60日 45.566% +0.449







6月限
残存日数 13.75


修正ATM
補正値 -10


前日 始値 高値 安値 終値 (前日比)
23.572% 21.521% 22.377% 20.866% 20.866% -2.706



歪み率 7.377% +0.032
SP 始値 高値 安値 終値 前日比
11500 86.108% 87.869% 85.208% 86.868% -0.596
11750 83.160% 85.675% 83.160% 84.704% -0.704
12000 80.271% 83.480% 80.271% 82.541% -0.811
12250 80.557% 81.285% 79.617% 80.357% -0.938
12500 80.020% 80.020% 77.579% 78.174% -1.065
12750 74.854% 77.296% 74.854% 75.991% -1.199
13000 74.273% 75.410% 73.504% 74.033% -1.107
13250 73.238% 73.345% 71.640% 72.075% -1.016
13500 70.428% 71.581% 69.483% 70.117% -0.924
13750 69.089% 69.089% 67.416% 68.159% -0.917
14000 66.320% 67.422% 65.454% 66.201% -0.909
14250 64.773% 65.190% 63.763% 64.243% -0.902
14500 62.045% 62.933% 61.469% 62.285% -0.895
14625 61.706% 62.160% 60.167% 61.350% -0.856
14750 60.348% 61.242% 59.619% 60.414% -0.818
14875 58.999% 59.962% 58.570% 59.478% -0.779
15000 59.345% 59.345% 57.688% 58.543% -0.740
15125 57.187% 58.094% 56.719% 57.691% -0.702
15250 57.357% 57.357% 55.874% 56.840% -0.663
15375 55.998% 56.163% 54.893% 55.988% -0.624
15500 54.647% 55.186% 54.094% 55.073% -0.649
15625 53.304% 54.351% 53.082% 54.159% -0.673
15750 53.201% 53.426% 52.129% 53.244% -0.698
15875 52.406% 52.406% 51.358% 52.329% -0.722
16000 51.049% 51.501% 50.565% 51.415% -0.747
16125 50.210% 50.735% 49.499% 50.486% -0.801
16250 49.796% 50.019% 48.626% 49.557% -0.855
16375 48.862% 48.942% 47.760% 48.628% -0.910
16500 47.902% 47.902% 46.935% 47.699% -0.964
16625 46.916% 62.350% 45.983% 46.843% -0.945
16750 45.908% 46.266% 45.286% 45.987% -0.927
16875 44.878% 45.609% 44.396% 45.131% -0.908
17000 44.150% 44.337% 43.558% 44.275% -0.889
17125 43.365% 43.608% 42.768% 43.479% -0.864
17250 42.249% 43.115% 41.953% 42.683% -0.839
17375 42.155% 42.198% 41.149% 41.887% -0.813
18000 37.597% 38.069% 37.254% 37.894% -0.811
18125 37.129% 37.287% 36.575% 37.100% -0.793
18250 36.546% 36.546% 35.730% 36.327% -0.755
18375 35.436% 35.805% 34.996% 35.554% -0.673
18500 34.959% 35.044% 34.306% 34.751% -0.620
18625 34.360% 34.360% 33.587% 33.992% -0.632
18750 33.310% 33.525% 32.830% 33.217% -0.599
18875 32.528% 32.782% 32.094% 32.535% -0.574
19000 31.952% 32.359% 31.171% 31.800% -0.583
19125 30.691% 31.646% 30.547% 31.032% -0.511
19250 30.260% 30.883% 29.675% 30.264% -0.489
19375 29.671% 30.102% 29.082% 29.525% -0.438
19500 28.940% 29.349% 28.269% 28.786% -0.333
19625 28.076% 28.580% 27.500% 28.047% -0.311
19750 27.420% 27.754% 26.790% 27.320% -0.290
19875 26.605% 27.028% 25.935% 26.538% -0.163
20000 25.936% 26.242% 25.274% 25.820% -0.077
20125 24.511% 25.364% 24.323% 25.026% +0.014
20250 24.329% 24.656% 23.670% 24.232% -0.034
20375 22.835% 23.785% 22.835% 23.442% -0.063
20500 22.449% 23.220% 22.228% 22.652% -0.038
20625 22.049% 22.190% 21.435% 21.862% -0.235
20750 21.114% 21.618% 20.761% 21.213% -0.165
20875 20.352% 21.055% 20.051% 20.564% -0.352
21000 19.800% 20.265% 19.562% 19.906% -0.348
21125 19.431% 19.953% 18.949% 19.404% -0.359
21250 18.681% 19.482% 18.486% 18.934% -0.384
21375 18.424% 19.019% 18.175% 18.463% -0.598
21500 18.113% 18.702% 17.875% 18.195% -0.612
21625 17.760% 18.487% 17.622% 17.885% -0.689
21750 17.695% 18.392% 17.452% 17.736% -0.756
21875 17.450% 18.342% 17.332% 17.702% -0.707
22000 17.562% 18.402% 17.301% 17.669% -0.772
22125 17.505% 18.538% 17.405% 17.719% -0.837
22250 17.671% 18.585% 17.479% 17.769% -0.902
22375 17.800% 18.818% 17.524% 17.864% -1.006
22500 17.943% 18.977% 17.804% 17.959% -1.110
22625 18.198% 19.306% 17.908% 18.115% -1.185
22750 18.709% 19.427% 18.223% 18.276% -1.255
23000 19.421% 20.158% 18.945% 18.945% -1.575
23250 20.376% 20.915% 19.614% 19.614% -1.895
23500 19.501% 21.820% 19.501% 20.663% -1.980
23750 20.947% 22.974% 20.947% 21.712% -1.978
24000 22.367% 24.128% 22.367% 22.910% -1.829
続きを読む

■大引け
週明けの相場は大幅反発で直近高値を更新しました。IVは反落。

今日の取引。
6P165@18円×8枚買い。


始値 高値 安値 現値 前日比
先物 20695 20815 20575 20815 +450
期近 21.841% 22.607% 21.302% 21.302% -2.374
6月限 21.521% 22.377% 20.866% 20.866% -2.706
7月限 22.116% 22.866% 21.658% 21.658% -2.122
8月限 23.621% 22.572% 22.572% -1.737

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.14 -0.06 +142 -105
+0.26 -45 +0.08 +37
累計


566,446 +101
続きを読む

2020年05月22日 20:00

スマイルカーブ200522大引







原資産 20378.84




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)
22.030% 22.443% 24.138% 21.928% 23.676% +1.646


ATR 瞬間 26.954% +2.207



5日 28.692% -0.954



20日 36.101% -1.069



60日 45.117% -0.747







6月限
残存日数 14.75


修正ATM
補正値 -15


前日 始値 高値 安値 終値 (前日比)
21.801% 22.444% 24.087% 21.688% 23.572% +1.772



歪み率 7.345% +0.827
SP 始値 高値 安値 終値 前日比
11500 82.403% 87.465% 80.295% 87.465% +8.049
11750 79.553% 85.408% 78.764% 85.408% +7.936
12000 76.759% 83.393% 76.743% 83.352% +7.823
12250 77.008% 81.441% 74.605% 81.295% +7.710
12500 74.225% 79.273% 72.467% 79.239% +7.597
12750 71.493% 77.190% 70.329% 77.190% +7.589
13000 68.809% 75.140% 68.516% 75.140% +7.371
13250 66.172% 73.736% 66.172% 73.090% +7.153
13500 65.541% 71.508% 65.235% 71.041% +6.935
13750 64.498% 70.052% 63.375% 69.076% +6.645
14000 61.867% 67.210% 61.589% 67.111% +6.354
14250 60.544% 66.014% 59.855% 65.145% +6.063
14500 59.031% 63.346% 58.074% 63.180% +5.772
14625 58.689% 62.505% 57.241% 62.206% +5.653
14750 57.374% 61.632% 56.500% 61.232% +5.534
14875 56.920% 60.969% 55.585% 60.257% +5.416
15000 55.607% 59.666% 54.912% 59.283% +5.297
15125 55.061% 58.791% 53.975% 58.393% +5.262
15250 53.751% 57.983% 53.152% 57.503% +5.163
15375 52.448% 57.005% 52.448% 56.612% +5.063
15500 51.821% 56.192% 51.605% 55.722% +4.994
15625 52.801% 55.321% 50.806% 54.832% +4.924
15750 51.461% 54.363% 50.042% 53.942% +4.855
15875 50.129% 53.719% 49.280% 53.052% +4.750
16000 48.804% 52.656% 48.439% 52.161% +4.646
16125 47.952% 51.811% 47.704% 51.287% +4.579
16250 47.068% 50.898% 46.927% 50.412% +4.513
16375 46.553% 50.059% 46.162% 49.538% +4.407
16500 45.593% 49.126% 45.387% 48.663% +4.301
16625 45.294% 48.354% 44.647% 47.788% +4.137
16750 43.936% 47.461% 43.888% 46.914% +3.972
16875 43.203% 46.593% 43.143% 46.039% +3.808
17000 42.967% 45.856% 42.426% 45.165% +3.643
17125 42.099% 44.940% 41.676% 44.343% +3.500
17250 41.192% 44.035% 40.966% 43.522% +3.356
17375 40.471% 43.246% 40.218% 42.701% +3.291
18000 36.992% 39.190% 36.597% 38.704% +2.910
18125 36.351% 38.417% 35.875% 37.893% +2.783
18250 35.622% 37.578% 35.169% 37.082% +2.656
18375 34.938% 37.173% 34.480% 36.227% +2.462
18500 34.166% 36.244% 33.817% 35.371% +2.289
18625 33.526% 35.388% 33.088% 34.624% +2.194
18750 32.685% 34.764% 32.225% 33.816% +2.074
18875 32.409% 33.918% 31.470% 33.109% +2.054
19000 31.114% 32.901% 30.794% 32.383% +2.014
19125 30.594% 32.238% 30.264% 31.543% +1.859
19250 29.936% 31.383% 29.352% 30.753% +1.697
19375 29.152% 30.632% 28.673% 29.963% +1.535
19500 28.585% 29.837% 28.002% 29.119% +1.327
19625 27.867% 29.005% 27.299% 28.358% +1.247
19750 27.306% 28.079% 26.428% 27.610% +1.179
19875 26.289% 27.277% 25.760% 26.701% +0.952
20000 25.681% 26.429% 24.966% 25.896% +0.828
20125 24.887% 25.628% 24.201% 25.012% +0.633
20250 23.903% 24.825% 23.407% 24.266% +0.576
20375 23.723% 23.929% 22.739% 23.504% +0.503
20500 22.801% 23.281% 22.070% 22.690% +0.378
20625 22.122% 22.672% 21.333% 22.097% +0.335
20750 21.632% 21.886% 20.690% 21.378% +0.157
20875 21.133% 21.361% 20.187% 20.916% +0.270
21000 20.578% 20.872% 19.757% 20.254% +0.036
21125 19.952% 20.356% 19.238% 19.763% -0.081
21250 19.535% 19.817% 18.859% 19.318% -0.118
21375 19.395% 19.583% 18.468% 19.061% -0.094
21500 19.051% 19.259% 18.352% 18.807% -0.022
21625 18.797% 19.067% 18.110% 18.574% -0.107
21750 18.921% 18.996% 18.025% 18.492% -0.002
21875 18.519% 18.932% 17.929% 18.409% -0.000
22000 18.452% 18.868% 17.879% 18.441% +0.065
22125 18.689% 18.951% 17.949% 18.556% +0.186
22250 18.487% 19.035% 18.094% 18.671% +0.325
22375 19.749% 19.749% 18.196% 18.870% +0.416
22500 18.751% 19.463% 18.337% 19.069% +0.508
22625 18.639% 19.780% 18.598% 19.300% +0.589
22750 19.108% 20.043% 18.776% 19.531% +0.670
23000 19.741% 20.698% 19.328% 20.520% +1.261
23250 20.626% 21.697% 20.229% 21.508% +1.626
23500 21.174% 22.847% 20.859% 22.643% +2.010
23750 22.648% 23.986% 21.993% 23.691% +2.124
24000 22.443% 25.568% 22.411% 24.739% +2.238
続きを読む

■大引け
相場は6営業日ぶりに反落。IVは期近OTMプットが大きく上昇しました。

今日の取引。
6P176@68円×2枚売り。
6P120@4円×8枚返済売り。
6P130@7円×4枚返済売り。
6P145@13円×4枚返済売り。
6P147@15円×4枚返済売り。
6P155@19円×8枚返済売り。


始値 高値 安値 現値 前日比
先物 20570 20610 20315 20365 -255
期近 22.443% 24.138% 21.928% 23.676% +1.646
6月限 22.444% 24.087% 21.688% 23.572% +1.772
7月限 22.441% 24.204% 22.107% 23.780% +1.470
8月限 24.571% 22.831% 24.309% +1.365

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.04 -0.05 +114 -123
+0.43 -14 -0.01 -8
累計


566,345 +57
続きを読む

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