2017年02月24日

2月24日スマイルカーブ





原資産 19285.73




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)
15.364% 16.107% 16.107% 15.407% 15.485% +0.121







3月限
残存日数 9.75


修正ATM
補正値 -15


前日 始値 高値 安値 終値 (前日比)
14.782% 15.258% 15.317% 14.362% 14.519% -0.263



歪み率 5.720% +0.338
SP 始値 高値 安値 終値 前日比
11000 93.476% 91.824% 93.408% +3.851 1円売
11250 89.960% 88.352% 89.891% +3.682 1円売
11500 86.517% 84.952% 86.447% +3.516 1円売
11750 83.143% 81.620% 83.073% +3.353 1円売
12000 79.836% 78.354% 79.764% +3.193 1円売
12250 76.592% 75.150% 76.519% +3.037 1円売
12500 73.408% 72.005% 73.335% +2.883 1円売
12750 70.301% 68.917% 70.207% +2.732 1円売
13000 67.251% 65.883% 67.134% +2.583 1円売
13250 64.252% 62.900% 64.114% +2.437 1円売
13500 61.303% 59.966% 61.143% +2.293 1円売
13750 58.402% 57.077% 58.220% +2.151 1円売
14000 55.545% 54.232% 55.341% +2.011 1円売
14250 52.731% 51.430% 52.506% +1.873 1円売
14500 49.958% 48.669% 49.712% +1.737 1円売
14750 47.223% 45.945% 46.956% +1.603 1円売
15000 43.392% 44.529% 43.258% 44.238% +1.470 1円売
15250 41.873% 40.604% 41.553% +1.339 1円売
15500 38.120% 39.249% 37.983% 38.902% +1.209 1円売
15750 35.530% 36.656% 35.392% 36.281% +1.080 1円売
16000 35.422% 35.422% 33.440% 33.921% +0.504
16250 32.728% 32.897% 31.559% 32.227% +0.595
16500 30.056% 30.985% 29.920% 30.533% +0.686
16750 27.405% 28.846% 27.405% 28.567% +0.674
16875 27.383% 28.207% 27.046% 27.584% +0.667
17000 26.995% 27.004% 25.706% 26.602% +0.661
17125 25.589% 26.281% 25.269% 25.968% +0.795
17250 24.184% 25.312% 24.184% 25.033% +0.819
17375 23.504% 24.431% 23.504% 24.097% +0.486
17500 23.212% 23.695% 22.946% 23.313% +0.619
17625 22.187% 22.824% 22.182% 22.415% +0.577
17750 21.827% 22.146% 21.452% 21.659% +0.678
17875 20.874% 21.409% 20.655% 20.927% +0.428
18000 20.302% 20.724% 20.066% 20.226% +0.209
18125 19.679% 20.158% 19.541% 19.546% +0.171
18250 19.135% 19.411% 18.853% 18.853% -0.090
18375 18.565% 18.808% 18.301% 18.301% -0.053
18500 18.024% 18.263% 17.746% 17.746% -0.081
18625 17.914% 17.914% 16.950% 17.231% -0.069
18750 16.870% 17.433% 16.486% 16.486% -0.287
18875 16.650% 16.702% 15.880% 16.029% -0.187
19000 15.886% 16.216% 15.411% 15.497% -0.232
19125 15.920% 15.920% 14.867% 14.867% -0.520
19250 15.167% 15.281% 14.264% 14.564% -0.491
19375 14.998% 15.116% 14.209% 14.293% -0.429
19500 14.993% 14.993% 13.999% 13.999% -0.391
19625 15.031% 15.031% 13.956% 14.032% -0.182
19750 14.772% 14.831% 13.996% 14.066% -0.113
19875 14.621% 14.830% 14.040% 14.120% -0.063
20000 14.881% 14.927% 14.107% 14.175% -0.084
20125 14.651% 14.939% 14.144% 14.293% +0.075
20250 14.995% 15.097% 14.231% 14.411% +0.192
20375 15.138% 15.270% 14.220% 14.589% +0.320
20500 15.071% 15.539% 14.494% 14.976% +0.518
20625 15.637% 15.968% 14.690% 15.363% +0.680
20750 15.933% 16.446% 15.310% 15.895% +0.961
20875 17.027% 17.027% 15.819% 16.426% +1.112
21000 16.726% 17.761% 16.552% 17.029% +1.135
21125 17.726% 17.885% 16.720% 17.632% +1.159 1円売
21250 18.872% 17.715% 18.635% +1.582 1円売
21375 19.849% 18.698% 19.626% +1.626 1円売
21500 20.814% 19.670% 20.605% +1.669 1円売
21625 21.770% 20.632% 21.575% +1.712 1円売
21750 22.715% 21.583% 22.534% +1.755 1円売
22000 24.577% 23.457% 24.423% +1.840 1円売
22250 26.404% 25.293% 26.276% +1.923 1円売
22500 28.198% 27.096% 28.094% +2.006 1円売
23000 31.691% 30.605% 31.636% +2.168 1円売

続きを読む

actok at 16:19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は期近安期先高で、足元の膠着感からIVのコンタンゴが進行しました。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 19235 19385 19210 19270 -80
期近 16.107% 16.107% 15.407% 15.485% +0.121
3月限 15.258% 15.317% 14.362% 14.519% -0.263
4月限 16.640% 16.640% 15.834% 16.065% +0.284
5月限 18.751% 19.511% 18.751% 19.453% +0.778

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.39 +0.07 +261 -143
+1.32 -102 +0.46 +119
累計


550,111 -160

続きを読む

actok at 16:19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02月23日

2月23日スマイルカーブ





原資産 19367.70




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)
14.917% 15.387% 15.604% 15.087% 15.364% +0.447







3月限
残存日数 10.75


修正ATM
補正値 -15


前日 始値 高値 安値 終値 (前日比)
14.078% 14.734% 14.973% 14.143% 14.782% +0.704



歪み率 5.382% +0.179
SP 始値 高値 安値 終値 前日比
11000 89.557% 87.917% 89.557% +3.727 1円売
11250 86.209% 84.600% 86.209% +3.580 1円売
11500 82.931% 81.351% 82.931% +3.437 1円売
11750 79.720% 78.169% 79.720% +3.297 1円売
12000 76.571% 75.048% 76.571% +3.160 1円売
12250 73.483% 71.988% 73.483% +3.025 1円売
12500 70.452% 68.983% 70.452% +2.892 1円売
12750 67.475% 66.033% 67.475% +2.762 1円売
13000 64.551% 63.135% 64.551% +2.634 1円売
13250 61.677% 60.286% 61.677% +2.509 1円売
13500 58.850% 57.484% 58.850% +2.385 1円売
13750 56.069% 54.726% 56.069% +2.263 1円売
14000 53.330% 52.012% 53.330% +2.143 1円売
14250 50.633% 49.337% 50.633% +2.025 1円売
14500 47.975% 46.701% 47.975% +1.909 1円売
14750 45.354% 44.101% 45.354% +1.794 1円売
15000 42.769% 41.537% 42.768% +1.681 1円売
15250 40.216% 39.005% 40.215% +1.569 1円売
15500 37.319% 37.696% 36.503% 37.693% +1.458 1円売
15750 34.856% 35.204% 34.030% 35.201% +1.348 1円売
16000 34.818% 34.818% 32.522% 33.416% +1.220
16250 32.257% 32.257% 30.235% 31.631% +1.170
16500 29.719% 29.867% 28.838% 29.846% +1.015
16750 27.201% 27.894% 26.433% 27.894% +0.900
16875 25.949% 27.327% 25.949% 26.917% +0.803
17000 24.700% 26.034% 24.700% 25.941% +0.784
17125 24.633% 25.174% 24.228% 25.174% +0.662
17250 24.231% 24.285% 23.550% 24.214% +0.775
17375 22.902% 23.620% 22.729% 23.611% +0.792
17500 22.858% 22.921% 21.977% 22.694% +0.545
17625 21.982% 22.104% 21.277% 21.838% +0.656
17750 21.424% 21.424% 20.649% 20.981% +0.436
17875 20.671% 20.805% 20.086% 20.499% +0.658
18000 19.769% 20.191% 19.421% 20.017% +0.708
18125 19.228% 19.428% 18.935% 19.375% +0.548
18250 18.444% 18.943% 18.420% 18.943% +0.707
18375 18.124% 18.354% 17.908% 18.354% +0.614
18500 17.452% 18.054% 17.366% 17.827% +0.584
18625 17.072% 17.342% 16.721% 17.300% +0.712
18750 16.501% 16.891% 16.127% 16.772% +0.577
18875 15.980% 16.274% 15.624% 16.216% +0.486
19000 15.409% 15.892% 15.238% 15.729% +0.567
19125 14.717% 15.403% 14.717% 15.386% +0.757
19250 14.458% 15.077% 14.457% 15.054% +0.602
19375 14.771% 14.771% 14.107% 14.723% +0.642
19500 14.208% 14.681% 13.545% 14.391% +0.445
19625 14.203% 14.671% 13.900% 14.214% +0.231
19750 14.240% 14.639% 13.956% 14.178% +0.216
19875 14.436% 14.631% 13.760% 14.183% +0.250
20000 14.181% 14.683% 13.968% 14.260% +0.342
20125 14.098% 14.735% 13.907% 14.218% +0.290
20250 14.253% 14.861% 14.077% 14.219% +0.224
20375 14.207% 15.112% 14.112% 14.270% +0.238
20500 14.343% 15.358% 14.192% 14.459% +0.247
20625 14.771% 15.299% 14.141% 14.683% +0.319
20750 14.816% 15.749% 14.681% 14.933% +0.286
20875 15.097% 16.057% 15.097% 15.314% +0.361
21000 14.889% 16.796% 14.769% 15.894% +0.557
21125 15.849% 16.826% 15.729% 16.473% +0.593
21250 16.797% 17.770% 16.677% 17.053% +0.928 1円売
21375 18.704% 17.614% 18.000% +0.978 1円売
21500 19.626% 18.540% 18.936% +1.018 1円売
21625 20.540% 19.456% 19.863% +1.057 1円売
21750 21.444% 20.362% 20.779% +1.096 1円売
22000 23.224% 22.147% 22.583% +1.173 1円売
22250 24.970% 23.896% 24.352% +1.249 1円売
22500 26.684% 25.612% 26.088% +1.323 1円売
23000 30.022% 28.954% 29.469% +1.468 1円売

続きを読む

actok at 19:27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。小動きが続いています。IVは小確り。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 19360 19375 19245 19350 -35
期近 15.116% 15.604% 15.087% 15.364% +0.447
3月限 14.734% 14.973% 14.143% 14.782% +0.704
4月限 15.401% 16.241% 15.401% 15.780% +0.154
5月限 18.431% 18.741% 18.237% 18.675% +0.547

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.50 +0.06 +309 -158
+1.73 -112 +0.56 +151
累計


550,271 -101

続きを読む

actok at 18:21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02月22日

2月22日スマイルカーブ





原資産 19396.95




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)
14.909% 14.967% 15.072% 14.750% 14.917% +0.008







3月限
残存日数 11.75


修正ATM
補正値 -20


前日 始値 高値 安値 終値 (前日比)
14.086% 14.279% 14.524% 13.850% 14.078% -0.008



歪み率 5.204% +0.398
SP 始値 高値 安値 終値 前日比
11000 85.830% 84.725% 85.830% +3.477 1円売
11250 82.629% 81.556% 82.629% +3.349 1円売
11500 79.494% 78.452% 79.494% +3.223 1円売
11750 76.423% 75.412% 76.423% +3.101 1円売
12000 73.412% 72.431% 73.412% +2.980 1円売
12250 70.458% 69.506% 70.458% +2.862 1円売
12500 67.560% 66.635% 67.560% +2.746 1円売
12750 64.713% 63.809% 64.713% +2.633 1円売
13000 61.917% 61.032% 61.917% +2.521 1円売
13250 59.168% 58.302% 59.168% +2.411 1円売
13500 56.465% 55.617% 56.465% +2.303 1円売
13750 53.805% 52.976% 53.805% +2.197 1円売
14000 51.187% 50.375% 51.187% +2.092 1円売
14250 48.608% 47.813% 48.608% +1.989 1円売
14500 46.066% 45.288% 46.066% +1.888 1円売
14750 43.560% 42.798% 43.560% +1.788 1円売
15000 41.087% 40.342% 41.087% +1.689 1円売
15250 38.646% 37.917% 38.646% +1.591 1円売
15500 36.138% 36.235% 35.521% 36.235% +1.495 1円売
15750 33.782% 33.876% 33.154% 33.853% +1.400 1円売
16000 31.452% 32.197% 31.190% 32.197% +1.405
16250 29.146% 30.461% 28.882% 30.461% +1.330
16500 26.863% 28.851% 26.863% 28.831% +1.266
16750 26.490% 27.037% 25.893% 26.994% +1.149
16875 26.535% 26.577% 25.118% 26.114% +0.920
17000 24.101% 25.420% 23.813% 25.157% +0.705
17125 24.057% 24.512% 23.470% 24.512% +0.966
17250 22.822% 23.700% 22.520% 23.438% +0.563
17375 22.419% 22.903% 22.106% 22.819% +0.535
17500 21.818% 22.205% 21.496% 22.149% +0.580
17625 21.077% 21.548% 20.745% 21.182% +0.229
17750 20.662% 20.812% 20.316% 20.545% +0.214
17875 20.027% 20.236% 19.668% 19.841% +0.145
18000 19.519% 19.610% 19.119% 19.309% +0.162
18125 19.030% 19.086% 18.400% 18.827% +0.230
18250 18.308% 18.424% 17.896% 18.237% +0.205
18375 17.732% 17.932% 17.291% 17.740% +0.244
18500 17.049% 17.308% 16.586% 17.243% +0.272
18625 16.814% 16.964% 16.083% 16.588% +0.125
18750 16.192% 16.468% 15.610% 16.195% +0.262
18875 15.840% 15.924% 15.067% 15.730% +0.303
19000 15.079% 15.417% 14.291% 15.162% +0.035
19125 14.936% 15.104% 14.081% 14.630% -0.081
19250 14.579% 14.697% 13.816% 14.453% +0.159
19375 14.283% 14.625% 13.766% 14.080% +0.002
19500 14.271% 14.617% 13.628% 13.946% -0.045
19625 14.267% 14.573% 13.431% 13.984% +0.081
19750 13.965% 14.656% 13.658% 13.963% +0.090
19875 14.454% 15.075% 13.648% 13.933% +0.091
20000 14.444% 15.001% 13.700% 13.918% -0.014
20125 14.186% 14.684% 13.731% 13.928% +0.005
20250 14.194% 14.648% 13.797% 13.995% -0.035
20375 14.223% 14.639% 13.916% 14.032% -0.011
20500 14.290% 14.675% 14.005% 14.212% +0.119
20625 14.365% 14.723% 14.166% 14.364% +0.082
20750 14.251% 14.967% 14.204% 14.647% +0.274
20875 14.735% 15.264% 14.689% 14.954% +0.307
21000 14.971% 15.746% 14.928% 15.336% +0.432
21125 14.731% 16.273% 14.691% 15.880% +0.592
21250 15.641% 17.123% 15.601% 16.125% +0.482
21375 16.540% 17.448% 16.501% 17.022% +0.633 1円売
21500 18.337% 17.448% 17.918% +0.669 1円売
21625 19.216% 18.327% 18.805% +0.704 1円売
21750 20.086% 19.196% 19.683% +0.740 1円売
22000 21.799% 20.907% 21.410% +0.809 1円売
22250 23.479% 22.585% 23.103% +0.877 1円売
22500 25.128% 24.230% 24.765% +0.944 1円売
23000 28.339% 27.434% 28.000% +1.074 1円売

続きを読む

actok at 19:31コメント(0)トラックバック(0)IVデータ 
■大引け
相場はわずかに続伸。IVは小幅まちまちでした。

夜間取引。
先物ミニ3月限@19460円×5枚返済売り。
3P181@19円×4枚売り。

今日の取引。
先物ミニ3月限@19380円×5枚返済売り。
3C195@180円×1枚買い。


始値 高値 安値 現値 前日比
先物 19420 19450 19310 19385 +5
期近 14.967% 15.072% 14.750% 14.917% +0.008
3月限 14.279% 14.524% 13.850% 14.078% -0.008
4月限 15.574% 15.855% 15.503% 15.627% -0.105
5月限 18.272% 17.790% 18.128% +0.176

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.69 -0.08 +344 -168
+1.97 -116 +0.62 +176
累計


550,372 -15

続きを読む

actok at 18:17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02月21日

2月21日スマイルカーブ





原資産 19390.67




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)
15.181% 15.201% 15.371% 14.837% 14.909% -0.273







3月限
残存日数 12.75


修正ATM
補正値 -20


前日 始値 高値 安値 終値 (前日比)
14.414% 14.422% 14.723% 14.017% 14.086% -0.327



歪み率 4.805% +0.244
SP 始値 高値 安値 終値 前日比
11000 82.376% 80.753% 82.354% +3.872 1円売
11250 79.303% 77.708% 79.280% +3.761 1円売
11500 76.295% 74.726% 76.271% +3.652 1円売
11750 73.347% 71.804% 73.322% +3.545 1円売
12000 70.457% 68.940% 70.431% +3.441 1円売
12250 67.623% 66.130% 67.596% +3.339 1円売
12500 64.841% 63.373% 64.813% +3.238 1円売
12750 62.109% 60.665% 62.081% +3.140 1円売
13000 59.426% 58.004% 59.396% +3.044 1円売
13250 55.450% 56.788% 55.389% 56.757% +2.949 1円売
13500 54.194% 52.816% 54.162% +2.856 1円売
13750 51.641% 50.285% 51.609% +2.765 1円売
14000 49.128% 47.793% 49.095% +2.676 1円売
14250 46.652% 45.338% 46.619% +2.588 1円売
14500 44.213% 42.918% 44.178% +2.501 1円売
14750 41.808% 40.532% 41.772% +2.417 1円売
15000 39.435% 38.178% 39.398% +2.333 1円売
15250 37.092% 35.853% 37.055% +2.251 1円売
15500 33.613% 34.779% 33.557% 34.740% +2.170 1円売
15750 31.343% 32.492% 31.287% 32.453% +1.493 1円売
16000 29.097% 31.406% 29.097% 30.792% +1.367
16250 26.874% 29.131% 26.874% 29.131% +1.241
16500 26.557% 27.680% 26.557% 27.565% +1.162
16750 25.425% 26.090% 25.266% 25.845% +0.929
16875 24.223% 25.381% 24.223% 25.195% +0.987
17000 23.890% 24.543% 23.668% 24.452% +1.022
17125 22.658% 23.824% 22.658% 23.545% +0.842
17250 22.097% 23.070% 22.097% 22.875% +0.713
17375 21.900% 22.566% 21.855% 22.284% +0.770
17500 21.433% 21.848% 21.253% 21.569% +0.660
17625 20.443% 21.248% 20.443% 20.953% +0.607
17750 19.990% 20.532% 19.990% 20.331% +0.546
17875 19.562% 20.057% 19.481% 19.696% +0.421
18000 19.098% 19.382% 18.910% 19.147% +0.462
18125 18.238% 18.843% 18.238% 18.596% +0.373
18250 17.802% 18.249% 17.802% 18.032% +0.286
18375 17.556% 17.750% 17.401% 17.496% +0.285
18500 17.160% 17.434% 16.881% 16.972% +0.135
18625 16.526% 16.823% 16.428% 16.463% +0.140
18750 15.972% 16.347% 15.851% 15.933% -0.066
18875 15.407% 15.920% 15.230% 15.427% -0.058
19000 15.379% 15.574% 14.967% 15.127% -0.031
19125 15.144% 15.263% 14.436% 14.711% +0.109
19250 14.410% 14.950% 14.178% 14.294% -0.110
19375 14.559% 14.609% 14.006% 14.079% -0.241
19500 14.454% 14.454% 13.764% 13.991% -0.123
19625 14.076% 14.396% 13.703% 13.903% -0.149
19750 14.118% 14.439% 13.713% 13.873% -0.134
19875 13.987% 14.183% 13.668% 13.843% -0.224
20000 14.237% 14.247% 13.667% 13.931% -0.119
20125 14.237% 14.286% 13.716% 13.923% -0.121
20250 14.275% 14.344% 13.795% 14.030% -0.031
20375 14.373% 14.501% 13.776% 14.043% -0.080
20500 14.510% 14.510% 13.945% 14.093% -0.185
20625 14.528% 14.587% 13.997% 14.282% -0.180
20750 15.101% 15.101% 14.192% 14.373% -0.275
20875 14.725% 15.067% 14.488% 14.646% -0.265
21000 15.673% 15.673% 14.702% 14.904% -0.396
21125 15.353% 15.548% 14.922% 15.288% -0.309
21250 16.221% 16.263% 15.333% 15.643% -0.251
21375 17.079% 17.120% 16.178% 16.389% -0.338 1円売
21500 17.968% 17.035% 17.250% -0.302 1円売
21625 18.806% 17.882% 18.101% -0.266 1円売
21750 19.636% 18.721% 18.943% -0.231 1円売
22000 21.271% 20.371% 20.601% -0.162 1円売
22250 22.874% 21.989% 22.226% -0.096 1円売
22500 24.448% 23.577% 23.821% -0.031 1円売
23000 27.513% 26.668% 26.926% +0.094 1円売

続きを読む

actok at 20:59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はコール安プット高でした。

今日の取引。
3C195@190円×1枚買い。
3C202@23円×4枚買い。
先物ミニ3月限@19375円×10枚返済売り。


始値 高値 安値 現値 前日比
先物 19265 19390 19240 19380 +130
期近 15.201% 15.371% 14.837% 14.909% -0.273
3月限 14.422% 14.723% 14.017% 14.086% -0.327
4月限 16.012% 16.235% 15.643% 15.732% -0.357
5月限 18.129% 18.204% 17.870% 17.952% -0.169

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.64 -0.01 +359 -160
+2.42 -123 +0.64 +199
累計


550,386 +236

続きを読む

actok at 20:56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02月20日

2月20日スマイルカーブ





原資産 19263.76




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)
15.569% 15.469% 15.670% 15.004% 15.181% -0.387







3月限
残存日数 13.75


修正ATM
補正値 -20


前日 始値 高値 安値 終値 (前日比)
14.924% 14.803% 15.043% 14.206% 14.414% -0.510



歪み率 4.562% +0.219
SP 始値 高値 安値 終値 前日比
11000 78.516% 76.887% 78.482% +3.004 1円売
11250 75.557% 73.949% 75.519% +2.903 1円売
11500 72.658% 71.072% 72.619% +2.803 1円売
11750 69.819% 68.253% 69.777% +2.706 1円売
12000 67.034% 65.489% 66.990% +2.611 1円売
12250 64.304% 62.777% 64.257% +2.518 1円売
12500 60.471% 61.623% 60.116% 61.575% +2.426 1円売
12750 58.991% 57.502% 58.940% +2.337 1円売
13000 56.405% 54.934% 56.352% +2.249 1円売
13250 53.863% 52.410% 53.808% +2.162 1円売
13500 51.363% 49.926% 51.306% +2.077 1円売
13750 47.843% 48.903% 47.483% 48.843% +1.993 1円売
14000 45.438% 46.480% 45.076% 46.419% +1.911 1円売
14250 43.069% 44.094% 42.705% 44.031% +1.830 1円売
14500 41.742% 40.368% 41.677% +1.750 1円売
14750 39.423% 38.063% 39.355% +1.672 1円売
15000 37.135% 35.789% 37.065% +1.594 1円売
15250 33.913% 34.876% 33.543% 34.804% +1.518 1円売
15500 31.696% 32.644% 31.412% 32.570% +0.936 1円売
15750 29.504% 31.218% 29.504% 30.960% +0.624
16000 29.377% 30.130% 28.930% 29.425% +0.386
16250 28.393% 28.432% 27.708% 27.890% +0.148
16500 26.041% 26.733% 26.041% 26.403% +0.269
16750 24.586% 25.119% 24.502% 24.917% +0.121
16875 24.101% 24.693% 23.824% 24.207% +0.244
17000 23.475% 23.714% 23.092% 23.430% +0.192
17125 22.741% 22.988% 22.480% 22.703% +0.081
17250 22.335% 22.381% 21.819% 22.162% +0.060
17375 21.745% 21.792% 21.237% 21.514% +0.074
17500 21.016% 21.217% 20.617% 20.909% +0.097
17625 20.426% 20.568% 20.029% 20.346% +0.055
17750 19.888% 20.021% 19.438% 19.785% +0.035
17875 19.344% 19.473% 18.920% 19.275% -0.001
18000 18.903% 18.962% 18.400% 18.686% -0.103
18125 18.226% 18.425% 17.890% 18.223% -0.105
18250 17.795% 17.943% 17.453% 17.746% -0.205
18375 17.464% 17.646% 16.936% 17.212% -0.274
18500 17.222% 17.299% 16.556% 16.836% -0.206
18625 16.626% 16.709% 16.074% 16.323% -0.265
18750 16.048% 16.225% 15.601% 15.999% -0.258
18875 15.424% 15.856% 15.187% 15.485% -0.331
19000 15.545% 15.658% 14.912% 15.159% -0.259
19125 14.985% 15.154% 14.542% 14.602% -0.559
19250 14.336% 14.872% 14.211% 14.404% -0.343
19375 14.351% 14.610% 14.024% 14.319% -0.280
19500 14.130% 14.553% 13.877% 14.113% -0.430
19625 14.337% 14.425% 13.898% 14.052% -0.392
19750 14.030% 14.442% 13.909% 14.006% -0.346
19875 14.071% 14.459% 13.719% 14.067% -0.274
20000 14.124% 14.509% 13.939% 14.050% -0.250
20125 14.202% 14.540% 13.959% 14.044% -0.237
20250 14.305% 14.650% 14.009% 14.061% -0.188
20375 14.386% 14.781% 14.103% 14.123% -0.170
20500 14.620% 14.922% 14.161% 14.278% -0.143
20625 14.904% 15.094% 14.346% 14.463% +0.014
20750 14.828% 15.237% 14.533% 14.648% -0.008
20875 14.995% 15.605% 14.628% 14.911% +0.076
21000 14.699% 15.956% 14.661% 15.300% +0.183
21125 15.541% 16.149% 15.122% 15.597% +0.073
21250 16.374% 16.764% 15.680% 15.894% -0.153 1円売
21375 17.197% 17.585% 16.511% 16.727% +0.237 1円売
21500 18.011% 18.397% 17.333% 17.552% +0.267 1円売
21625 19.201% 18.145% 18.367% +0.296 1円売
21750 19.997% 18.950% 19.174% +0.326 1円売
22000 21.564% 20.534% 20.763% +0.383 1円売
22250 23.103% 22.087% 22.322% +0.439 1円売
22500 24.613% 23.612% 23.852% +0.494 1円売
23000 27.557% 26.582% 26.833% +0.600 1円売

続きを読む

actok at 15:40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は中安外高傾向が続いています。

夜間取引。
先物ミニ3月限@19070円×5枚買い。

今日の取引。
3C195@150円×1枚買い。
3P190@170円×1枚買い。


始値 高値 安値 現値 前日比
先物 19165 19265 19100 19250 +55
期近 15.469% 15.670% 15.004% 15.181% -0.387
3月限 14.803% 15.043% 14.206% 14.414% -0.510
4月限 16.290% 16.529% 15.949% 16.089% -0.383
5月限 18.377% 17.990% 18.121% -0.167

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.28 +0.18 +328 -163
+2.32 -102 +0.45 +165
累計


550,150 +110

続きを読む

actok at 15:40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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