2024年05月20日 20:00

スマイルカーブ240520大引







原資産 39057.43




短期金利 0.07%




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)
15.695% 15.560% 16.121% 14.941% 15.556% -0.138


ATR 瞬間 35.168% +16.719



5日 27.719% +3.818



20日 29.645% +0.694



60日 29.783% +0.297







6月限
残存日数 18.75


修正ATM
補正値 10


前日 始値 高値 安値 終値 (前日比)
15.526% 15.485% 16.063% 15.106% 15.396% -0.129



歪み率 5.402% +0.036
SP 始値 高値 安値 終値 前日比
23000 62.796% 60.665% 62.077% +2.455 1円売
23250 61.609% 59.477% 60.882% +2.426 1円売
23500 60.434% 58.301% 59.700% +2.235 1円売
23750 59.270% 57.137% 58.529% +2.052 1円売
24000 56.206% 58.118% 55.984% 57.370% +1.876 1円売
24250 55.064% 56.977% 54.985% 56.385% +1.870
24500 53.934% 56.024% 53.934% 55.405% +1.864
24750 55.075% 53.002% 54.430% +1.858
25000 51.704% 54.131% 51.704% 53.459% +1.851
25250 53.192% 51.037% 52.493% +1.845
25500 52.236% 50.040% 51.510% +1.839
25750 51.314% 49.078% 50.562% +1.833
26000 50.230% 50.529% 48.252% 49.750% +1.826
26250 49.807% 47.489% 49.002% +1.820
26500 49.085% 46.726% 48.253% +1.814
26750 48.364% 45.964% 47.505% +1.808
27000 43.172% 47.556% 43.172% 46.670% +1.801
27250 44.732% 46.748% 44.266% 45.835% +1.795
27500 43.659% 46.028% 43.417% 45.001% +1.789
27750 42.595% 45.328% 42.595% 44.166% +1.783
28000 41.538% 44.629% 41.538% 43.353% +1.799
28250 44.007% 41.117% 42.619% +1.814
28500 40.988% 43.336% 40.353% 41.834% +1.830
28750 39.920% 42.695% 39.618% 41.080% +1.846
29000 38.860% 42.017% 38.802% 40.289% +1.862
29250 37.807% 41.089% 37.807% 39.483% +1.878
29500 37.845% 40.161% 37.139% 38.677% +1.894
29750 35.722% 39.233% 35.722% 37.871% +1.910
30000 35.722% 38.289% 35.459% 37.049% +1.925
30250 34.670% 37.351% 34.611% 36.233% +1.941
30500 34.439% 36.413% 33.762% 35.417% +1.957
30750 33.379% 35.475% 32.909% 34.600% +1.973
31000 32.325% 34.563% 32.055% 33.784% +1.989
31250 31.926% 33.743% 31.240% 32.956% +1.982
31500 30.866% 32.934% 30.415% 32.129% +1.975
31750 29.811% 32.203% 29.623% 31.301% +1.925
32000 29.290% 31.481% 28.829% 30.474% +1.874
32250 28.230% 30.716% 27.991% 29.630% +1.851
32500 27.623% 29.847% 27.151% 28.787% +1.815
32750 26.558% 29.011% 26.311% 27.964% +1.745
33000 25.883% 28.198% 25.471% 27.141% +1.675
33250 25.481% 27.518% 24.729% 26.318% +1.605
33500 24.392% 26.546% 24.075% 25.494% +1.483
33750 23.589% 25.882% 23.381% 24.776% +1.466
34000 22.998% 25.111% 22.666% 24.057% +1.420
34250 22.113% 24.448% 21.972% 23.339% +1.392
34500 21.402% 23.690% 21.316% 22.569% +1.313
34750 20.969% 22.996% 20.658% 21.800% +1.192
35000 20.261% 22.299% 20.068% 21.109% +1.084
35125 20.764% +1.002
35250 19.734% 21.611% 19.517% 20.418% +0.920
35375 20.124% +0.893
35500 19.086% 21.007% 19.004% 19.830% +0.865
35625 19.535% +0.794
35750 18.619% 20.348% 18.476% 19.268% +0.749
35875 19.001% +0.676
36000 18.236% 19.828% 17.976% 18.753% +0.622
36125 18.505% +0.566
36250 17.866% 19.297% 17.559% 18.293% +0.545
36375 18.081% +0.516
36500 17.580% 18.854% 17.205% 17.879% +0.466
36625 17.677% +0.409
36750 17.303% 18.377% 16.814% 17.488% +0.365
36875 17.300% +0.321
37000 17.033% 18.059% 16.555% 17.124% +0.273
37125 16.984% +0.261
37250 16.689% 17.715% 16.307% 16.843% +0.239
37375 16.703% +0.218
37500 16.579% 17.392% 16.069% 16.563% +0.196
37625 16.422% +0.154
37750 16.450% 17.125% 15.833% 16.287% +0.117
37875 16.152% +0.080
38000 15.872% 16.874% 15.686% 16.035% +0.062
38125 15.919% +0.044
38250 15.655% 16.715% 15.479% 15.806% +0.013
38375 15.694% -0.018
38500 15.346% 16.462% 15.308% 15.593% -0.038
38625 15.493% -0.062
38750 15.471% 16.276% 15.237% 15.461% -0.062
38875 15.430% -0.085
39000 15.619% 16.171% 15.132% 15.408% -0.098
39125 15.386% -0.113
39250 15.547% 16.097% 15.085% 15.364% -0.127
39375 15.343% -0.159
39500 15.615% 16.087% 15.025% 15.353% -0.160
39625 15.363% -0.161
39750 15.735% 16.162% 15.076% 15.373% -0.167
39875 15.401% -0.156
40000 15.188% 16.237% 15.047% 15.429% -0.145
40125 15.457% -0.154
40250 15.689% 16.153% 15.125% 15.486% -0.164
40375 15.535% -0.152
40500 15.939% 16.227% 15.235% 15.585% -0.144
40625 15.634% -0.135
40750 15.660% 16.330% 15.306% 15.684% -0.127
40875 15.730% -0.134
41000 15.920% 16.429% 15.412% 15.777% -0.142
41125 15.823% -0.151
41250 15.704% 16.571% 15.462% 15.869% -0.160
41375 15.952% -0.133
41500 16.046% 16.644% 15.491% 16.035% -0.106
41625 16.117% -0.064
41750 16.073% 16.753% 15.531% 16.200% -0.021
41875 16.282% +0.021
42000 16.221% 16.812% 15.575% 16.365% +0.064
42125 16.443% +0.101
42250 16.379% 16.854% 15.584% 16.520% +0.138
42375 16.598% +0.176
42500 16.255% 16.921% 15.646% 16.675% +0.213
42625 16.753% +0.217
42750 16.687% 17.024% 15.771% 16.830% +0.220
42875 16.908% +0.224
43000 16.711% 17.027% 15.874% 16.985% +0.228
43250 17.178% 17.178% 16.037% 17.166% +0.198
43500 17.112% 17.346% 16.165% 17.346% +0.169
43750 17.295% 17.541% 16.442% 17.541% +0.139
44000 17.267% 17.753% 16.652% 17.736% +0.110
44500 17.454% 18.353% 16.988% 18.196% +0.122
45000 18.730% 18.953% 17.186% 18.656% -0.092
45500 19.983% 20.205% 18.162% 19.255% -0.452 1円売
46000 21.216% 21.437% 19.397% 20.500% -0.415 1円売
46500 22.648% 20.503% 21.725% -0.379 1円売
47000 23.840% 21.707% 22.930% -0.345 1円売
47500 25.014% 22.892% 24.116% -0.311 1円売
48000 26.171% 24.059% 25.285% -0.277 1円売
続きを読む

■大引け
週明けの相場は続伸して39000円台を回復しました。IVは中安外高。

今日の取引。
6P370@92円×1枚買い。
6P337@11円×8枚売り。


始値 高値 安値 現値 前日比
先物 38785 39455 38700 39070 +330
期近 15.560% 16.121% 14.941% 15.556% -0.138
6月限 15.485% 16.063% 15.106% 15.396% -0.129
7月限 15.745% 16.334% 15.745% 15.930% -0.272
8月限 16.506% 16.118% 16.156% -0.354

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +84 -77
+0.08 -3 +0.01 +7
累計


567,810 +46
続きを読む

2024年05月17日 20:00

スマイルカーブ240517大引







原資産 38726.35




短期金利 0.07%




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)
16.155% 16.106% 16.265% 15.664% 15.695% -0.461


ATR 瞬間 18.448% -10.537



5日 23.901% -3.080



20日 28.951% -1.505



60日 29.486% -0.771







6月限
残存日数 19.75


修正ATM
補正値 15


前日 始値 高値 安値 終値 (前日比)
16.084% 16.030% 16.205% 15.477% 15.526% -0.559



歪み率 5.366% +0.266
SP 始値 高値 安値 終値 前日比
23000 58.948% 59.747% 58.742% 59.622% +1.077 1円売
23250 58.586% 57.583% 58.457% +1.048
23500 56.643% 57.464% 56.435% 57.464% +1.009
23750 56.477% 55.500% 56.477% +0.971
24000 54.383% 55.494% 54.383% 55.494% +0.933
24250 54.515% 53.643% 54.515% +0.894
24500 53.542% 52.721% 53.542% +0.856
24750 52.573% 51.804% 52.573% +0.818
25000 51.633% 50.892% 51.608% +0.779
25250 50.714% 49.985% 50.648% +0.741
25500 49.778% 49.060% 49.671% +0.703
25750 48.877% 48.170% 48.729% +0.664
26000 48.112% 47.417% 47.924% +0.626
26250 47.411% 46.727% 47.182% +0.587
26500 46.710% 46.037% 46.439% +0.549
26750 45.289% 46.008% 45.289% 45.697% +0.511
27000 44.226% 45.336% 44.226% 44.869% +0.478
27250 44.668% 43.783% 44.040% +0.445
27500 44.000% 42.947% 43.212% +0.412
27750 43.332% 42.079% 42.383% +0.379
28000 41.610% 42.664% 41.199% 41.555% +0.346
28250 40.553% 42.074% 40.397% 40.804% +0.313
28500 39.503% 41.434% 39.503% 40.004% +0.280
28750 38.461% 40.600% 38.461% 39.234% +0.259
29000 37.427% 39.748% 37.427% 38.427% +0.238
29250 37.471% 38.880% 36.952% 37.605% +0.217
29500 36.425% 38.012% 36.064% 36.783% +0.197
29750 35.385% 37.144% 35.176% 35.961% +0.176
30000 35.178% 36.280% 34.413% 35.124% +0.135
30250 34.131% 35.422% 33.654% 34.292% +0.095
30500 33.091% 34.526% 32.896% 33.459% +0.054
30750 32.056% 33.630% 32.056% 32.627% +0.013
31000 31.669% 32.696% 31.379% 31.795% -0.028
31250 30.629% 31.811% 30.629% 30.974% -0.068
31500 30.132% 30.927% 29.860% 30.154% -0.109
31750 29.087% 30.113% 29.066% 29.377% -0.106
32000 28.505% 29.411% 28.378% 28.600% -0.213
32250 27.456% 28.569% 27.456% 27.780% -0.223
32500 26.806% 27.768% 26.699% 26.972% -0.234
32750 26.108% 27.034% 25.917% 26.219% -0.244
33000 25.367% 26.301% 25.136% 25.466% -0.254
33250 24.590% 25.383% 24.407% 24.713% -0.264
33500 24.034% 24.638% 23.710% 24.011% -0.275
33750 23.176% 28.069% 23.044% 23.310% -0.285
34000 22.500% 23.323% 22.350% 22.637% -0.295
34250 22.115% 22.565% 21.723% 21.947% -0.333
34500 21.741% 22.050% 21.070% 21.256% -0.371
34750 20.709% 21.327% 20.444% 20.608% -0.409
35000 20.488% 20.549% 19.892% 20.025% -0.447
35125 19.762% -0.466
35250 19.781% 21.509% 19.304% 19.498% -0.485
35375 19.231% -0.516
35500 19.422% 19.537% 18.821% 18.964% -0.546
35625 18.741% -0.576
35750 19.035% 20.034% 18.352% 18.519% -0.607
35875 18.325% -0.609
36000 18.722% 18.722% 17.945% 18.131% -0.611
36125 17.940% -0.610
36250 18.526% 18.526% 17.601% 17.748% -0.610
36375 17.565% -0.601
36500 18.002% 18.002% 17.299% 17.413% -0.599
36625 17.268% -0.589
36750 17.714% 17.734% 17.018% 17.123% -0.595
36875 16.978% -0.600
37000 17.371% 17.486% 16.795% 16.851% -0.601
37125 16.723% -0.610
37250 17.115% 17.304% 16.520% 16.604% -0.611
37375 16.485% -0.590
37500 16.889% 17.064% 16.294% 16.367% -0.605
37625 16.268% -0.600
37750 16.518% 16.840% 16.072% 16.170% -0.595
37875 16.072% -0.589
38000 16.378% 16.643% 15.898% 15.973% -0.596
38125 15.875% -0.603
38250 16.166% 16.483% 15.691% 15.794% -0.593
38375 15.712% -0.583
38500 15.986% 16.336% 15.502% 15.631% -0.612
38625 15.555% -0.636
38750 15.987% 16.207% 15.448% 15.523% -0.615
38875 15.515% -0.572
39000 15.783% 16.132% 15.452% 15.506% -0.556
39125 15.499% -0.540
39250 16.063% 16.134% 15.438% 15.491% -0.541
39375 15.502% -0.524
39500 15.838% 16.176% 15.443% 15.513% -0.507
39625 15.523% -0.515
39750 16.078% 16.248% 15.540% 15.540% -0.517
39875 15.557% -0.520
40000 16.167% 16.321% 15.528% 15.574% -0.522
40125 15.612% -0.528
40250 16.099% 16.368% 15.650% 15.650% -0.535
40375 15.687% -0.534
40500 16.255% 16.466% 15.708% 15.729% -0.529
40625 15.770% -0.524
40750 16.564% 16.604% 15.811% 15.811% -0.520
40875 15.864% -0.503
41000 16.474% 16.674% 15.909% 15.918% -0.486
41125 15.974% -0.466
41250 16.629% 16.808% 15.990% 16.029% -0.447
41375 16.085% -0.428
41500 16.803% 16.937% 16.079% 16.141% -0.409
41625 16.181% -0.405
41750 16.893% 16.971% 16.102% 16.221% -0.402
41875 16.261% -0.398
42000 17.016% 17.083% 16.238% 16.302% -0.394
42125 16.342% -0.393
42250 17.134% 17.168% 16.309% 16.382% -0.392
42375 16.422% -0.391
42500 17.150% 17.310% 16.395% 16.462% -0.390
42625 16.536% -0.355
42750 17.471% 17.720% 16.522% 16.610% -0.320
42875 16.684% -0.286
43000 17.646% 17.646% 16.608% 16.757% -0.251
43250 17.606% 17.819% 16.837% 16.967% -0.176
43500 18.029% 18.032% 16.920% 17.177% -0.101
43750 18.376% 18.376% 17.186% 17.401% -0.012
44000 18.044% 18.436% 17.374% 17.626% +0.077
44500 18.632% 18.769% 17.768% 18.074% +0.255
45000 18.692% 19.219% 18.125% 18.748% +0.433
45500 20.193% 19.353% 19.707% +0.611 1円売
46000 21.111% 21.392% 20.559% 20.915% +0.921 1円売
46500 22.572% 21.747% 22.104% +0.949 1円売
47000 23.733% 22.915% 23.275% +0.975 1円売
47500 24.876% 24.066% 24.427% +1.002 1円売
48000 26.003% 25.199% 25.562% +1.028 1円売
続きを読む

■大引け
相場は小幅反落。IVは小安い。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 38630 38855 38535 38740 -150
期近 16.106% 16.265% 15.664% 15.695% -0.461
6月限 16.030% 16.205% 15.477% 15.526% -0.559
7月限 16.348% 16.593% 16.199% 16.202% -0.239
8月限 16.769% 16.473% 16.510% -0.140

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +64 -45
+0.09 -13 +0.01 +20
累計


567,764 -29
続きを読む

2024年05月16日 20:00

スマイルカーブ240516大引







原資産 38877.23




短期金利 0.07%




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)
16.966% 16.031% 16.529% 15.644% 16.155% -0.811


ATR 瞬間 28.985% +1.417



5日 26.982% +0.951



20日 30.456% -0.214



60日 30.257% -0.102







6月限
残存日数 20.75


修正ATM
補正値 10


前日 始値 高値 安値 終値 (前日比)
16.961% 15.939% 16.503% 15.519% 16.084% -0.877



歪み率 5.100% -0.020
SP 始値 高値 安値 終値 前日比
23000 57.837% 58.634% 57.265% 58.545% +0.528 1円売
23250 56.707% 57.498% 56.292% 57.409% +0.417 1円売
23500 55.588% 56.531% 55.323% 56.455% +0.483
23750 55.570% 54.358% 55.506% +0.549
24000 54.613% 53.398% 54.561% +0.615
24250 53.660% 52.443% 53.621% +0.682
24500 52.713% 51.493% 52.686% +0.748
24750 51.770% 50.547% 51.755% +0.814
25000 50.831% 49.606% 50.829% +0.880
25250 49.907% 48.669% 49.907% +0.946
25500 48.969% 47.716% 48.969% +1.013
25750 48.065% 46.797% 48.065% +1.079
26000 47.298% 46.015% 47.298% +1.145
26250 46.594% 45.296% 46.594% +1.211
26500 45.577% 45.890% 44.577% 45.890% +1.278
26750 44.531% 45.186% 43.858% 45.186% +1.344
27000 45.157% 45.157% 43.139% 44.391% +1.318
27250 43.677% 42.420% 43.596% +1.293
27500 43.001% 41.701% 42.800% +1.268
27750 41.993% 42.324% 40.982% 42.005% +1.242
28000 40.954% 41.648% 40.263% 41.209% +1.217
28250 39.923% 40.823% 39.542% 40.492% +1.192
28500 38.900% 39.996% 38.770% 39.724% +1.167
28750 37.884% 39.226% 37.884% 38.975% +1.141
29000 38.420% 37.227% 38.189% +1.116
29250 36.927% 37.681% 36.415% 37.388% +1.097
29500 36.760% 36.873% 35.603% 36.587% +1.079
29750 36.066% 34.791% 35.785% +1.060
30000 33.887% 35.492% 33.887% 34.989% +1.042
30250 33.679% 34.466% 33.288% 34.197% +1.024
30500 32.665% 33.734% 32.592% 33.406% +1.005
30750 32.306% 33.001% 31.819% 32.614% +0.987
31000 31.286% 32.248% 31.008% 31.823% +0.968
31250 30.818% 31.935% 30.277% 31.043% +0.950
31500 29.794% 30.807% 29.558% 30.263% +0.931
31750 29.241% 29.966% 28.646% 29.483% +0.913
32000 29.012% 29.197% 28.037% 28.813% +0.894
32250 27.594% 28.444% 27.335% 28.003% +0.813
32500 26.925% 27.930% 26.646% 27.205% +0.732
32750 26.813% 27.114% 25.938% 26.463% +0.651
33000 25.469% 26.182% 25.241% 25.720% +0.570
33250 24.950% 25.561% 24.555% 24.977% +0.489
33500 24.353% 24.826% 23.805% 24.286% +0.408
33750 23.486% 24.098% 23.193% 23.595% +0.327
34000 22.973% 23.481% 22.501% 22.932% +0.246
34250 22.527% 22.859% 21.874% 22.280% +0.128
34500 21.833% 22.364% 21.228% 21.627% +0.010
34750 21.080% 26.839% 20.643% 21.018% -0.108
35000 20.606% 21.095% 20.034% 20.473% -0.226
35125 20.228% -0.258
35250 20.108% 23.286% 19.484% 19.984% -0.289
35375 19.747% -0.321
35500 19.737% 20.340% 18.991% 19.510% -0.352
35625 19.318% -0.383
35750 19.209% 19.628% 18.538% 19.126% -0.403
35875 18.934% -0.423
36000 18.801% 19.195% 18.142% 18.742% -0.446
36125 18.550% -0.469
36250 18.229% 18.929% 17.790% 18.358% -0.500
36375 18.166% -0.532
36500 18.224% 18.521% 17.452% 18.011% -0.542
36625 17.857% -0.552
36750 17.983% 18.256% 17.163% 17.718% -0.547
36875 17.578% -0.542
37000 17.516% 17.977% 16.898% 17.452% -0.549
37125 17.333% -0.548
37250 17.179% 17.741% 16.625% 17.215% -0.547
37375 17.076% -0.565
37500 17.340% 17.421% 16.399% 16.972% -0.563
37625 16.868% -0.562
37750 16.782% 17.142% 16.114% 16.765% -0.560
37875 16.661% -0.558
38000 16.875% 16.904% 15.970% 16.570% -0.544
38125 16.478% -0.586
38250 16.894% 16.894% 15.760% 16.387% -0.627
38375 16.295% -0.668
38500 16.147% 16.578% 15.586% 16.243% -0.681
38625 16.191% -0.694
38750 15.937% 16.501% 15.519% 16.139% -0.708
38875 16.086% -0.745
39000 16.774% 16.774% 15.482% 16.063% -0.755
39125 16.039% -0.764
39250 17.303% 17.303% 15.411% 16.032% -0.756
39375 16.026% -0.748
39500 16.588% 16.588% 15.417% 16.019% -0.740
39625 16.038% -0.714
39750 16.126% 16.337% 15.415% 16.057% -0.693
39875 16.076% -0.681
40000 16.115% 16.360% 15.473% 16.095% -0.668
40125 16.140% -0.642
40250 16.243% 16.423% 15.541% 16.185% -0.615
40375 16.221% -0.604
40500 16.247% 16.493% 15.588% 16.258% -0.593
40625 16.294% -0.582
40750 16.323% 16.645% 15.626% 16.331% -0.571
40875 16.367% -0.560
41000 16.324% 16.639% 15.749% 16.404% -0.550
41125 16.440% -0.540
41250 16.592% 16.716% 15.829% 16.477% -0.530
41375 16.513% -0.520
41500 16.444% 16.791% 15.883% 16.550% -0.510
41625 16.586% -0.500
41750 16.598% 16.836% 15.911% 16.623% -0.498
41875 16.659% -0.496
42000 16.776% 16.836% 16.002% 16.696% -0.494
42125 16.735% -0.489
42250 16.717% 16.903% 15.992% 16.774% -0.498
42375 16.813% -0.507
42500 16.871% 16.955% 16.135% 16.852% -0.516
42625 16.891% -0.520
42750 16.787% 17.438% 16.259% 16.930% -0.523
42875 16.969% -0.530
43000 17.227% 17.284% 16.394% 17.008% -0.536
43250 17.332% 17.450% 16.606% 17.143% -0.579
43500 17.829% 17.829% 16.772% 17.279% -0.621
43750 17.926% 17.934% 16.976% 17.414% -0.664
44000 18.254% 18.254% 17.131% 17.549% -0.706
44500 18.582% 18.651% 17.715% 17.819% -0.792
45000 19.101% 19.137% 18.061% 18.315% -0.877
45500 19.093% 20.014% 18.671% 19.096% -0.962
46000 20.265% 20.916% 19.792% 19.994% -0.930
46500 22.067% 20.954% 21.156% -0.897 1円売
47000 23.199% 22.098% 22.299% -0.865 1円売
47500 24.315% 23.224% 23.425% -0.833 1円売
48000 25.414% 24.333% 24.534% -0.803 1円売
続きを読む

■大引け
相場は大幅続伸。IVはコール安プット高でした。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 38755 38965 38520 38890 +510
期近 16.031% 16.529% 15.644% 16.155% -0.811
6月限 15.939% 16.503% 15.519% 16.084% -0.877
7月限 16.432% 16.694% 16.094% 16.440% -0.557
8月限 16.897% 16.358% 16.650% -0.461

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.00 +71 -56
+0.07 -11 +0.00 +14
累計


567,793 +29
続きを読む

2024年05月15日 20:00

スマイルカーブ240515大引







原資産 38367.21




短期金利 0.07%




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)
16.717% 16.700% 17.181% 16.547% 16.966% +0.249


ATR 瞬間 27.569% +7.059



5日 26.030% +0.650



20日 30.671% -0.473



60日 30.359% -0.238







6月限
残存日数 21.75


修正ATM
補正値 15


前日 始値 高値 安値 終値 (前日比)
16.701% 16.669% 17.199% 16.498% 16.961% +0.260



歪み率 5.120% +0.168
SP 始値 高値 安値 終値 前日比
23000 58.544% 56.996% 58.017% +1.712
23250 57.507% 56.039% 56.992% +1.696
23500 56.470% 55.082% 55.972% +1.684
23750 55.433% 54.126% 54.956% +1.677
24000 54.395% 53.169% 53.945% +1.675
24250 53.423% 52.277% 52.939% +1.612
24500 52.450% 51.385% 51.938% +1.554
24750 51.478% 50.493% 50.941% +1.501
25000 50.505% 49.601% 49.949% +1.453
25250 49.513% 48.660% 48.961% +1.458
25500 45.681% 48.520% 45.681% 47.956% +1.446
25750 47.377% 47.563% 46.813% 46.986% +1.434
26000 46.328% 46.742% 46.044% 46.153% +1.422
26250 46.055% 45.319% 45.383% +1.338
26500 45.390% 44.553% 44.613% +1.234
26750 44.652% 43.678% 43.843% +1.205
27000 43.839% 43.983% 42.803% 43.073% +1.176
27250 42.799% 43.270% 41.863% 42.302% +1.213
27500 41.768% 42.574% 40.922% 41.532% +1.250
27750 40.745% 41.661% 40.210% 40.762% +1.288
28000 39.730% 40.789% 39.498% 39.992% +1.326
28250 39.843% 40.082% 38.913% 39.300% +1.314
28500 38.818% 39.601% 38.278% 38.558% +1.302
28750 37.800% 38.782% 37.563% 37.834% +1.293
29000 36.789% 37.956% 36.789% 37.073% +1.278
29250 35.785% 37.102% 35.785% 36.290% +1.268
29500 35.616% 36.248% 35.273% 35.508% +1.258
29750 34.605% 35.394% 34.501% 34.725% +1.248
30000 33.601% 34.526% 33.601% 33.947% +1.257
30250 33.266% 33.783% 33.053% 33.173% +1.146
30500 32.257% 33.015% 32.257% 32.400% +1.048
30750 32.317% 32.317% 31.555% 31.627% +1.017
31000 30.800% 31.483% 30.741% 30.854% +0.987
31250 30.271% 30.831% 29.969% 30.093% +0.967
31500 29.682% 30.127% 29.150% 29.331% +0.918
31750 28.661% 29.279% 28.448% 28.570% +0.871
32000 28.015% 28.452% 27.765% 27.919% +0.933
32250 27.944% 27.944% 26.995% 27.190% +0.957
32500 26.607% 27.137% 26.310% 26.473% +0.898
32750 26.120% 26.428% 25.623% 25.812% +0.881
33000 25.318% 25.702% 24.941% 25.150% +0.839
33250 24.923% 25.178% 24.287% 24.488% +0.788
33500 24.238% 24.497% 23.680% 23.878% +0.788
33750 23.333% 23.938% 23.063% 23.268% +0.703
34000 22.885% 23.294% 22.480% 22.687% +0.648
34250 22.334% 22.782% 21.924% 22.152% +0.635
34500 21.932% 22.332% 21.396% 21.618% +0.576
34750 21.408% 21.801% 20.882% 21.126% +0.549
35000 20.784% 21.323% 20.470% 20.699% +0.588
35125 20.486% +0.560
35250 20.469% 20.935% 20.023% 20.272% +0.533
35375 20.067% +0.513
35500 20.062% 20.501% 19.615% 19.862% +0.473
35625 19.700% +0.477
35750 19.629% 20.090% 19.203% 19.529% +0.471
35875 19.357% +0.455
36000 19.102% 19.706% 18.860% 19.188% +0.441
36125 19.018% +0.406
36250 18.947% 19.391% 18.550% 18.858% +0.379
36375 18.698% +0.353
36500 18.327% 19.117% 18.215% 18.554% +0.349
36625 18.409% +0.345
36750 18.476% 18.805% 17.905% 18.265% +0.326
36875 18.120% +0.307
37000 18.007% 18.526% 17.663% 18.001% +0.313
37125 17.881% +0.311
37250 17.939% 18.297% 17.387% 17.762% +0.309
37375 17.641% +0.305
37500 17.609% 17.992% 17.165% 17.535% +0.315
37625 17.430% +0.309
37750 17.424% 17.834% 16.918% 17.325% +0.301
37875 17.219% +0.293
38000 17.337% 17.577% 16.749% 17.114% +0.252
38125 17.064% +0.266
38250 16.516% 17.453% 16.516% 17.013% +0.281
38375 16.963% +0.294
38500 16.791% 17.254% 16.496% 16.924% +0.319
38625 16.885% +0.299
38750 16.584% 17.180% 16.428% 16.846% +0.278
38875 16.832% +0.310
39000 16.377% 17.110% 16.377% 16.817% +0.341
39125 16.803% +0.339
39250 17.130% 17.130% 16.356% 16.789% +0.336
39375 16.774% +0.332
39500 16.306% 17.017% 16.306% 16.760% +0.322
39625 16.753% +0.319
39750 16.117% 16.994% 16.117% 16.751% +0.321
39875 16.757% +0.321
40000 16.155% 16.924% 16.155% 16.764% +0.321
40125 16.782% +0.333
40250 16.359% 16.969% 16.288% 16.800% +0.344
40375 16.825% +0.342
40500 16.298% 16.997% 16.259% 16.851% +0.339
40625 16.876% +0.337
40750 16.309% 17.207% 16.283% 16.902% +0.335
40875 16.928% +0.323
41000 16.289% 17.065% 16.289% 16.954% +0.313
41125 16.981% +0.306
41250 16.332% 17.115% 16.332% 17.007% +0.300
41375 17.034% +0.293
41500 16.404% 17.167% 16.404% 17.060% +0.287
41625 17.087% +0.280
41750 16.509% 17.231% 16.449% 17.121% +0.282
41875 17.155% +0.283
42000 16.538% 17.299% 16.518% 17.189% +0.284
42125 17.224% +0.261
42250 16.737% 17.369% 16.572% 17.272% +0.253
42375 17.320% +0.244
42500 16.730% 17.459% 16.634% 17.368% +0.240
42625 17.411% +0.230
42750 16.770% 17.624% 16.737% 17.454% +0.220
42875 17.499% +0.213
43000 16.980% 17.764% 16.801% 17.544% +0.206
43250 17.012% 17.963% 16.994% 17.722% +0.279
43500 17.125% 18.175% 17.088% 17.900% +0.347
43750 17.844% 18.346% 17.277% 18.078% +0.320
44000 17.696% 18.591% 17.466% 18.255% +0.391
44500 18.460% 18.988% 17.872% 18.611% +0.296
45000 18.955% 19.455% 18.233% 19.191% +0.803
45500 18.930% 20.058% 18.930% 20.058% +0.530
46000 21.033% 19.783% 20.924% +0.276 1円売
46500 22.160% 20.910% 22.052% +0.302 1円売
47000 23.270% 22.019% 23.164% +0.327 1円売
47500 24.364% 23.111% 24.258% +0.352 1円売
48000 25.441% 24.186% 25.336% +0.377 1円売
続きを読む

■大引け
相場は小幅続伸。IVは小じっかりでした。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 38650 38835 38340 38380 +75
期近 16.700% 17.181% 16.547% 16.966% +0.249
6月限 16.669% 17.199% 16.498% 16.961% +0.260
7月限 16.894% 17.094% 16.721% 16.998% +0.133
8月限 17.362% 16.948% 17.111% -0.028

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.01 +83 -54
+0.03 -18 +0.01 +29
累計


567,764 +17
続きを読む

2024年05月14日 20:00

スマイルカーブ240514大引







原資産 38292.42




短期金利 0.07%




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)
16.846% 16.733% 16.995% 16.537% 16.717% -0.129


ATR 瞬間 20.510% +0.480



5日 25.381% -2.357



20日 31.143% -1.028



60日 30.597% -0.255







6月限
残存日数 22.75


修正ATM
補正値 20


前日 始値 高値 安値 終値 (前日比)
16.836% 16.718% 16.986% 16.506% 16.701% -0.135



歪み率 4.952% +0.129
SP 始値 高値 安値 終値 前日比
23000 54.110% 56.305% 54.110% 56.305% +1.193
23250 55.296% 54.338% 55.296% +1.112
23500 54.288% 53.376% 54.288% +1.030
23750 53.279% 52.413% 53.279% +0.949
24000 52.820% 52.820% 51.451% 52.271% +0.867
24250 51.347% 50.553% 51.327% +0.785
24500 50.440% 49.656% 50.383% +0.704
24750 49.532% 48.758% 49.440% +0.622
25000 48.503% 48.625% 47.861% 48.496% +0.541
25250 47.711% 46.956% 47.503% +0.417
25500 46.797% 46.051% 46.510% +0.294
25750 45.366% 45.927% 45.200% 45.553% +0.204
26000 45.097% 44.344% 44.731% +0.215
26250 43.320% 44.440% 43.320% 44.045% +0.225
26500 42.310% 43.805% 42.310% 43.379% +0.236
26750 43.093% 42.127% 42.638% +0.247
27000 41.866% 42.381% 41.345% 41.897% +0.257
27250 40.848% 41.616% 40.496% 41.089% +0.268
27500 39.837% 40.866% 39.648% 40.282% +0.278
27750 38.834% 40.116% 38.799% 39.474% +0.289
28000 37.839% 39.366% 37.839% 38.666% +0.300
28250 37.924% 38.591% 37.392% 37.986% +0.310
28500 36.919% 37.796% 36.692% 37.256% +0.321
28750 35.920% 37.048% 35.920% 36.541% +0.332
29000 34.929% 36.315% 34.929% 35.796% +0.342
29250 34.754% 35.554% 34.494% 35.023% +0.353
29500 33.755% 34.794% 33.697% 34.250% +0.363
29750 33.429% 33.991% 33.041% 33.477% +0.374
30000 32.427% 33.205% 32.386% 32.690% +0.385
30250 31.990% 32.441% 31.704% 32.028% +0.409
30500 30.985% 31.806% 30.906% 31.352% +0.434
30750 29.986% 31.171% 29.986% 30.610% +0.459
31000 29.885% 30.212% 29.324% 29.868% +0.483
31250 28.871% 29.839% 28.705% 29.126% +0.508
31500 27.863% 28.759% 27.863% 28.413% +0.463
31750 27.559% 28.171% 27.249% 27.699% +0.419
32000 26.847% 27.310% 26.601% 26.985% +0.374
32250 26.104% 26.619% 25.871% 26.233% +0.330
32500 25.334% 26.027% 25.217% 25.575% +0.285
32750 24.768% 25.320% 24.634% 24.931% +0.254
33000 24.138% 24.679% 24.018% 24.311% +0.223
33250 23.634% 24.109% 23.460% 23.700% +0.192
33500 22.889% 23.500% 22.889% 23.090% +0.161
33750 22.532% 22.986% 22.422% 22.564% +0.130
34000 22.049% 22.434% 21.892% 22.039% +0.099
34250 21.677% 21.984% 21.442% 21.518% +0.068
34500 20.991% 21.519% 20.991% 21.042% +0.037
34750 20.807% 21.072% 20.556% 20.576% -0.033
35000 20.436% 20.661% 20.111% 20.111% -0.104
35125 19.925% -0.100
35250 20.276% 20.308% 19.740% 19.740% -0.122
35375 19.554% -0.145
35500 19.655% 19.932% 19.389% 19.389% -0.148
35625 19.224% -0.146
35750 19.485% 19.705% 19.058% 19.058% -0.144
35875 18.902% -0.147
36000 19.107% 19.262% 18.747% 18.747% -0.150
36125 18.613% -0.116
36250 18.739% 18.967% 18.439% 18.479% -0.111
36375 18.345% -0.107
36500 18.518% 18.691% 18.155% 18.205% -0.089
36625 18.064% -0.072
36750 17.625% 18.457% 17.625% 17.939% -0.050
36875 17.813% -0.028
37000 17.724% 18.184% 17.627% 17.688% -0.037
37125 17.571% -0.037
37250 16.504% 17.890% 16.504% 17.453% -0.037
37375 17.336% -0.038
37500 17.463% 17.610% 17.081% 17.220% -0.049
37625 17.121% -0.044
37750 17.238% 17.417% 16.879% 17.024% -0.044
37875 16.926% -0.044
38000 17.085% 17.224% 16.656% 16.862% -0.040
38125 16.798% -0.036
38250 16.761% 17.019% 16.493% 16.732% -0.039
38375 16.669% -0.023
38500 16.436% 16.943% 16.423% 16.605% -0.000
38625 16.587% +0.047
38750 16.201% 16.840% 16.201% 16.568% +0.071
38875 16.522% +0.067
39000 16.118% 16.794% 16.118% 16.477% +0.046
39125 16.464% +0.058
39250 16.221% 16.731% 16.153% 16.453% +0.055
39375 16.442% +0.051
39500 16.167% 16.667% 16.117% 16.438% +0.055
39625 16.433% +0.053
39750 16.384% 16.647% 16.152% 16.429% +0.052
39875 16.436% +0.061
40000 16.016% 16.626% 16.016% 16.442% +0.070
40125 16.449% +0.073
40250 15.981% 16.769% 15.981% 16.456% +0.075
40375 16.484% +0.099
40500 16.052% 16.663% 16.052% 16.512% +0.123
40625 16.540% +0.147
40750 15.934% 16.767% 15.934% 16.568% +0.171
40875 16.604% +0.204
41000 16.113% 16.762% 16.113% 16.641% +0.236
41125 16.674% +0.245
41250 16.194% 16.799% 16.194% 16.707% +0.253
41375 16.740% +0.261
41500 16.085% 16.925% 16.085% 16.773% +0.270
41625 16.806% +0.276
41750 16.354% 16.979% 16.319% 16.839% +0.282
41875 16.872% +0.288
42000 16.052% 17.025% 16.052% 16.905% +0.294
42125 16.962% +0.291
42250 16.112% 17.135% 16.112% 17.019% +0.288
42375 17.076% +0.284
42500 16.336% 17.228% 16.336% 17.129% +0.277
42625 17.181% +0.267
42750 16.646% 17.357% 16.646% 17.234% +0.258
42875 17.286% +0.248
43000 17.129% 17.481% 16.795% 17.338% +0.226
43250 17.226% 17.615% 16.922% 17.443% +0.141
43500 17.545% 17.778% 17.034% 17.552% +0.061
43750 17.770% 17.972% 17.164% 17.757% +0.009
44000 17.867% 18.182% 17.174% 17.865% -0.161
44500 18.373% 18.572% 17.764% 18.315% -0.243
45000 18.369% 19.030% 18.323% 18.388% -0.701 1円売
45500 20.113% 18.942% 19.528% -0.093 1円売
46000 21.228% 20.059% 20.648% -0.067 1円売
46500 22.325% 21.158% 21.751% -0.041 1円売
47000 23.406% 22.239% 22.837% -0.016 1円売
47500 24.470% 23.305% 23.906% +0.009 1円売
48000 25.519% 24.354% 24.960% +0.033 1円売
続きを読む

■大引け
相場は小反発。ここ数日幅の狭いレンジ相場が続いています。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 38280 38495 38080 38305 +185
期近 16.733% 16.995% 16.537% 16.717% -0.129
6月限 16.718% 16.986% 16.506% 16.701% -0.135
7月限 16.883% 17.122% 16.831% 16.865% -0.171
8月限 17.412% 17.118% 17.140% -0.099

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.00 +0.01 +84 -55
+0.03 -17 +0.01 +29
累計


567,748 -12
続きを読む

令和6年能登半島地震災害義援金



イスラエル・ガザ人道危機救援金



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200万円を元手に2001年から商品先物の専業トレーダー。2007年より日経先物・オプショントレードをメインにトレード。リーマンショック、東日本大震災等いろいろなことがありましたが、今はゆるくやっています。

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