2014年07月
2014年07月31日 15:58
原資産 | 15641.06 | |||||
短期金利 | 0.10% | |||||
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) | |
13.596% | 13.794% | 14.276% | 13.473% | 13.583% | -0.013 | |
8月限 | 残存日数 | 5.75 | ||||
修正ATM | 補正値 | 0 | ||||
前日 | 始値 | 高値 | 安値 | 終値 | (前日比) | |
12.255% | 12.208% | 13.462% | 11.708% | 11.954% | -0.301 | |
歪み率 | 10.063% | +1.021 | ||||
SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
10000 | − | 100.937% | 99.415% | 100.311% | +7.827 | 1円売 |
10250 | − | 95.801% | 94.372% | 95.155% | +7.430 | 1円売 |
10500 | − | 90.777% | 89.440% | 90.110% | +7.042 | 1円売 |
10750 | − | 85.859% | 84.612% | 85.172% | +6.662 | 1円売 |
11000 | − | 81.040% | 79.828% | 80.333% | +6.290 | 1円売 |
11250 | 75.422% | 76.315% | 75.084% | 75.588% | +5.925 | 1円売 |
11500 | − | 71.679% | 70.429% | 70.932% | +5.567 | 1円売 |
11750 | 66.403% | 67.126% | 65.857% | 66.359% | +5.215 | 1円売 |
12000 | − | 62.651% | 61.363% | 61.864% | +4.869 | 1円売 |
12125 | 59.843% | 60.441% | 59.143% | 59.644% | +4.699 | 1円売 |
12250 | 57.692% | 58.249% | 56.941% | 57.441% | +4.529 | 1円売 |
12375 | 55.557% | 56.222% | 54.764% | 55.256% | +4.361 | 1円売 |
12500 | 53.439% | 54.040% | 52.611% | 53.086% | +4.195 | 1円売 |
12625 | 51.336% | 51.992% | 50.599% | 50.933% | +3.883 | 1円売 |
12750 | 49.248% | 50.246% | 49.008% | 49.156% | +3.585 | |
12875 | 47.174% | 48.181% | 47.040% | 47.363% | +3.595 | |
13000 | 45.114% | 46.823% | 45.114% | 45.904% | +3.501 | |
13125 | 46.386% | 46.386% | 43.140% | 43.702% | +2.501 | |
13250 | 44.221% | 44.221% | 41.921% | 42.553% | +3.160 | |
13375 | 42.067% | 42.067% | 39.874% | 41.083% | +3.458 | |
13500 | 39.924% | 39.924% | 38.475% | 39.091% | +3.080 | |
13625 | 37.791% | 37.933% | 36.519% | 37.015% | +2.750 | |
13750 | 35.666% | 36.360% | 34.482% | 34.900% | +2.278 | |
13875 | 33.549% | 34.206% | 32.365% | 32.886% | +2.058 | |
14000 | 31.439% | 32.515% | 30.865% | 31.485% | +2.043 | |
14125 | 30.897% | 30.897% | 29.114% | 29.670% | +2.103 | |
14250 | 28.706% | 28.994% | 27.117% | 28.009% | +1.796 | |
14375 | 26.517% | 27.248% | 25.761% | 26.138% | +1.485 | |
14500 | 24.327% | 25.345% | 23.684% | 24.163% | +1.213 | |
14625 | 23.090% | 23.780% | 22.076% | 22.455% | +1.263 | |
14750 | 22.231% | 22.231% | 20.366% | 20.933% | +1.040 | |
14875 | 19.828% | 20.511% | 18.746% | 19.087% | +0.571 | |
15000 | 18.798% | 19.215% | 17.299% | 17.621% | +0.373 | |
15125 | 17.561% | 17.847% | 15.784% | 16.023% | +0.011 | |
15250 | 15.803% | 16.373% | 14.380% | 14.560% | -0.092 | |
15375 | 14.375% | 15.097% | 13.122% | 13.316% | -0.158 | |
15500 | 13.488% | 14.122% | 12.137% | 12.396% | -0.348 | |
15625 | 13.173% | 13.585% | 11.654% | 11.957% | -0.299 | |
15750 | 12.206% | 13.465% | 11.495% | 11.935% | -0.316 | |
15875 | 12.293% | 13.601% | 11.824% | 12.269% | -0.296 | |
16000 | 12.824% | 13.894% | 12.121% | 12.884% | -0.030 | |
16125 | 12.952% | 14.142% | 12.312% | 12.849% | -0.588 | |
16250 | 13.321% | 14.380% | 12.847% | 13.357% | -0.325 | |
16375 | 14.255% | 14.828% | 13.478% | 14.218% | +0.145 | |
16500 | 14.675% | 15.635% | 14.383% | 15.120% | +0.416 | |
16625 | 15.719% | 16.898% | 15.478% | 16.377% | +0.698 | |
16750 | 16.101% | 18.645% | 16.101% | 18.131% | +1.280 | 1円売 |
16875 | 17.803% | 20.360% | 17.671% | 19.852% | +1.414 | 1円売 |
17000 | 19.474% | 22.048% | 19.201% | 21.544% | +1.545 | 1円売 |
17125 | − | 23.708% | 20.845% | 23.209% | +1.674 | 1円売 |
17250 | 22.734% | 25.344% | 22.463% | 24.849% | +1.802 | 1円売 |
17375 | − | 26.956% | 24.057% | 26.465% | +1.927 | 1円売 |
17500 | − | 28.547% | 25.627% | 28.059% | +2.050 | 1円売 |
17750 | − | 31.666% | 28.704% | 31.185% | +2.292 | 1円売 |
18000 | − | 34.708% | 31.703% | 34.233% | +2.528 | 1円売 |
18250 | − | 37.681% | 34.631% | 37.210% | +2.758 | 1円売 |
18500 | − | 40.588% | 37.492% | 40.122% | +2.983 | 1円売 |
18750 | − | 43.434% | 40.292% | 42.972% | +3.204 | 1円売 |
19000 | − | 46.222% | 43.034% | 45.764% | +3.419 | 1円売 |
19250 | − | 48.956% | 45.722% | 48.502% | +3.631 | 1円売 |
19500 | − | 51.639% | 48.358% | 51.188% | +3.838 | 1円売 |
19750 | − | 54.272% | 50.945% | 53.824% | +4.042 | 1円売 |
20000 | − | 56.859% | 53.486% | 56.414% | +4.242 | 1円売 |
20250 | − | 59.400% | 55.983% | 58.959% | +4.438 | 1円売 |
続きを読む
■大引け
相場は小反発。寄り付きから上昇して高値を更新しましたが、引けにかけて急落して一時マイナスサイドまで転落しました。IVは期近安期先高。
夜間取引。
8C158@60円×1枚、@65円×1枚売り。
8C157@125円×1枚返済売り。
8P156@90円×1枚、@85円×1枚売り。
ガンマロングを縮小。
今日の取引。
8C160@40円×2枚買い。
10C158@355円×1枚売り。
変則リバース。
10P146@140円×25枚売り。
期先プット売りでベガショート。
続きを読む
相場は小反発。寄り付きから上昇して高値を更新しましたが、引けにかけて急落して一時マイナスサイドまで転落しました。IVは期近安期先高。
夜間取引。
8C158@60円×1枚、@65円×1枚売り。
8C157@125円×1枚返済売り。
8P156@90円×1枚、@85円×1枚売り。
ガンマロングを縮小。
今日の取引。
8C160@40円×2枚買い。
10C158@355円×1枚売り。
変則リバース。
10P146@140円×25枚売り。
期先プット売りでベガショート。
始値 | 高値 | 安値 | 現値 | 前日比 | ||
先物 | 15750 | 15770 | 15600 | 15640 | +10 | |
期近 | 13.794% | 14.276% | 13.473% | 13.583% | -0.013 | |
8月限 | 12.208% | 13.462% | 11.708% | 11.954% | -0.301 | |
9月限 | 14.323% | 14.589% | 13.984% | 14.098% | -0.020 | |
10月限 | 16.031% | 16.678% | 15.903% | 16.180% | +0.319 | |
デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
+1.34 | -1.16 | +406 | -464 | |||
計 | +2.02 | -65 | +0.18 | -57 | ||
累計 | 545,234 | +14 |
続きを読む
2014年07月30日 15:51
原資産 | 15632.65 | |||||
短期金利 | 0.10% | |||||
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) | |
13.620% | 13.791% | 14.026% | 13.429% | 13.596% | -0.024 | |
8月限 | 残存日数 | 6.75 | ||||
修正ATM | 補正値 | 0 | ||||
前日 | 始値 | 高値 | 安値 | 終値 | (前日比) | |
12.467% | 12.558% | 12.817% | 12.008% | 12.255% | -0.212 | |
歪み率 | 9.043% | +0.832 | ||||
SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
10000 | − | 92.689% | 90.521% | 92.484% | +6.091 | 1円売 |
10250 | − | 87.933% | 85.839% | 87.724% | +5.773 | 1円売 |
10500 | − | 83.281% | 81.258% | 83.068% | +5.461 | 1円売 |
10750 | − | 78.726% | 76.774% | 78.509% | +5.157 | 1円売 |
11000 | − | 74.264% | 72.381% | 74.043% | +4.858 | 1円売 |
11250 | − | 69.889% | 68.072% | 69.663% | +4.566 | 1円売 |
11500 | − | 65.596% | 63.844% | 65.365% | +4.278 | 1円売 |
11750 | 60.106% | 61.379% | 59.690% | 61.144% | +3.996 | 1円売 |
12000 | 56.031% | 57.234% | 55.608% | 56.994% | +3.718 | 1円売 |
12125 | 54.019% | 55.187% | 53.591% | 54.945% | +3.581 | 1円売 |
12250 | 52.023% | 53.320% | 51.591% | 52.912% | +3.445 | 1円売 |
12375 | 50.042% | 51.141% | 49.606% | 50.894% | +3.310 | 1円売 |
12500 | 48.076% | 49.141% | 47.748% | 48.892% | +3.176 | 1円売 |
12625 | 46.124% | 47.331% | 45.840% | 47.050% | +2.926 | |
12750 | 44.185% | 45.836% | 44.185% | 45.571% | +2.552 | |
12875 | 42.260% | 44.007% | 42.260% | 43.768% | +2.524 | |
13000 | 40.347% | 42.726% | 40.347% | 42.403% | +2.289 | |
13125 | 41.431% | 41.431% | 39.184% | 41.201% | +2.222 | |
13250 | 39.418% | 39.502% | 37.882% | 39.394% | +1.898 | |
13375 | 37.416% | 38.201% | 35.818% | 37.625% | +2.023 | |
13500 | 35.423% | 36.316% | 34.663% | 36.011% | +1.690 | |
13625 | 33.439% | 34.816% | 32.974% | 34.265% | +2.163 | |
13750 | 31.462% | 32.884% | 31.462% | 32.622% | +1.422 | |
13875 | 29.491% | 31.023% | 29.491% | 30.828% | +1.367 | |
14000 | 28.990% | 29.689% | 28.279% | 29.442% | +1.864 | |
14125 | 26.945% | 27.931% | 26.727% | 27.567% | +1.286 | |
14250 | 25.933% | 26.308% | 25.128% | 26.213% | +1.373 | |
14375 | 23.823% | 24.677% | 23.568% | 24.653% | +1.592 | |
14500 | 21.709% | 23.051% | 21.709% | 22.949% | +1.615 | |
14625 | 20.916% | 21.493% | 20.603% | 21.192% | +0.978 | |
14750 | 19.669% | 19.998% | 19.102% | 19.893% | +1.010 | |
14875 | 18.106% | 18.551% | 17.856% | 18.515% | +0.933 | |
15000 | 17.149% | 17.521% | 16.674% | 17.248% | +0.653 | |
15125 | 15.836% | 16.207% | 15.484% | 16.012% | +0.653 | |
15250 | 14.811% | 15.065% | 14.279% | 14.652% | +0.270 | |
15375 | 13.631% | 14.024% | 13.240% | 13.473% | -0.001 | |
15500 | 13.160% | 13.323% | 12.412% | 12.743% | -0.195 | |
15625 | 12.551% | 12.895% | 12.006% | 12.255% | -0.205 | |
15750 | 12.625% | 12.810% | 11.959% | 12.251% | -0.266 | |
15875 | 12.548% | 12.999% | 12.274% | 12.564% | -0.200 | |
16000 | 13.042% | 13.343% | 12.584% | 12.915% | -0.156 | |
16125 | 13.263% | 13.662% | 12.907% | 13.437% | +0.026 | |
16250 | 13.522% | 14.032% | 13.346% | 13.682% | -0.129 | |
16375 | 14.175% | 14.515% | 13.856% | 14.073% | -0.339 | |
16500 | 14.517% | 15.424% | 14.346% | 14.705% | -0.192 | |
16625 | 14.886% | 16.303% | 14.886% | 15.680% | -0.256 | |
16750 | 16.474% | 17.054% | 16.029% | 16.850% | +0.058 | 1円売 |
16875 | 18.034% | 18.610% | 17.582% | 18.438% | +1.185 | 1円売 |
17000 | 19.568% | 20.141% | 19.119% | 19.999% | +1.430 | 1円売 |
17125 | − | 21.648% | 20.631% | 21.535% | +1.531 | 1円売 |
17250 | − | 23.132% | 22.120% | 23.048% | +1.632 | 1円売 |
17375 | − | 24.617% | 23.587% | 24.539% | +1.731 | 1円売 |
17500 | − | 26.087% | 25.033% | 26.009% | +1.828 | 1円売 |
17750 | − | 28.968% | 27.869% | 28.892% | +2.020 | 1円売 |
18000 | − | 31.779% | 30.635% | 31.705% | +2.207 | 1円売 |
18250 | − | 34.525% | 33.336% | 34.452% | +2.389 | 1円売 |
18500 | − | 37.210% | 35.977% | 37.139% | +2.568 | 1円売 |
18750 | − | 39.839% | 38.562% | 39.768% | +2.743 | 1円売 |
19000 | − | 42.414% | 41.094% | 42.345% | +2.914 | 1円売 |
19250 | − | 44.939% | 43.577% | 44.871% | +3.083 | 1円売 |
19500 | − | 47.417% | 46.013% | 47.350% | +3.248 | 1円売 |
19750 | − | 49.849% | 48.404% | 49.783% | +3.410 | 1円売 |
20000 | − | 52.237% | 50.752% | 52.172% | +3.569 | 1円売 |
20250 | − | 54.585% | 53.059% | 54.521% | +3.725 | 1円売 |
続きを読む
■大引け
相場は小反落。夜間取引では一時15700をつけていましたが、上昇もやや一服となりました。IVは期近から小幅に反落。
夜間取引。
10P120@11円×10枚買い。
バック買い玉を補充。
続きを読む
相場は小反落。夜間取引では一時15700をつけていましたが、上昇もやや一服となりました。IVは期近から小幅に反落。
夜間取引。
10P120@11円×10枚買い。
バック買い玉を補充。
始値 | 高値 | 安値 | 現値 | 前日比 | ||
先物 | 15635 | 15670 | 15590 | 15630 | -10 | |
期近 | 13.791% | 14.026% | 13.429% | 13.596% | -0.024 | |
8月限 | 12.558% | 12.817% | 12.008% | 12.255% | -0.212 | |
9月限 | 14.294% | 14.604% | 13.928% | 14.118% | -0.045 | |
10月限 | 15.832% | 16.247% | 15.641% | 15.861% | -0.029 | |
デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
+1.45 | -0.80 | +429 | -379 | |||
計 | +1.87 | -107 | +0.65 | +49 | ||
累計 | 545,220 | -96 |
続きを読む
2014年07月29日 19:30
原資産 | 15640.11 | |||||
短期金利 | 0.10% | |||||
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) | |
13.120% | 12.973% | 13.930% | 12.973% | 13.620% | +0.500 | |
8月限 | 残存日数 | 7.75 | ||||
修正ATM | 補正値 | 0 | ||||
前日 | 始値 | 高値 | 安値 | 終値 | (前日比) | |
12.173% | 11.858% | 13.171% | 11.858% | 12.467% | +0.294 | |
歪み率 | 8.211% | +0.199 | ||||
SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
10000 | − | 86.394% | 84.133% | 86.394% | +6.358 | 1円売 |
10250 | − | 81.952% | 79.760% | 81.952% | +6.103 | 1円売 |
10500 | − | 77.607% | 75.481% | 77.607% | +5.853 | 1円売 |
10750 | − | 73.353% | 71.293% | 73.353% | +5.609 | 1円売 |
11000 | − | 69.185% | 67.189% | 69.185% | +5.370 | 1円売 |
11250 | − | 65.098% | 63.164% | 65.098% | +5.136 | 1円売 |
11500 | − | 61.087% | 59.214% | 61.087% | +4.907 | 1円売 |
11750 | 55.436% | 57.148% | 55.334% | 57.148% | +4.683 | 1円売 |
12000 | 51.620% | 53.276% | 51.519% | 53.276% | +4.463 | 1円売 |
12125 | 49.735% | 51.426% | 49.636% | 51.363% | +4.355 | 1円売 |
12250 | 47.865% | 49.466% | 47.766% | 49.466% | +3.551 | 1円売 |
12375 | 46.009% | 47.584% | 45.911% | 47.584% | +3.532 | 1円売 |
12500 | 44.167% | 45.875% | 44.167% | 45.715% | +3.225 | 1円売 |
12625 | 42.338% | 44.124% | 42.338% | 44.124% | +3.497 | |
12750 | 40.522% | 43.019% | 40.522% | 43.019% | +3.501 | |
12875 | 41.689% | 41.689% | 39.824% | 41.244% | +2.314 | |
13000 | 36.924% | 40.113% | 36.924% | 40.113% | +2.598 | |
13125 | 37.884% | 39.129% | 37.452% | 38.979% | +3.286 | |
13250 | 35.996% | 37.495% | 35.677% | 37.495% | +3.136 | |
13375 | 34.119% | 35.809% | 34.097% | 35.602% | +2.880 | |
13500 | 33.892% | 34.321% | 32.523% | 34.321% | +2.620 | |
13625 | 30.387% | 32.157% | 30.387% | 32.102% | +2.182 | |
13750 | 30.020% | 31.200% | 29.653% | 31.200% | +3.006 | |
13875 | 28.093% | 29.462% | 27.952% | 29.462% | +2.219 | |
14000 | 26.169% | 27.730% | 26.169% | 27.578% | +2.189 | |
14125 | 25.244% | 26.281% | 24.917% | 26.281% | +2.048 | |
14250 | 24.053% | 24.840% | 23.409% | 24.840% | +2.102 | |
14375 | 22.016% | 23.062% | 21.874% | 23.062% | +1.789 | |
14500 | 20.578% | 21.674% | 20.243% | 21.335% | +1.538 | |
14625 | 18.983% | 20.214% | 18.926% | 20.214% | +1.722 | |
14750 | 17.647% | 18.883% | 17.603% | 18.883% | +1.779 | |
14875 | 16.353% | 17.583% | 16.353% | 17.583% | +1.538 | |
15000 | 15.188% | 16.595% | 15.188% | 16.595% | +1.675 | |
15125 | 14.416% | 15.444% | 14.245% | 15.359% | +1.476 | |
15250 | 13.286% | 14.548% | 13.286% | 14.381% | +1.192 | |
15375 | 12.114% | 13.768% | 12.114% | 13.474% | +0.994 | |
15500 | 11.713% | 13.341% | 11.713% | 12.938% | +0.756 | |
15625 | 11.980% | 13.178% | 11.980% | 12.460% | +0.340 | |
15750 | 12.666% | 13.277% | 12.435% | 12.517% | -0.031 | |
15875 | 13.003% | 13.610% | 12.765% | 12.765% | -0.276 | |
16000 | 13.619% | 13.994% | 13.071% | 13.071% | -0.671 | |
16125 | 14.220% | 14.428% | 13.411% | 13.411% | -0.867 | |
16250 | 14.540% | 15.003% | 13.811% | 13.811% | -1.042 | |
16375 | 15.361% | 15.601% | 14.395% | 14.412% | -1.046 | |
16500 | 15.424% | 16.099% | 14.897% | 14.897% | -1.144 | |
16625 | 16.170% | 17.022% | 15.935% | 15.935% | -0.687 | |
16750 | 17.750% | 17.750% | 16.618% | 16.792% | -0.526 | |
16875 | 17.753% | 18.327% | 17.163% | 17.254% | -0.478 | |
17000 | 19.180% | 19.245% | 18.399% | 18.569% | -0.370 | 1円売 |
17125 | − | 20.648% | 19.814% | 20.003% | -0.275 | 1円売 |
17250 | 21.969% | 22.031% | 21.207% | 21.416% | -0.182 | 1円売 |
17375 | 23.334% | 23.395% | 22.581% | 22.808% | -0.092 | 1円売 |
17500 | − | 24.740% | 23.935% | 24.181% | -0.003 | 1円売 |
17750 | 27.321% | 27.378% | 26.591% | 26.873% | +0.169 | 1円売 |
18000 | 29.897% | 29.953% | 29.181% | 29.498% | +0.336 | 1円売 |
18250 | − | 32.468% | 31.712% | 32.063% | +0.498 | 1円売 |
18500 | − | 34.929% | 34.186% | 34.571% | +0.655 | 1円売 |
18750 | − | 37.338% | 36.608% | 37.025% | +0.808 | 1円売 |
19000 | − | 39.698% | 38.981% | 39.431% | +0.957 | 1円売 |
19250 | − | 42.013% | 41.308% | 41.789% | +1.103 | 1円売 |
19500 | − | 44.307% | 43.591% | 44.102% | +1.245 | 1円売 |
19750 | − | 46.560% | 45.832% | 46.373% | +1.385 | 1円売 |
20000 | − | 48.773% | 48.033% | 48.604% | +1.521 | 1円売 |
20250 | − | 50.948% | 50.196% | 50.795% | +1.656 | 1円売 |
続きを読む
■大引け
相場は3日続伸で高値を更新し、15600円台に乗せてきました。IVも12%割れを底に上昇してきています。
今日の取引。
9P102@1円×30枚返済売り。
屑プットを処理。
10P151@285円×2枚売り。
10P158@270円×1枚売り。
10P112@7円×30枚買い。
10月限にプットバックを組成開始。
続きを読む
相場は3日続伸で高値を更新し、15600円台に乗せてきました。IVも12%割れを底に上昇してきています。
今日の取引。
9P102@1円×30枚返済売り。
屑プットを処理。
10P151@285円×2枚売り。
10P158@270円×1枚売り。
10P112@7円×30枚買い。
10月限にプットバックを組成開始。
始値 | 高値 | 安値 | 現値 | 前日比 | ||
先物 | 15565 | 15640 | 15555 | 15640 | +125 | |
期近 | 12.973% | 13.930% | 12.973% | 13.620% | +0.500 | |
8月限 | 11.858% | 13.171% | 11.858% | 12.467% | +0.294 | |
9月限 | 13.523% | 14.374% | 13.523% | 14.163% | +0.510 | |
10月限 | 15.893% | 16.112% | 15.173% | 15.890% | +0.542 | |
デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
+1.38 | -0.77 | +425 | -390 | |||
計 | +2.33 | -103 | +0.61 | +35 | ||
累計 | 545,316 | +111 |
続きを読む
2014年07月28日 15:40
原資産 | 15517.73 | |||||
短期金利 | 0.10% | |||||
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) | |
12.227% | 12.603% | 13.596% | 12.372% | 13.120% | +0.893 | |
8月限 | 残存日数 | 8.75 | ||||
修正ATM | 補正値 | 0 | ||||
前日 | 始値 | 高値 | 安値 | 終値 | (前日比) | |
10.940% | 11.392% | 12.848% | 11.297% | 12.173% | +1.233 | |
歪み率 | 8.012% | -0.337 | ||||
SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
10000 | − | 80.178% | 78.063% | 80.035% | +4.724 | 1円売 |
10250 | − | 75.995% | 73.934% | 75.849% | +4.506 | 1円売 |
10500 | − | 71.902% | 69.893% | 71.754% | +4.292 | 1円売 |
10750 | − | 67.894% | 65.937% | 67.744% | +4.084 | 1円売 |
11000 | − | 63.968% | 62.060% | 63.815% | +3.879 | 1円売 |
11250 | − | 60.118% | 58.258% | 59.962% | +3.679 | 1円売 |
11500 | 54.436% | 56.340% | 54.436% | 56.180% | +2.391 | 1円売 |
11750 | 50.767% | 52.628% | 50.767% | 52.465% | +1.195 | 1円売 |
12000 | 47.160% | 49.199% | 47.160% | 48.812% | +1.334 | 1円売 |
12125 | 45.378% | 47.787% | 45.378% | 47.008% | +1.281 | 1円売 |
12250 | 46.866% | 46.866% | 45.106% | 45.915% | +1.346 | |
12375 | 41.854% | 44.517% | 41.854% | 44.052% | +0.552 | |
12500 | 40.111% | 43.240% | 40.111% | 42.491% | +0.649 | |
12625 | 38.381% | 41.817% | 38.381% | 40.627% | +0.253 | |
12750 | 36.662% | 40.493% | 36.662% | 39.519% | +0.813 | |
12875 | 37.661% | 39.209% | 37.661% | 38.930% | +1.495 | |
13000 | 35.854% | 37.854% | 35.854% | 37.515% | +1.693 | |
13125 | 35.757% | 36.192% | 34.794% | 35.693% | +1.391 | |
13250 | 33.896% | 34.741% | 33.166% | 34.359% | +1.563 | |
13375 | 32.043% | 33.479% | 31.772% | 32.721% | +1.322 | |
13500 | 28.715% | 31.997% | 28.715% | 31.700% | +1.683 | |
13625 | 29.471% | 30.276% | 28.746% | 29.920% | +1.151 | |
13750 | 27.578% | 29.053% | 27.578% | 28.194% | +0.783 | |
13875 | 25.688% | 27.559% | 25.688% | 27.243% | +1.439 | |
14000 | 24.597% | 26.145% | 24.597% | 25.389% | +0.788 | |
14125 | 23.318% | 24.770% | 23.180% | 24.233% | +1.304 | |
14250 | 21.889% | 23.379% | 21.770% | 22.738% | +1.120 | |
14375 | 20.333% | 21.805% | 20.222% | 21.272% | +1.026 | |
14500 | 19.045% | 20.402% | 18.960% | 19.797% | +0.730 | |
14625 | 17.835% | 19.010% | 17.648% | 18.492% | +0.541 | |
14750 | 16.570% | 17.818% | 16.460% | 17.105% | +0.497 | |
14875 | 15.535% | 16.721% | 15.240% | 16.045% | +0.577 | |
15000 | 14.148% | 15.799% | 14.148% | 14.920% | +0.522 | |
15125 | 13.223% | 14.720% | 13.068% | 13.883% | +0.689 | |
15250 | 12.547% | 13.866% | 12.126% | 13.190% | +1.066 | |
15375 | 11.499% | 13.246% | 11.404% | 12.479% | +1.079 | |
15500 | 11.246% | 12.856% | 11.108% | 12.182% | +1.410 | |
15625 | 11.500% | 12.928% | 11.307% | 12.121% | +1.086 | |
15750 | 11.861% | 13.246% | 11.741% | 12.548% | +1.220 | |
15875 | 12.266% | 13.770% | 12.182% | 13.041% | +1.350 | |
16000 | 13.115% | 14.242% | 12.801% | 13.742% | +1.567 | |
16125 | 13.004% | 14.708% | 13.004% | 14.279% | +1.882 | |
16250 | 13.231% | 15.253% | 13.231% | 14.854% | +2.025 | |
16375 | 14.865% | 15.859% | 14.448% | 15.458% | +2.050 | |
16500 | 15.562% | 16.410% | 15.123% | 16.040% | +2.245 | |
16625 | 17.060% | 17.060% | 15.662% | 16.622% | +1.738 | |
16750 | 17.048% | 17.564% | 16.716% | 17.318% | +1.383 | |
16875 | 18.402% | 18.402% | 17.283% | 17.732% | +0.493 | |
17000 | 19.735% | 19.735% | 18.216% | 18.939% | +0.416 | 1円売 |
17125 | 21.048% | 21.048% | 19.544% | 20.279% | +0.491 | 1円売 |
17250 | − | 22.269% | 20.853% | 21.598% | +0.564 | 1円売 |
17375 | − | 23.548% | 22.144% | 22.900% | +0.636 | 1円売 |
17500 | − | 24.810% | 23.418% | 24.184% | +0.706 | 1円売 |
17750 | − | 27.287% | 25.915% | 26.703% | +0.844 | 1円売 |
18000 | − | 29.706% | 28.353% | 29.162% | +0.978 | 1円売 |
18250 | − | 32.070% | 30.734% | 31.565% | +1.109 | 1円売 |
18500 | − | 34.383% | 33.063% | 33.916% | +1.236 | 1円売 |
18750 | − | 36.649% | 35.344% | 36.218% | +1.361 | 1円売 |
19000 | − | 38.870% | 37.579% | 38.474% | +1.483 | 1円売 |
19250 | − | 41.049% | 39.770% | 40.686% | +1.602 | 1円売 |
19500 | − | 43.186% | 41.921% | 42.857% | +1.719 | 1円売 |
19750 | − | 45.286% | 44.032% | 44.988% | +1.833 | 1円売 |
20000 | − | 47.348% | 46.105% | 47.082% | +1.946 | 1円売 |
20250 | − | 49.375% | 48.143% | 49.140% | +2.056 | 1円売 |
続きを読む
■大引け
週明けの相場は小幅続伸で、7月4日につけた直近の高値を更新しました。IVは期近中心に上昇して13%台を回復しました。
今日の取引。
先物ミニ9月限@15515円×5枚買い戻し、×30枚買い。
高値超えでデルタを再ドテンロング。先々週末の投げが裏目に出てつらいところですが、忍の一字で。
続きを読む
週明けの相場は小幅続伸で、7月4日につけた直近の高値を更新しました。IVは期近中心に上昇して13%台を回復しました。
今日の取引。
先物ミニ9月限@15515円×5枚買い戻し、×30枚買い。
高値超えでデルタを再ドテンロング。先々週末の投げが裏目に出てつらいところですが、忍の一字で。
始値 | 高値 | 安値 | 現値 | 前日比 | ||
先物 | 15425 | 15560 | 15425 | 15515 | +60 | |
期近 | 12.603% | 13.596% | 12.372% | 13.120% | +0.893 | |
8月限 | 11.392% | 12.848% | 11.297% | 12.173% | +1.233 | |
9月限 | 13.314% | 14.057% | 12.991% | 13.653% | +0.568 | |
10月限 | 14.310% | 15.687% | 14.310% | 15.348% | +0.271 | |
デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
+0.57 | -0.25 | +390 | -333 | |||
計 | +1.97 | -86 | +0.32 | +56 | ||
累計 | 545,205 | -143 |
続きを読む
2014年07月25日 15:43
原資産 | 15456.46 | |||||
短期金利 | 0.10% | |||||
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) | |
11.945% | 11.745% | 12.504% | 11.745% | 12.227% | +0.281 | |
8月限 | 残存日数 | 9.75 | ||||
修正ATM | 補正値 | 10 | ||||
前日 | 始値 | 高値 | 安値 | 終値 | (前日比) | |
10.830% | 10.137% | 11.500% | 10.137% | 10.940% | +0.111 | |
歪み率 | 8.349% | +0.396 | ||||
SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
10000 | − | 75.311% | 73.147% | 75.311% | +5.068 | 1円売 |
10250 | − | 71.344% | 69.225% | 71.344% | +4.886 | 1円売 |
10500 | − | 67.462% | 65.388% | 67.462% | +4.708 | 1円売 |
10750 | 61.874% | 63.661% | 61.630% | 63.661% | +4.535 | 1円売 |
11000 | 58.191% | 59.936% | 57.947% | 59.936% | +4.310 | 1円売 |
11250 | 54.578% | 56.283% | 54.344% | 56.283% | +3.353 | 1円売 |
11500 | − | 53.789% | 52.062% | 53.789% | +3.363 | |
11750 | 47.547% | 51.269% | 47.444% | 51.269% | +3.346 | |
12000 | 47.384% | 47.534% | 45.475% | 47.478% | +2.999 | |
12125 | − | 45.865% | 44.527% | 45.728% | +2.432 | |
12250 | 43.800% | 44.889% | 43.087% | 44.569% | +2.919 | |
12375 | 39.080% | 43.500% | 38.976% | 43.500% | +3.398 | |
12500 | 40.267% | 41.963% | 39.893% | 41.841% | +2.151 | |
12625 | 38.518% | 40.373% | 38.406% | 40.373% | +2.419 | |
12750 | 38.575% | 38.794% | 37.175% | 38.706% | +2.142 | |
12875 | 35.053% | 37.447% | 34.940% | 37.435% | +2.370 | |
13000 | 34.991% | 36.063% | 34.469% | 35.822% | +2.179 | |
13125 | 33.213% | 34.726% | 32.940% | 34.302% | +1.858 | |
13250 | 31.443% | 32.846% | 31.324% | 32.796% | +2.027 | |
13375 | 30.824% | 31.618% | 30.349% | 31.399% | +1.899 | |
13500 | 29.013% | 30.269% | 28.889% | 30.017% | +1.860 | |
13625 | 27.208% | 28.903% | 27.082% | 28.769% | +1.831 | |
13750 | 26.235% | 27.466% | 26.005% | 27.411% | +1.962 | |
13875 | 25.077% | 26.129% | 24.659% | 25.804% | +1.752 | |
14000 | 23.192% | 24.675% | 23.057% | 24.601% | +1.838 | |
14125 | 22.352% | 23.266% | 21.809% | 22.929% | +1.415 | |
14250 | 20.390% | 21.876% | 20.247% | 21.618% | +1.388 | |
14375 | 19.559% | 20.616% | 19.099% | 20.246% | +1.344 | |
14500 | 18.100% | 19.262% | 17.835% | 19.068% | +1.482 | |
14625 | 16.958% | 18.042% | 16.678% | 17.951% | +1.499 | |
14750 | 15.882% | 17.044% | 15.536% | 16.608% | +1.324 | |
14875 | 14.555% | 15.757% | 14.356% | 15.468% | +1.294 | |
15000 | 13.682% | 14.577% | 13.178% | 14.398% | +1.246 | |
15125 | 12.324% | 13.447% | 12.034% | 13.194% | +1.152 | |
15250 | 11.440% | 12.505% | 11.034% | 12.124% | +0.931 | |
15375 | 10.057% | 11.700% | 10.057% | 11.401% | +0.952 | |
15500 | 10.060% | 11.447% | 10.060% | 10.772% | +0.566 | |
15625 | 10.087% | 11.522% | 10.087% | 11.034% | +0.767 | |
15750 | 10.474% | 11.862% | 10.474% | 11.328% | +0.777 | |
15875 | 10.975% | 12.252% | 10.975% | 11.691% | +0.600 | |
16000 | 11.460% | 12.607% | 11.460% | 12.174% | +0.380 | |
16125 | 12.330% | 13.037% | 11.905% | 12.396% | -0.010 | |
16250 | 12.594% | 13.554% | 12.587% | 12.829% | +0.018 | |
16375 | 12.886% | 14.368% | 12.886% | 13.408% | -0.262 | |
16500 | 14.233% | 14.621% | 13.795% | 13.795% | -0.566 | |
16625 | 15.555% | 15.803% | 14.885% | 14.885% | -0.746 | |
16750 | 16.855% | 17.100% | 15.935% | 15.935% | -0.945 | 1円売 |
16875 | − | 18.377% | 17.239% | 17.239% | -0.870 | 1円売 |
17000 | 19.395% | 19.635% | 18.523% | 18.523% | -0.797 | 1円売 |
17125 | − | 20.875% | 19.788% | 19.788% | -0.726 | 1円売 |
17250 | − | 22.098% | 21.034% | 21.034% | -0.657 | 1円売 |
17375 | − | 23.305% | 22.264% | 22.264% | -0.590 | 1円売 |
17500 | 24.262% | 24.496% | 23.478% | 23.478% | -0.524 | 1円売 |
17750 | − | 26.835% | 25.859% | 25.859% | -0.396 | 1円売 |
18000 | − | 29.119% | 28.184% | 28.184% | -0.273 | 1円売 |
18250 | − | 31.370% | 30.456% | 30.456% | -0.153 | 1円売 |
18500 | − | 33.581% | 32.679% | 32.679% | -0.037 | 1円売 |
18750 | − | 35.747% | 34.857% | 34.857% | +0.076 | 1円売 |
19000 | − | 37.870% | 36.991% | 36.991% | +0.186 | 1円売 |
19250 | − | 39.953% | 39.084% | 39.084% | +0.293 | 1円売 |
19500 | − | 41.997% | 41.138% | 41.138% | +0.398 | 1円売 |
19750 | − | 44.005% | 43.155% | 43.155% | +0.500 | 1円売 |
20000 | − | 45.977% | 45.137% | 45.137% | +0.600 | 1円売 |
20250 | − | 47.916% | 47.084% | 47.084% | +0.699 | 1円売 |
続きを読む
■大引け
相場は反発して直近の高値に接近してきました。IVも反発。
今日の取引はありません。
続きを読む
相場は反発して直近の高値に接近してきました。IVも反発。
今日の取引はありません。
始値 | 高値 | 安値 | 現値 | 前日比 | ||
先物 | 15355 | 15460 | 15340 | 15455 | +155 | |
期近 | 11.745% | 12.504% | 11.745% | 12.227% | +0.281 | |
8月限 | 10.137% | 11.500% | 10.137% | 10.940% | +0.111 | |
9月限 | 12.863% | 13.219% | 12.601% | 13.084% | +0.262 | |
10月限 | 14.891% | 15.100% | 14.086% | 15.077% | +0.325 | |
デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
+0.75 | -0.56 | +402 | -344 | |||
計 | -1.91 | -73 | +0.19 | +58 | ||
累計 | 545,348 | -365 |
続きを読む