2019年11月
2019年11月29日 15:48
原資産 | 23291.59 | |||||
短期金利 | -0.05% | |||||
期近修正ATM(残存日数24.75日換算) | ||||||
前日 | 始値 | 高値 | 安値 | 終値 | (前日比) | |
12.900% | 12.790% | 13.378% | 12.762% | 13.070% | +0.170 | |
ATR | 瞬間 | 14.712% | +0.043 | |||
5日 | 16.322% | -0.755 | ||||
20日 | 18.383% | -0.331 | ||||
60日 | 18.622% | -0.078 | ||||
12月限 | 残存日数 | 9.75 | ||||
修正ATM | 補正値 | 5 | ||||
前日 | 始値 | 高値 | 安値 | 終値 | (前日比) | |
11.993% | 11.879% | 12.819% | 11.750% | 12.275% | +0.282 | |
歪み率 | 5.544% | +0.542 | ||||
SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
15000 | − | 73.672% | 73.052% | 73.284% | +2.820 | 1円売 |
15250 | − | 71.135% | 70.485% | 70.714% | +2.695 | 1円売 |
15500 | − | 68.635% | 67.956% | 68.181% | +2.573 | 1円売 |
15750 | − | 66.172% | 65.464% | 65.685% | +2.452 | 1円売 |
16000 | − | 63.744% | 63.006% | 63.224% | +2.333 | 1円売 |
16250 | 61.238% | 61.349% | 60.583% | 60.797% | +2.215 | 1円売 |
16500 | − | 58.986% | 58.191% | 58.402% | +2.098 | 1円売 |
17000 | − | 54.353% | 53.501% | 53.705% | +1.870 | 1円売 |
17500 | 49.731% | 49.833% | 48.925% | 49.122% | +1.646 | 1円売 |
18000 | − | 45.419% | 44.454% | 44.646% | +1.428 | 1円売 |
18250 | − | 43.249% | 42.256% | 42.444% | +1.320 | 1円売 |
18500 | − | 41.101% | 40.080% | 40.265% | +1.213 | 1円売 |
18750 | 38.882% | 38.976% | 37.926% | 38.109% | +1.107 | 1円売 |
19000 | − | 36.872% | 35.793% | 35.973% | +1.002 | 1円売 |
19250 | 34.696% | 34.787% | 33.679% | 33.856% | +0.897 | 1円売 |
19375 | 33.661% | 33.751% | 32.630% | 32.805% | +0.845 | 1円売 |
19500 | 32.631% | 32.720% | 31.584% | 31.758% | +0.793 | 1円売 |
19625 | 31.605% | 31.694% | 30.551% | 30.716% | +0.741 | 1円売 |
19750 | 30.584% | 30.671% | 29.514% | 29.677% | +0.690 | 1円売 |
19875 | 29.566% | 29.653% | 28.537% | 28.643% | +0.638 | 1円売 |
20000 | 28.553% | 29.016% | 27.585% | 27.968% | +0.943 | |
20125 | 27.542% | 27.919% | 26.783% | 27.293% | +1.244 | |
20250 | 26.536% | 27.338% | 25.792% | 26.618% | +1.136 | |
20375 | 25.533% | 26.694% | 24.859% | 25.943% | +1.029 | |
20500 | 26.383% | 26.605% | 24.983% | 25.334% | +0.987 | |
20625 | 25.323% | 25.419% | 23.988% | 24.828% | +1.049 | |
20750 | 24.266% | 25.226% | 23.519% | 24.322% | +1.065 | |
20875 | 23.212% | 24.310% | 22.935% | 23.779% | +1.045 | |
21000 | 23.250% | 23.709% | 22.397% | 23.237% | +1.025 | |
21125 | 22.157% | 23.132% | 21.874% | 22.695% | +1.005 | |
21250 | 21.859% | 22.612% | 21.404% | 22.135% | +0.947 | |
21375 | 20.735% | 21.947% | 20.328% | 21.519% | +0.799 | |
21500 | 20.763% | 21.383% | 20.344% | 21.024% | +0.772 | |
21625 | 20.048% | 20.856% | 19.510% | 20.379% | +0.668 | |
21750 | − | 20.256% | 18.847% | 19.833% | +0.663 | |
21875 | − | 19.673% | 18.600% | 19.179% | +0.583 | |
22000 | 18.295% | 19.069% | 17.987% | 18.571% | +0.549 | |
22125 | 17.899% | 18.474% | 17.521% | 17.950% | +0.489 | |
22250 | 17.290% | 17.839% | 16.506% | 17.377% | +0.476 | |
22375 | 16.820% | 17.241% | 15.909% | 16.742% | +0.402 | |
22500 | 16.130% | 16.589% | 15.460% | 16.110% | +0.331 | |
22625 | 15.591% | 15.932% | 15.239% | 15.383% | +0.198 | |
22750 | 14.998% | 15.345% | 14.146% | 14.836% | +0.203 | |
22875 | 14.476% | 14.653% | 14.063% | 14.153% | +0.132 | |
23000 | 13.934% | 14.039% | 12.839% | 13.622% | +0.215 | |
23125 | 13.309% | 13.501% | 12.232% | 13.042% | +0.115 | |
23250 | 13.006% | 13.026% | 12.293% | 12.435% | +0.089 | |
23375 | 12.235% | 12.583% | 11.837% | 12.006% | -0.054 | |
23500 | 11.832% | 12.898% | 11.525% | 11.738% | -0.060 | |
23625 | 10.921% | 12.698% | 10.921% | 11.554% | -0.023 | |
23750 | 11.109% | 12.231% | 11.109% | 11.495% | +0.014 | |
23875 | 11.124% | 11.967% | 11.124% | 11.467% | +0.066 | |
24000 | 11.161% | 12.041% | 11.161% | 11.545% | +0.176 | |
24125 | 11.199% | 12.159% | 11.199% | 11.654% | +0.286 | |
24250 | 11.323% | 12.305% | 11.274% | 11.791% | +0.304 | |
24375 | 11.516% | 12.428% | 11.489% | 12.041% | +0.427 | |
24500 | 11.618% | 12.799% | 11.618% | 12.313% | +0.573 | |
24625 | 11.787% | 12.981% | 11.787% | 12.634% | +0.708 | |
24750 | 12.410% | 13.349% | 12.099% | 13.042% | +0.931 | |
24875 | 12.212% | 13.558% | 12.212% | 13.437% | +1.083 | |
25000 | 13.134% | 14.310% | 12.714% | 14.016% | +1.313 | |
25125 | 12.959% | 14.632% | 12.959% | 14.523% | +1.471 | 1円売 |
25250 | 13.802% | 15.476% | 13.749% | 15.368% | +1.507 | 1円売 |
25375 | 14.635% | 16.310% | 14.583% | 16.204% | +1.543 | 1円売 |
25500 | 15.459% | 17.135% | 15.408% | 17.032% | +1.578 | 1円売 |
25750 | − | 18.762% | 17.033% | 18.662% | +1.649 | 1円売 |
26000 | − | 20.359% | 18.626% | 20.263% | +1.720 | 1円売 |
26250 | − | 21.928% | 20.190% | 21.835% | +1.789 | 1円売 |
26500 | − | 23.471% | 21.726% | 23.381% | +1.858 | 1円売 |
26750 | − | 24.988% | 23.238% | 24.902% | +1.926 | 1円売 |
27000 | − | 26.483% | 24.725% | 26.399% | +1.994 | 1円売 |
27250 | − | 27.955% | 26.189% | 27.874% | +2.060 | 1円売 |
27500 | − | 29.406% | 27.632% | 29.328% | +2.126 | 1円売 |
■大引け
相場は続落。IVは小幅まちまちでした。
今日の取引はありません。
始値 | 高値 | 安値 | 現値 | 前日比 | ||
先物 | 23480 | 23495 | 23275 | 23290 | -120 | |
期近 | 12.790% | 13.378% | 12.762% | 13.070% | +0.170 | |
12月限 | 11.879% | 12.819% | 11.750% | 12.275% | +0.282 | |
1月限 | 12.867% | 13.432% | 12.837% | 13.123% | +0.094 | |
2月限 | − | 14.157% | 13.650% | 13.876% | +0.094 | |
デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
+0.08 | -0.09 | +38 | -46 | |||
計 | +0.64 | +10 | -0.01 | -8 | ||
累計 | 554,150 | -53 |
2019年11月28日 20:00
原資産 | 23414.01 | |||||
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) | |
12.665% | 12.871% | 13.159% | 12.769% | 12.895% | +0.229 | |
ATR | 瞬間 | 14.669% | +1.614 | |||
5日 | 17.077% | -1.278 | ||||
20日 | 18.714% | -0.504 | ||||
60日 | 18.699% | -0.213 | ||||
12月限 | 残存日数 | 10.75 | ||||
修正ATM | 補正値 | -5 | ||||
前日 | 始値 | 高値 | 安値 | 終値 | (前日比) | |
11.646% | 11.828% | 12.329% | 11.802% | 11.984% | +0.338 | |
歪み率 | 5.007% | -0.395 | ||||
SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
15000 | − | 70.506% | 69.504% | 70.476% | +2.696 | 1円売 |
15250 | − | 68.060% | 67.084% | 68.029% | +2.589 | 1円売 |
15500 | − | 65.650% | 64.700% | 65.620% | +2.483 | 1円売 |
15750 | − | 63.275% | 62.350% | 63.245% | +2.378 | 1円売 |
16000 | − | 60.934% | 60.033% | 60.903% | +2.275 | 1円売 |
16250 | − | 58.624% | 57.748% | 58.594% | +2.174 | 1円売 |
16500 | − | 56.357% | 55.494% | 56.315% | +2.073 | 1円売 |
17000 | − | 51.922% | 51.072% | 51.846% | +1.876 | 1円売 |
17500 | − | 47.596% | 46.759% | 47.487% | +1.684 | 1円売 |
18000 | − | 43.371% | 42.546% | 43.230% | +1.496 | 1円売 |
18250 | − | 41.294% | 40.474% | 41.136% | +1.403 | 1円売 |
18500 | − | 39.239% | 38.424% | 39.064% | +1.311 | 1円売 |
18750 | − | 37.204% | 36.394% | 37.014% | +1.220 | 1円売 |
19000 | 34.922% | 35.190% | 34.385% | 34.983% | +1.130 | 1円売 |
19250 | 32.935% | 33.194% | 32.394% | 32.971% | +1.041 | 1円売 |
19375 | 31.948% | 32.203% | 31.405% | 31.972% | +0.996 | 1円売 |
19500 | 30.965% | 31.216% | 30.420% | 30.977% | +0.952 | 1円売 |
19625 | 29.987% | 30.233% | 29.439% | 29.987% | +0.638 | 1円売 |
19750 | 29.012% | 29.255% | 28.463% | 29.000% | +0.328 | 1円売 |
19875 | 30.094% | 30.094% | 27.710% | 28.017% | +0.021 | 1円売 |
20000 | 27.074% | 28.412% | 26.831% | 27.037% | -0.281 | |
20125 | 28.044% | 28.044% | 25.856% | 26.062% | -0.580 | 1円売 |
20250 | 25.151% | 26.763% | 25.151% | 25.494% | -0.471 | |
20375 | 26.008% | 26.765% | 24.927% | 24.927% | -0.422 | |
20500 | 24.995% | 25.615% | 23.524% | 24.359% | -0.374 | |
20625 | 23.984% | 24.731% | 23.683% | 23.792% | -0.325 | |
20750 | 24.089% | 24.329% | 23.270% | 23.270% | -0.231 | |
20875 | 23.043% | 23.598% | 22.700% | 22.748% | -0.137 | |
21000 | 22.813% | 23.053% | 22.227% | 22.227% | -0.071 | |
21125 | 22.398% | 22.427% | 21.705% | 21.705% | -0.005 | |
21250 | 21.852% | 21.852% | 21.202% | 21.202% | +0.125 | |
21375 | 20.731% | 21.319% | 20.666% | 20.735% | +0.283 | |
21500 | 20.867% | 20.867% | 20.098% | 20.268% | +0.371 | |
21625 | 19.689% | 20.241% | 19.633% | 19.727% | +0.405 | |
21750 | − | 19.653% | 19.046% | 19.187% | +0.359 | |
21875 | − | 19.042% | 18.420% | 18.614% | +0.403 | |
22000 | 18.141% | 18.486% | 17.904% | 18.041% | +0.396 | |
22125 | 17.419% | 17.923% | 17.361% | 17.481% | +0.446 | |
22250 | 16.900% | 17.306% | 16.808% | 16.921% | +0.447 | |
22375 | 16.337% | 16.839% | 16.186% | 16.361% | +0.447 | |
22500 | 15.707% | 16.161% | 15.636% | 15.802% | +0.438 | |
22625 | 14.992% | 15.579% | 14.992% | 15.209% | +0.481 | |
22750 | 14.437% | 15.031% | 14.437% | 14.659% | +0.430 | |
22875 | 13.857% | 14.450% | 13.857% | 14.048% | +0.319 | |
23000 | 13.460% | 13.940% | 13.285% | 13.438% | +0.234 | |
23125 | 12.891% | 13.447% | 12.737% | 12.961% | +0.288 | |
23250 | 12.500% | 13.061% | 12.307% | 12.384% | +0.080 | |
23375 | 12.105% | 12.594% | 11.884% | 12.069% | +0.134 | |
23500 | 11.709% | 12.181% | 11.505% | 11.755% | +0.190 | |
23625 | 11.673% | 12.092% | 11.309% | 11.541% | +0.201 | |
23750 | 11.570% | 11.780% | 11.201% | 11.450% | +0.222 | |
23875 | 11.418% | 11.649% | 11.119% | 11.374% | +0.242 | |
24000 | 11.425% | 11.639% | 11.109% | 11.345% | +0.286 | |
24125 | 11.354% | 11.730% | 11.128% | 11.346% | +0.302 | |
24250 | 11.560% | 11.794% | 11.217% | 11.467% | +0.318 | |
24375 | 11.720% | 12.003% | 11.324% | 11.595% | +0.341 | |
24500 | 11.763% | 12.127% | 11.448% | 11.723% | +0.328 | |
24625 | 12.083% | 12.295% | 11.688% | 11.910% | +0.326 | |
24750 | 12.434% | 12.565% | 11.869% | 12.097% | +0.323 | |
24875 | 12.465% | 12.849% | 12.115% | 12.340% | +0.402 | |
25000 | 13.379% | 13.379% | 11.667% | 12.689% | +0.409 | |
25125 | 12.517% | 13.700% | 12.517% | 13.038% | +0.296 | |
25250 | 13.320% | 14.032% | 13.147% | 13.848% | +1.031 | 1円売 |
25375 | 14.113% | 14.831% | 13.941% | 14.648% | +1.063 | 1円売 |
25500 | − | 15.621% | 14.727% | 15.440% | +1.095 | 1円売 |
25750 | − | 17.178% | 16.273% | 17.000% | +1.159 | 1円売 |
26000 | − | 18.705% | 17.790% | 18.530% | +1.222 | 1円売 |
26250 | − | 20.206% | 19.279% | 20.033% | +1.285 | 1円売 |
26500 | − | 21.680% | 20.742% | 21.510% | +1.346 | 1円売 |
26750 | − | 23.131% | 22.180% | 22.963% | +1.407 | 1円売 |
27000 | − | 24.559% | 23.596% | 24.393% | +1.467 | 1円売 |
27250 | − | 25.965% | 24.991% | 25.802% | +1.526 | 1円売 |
27500 | − | 27.351% | 26.364% | 27.189% | +1.585 | 1円売 |
■大引け
相場は小反落。IVは小幅まちまちでした。
今日の取引はありません。
始値 | 高値 | 安値 | 現値 | 前日比 | ||
先物 | 23460 | 23495 | 23370 | 23410 | -65 | |
期近 | 12.871% | 13.159% | 12.769% | 12.895% | +0.229 | |
12月限 | 11.828% | 12.329% | 11.802% | 11.984% | +0.338 | |
1月限 | 13.041% | 13.304% | 12.909% | 13.025% | +0.124 | |
2月限 | − | 14.044% | 13.734% | 13.780% | +0.084 | |
デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
+0.12 | -0.08 | +52 | -47 | |||
計 | +0.66 | +2 | +0.04 | +5 | ||
累計 | 554,203 | -47 |
2019年11月27日 17:53
原資産 | 23482.90 | |||||
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) | |
12.773% | 12.581% | 12.711% | 12.461% | 12.665% | -0.108 | |
ATR | 瞬間 | 13.055% | -8.754 | |||
5日 | 18.355% | -2.699 | ||||
20日 | 19.218% | -0.695 | ||||
60日 | 18.913% | -0.243 | ||||
12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) | |
11.979% | 11.652% | 11.829% | 11.499% | 11.646% | -0.334 | |
歪み率 | 5.402% | +0.407 | ||||
SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
15000 | − | 67.780% | 66.800% | 67.780% | +3.214 | 1円売 |
15250 | − | 65.441% | 64.484% | 65.441% | +3.122 | 1円売 |
15500 | − | 63.137% | 62.201% | 63.137% | +3.031 | 1円売 |
15750 | − | 60.866% | 59.952% | 60.866% | +2.942 | 1円売 |
16000 | − | 58.628% | 57.734% | 58.628% | +2.854 | 1円売 |
16250 | − | 56.420% | 55.547% | 56.420% | +2.767 | 1円売 |
16500 | − | 54.242% | 53.390% | 54.242% | +2.681 | 1円売 |
17000 | − | 49.981% | 49.158% | 49.970% | +2.514 | 1円売 |
17500 | − | 45.827% | 45.030% | 45.803% | +2.351 | 1円売 |
18000 | − | 41.770% | 40.998% | 41.734% | +2.192 | 1円売 |
18250 | − | 39.776% | 39.015% | 39.733% | +2.114 | 1円売 |
18500 | 37.205% | 37.802% | 37.053% | 37.753% | +2.037 | 1円売 |
18750 | − | 35.849% | 35.111% | 35.794% | +1.961 | 1円売 |
19000 | 33.344% | 33.915% | 33.188% | 33.853% | +1.886 | 1円売 |
19250 | 31.441% | 31.999% | 31.283% | 31.931% | +1.812 | 1円売 |
19375 | 30.496% | 31.047% | 30.337% | 30.976% | +1.775 | 1円売 |
19500 | 29.555% | 30.100% | 29.395% | 30.026% | +1.462 | 1円売 |
19625 | 28.618% | 29.349% | 28.457% | 29.349% | +1.423 | |
19750 | 29.701% | 29.734% | 28.317% | 28.672% | +1.383 | |
19875 | 26.755% | 28.343% | 26.755% | 27.995% | +1.344 | |
20000 | 25.829% | 27.664% | 25.829% | 27.319% | +1.304 | |
20125 | 26.752% | 26.785% | 26.083% | 26.642% | +1.265 | |
20250 | 25.775% | 26.578% | 25.551% | 25.965% | +1.106 | |
20375 | 24.802% | 25.629% | 24.802% | 25.349% | +1.008 | |
20500 | 23.831% | 24.991% | 23.831% | 24.733% | +0.924 | |
20625 | 23.963% | 24.411% | 23.196% | 24.117% | +0.839 | |
20750 | 22.959% | 23.762% | 22.959% | 23.501% | +0.709 | |
20875 | 22.763% | 23.223% | 22.586% | 22.885% | +0.579 | |
21000 | 22.386% | 22.616% | 22.093% | 22.298% | +0.524 | |
21125 | 21.333% | 21.962% | 21.333% | 21.710% | +0.469 | |
21250 | 21.281% | 21.350% | 20.907% | 21.078% | +0.369 | |
21375 | 20.601% | 20.776% | 20.306% | 20.452% | +0.277 | |
21500 | 20.199% | 20.396% | 19.740% | 19.897% | +0.254 | |
21625 | 19.363% | 19.614% | 19.194% | 19.323% | +0.212 | |
21750 | − | 19.103% | 18.643% | 18.828% | +0.237 | |
21875 | − | 18.468% | 18.008% | 18.211% | +0.164 | |
22000 | 17.809% | 17.901% | 17.482% | 17.645% | +0.142 | |
22125 | 17.202% | 17.342% | 16.890% | 17.035% | +0.043 | |
22250 | 16.601% | 16.770% | 16.308% | 16.474% | +0.041 | |
22375 | 15.974% | 16.225% | 15.745% | 15.914% | +0.030 | |
22500 | 15.400% | 15.646% | 15.218% | 15.363% | +0.022 | |
22625 | 14.908% | 15.074% | 14.628% | 14.729% | -0.021 | |
22750 | 14.269% | 14.558% | 14.112% | 14.229% | -0.065 | |
22875 | 13.757% | 14.005% | 13.580% | 13.730% | -0.014 | |
23000 | 13.276% | 13.629% | 13.091% | 13.204% | -0.051 | |
23125 | 12.923% | 13.120% | 12.473% | 12.673% | -0.111 | |
23250 | 12.200% | 12.613% | 11.976% | 12.304% | -0.009 | |
23375 | 11.830% | 12.195% | 11.699% | 11.935% | -0.064 | |
23500 | 11.524% | 11.737% | 11.351% | 11.566% | -0.119 | |
23625 | 11.218% | 11.573% | 10.940% | 11.340% | -0.198 | |
23750 | 11.331% | 11.349% | 10.799% | 11.228% | -0.163 | |
23875 | 11.091% | 11.218% | 10.849% | 11.132% | -0.216 | |
24000 | 11.209% | 11.209% | 10.836% | 11.059% | -0.302 | |
24125 | 11.231% | 11.255% | 10.867% | 11.044% | -0.367 | |
24250 | 11.228% | 11.266% | 10.914% | 11.149% | -0.344 | |
24375 | 11.368% | 11.462% | 11.083% | 11.254% | -0.345 | |
24500 | 11.397% | 11.605% | 11.163% | 11.395% | -0.339 | |
24625 | 11.696% | 11.696% | 11.404% | 11.584% | -0.285 | |
24750 | 11.628% | 11.890% | 11.559% | 11.773% | -0.280 | |
24875 | 12.047% | 12.250% | 11.787% | 11.937% | -0.292 | |
25000 | 12.263% | 12.609% | 12.018% | 12.280% | -0.275 | |
25125 | 12.084% | 12.859% | 12.051% | 12.743% | -0.139 | |
25250 | 12.852% | 13.054% | 12.520% | 12.817% | -0.433 | 1円売 |
25375 | − | 13.813% | 13.229% | 13.585% | -0.034 | 1円売 |
25500 | 14.362% | 14.563% | 13.983% | 14.345% | -0.001 | 1円売 |
25750 | − | 16.041% | 15.466% | 15.841% | +0.065 | 1円売 |
26000 | − | 17.491% | 16.920% | 17.308% | +0.128 | 1円売 |
26250 | − | 18.923% | 18.347% | 18.748% | +0.190 | 1円売 |
26500 | − | 20.337% | 19.750% | 20.164% | +0.250 | 1円売 |
26750 | − | 21.727% | 21.129% | 21.556% | +0.309 | 1円売 |
27000 | − | 23.096% | 22.486% | 22.926% | +0.367 | 1円売 |
27250 | − | 24.444% | 23.823% | 24.275% | +0.424 | 1円売 |
27500 | − | 25.772% | 25.140% | 25.605% | +0.479 | 1円売 |
■大引け
相場は4日続伸。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 | 23450 | 23505 | 23415 | 23475 | +95 | |
期近 | 12.581% | 12.711% | 12.461% | 12.665% | -0.108 | |
12月限 | 11.652% | 11.829% | 11.499% | 11.646% | -0.334 | |
1月限 | 12.817% | 12.975% | 12.687% | 12.901% | -0.137 | |
2月限 | − | 13.871% | 13.551% | 13.696% | -0.237 | |
デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
+0.15 | -0.07 | +68 | -49 | |||
計 | +0.71 | -6 | +0.08 | +18 | ||
累計 | 554,250 | -13 |
2019年11月26日 20:00
原資産 | 23387.66 | |||||
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) | |
12.927% | 12.627% | 13.068% | 12.521% | 12.773% | -0.154 | |
ATR | 瞬間 | 21.808% | +3.538 | |||
5日 | 21.054% | +0.203 | ||||
20日 | 19.913% | +0.033 | ||||
60日 | 19.156% | -0.071 | ||||
12月限 | 残存日数 | 12.75 | ||||
修正ATM | 補正値 | -5 | ||||
前日 | 始値 | 高値 | 安値 | 終値 | (前日比) | |
12.190% | 11.846% | 12.424% | 11.560% | 11.979% | -0.210 | |
歪み率 | 4.995% | -0.069 | ||||
SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
15000 | − | 65.395% | 64.140% | 64.566% | +2.682 | 1円売 |
15250 | − | 63.168% | 61.903% | 62.319% | +2.600 | 1円売 |
15500 | − | 60.975% | 59.699% | 60.106% | +2.518 | 1円売 |
15750 | − | 58.813% | 57.526% | 57.925% | +2.438 | 1円売 |
16000 | − | 56.682% | 55.385% | 55.774% | +2.360 | 1円売 |
16250 | − | 54.580% | 53.272% | 53.653% | +2.282 | 1円売 |
16500 | − | 52.507% | 51.188% | 51.561% | +2.205 | 1円売 |
17000 | − | 48.441% | 47.100% | 47.456% | +2.055 | 1円売 |
17500 | − | 44.476% | 43.112% | 43.453% | +1.909 | 1円売 |
18000 | − | 40.604% | 39.217% | 39.542% | +1.767 | 1円売 |
18250 | − | 38.700% | 37.302% | 37.619% | +1.697 | 1円売 |
18500 | 35.803% | 36.817% | 35.406% | 35.716% | +1.628 | 1円売 |
18750 | 33.940% | 34.953% | 33.530% | 33.832% | +1.559 | 1円売 |
19000 | 32.095% | 33.107% | 31.672% | 31.967% | +0.989 | 1円売 |
19250 | 30.267% | 31.280% | 29.831% | 30.119% | +0.435 | 1円売 |
19375 | 29.359% | 30.372% | 28.916% | 29.201% | +0.215 | 1円売 |
19500 | 28.455% | 29.906% | 28.089% | 28.564% | +0.192 | |
19625 | 27.555% | 29.045% | 27.323% | 27.926% | +0.205 | |
19750 | 28.599% | 28.599% | 27.250% | 27.289% | +0.095 | |
19875 | 27.651% | 27.817% | 26.463% | 26.652% | -0.016 | |
20000 | 26.707% | 27.370% | 26.014% | 26.014% | -0.126 | |
20125 | 26.971% | 26.971% | 25.360% | 25.377% | -0.277 | |
20250 | 25.997% | 26.095% | 23.312% | 24.859% | -0.310 | |
20375 | 25.025% | 25.457% | 24.331% | 24.341% | -0.343 | |
20500 | 24.057% | 25.053% | 23.730% | 23.809% | -0.324 | |
20625 | 23.923% | 24.283% | 23.278% | 23.278% | -0.305 | |
20750 | 23.607% | 23.769% | 22.721% | 22.792% | -0.241 | |
20875 | 22.592% | 23.124% | 22.200% | 22.306% | -0.138 | |
21000 | 22.621% | 22.695% | 21.474% | 21.773% | -0.123 | |
21125 | 21.571% | 22.012% | 21.046% | 21.241% | -0.066 | |
21250 | 20.936% | 21.417% | 20.600% | 20.708% | -0.009 | |
21375 | 20.582% | 20.973% | 19.912% | 20.176% | +0.028 | |
21500 | 20.088% | 20.398% | 19.458% | 19.643% | +0.044 | |
21625 | 19.487% | 19.704% | 18.885% | 19.111% | +0.059 | |
21750 | − | 19.239% | 18.393% | 18.591% | +0.088 | |
21875 | − | 18.795% | 17.805% | 18.047% | +0.142 | |
22000 | 17.714% | 18.125% | 17.260% | 17.503% | +0.122 | |
22125 | 17.210% | 17.597% | 16.787% | 16.992% | +0.151 | |
22250 | 16.684% | 17.004% | 16.199% | 16.433% | +0.131 | |
22375 | 15.898% | 16.454% | 15.737% | 15.884% | +0.122 | |
22500 | 15.575% | 15.910% | 15.224% | 15.341% | +0.101 | |
22625 | 14.940% | 15.409% | 14.726% | 14.750% | +0.032 | |
22750 | 14.420% | 14.903% | 14.171% | 14.294% | +0.044 | |
22875 | 13.933% | 14.373% | 13.459% | 13.743% | +0.042 | |
23000 | 13.480% | 13.884% | 12.959% | 13.254% | -0.005 | |
23125 | 12.841% | 13.621% | 12.676% | 12.783% | -0.086 | |
23250 | 12.393% | 13.091% | 12.183% | 12.313% | -0.074 | |
23375 | 12.064% | 12.809% | 11.910% | 11.999% | -0.075 | |
23500 | 11.734% | 12.309% | 11.391% | 11.684% | -0.138 | |
23625 | 11.551% | 11.962% | 11.255% | 11.538% | -0.126 | |
23750 | 11.501% | 11.879% | 11.032% | 11.391% | -0.114 | |
23875 | 11.336% | 11.669% | 10.978% | 11.348% | -0.102 | |
24000 | 11.197% | 11.647% | 11.025% | 11.361% | -0.090 | |
24125 | 11.187% | 11.679% | 11.026% | 11.411% | -0.093 | |
24250 | 11.227% | 11.717% | 11.075% | 11.493% | -0.096 | |
24375 | 11.253% | 11.845% | 11.153% | 11.599% | -0.099 | |
24500 | 11.434% | 11.996% | 11.284% | 11.734% | -0.114 | |
24625 | 11.655% | 12.144% | 11.338% | 11.869% | -0.082 | |
24750 | 11.809% | 12.423% | 11.546% | 12.054% | -0.102 | |
24875 | 11.976% | 12.526% | 11.536% | 12.230% | -0.131 | |
25000 | 12.342% | 12.855% | 12.036% | 12.556% | -0.073 | |
25125 | 12.508% | 13.027% | 11.831% | 12.882% | -0.039 | |
25250 | 13.295% | 13.497% | 12.525% | 13.250% | +0.037 | |
25375 | 13.013% | 13.746% | 12.622% | 13.619% | +0.172 | 1円売 |
25500 | 13.735% | 14.469% | 12.868% | 14.345% | +0.201 | 1円売 |
25750 | − | 15.893% | 14.188% | 15.776% | +0.257 | 1円売 |
26000 | − | 17.290% | 15.594% | 17.180% | +0.311 | 1円売 |
26250 | − | 18.662% | 16.974% | 18.559% | +0.365 | 1円売 |
26500 | − | 20.011% | 18.329% | 19.914% | +0.417 | 1円売 |
26750 | − | 21.338% | 19.661% | 21.247% | +0.468 | 1円売 |
27000 | − | 22.645% | 20.972% | 22.559% | +0.518 | 1円売 |
27250 | − | 23.931% | 22.263% | 23.852% | +0.568 | 1円売 |
27500 | − | 25.199% | 23.534% | 25.125% | +0.616 | 1円売 |
■大引け
相場は小幅ながら3日続伸。IVは小幅まちまちでした。
今日の取引はありません。
始値 | 高値 | 安値 | 現値 | 前日比 | ||
先物 | 23455 | 23620 | 23350 | 23380 | +55 | |
期近 | 12.627% | 13.068% | 12.521% | 12.773% | -0.154 | |
12月限 | 11.846% | 12.424% | 11.560% | 11.979% | -0.210 | |
1月限 | 12.910% | 13.362% | 12.786% | 13.038% | -0.225 | |
2月限 | − | 14.192% | 13.763% | 13.934% | -0.170 | |
デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
+0.13 | -0.06 | +90 | -56 | |||
計 | +0.67 | -25 | +0.07 | +34 | ||
累計 | 554,262 | +18 |
2019年11月25日 17:11
原資産 | 23333.73 | |||||
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) | |
13.423% | 12.918% | 13.166% | 12.847% | 12.927% | -0.496 | |
ATR | 瞬間 | 18.271% | +2.311 | |||
5日 | 20.851% | -1.370 | ||||
20日 | 19.880% | -0.242 | ||||
60日 | 19.227% | -0.102 | ||||
12月限 | 残存日数 | 13.75 | ||||
修正ATM | 補正値 | -5 | ||||
前日 | 始値 | 高値 | 安値 | 終値 | (前日比) | |
12.981% | 12.173% | 12.621% | 12.146% | 12.190% | -0.791 | |
歪み率 | 5.064% | -0.343 | ||||
SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
15000 | − | 61.884% | 61.069% | 61.884% | +3.207 | 1円売 |
15250 | − | 59.720% | 58.923% | 59.720% | +3.135 | 1円売 |
15500 | − | 57.588% | 56.809% | 57.588% | +3.065 | 1円売 |
15750 | − | 55.486% | 54.726% | 55.486% | +2.996 | 1円売 |
16000 | 52.794% | 53.414% | 52.672% | 53.414% | +2.928 | 1円売 |
16250 | 50.768% | 51.371% | 50.646% | 51.371% | +2.861 | 1円売 |
16500 | 48.770% | 49.355% | 48.647% | 49.355% | +2.795 | 1円売 |
17000 | − | 45.401% | 44.727% | 45.401% | +2.666 | 1円売 |
17500 | − | 41.543% | 40.902% | 41.543% | +2.282 | 1円売 |
18000 | 37.291% | 37.775% | 37.165% | 37.775% | +1.420 | 1円売 |
18250 | 35.454% | 36.048% | 35.409% | 35.922% | +0.877 | 1円売 |
18500 | 33.636% | 34.874% | 33.599% | 34.088% | +0.353 | 1円売 |
18750 | 31.836% | 33.547% | 31.836% | 32.273% | -0.203 | 1円売 |
19000 | 32.190% | 32.190% | 30.978% | 30.978% | -0.239 | |
19250 | 30.318% | 30.797% | 29.541% | 29.683% | -0.352 | |
19375 | 29.387% | 30.331% | 28.964% | 28.986% | -0.459 | |
19500 | 29.762% | 29.762% | 28.372% | 28.372% | -0.482 | |
19625 | 28.804% | 29.208% | 27.697% | 27.721% | -0.570 | |
19750 | 27.849% | 28.834% | 27.194% | 27.194% | -0.479 | |
19875 | 27.835% | 27.859% | 26.667% | 26.667% | -0.482 | |
20000 | 26.860% | 27.326% | 26.140% | 26.140% | -0.485 | |
20125 | 26.628% | 26.639% | 25.654% | 25.654% | -0.447 | |
20250 | 25.636% | 25.990% | 25.168% | 25.168% | -0.326 | |
20375 | 25.253% | 25.430% | 24.660% | 24.683% | -0.245 | |
20500 | 24.770% | 24.847% | 24.093% | 24.133% | -0.220 | |
20625 | 24.210% | 24.214% | 23.490% | 23.583% | -0.196 | |
20750 | 23.584% | 23.648% | 22.989% | 23.033% | -0.142 | |
20875 | 22.904% | 23.021% | 22.362% | 22.443% | -0.128 | |
21000 | 22.493% | 22.493% | 21.836% | 21.896% | -0.080 | |
21125 | 21.407% | 21.814% | 21.218% | 21.307% | -0.073 | |
21250 | 21.119% | 21.196% | 20.648% | 20.717% | -0.084 | |
21375 | 20.235% | 20.640% | 20.077% | 20.147% | -0.104 | |
21500 | 19.933% | 20.009% | 19.493% | 19.599% | -0.080 | |
21625 | 19.127% | 19.449% | 18.931% | 19.051% | -0.055 | |
21750 | − | 18.876% | 18.356% | 18.503% | -0.073 | |
21875 | − | 18.304% | 17.681% | 17.905% | -0.091 | |
22000 | 17.655% | 17.777% | 17.233% | 17.381% | -0.113 | |
22125 | 17.187% | 17.193% | 16.668% | 16.841% | -0.112 | |
22250 | 16.467% | 16.638% | 16.135% | 16.302% | -0.110 | |
22375 | 15.954% | 16.135% | 15.596% | 15.762% | -0.109 | |
22500 | 15.409% | 15.577% | 15.080% | 15.240% | -0.090 | |
22625 | 14.869% | 15.072% | 14.558% | 14.718% | -0.072 | |
22750 | 14.179% | 14.864% | 14.050% | 14.250% | -0.078 | |
22875 | 13.974% | 14.134% | 13.552% | 13.701% | -0.099 | |
23000 | 13.456% | 13.631% | 12.979% | 13.259% | -0.090 | |
23125 | 13.340% | 13.340% | 12.547% | 12.869% | -0.107 | |
23250 | 12.377% | 12.793% | 12.288% | 12.387% | -0.200 | |
23375 | 11.892% | 12.504% | 11.772% | 12.073% | -0.253 | |
23500 | 11.505% | 12.167% | 11.505% | 11.822% | -0.285 | |
23625 | 11.622% | 12.026% | 11.413% | 11.663% | -0.330 | |
23750 | 11.348% | 11.898% | 11.334% | 11.505% | -0.374 | |
23875 | 11.289% | 11.818% | 11.266% | 11.450% | -0.411 | |
24000 | 11.256% | 11.820% | 11.256% | 11.451% | -0.391 | |
24125 | 11.385% | 11.848% | 11.302% | 11.504% | -0.391 | |
24250 | 11.314% | 11.900% | 11.314% | 11.589% | -0.406 | |
24375 | 11.508% | 12.015% | 11.449% | 11.698% | -0.405 | |
24500 | 11.756% | 12.140% | 11.590% | 11.848% | -0.416 | |
24625 | 11.964% | 12.308% | 11.762% | 11.951% | -0.510 | |
24750 | 12.212% | 12.488% | 11.894% | 12.155% | -0.501 | |
24875 | 12.164% | 12.759% | 12.164% | 12.360% | -0.549 | |
25000 | 12.965% | 12.981% | 12.502% | 12.629% | -0.511 | |
25125 | 13.075% | 13.317% | 12.845% | 12.921% | -0.574 | |
25250 | 12.788% | 13.455% | 12.788% | 13.213% | -0.637 | |
25375 | 13.486% | 13.875% | 13.289% | 13.447% | -0.759 | 1円売 |
25500 | 14.177% | 14.570% | 13.983% | 14.145% | -0.729 | 1円売 |
25750 | − | 15.939% | 15.351% | 15.520% | -0.671 | 1円売 |
26000 | − | 17.283% | 16.692% | 16.869% | -0.616 | 1円売 |
26250 | − | 18.603% | 18.011% | 18.194% | -0.562 | 1円売 |
26500 | − | 19.901% | 19.303% | 19.497% | -0.510 | 1円売 |
26750 | − | 21.179% | 20.573% | 20.779% | -0.459 | 1円売 |
27000 | − | 22.437% | 21.823% | 22.041% | -0.410 | 1円売 |
27250 | − | 23.676% | 23.055% | 23.284% | -0.361 | 1円売 |
27500 | − | 24.897% | 24.269% | 24.509% | -0.314 | 1円売 |
■大引け
週明けの相場は続伸。IVは期近が弱含みました。
今日の取引はありません。
始値 | 高値 | 安値 | 現値 | 前日比 | ||
先物 | 23300 | 23345 | 23250 | 23325 | +195 | |
期近 | 12.918% | 13.166% | 12.847% | 12.927% | -0.496 | |
12月限 | 12.173% | 12.621% | 12.146% | 12.190% | -0.791 | |
1月限 | 13.282% | 13.477% | 13.159% | 13.263% | -0.426 | |
2月限 | − | 14.345% | 14.084% | 14.104% | -0.422 | |
デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
+0.13 | -0.06 | +100 | -63 | |||
計 | +0.70 | -28 | +0.07 | +37 | ||
累計 | 554,244 | +71 |