2023年03月
2023年03月31日 20:00
| 原資産 | 28097.71 | |||||
| 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） | |
| 14.829% | 15.033% | 15.137% | 14.568% | 14.873% | +0.044 | |
| ATR | 瞬間 | 19.357% | +2.347 | |||
| 5日 | 21.475% | -1.232 | ||||
| 20日 | 26.323% | -0.942 | ||||
| 60日 | 24.605% | -0.369 | ||||
| 4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） | |
| 13.918% | 14.127% | 14.522% | 13.527% | 14.065% | +0.147 | |
| 歪み率 | 8.376% | +0.526 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 166.836% | 164.059% | 166.767% | +9.302 | 1円売 |
| 11000 | − | 152.008% | 149.417% | 151.933% | +8.604 | 1円売 |
| 12000 | − | 138.477% | 136.053% | 138.395% | +7.969 | 1円売 |
| 13000 | − | 126.025% | 123.763% | 125.937% | +7.385 | 1円売 |
| 14000 | − | 114.485% | 112.365% | 114.392% | +6.845 | 1円売 |
| 15000 | − | 103.724% | 101.737% | 103.627% | +6.343 | 1円売 |
| 16000 | − | 93.635% | 91.763% | 93.533% | +5.873 | 1円売 |
| 17000 | − | 84.130% | 82.381% | 84.024% | +5.431 | 1円売 |
| 18000 | − | 75.135% | 73.487% | 75.024% | +5.015 | 1円売 |
| 18500 | 69.081% | 71.197% | 69.081% | 71.197% | +4.744 | |
| 19000 | 64.907% | 67.371% | 64.907% | 67.371% | +4.473 | |
| 19500 | 60.830% | 63.593% | 60.830% | 63.593% | +4.203 | |
| 20000 | 56.843% | 59.629% | 56.843% | 59.629% | +3.932 | |
| 20500 | 56.402% | 56.402% | 55.024% | 56.149% | +3.661 | |
| 21000 | 52.362% | 53.122% | 51.658% | 52.668% | +3.390 | |
| 21500 | 48.400% | 49.808% | 48.400% | 49.350% | +3.119 | |
| 21750 | 46.445% | 48.239% | 46.445% | 47.691% | +2.983 | |
| 22000 | 44.508% | 46.455% | 44.508% | 46.212% | +3.028 | |
| 22250 | − | 45.061% | 43.214% | 44.612% | +3.072 | |
| 22500 | 40.681% | 43.310% | 40.681% | 43.013% | +3.117 | |
| 22750 | 40.474% | 41.569% | 40.028% | 41.569% | +3.161 | |
| 23000 | 38.529% | 40.277% | 38.529% | 40.126% | +3.206 | |
| 23250 | 36.598% | 38.503% | 36.598% | 38.503% | +3.071 | |
| 23500 | 35.834% | 36.994% | 35.631% | 36.994% | +2.935 | |
| 23750 | 32.772% | 35.940% | 32.772% | 35.485% | +2.800 | |
| 23875 | − | − | − | 34.701% | +2.733 | |
| 24000 | 31.925% | 34.080% | 31.925% | 33.916% | +2.665 | |
| 24125 | − | − | − | 33.128% | +2.565 | |
| 24250 | 29.986% | 32.608% | 29.986% | 32.447% | +2.571 | |
| 24375 | − | − | − | 31.765% | +2.674 | |
| 24500 | 29.534% | 31.392% | 29.446% | 30.965% | +2.576 | |
| 24625 | − | − | − | 30.165% | +2.499 | |
| 24750 | − | 29.759% | 27.977% | 29.421% | +2.451 | |
| 24875 | − | − | − | 28.676% | +2.404 | |
| 25000 | 26.076% | 28.159% | 26.076% | 27.947% | +2.412 | |
| 25125 | − | − | − | 27.218% | +2.420 | |
| 25250 | 24.513% | 26.689% | 24.513% | 26.488% | +2.421 | |
| 25375 | − | − | − | 25.826% | +2.489 | |
| 25500 | 23.581% | 25.097% | 23.581% | 25.061% | +2.503 | |
| 25625 | − | − | − | 24.295% | +2.368 | |
| 25750 | 22.043% | 23.678% | 22.043% | 23.529% | +2.234 | |
| 25875 | − | − | − | 22.855% | +2.109 | |
| 26000 | 20.826% | 22.182% | 20.826% | 22.115% | +1.920 | |
| 26125 | − | − | − | 21.414% | +1.769 | |
| 26250 | 19.324% | 20.813% | 19.324% | 20.750% | +1.656 | |
| 26375 | − | − | − | 20.110% | +1.530 | |
| 26500 | 18.466% | 19.538% | 18.466% | 19.458% | +1.390 | |
| 26625 | − | − | − | 18.887% | +1.326 | |
| 26750 | 16.742% | 18.576% | 16.742% | 18.316% | +1.182 | |
| 26875 | − | − | − | 17.808% | +1.123 | |
| 27000 | 16.484% | 17.613% | 16.484% | 17.333% | +0.944 | |
| 27125 | − | − | − | 16.817% | +0.872 | |
| 27250 | 16.125% | 16.834% | 15.844% | 16.391% | +0.889 | |
| 27375 | − | − | − | 15.964% | +0.907 | |
| 27500 | 15.036% | 16.109% | 15.033% | 15.538% | +0.824 | |
| 27625 | − | − | − | 15.167% | +0.851 | |
| 27750 | 13.937% | 15.364% | 13.937% | 14.797% | +0.758 | |
| 27875 | − | − | − | 14.481% | +0.720 | |
| 28000 | 14.021% | 14.723% | 13.597% | 14.244% | +0.665 | |
| 28125 | − | − | − | 13.974% | +0.577 | |
| 28250 | 14.003% | 14.259% | 13.217% | 13.827% | +0.542 | |
| 28375 | − | − | − | 13.703% | +0.462 | |
| 28500 | 14.097% | 14.097% | 12.942% | 13.621% | +0.425 | |
| 28625 | − | − | − | 13.539% | +0.350 | |
| 28750 | 13.522% | 13.768% | 12.862% | 13.516% | +0.333 | |
| 28875 | − | − | − | 13.487% | +0.244 | |
| 29000 | 13.748% | 13.782% | 12.983% | 13.458% | +0.155 | |
| 29125 | − | − | − | 13.527% | +0.007 | |
| 29250 | 13.846% | 13.954% | 13.232% | 13.617% | -0.118 | |
| 29375 | − | − | − | 13.847% | -0.198 | |
| 29500 | 14.499% | 14.499% | 13.722% | 14.077% | -0.287 | |
| 29625 | − | − | − | 14.400% | -0.283 | |
| 29750 | 15.351% | 15.351% | 14.444% | 14.696% | -0.354 | |
| 29875 | − | − | − | 15.206% | -0.290 | |
| 30000 | 16.135% | 16.139% | 15.239% | 15.556% | -0.385 | |
| 30125 | − | − | − | 16.058% | -0.411 | |
| 30250 | 16.297% | 17.151% | 16.234% | 16.560% | -0.437 | |
| 30375 | − | − | − | 17.080% | -0.445 | |
| 30500 | 18.651% | 18.651% | 17.234% | 17.600% | -0.475 | |
| 30625 | − | − | − | 18.177% | -0.449 | |
| 30750 | 19.236% | 19.299% | 18.148% | 18.753% | -0.423 | |
| 31000 | 20.669% | 20.669% | 19.228% | 19.831% | -0.419 | |
| 31250 | 22.079% | 22.079% | 20.151% | 20.851% | -0.414 | |
| 31500 | 21.866% | 22.392% | 20.969% | 21.804% | -0.409 | |
| 31750 | 23.159% | 23.424% | 22.168% | 22.798% | -0.404 | |
| 32000 | 24.434% | 24.647% | 23.412% | 23.984% | -0.399 | |
| 32250 | − | 25.805% | 24.677% | 25.220% | -0.373 | 1円売 |
| 32500 | − | 27.064% | 25.925% | 26.483% | -0.307 | 1円売 |
| 32750 | 28.165% | 28.307% | 27.157% | 27.730% | -0.242 | 1円売 |
| 33000 | 29.378% | 29.536% | 28.375% | 28.961% | -0.177 | 1円売 |
| 33250 | − | 30.750% | 29.578% | 30.179% | -0.114 | 1円売 |
| 34000 | − | 34.311% | 33.106% | 33.749% | +0.070 | 1円売 |
| 35000 | − | 38.885% | 37.636% | 38.333% | +0.304 | 1円売 |
■大引け
相場は６連騰で28000円台を回復しました。IVはOTMコールを除いてしっかり。
今日の取引。
5C287＠260円×1枚売り。
5C300＠43円×4枚買い。
4C282＠235円×1枚売り。
4C295＠12円×8枚買い。
4P220＠2円×8枚返済売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 27950 | 28125 | 27940 | 28090 | +295 | |
| 期近 | 15.033% | 15.137% | 14.568% | 14.873% | +0.044 | |
| 4月限 | 14.127% | 14.522% | 13.527% | 14.065% | +0.147 | |
| 5月限 | 15.356% | 15.370% | 14.892% | 15.143% | -0.077 | |
| 6月限 | − | 15.800% | 15.363% | 15.642% | -0.099 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.04 | +0.05 | +190 | -133 | |||
| 計 | +0.34 | -30 | +0.09 | +57 | ||
| 累計 | 563,368 | +123 | ||||
2023年03月30日 20:00
| 原資産 | 27804.09 | |||||
| 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） | |
| 15.259% | 15.031% | 15.495% | 14.829% | 14.829% | -0.430 | |
| ATR | 瞬間 | 17.010% | -11.058 | |||
| 5日 | 22.707% | -3.121 | ||||
| 20日 | 27.264% | -1.382 | ||||
| 60日 | 24.974% | -0.540 | ||||
| 4月限 | 残存日数 | 10.75 | ||||
| 修正ATM | 補正値 | 0 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 14.455% | 14.394% | 14.994% | 13.918% | 13.918% | -0.537 | |
| 歪み率 | 7.850% | +0.474 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 157.465% | 155.308% | 157.465% | +7.895 | 1円売 |
| 11000 | − | 143.328% | 141.310% | 143.328% | +7.287 | 1円売 |
| 12000 | − | 130.426% | 128.528% | 130.426% | +6.733 | 1円売 |
| 13000 | − | 118.552% | 116.765% | 118.552% | +6.225 | 1円売 |
| 14000 | − | 107.547% | 105.862% | 107.547% | +5.754 | 1円売 |
| 15000 | − | 97.284% | 95.694% | 97.284% | +5.315 | 1円売 |
| 16000 | − | 87.661% | 86.159% | 87.661% | +4.905 | 1円売 |
| 17000 | − | 78.592% | 77.173% | 78.592% | +4.520 | 1円売 |
| 18000 | 68.918% | 70.009% | 68.656% | 70.009% | +4.157 | 1円売 |
| 18500 | 64.835% | 66.615% | 64.835% | 66.453% | +3.879 | |
| 19000 | 60.850% | 63.387% | 60.850% | 62.897% | +3.600 | |
| 19500 | − | 60.239% | 58.363% | 59.390% | +3.322 | |
| 20000 | 56.605% | 56.905% | 54.747% | 55.698% | +3.044 | |
| 20500 | − | 54.055% | 51.614% | 52.488% | +2.766 | |
| 21000 | 48.809% | 51.204% | 48.482% | 49.278% | +2.488 | |
| 21500 | 45.022% | 46.914% | 45.022% | 46.231% | +1.968 | |
| 21750 | 43.154% | 45.770% | 43.154% | 44.708% | +1.950 | |
| 22000 | 43.066% | 43.819% | 42.468% | 43.184% | +1.931 | |
| 22250 | 41.164% | 41.930% | 40.707% | 41.540% | +1.792 | |
| 22500 | 39.276% | 40.469% | 39.276% | 39.896% | +1.653 | |
| 22750 | 38.623% | 38.894% | 37.541% | 38.408% | +1.570 | |
| 23000 | 36.712% | 37.324% | 36.078% | 36.920% | +1.487 | |
| 23250 | 34.814% | 35.884% | 34.606% | 35.432% | +1.405 | |
| 23500 | 33.820% | 34.403% | 33.280% | 34.059% | +1.322 | |
| 23750 | 32.643% | 32.781% | 31.937% | 32.685% | +1.239 | |
| 23875 | − | − | − | 31.968% | +1.203 | |
| 24000 | 30.699% | 31.476% | 30.492% | 31.251% | +1.166 | |
| 24125 | − | − | − | 30.563% | +1.159 | |
| 24250 | 29.359% | 30.084% | 29.184% | 29.875% | +1.151 | |
| 24375 | − | − | − | 29.090% | +1.043 | |
| 24500 | 27.911% | 28.668% | 27.598% | 28.389% | +1.018 | |
| 24625 | − | − | − | 27.667% | +1.011 | |
| 24750 | − | 27.313% | 26.345% | 26.970% | +0.987 | |
| 24875 | − | − | − | 26.272% | +0.983 | |
| 25000 | 25.120% | 25.875% | 24.932% | 25.535% | +0.938 | |
| 25125 | − | − | − | 24.798% | +0.893 | |
| 25250 | 23.695% | 24.565% | 23.494% | 24.068% | +0.854 | |
| 25375 | − | − | − | 23.337% | +0.695 | |
| 25500 | 22.624% | 23.161% | 22.166% | 22.558% | +0.554 | |
| 25625 | − | − | − | 21.927% | +0.520 | |
| 25750 | 21.468% | 21.905% | 20.882% | 21.296% | +0.424 | |
| 25875 | − | − | − | 20.745% | +0.409 | |
| 26000 | 20.028% | 20.753% | 19.778% | 20.195% | +0.393 | |
| 26125 | − | − | − | 19.645% | +0.378 | |
| 26250 | 18.747% | 19.605% | 18.651% | 19.094% | +0.362 | |
| 26375 | − | − | − | 18.581% | +0.379 | |
| 26500 | 18.042% | 18.591% | 17.637% | 18.067% | +0.309 | |
| 26625 | − | − | − | 17.560% | +0.264 | |
| 26750 | 17.194% | 17.720% | 16.780% | 17.134% | +0.242 | |
| 26875 | − | − | − | 16.685% | +0.198 | |
| 27000 | 16.457% | 16.888% | 15.921% | 16.389% | +0.308 | |
| 27125 | − | − | − | 15.945% | +0.269 | |
| 27250 | 15.460% | 16.269% | 15.289% | 15.501% | +0.165 | |
| 27375 | − | − | − | 15.057% | +0.094 | |
| 27500 | 15.212% | 15.688% | 14.605% | 14.713% | +0.074 | |
| 27625 | − | − | − | 14.316% | -0.042 | |
| 27750 | 14.386% | 15.033% | 13.965% | 14.038% | -0.096 | |
| 27875 | − | − | − | 13.761% | -0.207 | |
| 28000 | 14.011% | 14.530% | 13.512% | 13.579% | -0.195 | |
| 28125 | − | − | − | 13.396% | -0.199 | |
| 28250 | 14.212% | 14.244% | 13.249% | 13.285% | -0.241 | |
| 28375 | − | − | − | 13.241% | -0.216 | |
| 28500 | 13.792% | 14.065% | 13.156% | 13.196% | -0.191 | |
| 28625 | − | − | − | 13.189% | -0.174 | |
| 28750 | 14.029% | 14.029% | 13.183% | 13.183% | -0.156 | |
| 28875 | − | − | − | 13.243% | -0.105 | |
| 29000 | 13.972% | 14.082% | 13.303% | 13.303% | -0.185 | |
| 29125 | − | − | − | 13.519% | -0.194 | |
| 29250 | 14.039% | 14.497% | 13.736% | 13.736% | -0.203 | |
| 29375 | − | − | − | 14.045% | -0.250 | |
| 29500 | 14.746% | 15.183% | 14.279% | 14.364% | -0.297 | |
| 29625 | − | − | − | 14.683% | -0.345 | |
| 29750 | 15.177% | 15.951% | 14.988% | 15.050% | -0.392 | |
| 29875 | − | − | − | 15.495% | -0.440 | |
| 30000 | 16.128% | 17.281% | 15.663% | 15.941% | -0.487 | |
| 30125 | − | − | − | 16.469% | -0.451 | |
| 30250 | 17.612% | 18.015% | 16.649% | 16.997% | -0.416 | |
| 30375 | − | − | − | 17.525% | -0.380 | |
| 30500 | 18.189% | 19.541% | 17.452% | 18.075% | -0.345 | |
| 30625 | − | − | − | 18.626% | -0.310 | |
| 30750 | − | 20.497% | 18.510% | 19.177% | -0.274 | |
| 31000 | − | 21.425% | 19.539% | 20.250% | -0.203 | |
| 31250 | 20.740% | 22.353% | 20.568% | 21.265% | -0.190 | |
| 31500 | 21.983% | 23.214% | 21.521% | 22.213% | -0.178 | |
| 31750 | 23.211% | 24.116% | 22.515% | 23.202% | -0.165 | |
| 32000 | 24.422% | 25.210% | 23.700% | 24.383% | -0.152 | 1円売 |
| 32250 | 25.617% | 26.412% | 24.899% | 25.594% | -0.095 | 1円売 |
| 32500 | − | 27.599% | 26.082% | 26.790% | -0.038 | 1円売 |
| 32750 | − | 28.773% | 27.251% | 27.971% | +0.018 | 1円売 |
| 33000 | − | 29.932% | 28.406% | 29.139% | +0.072 | 1円売 |
| 33250 | − | 31.079% | 29.548% | 30.293% | +0.127 | 1円売 |
| 34000 | − | 34.448% | 32.897% | 33.679% | +0.284 | 1円売 |
| 35000 | − | 38.783% | 37.200% | 38.028% | +0.485 | 1円売 |
■大引け
相場は5日続伸。IVはコール安プット高が継続しました。
今日の取引。
4C280＠235円×1枚買い。
4C287＠48円×2枚売り。
4C290＠25円×2枚返済売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 27735 | 27870 | 27620 | 27795 | +215 | |
| 期近 | 15.031% | 15.495% | 14.829% | 14.829% | -0.430 | |
| 4月限 | 14.394% | 14.994% | 13.918% | 13.918% | -0.537 | |
| 5月限 | 15.320% | 15.784% | 15.220% | 15.220% | -0.472 | |
| 6月限 | − | 16.080% | 15.728% | 15.741% | -0.303 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.04 | +0.00 | +90 | -67 | |||
| 計 | +0.30 | -23 | +0.04 | +23 | ||
| 累計 | 563,244 | +36 | ||||
2023年03月29日 20:00
| 原資産 | 27841.81 | |||||
| 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） | |
| 15.815% | 15.588% | 15.806% | 14.953% | 15.259% | -0.556 | |
| ATR | 瞬間 | 28.068% | +15.351 | |||
| 5日 | 25.829% | +1.095 | ||||
| 20日 | 28.646% | -0.090 | ||||
| 60日 | 25.514% | +0.061 | ||||
| 4月限 | 残存日数 | 11.75 | ||||
| 修正ATM | 補正値 | -260 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 14.873% | 14.890% | 14.907% | 13.996% | 14.455% | -0.418 | |
| 歪み率 | 7.376% | +0.514 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 149.646% | 146.472% | 149.570% | +7.292 | 1円売 |
| 11000 | − | 136.124% | 133.079% | 136.041% | +6.760 | 1円売 |
| 12000 | − | 123.782% | 120.854% | 123.692% | +6.275 | 1円売 |
| 13000 | − | 112.424% | 109.602% | 112.328% | +5.830 | 1円売 |
| 14000 | − | 101.895% | 99.170% | 101.794% | +5.418 | 1円売 |
| 15000 | − | 92.076% | 89.440% | 91.969% | +5.035 | 1円売 |
| 16000 | 80.393% | 82.867% | 80.313% | 82.755% | +4.678 | 1円売 |
| 17000 | 71.788% | 74.189% | 71.711% | 74.072% | +4.342 | 1円売 |
| 18000 | 63.640% | 65.974% | 63.565% | 65.852% | +4.026 | 1円売 |
| 18500 | 59.719% | 62.713% | 59.719% | 62.574% | +3.890 | |
| 19000 | − | 59.451% | 57.026% | 59.297% | +3.755 | |
| 19500 | 55.539% | 56.238% | 53.805% | 56.068% | +3.619 | |
| 20000 | 51.673% | 52.839% | 50.398% | 52.654% | +3.483 | |
| 20500 | 47.887% | 49.924% | 47.474% | 49.722% | +3.348 | |
| 21000 | 44.175% | 47.021% | 44.175% | 46.790% | +3.212 | |
| 21500 | 42.259% | 44.646% | 42.031% | 44.263% | +3.077 | |
| 21750 | 40.396% | 43.060% | 40.396% | 42.758% | +2.937 | |
| 22000 | 38.548% | 41.623% | 38.548% | 41.253% | +2.798 | |
| 22250 | 37.910% | 40.186% | 37.690% | 39.748% | +2.659 | |
| 22500 | 36.040% | 38.749% | 36.040% | 38.243% | +2.520 | |
| 22750 | 34.183% | 37.315% | 34.183% | 36.838% | +2.481 | |
| 23000 | 33.214% | 35.840% | 33.214% | 35.433% | +2.482 | |
| 23250 | 32.065% | 34.465% | 31.948% | 34.027% | +2.484 | |
| 23500 | 30.781% | 33.176% | 30.781% | 32.737% | +2.434 | |
| 23750 | 29.878% | 31.850% | 29.362% | 31.446% | +2.384 | |
| 23875 | − | − | − | 30.765% | +2.324 | |
| 24000 | 28.340% | 30.429% | 28.129% | 30.085% | +2.258 | |
| 24125 | − | − | − | 29.404% | +2.192 | |
| 24250 | 27.094% | 29.028% | 26.821% | 28.724% | +2.092 | |
| 24375 | − | − | − | 28.047% | +2.042 | |
| 24500 | 25.695% | 27.782% | 25.531% | 27.371% | +1.993 | |
| 24625 | − | − | − | 26.656% | +1.936 | |
| 24750 | − | 26.440% | 24.259% | 25.982% | +1.833 | |
| 24875 | − | − | − | 25.290% | +1.711 | |
| 25000 | 23.388% | 25.058% | 23.103% | 24.598% | +1.567 | |
| 25125 | − | − | − | 23.905% | +1.422 | |
| 25250 | 21.903% | 23.726% | 21.857% | 23.213% | +1.255 | |
| 25375 | − | − | − | 22.642% | +1.220 | |
| 25500 | 21.219% | 22.523% | 20.688% | 22.003% | +1.089 | |
| 25625 | − | − | − | 21.406% | +0.999 | |
| 25750 | 20.274% | 21.304% | 19.583% | 20.871% | +0.937 | |
| 25875 | − | − | − | 20.337% | +0.855 | |
| 26000 | 19.248% | 20.274% | 18.551% | 19.802% | +0.773 | |
| 26125 | − | − | − | 19.267% | +0.741 | |
| 26250 | 18.539% | 19.176% | 17.571% | 18.732% | +0.633 | |
| 26375 | − | − | − | 18.202% | +0.530 | |
| 26500 | 17.605% | 18.245% | 16.635% | 17.758% | +0.436 | |
| 26625 | − | − | − | 17.297% | +0.379 | |
| 26750 | 16.514% | 17.571% | 15.839% | 16.892% | +0.378 | |
| 26875 | − | − | − | 16.487% | +0.371 | |
| 27000 | 15.443% | 16.898% | 15.014% | 16.081% | +0.364 | |
| 27125 | − | − | − | 15.676% | +0.329 | |
| 27250 | 14.945% | 16.003% | 14.319% | 15.337% | +0.337 | |
| 27375 | − | − | − | 14.963% | +0.312 | |
| 27500 | 14.689% | 15.168% | 13.553% | 14.639% | +0.271 | |
| 27625 | − | − | − | 14.358% | +0.226 | |
| 27750 | 14.183% | 14.534% | 13.080% | 14.135% | +0.247 | |
| 27875 | − | − | − | 13.968% | +0.263 | |
| 28000 | 13.793% | 14.121% | 12.826% | 13.774% | +0.250 | |
| 28125 | − | − | − | 13.596% | +0.187 | |
| 28250 | 13.633% | 13.764% | 12.699% | 13.526% | +0.234 | |
| 28375 | − | − | − | 13.456% | +0.204 | |
| 28500 | 13.870% | 13.870% | 12.700% | 13.387% | +0.134 | |
| 28625 | − | − | − | 13.363% | -0.010 | |
| 28750 | 14.058% | 14.058% | 12.761% | 13.339% | -0.162 | |
| 28875 | − | − | − | 13.348% | -0.403 | |
| 29000 | 14.455% | 14.455% | 13.070% | 13.488% | -0.514 | |
| 29125 | − | − | − | 13.713% | -0.539 | |
| 29250 | 15.046% | 15.313% | 13.540% | 13.938% | -0.735 | |
| 29375 | − | − | − | 14.295% | -0.799 | |
| 29500 | 16.108% | 16.108% | 14.212% | 14.661% | -0.863 | |
| 29625 | − | − | − | 15.028% | -0.927 | |
| 29750 | 16.968% | 17.080% | 15.158% | 15.442% | -0.929 | |
| 29875 | − | − | − | 15.935% | -0.931 | |
| 30000 | 18.388% | 18.388% | 16.059% | 16.428% | -0.933 | |
| 30125 | − | − | − | 16.920% | -0.935 | |
| 30250 | 18.882% | 19.351% | 17.107% | 17.413% | -0.937 | |
| 30375 | − | − | − | 17.906% | -0.939 | |
| 30500 | 20.204% | 20.204% | 18.260% | 18.420% | -0.932 | |
| 30625 | − | − | − | 18.935% | -0.924 | |
| 30750 | 21.506% | 21.506% | 19.288% | 19.451% | -0.917 | |
| 31000 | 22.789% | 22.789% | 20.287% | 20.453% | -0.901 | |
| 31250 | − | 23.027% | 21.286% | 21.455% | -0.886 | |
| 31500 | 23.617% | 23.907% | 22.218% | 22.391% | -0.871 | |
| 31750 | − | 24.827% | 23.191% | 23.367% | -0.856 | 1円売 |
| 32000 | − | 25.976% | 24.360% | 24.535% | -0.526 | 1円売 |
| 32250 | − | 27.110% | 25.513% | 25.689% | -0.474 | 1円売 |
| 32500 | − | 28.231% | 26.652% | 26.828% | -0.423 | 1円売 |
| 32750 | − | 29.339% | 27.778% | 27.954% | -0.373 | 1円売 |
| 33000 | − | 30.434% | 28.891% | 29.066% | -0.324 | 1円売 |
| 33250 | − | 31.517% | 29.991% | 30.166% | -0.275 | 1円売 |
| 34000 | − | 34.697% | 33.219% | 33.395% | -0.134 | 1円売 |
| 35000 | − | 38.786% | 37.368% | 37.544% | +0.046 | 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 | 27275 | 27615 | 27255 | 27580 | +290 | |
| 期近 | 15.588% | 15.806% | 14.953% | 15.259% | -0.556 | |
| 4月限 | 14.890% | 14.907% | 13.996% | 14.455% | -0.418 | |
| 5月限 | 15.985% | 16.352% | 15.355% | 15.692% | -0.751 | |
| 6月限 | − | 16.740% | 15.891% | 16.044% | -0.792 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.05 | +0.00 | +81 | -51 | |||
| 計 | +0.13 | -26 | +0.05 | +30 | ||
| 累計 | 563,208 | +30 | ||||
2023年03月28日 20:00
| 原資産 | 27550.43 | |||||
| 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） | |
| 16.682% | 16.108% | 16.322% | 15.815% | 15.815% | -0.867 | |
| ATR | 瞬間 | 12.717% | -13.396 | |||
| 5日 | 24.734% | -6.111 | ||||
| 20日 | 28.736% | -1.788 | ||||
| 60日 | 25.453% | -0.519 | ||||
| 4月限 | 残存日数 | 12.75 | ||||
| 修正ATM | 補正値 | -255 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 16.035% | 15.167% | 15.614% | 14.766% | 14.873% | -1.163 | |
| 歪み率 | 6.862% | -0.069 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 142.278% | 140.811% | 142.278% | +5.414 | 1円売 |
| 11000 | − | 129.281% | 127.941% | 129.281% | +4.933 | 1円売 |
| 12000 | − | 117.418% | 116.194% | 117.418% | +4.495 | 1円売 |
| 13000 | − | 106.498% | 105.382% | 106.498% | +4.091 | 1円売 |
| 14000 | − | 96.376% | 95.346% | 96.376% | +3.717 | 1円売 |
| 15000 | − | 86.934% | 85.985% | 86.934% | +3.369 | 1円売 |
| 16000 | − | 78.078% | 77.204% | 78.078% | +3.042 | 1円売 |
| 17000 | 69.355% | 69.994% | 68.921% | 69.730% | +2.008 | 1円売 |
| 18000 | 61.530% | 63.137% | 61.038% | 61.826% | +0.694 | 1円売 |
| 18500 | 57.765% | 59.852% | 57.765% | 58.684% | +0.703 | |
| 19000 | − | 56.567% | 54.829% | 55.542% | +0.712 | |
| 19500 | − | 53.331% | 51.742% | 52.449% | +0.721 | |
| 20000 | 50.063% | 50.063% | 48.463% | 49.170% | +0.730 | |
| 20500 | 46.428% | 47.576% | 45.667% | 46.374% | +0.739 | |
| 21000 | 42.864% | 44.074% | 42.785% | 43.578% | +0.748 | |
| 21500 | 42.346% | 42.346% | 40.201% | 41.187% | +0.758 | |
| 21750 | 39.253% | 39.976% | 38.797% | 39.821% | +0.735 | |
| 22000 | 38.688% | 38.688% | 37.386% | 38.455% | +0.713 | |
| 22250 | 37.849% | 37.849% | 36.058% | 37.089% | +0.690 | |
| 22500 | 36.016% | 36.016% | 34.796% | 35.723% | +0.698 | |
| 22750 | 34.195% | 34.430% | 33.378% | 34.357% | +0.692 | |
| 23000 | 33.126% | 33.182% | 32.375% | 32.950% | +0.585 | |
| 23250 | 31.294% | 31.759% | 31.039% | 31.544% | +0.477 | |
| 23500 | 30.615% | 30.615% | 29.796% | 30.303% | +0.432 | |
| 23750 | 29.221% | 29.249% | 28.576% | 29.062% | +0.386 | |
| 23875 | − | − | − | 28.441% | +0.289 | |
| 24000 | 28.147% | 28.147% | 27.347% | 27.827% | +0.198 | |
| 24125 | − | − | − | 27.212% | +0.108 | |
| 24250 | 26.905% | 26.905% | 26.169% | 26.632% | +0.056 | |
| 24375 | − | − | − | 26.005% | -0.015 | |
| 24500 | 25.530% | 25.643% | 25.001% | 25.378% | -0.087 | |
| 24625 | − | − | − | 24.720% | -0.189 | |
| 24750 | − | 24.467% | 23.924% | 24.149% | -0.248 | |
| 24875 | − | − | − | 23.579% | -0.350 | |
| 25000 | 23.270% | 23.368% | 22.820% | 23.031% | -0.428 | |
| 25125 | − | − | − | 22.483% | -0.475 | |
| 25250 | 22.316% | 22.316% | 21.762% | 21.958% | -0.498 | |
| 25375 | − | − | − | 21.422% | -0.556 | |
| 25500 | 21.315% | 21.315% | 20.774% | 20.914% | -0.584 | |
| 25625 | − | − | − | 20.407% | -0.666 | |
| 25750 | 20.406% | 20.406% | 19.814% | 19.935% | -0.702 | |
| 25875 | − | − | − | 19.482% | -0.736 | |
| 26000 | 19.188% | 19.535% | 18.954% | 19.029% | -0.771 | |
| 26125 | − | − | − | 18.526% | -0.854 | |
| 26250 | 18.604% | 18.654% | 18.082% | 18.099% | -0.903 | |
| 26375 | − | − | − | 17.672% | -0.951 | |
| 26500 | 18.158% | 18.158% | 17.282% | 17.322% | -0.923 | |
| 26625 | − | − | − | 16.918% | -0.968 | |
| 26750 | 16.814% | 17.078% | 16.514% | 16.514% | -1.013 | |
| 26875 | − | − | − | 16.116% | -1.052 | |
| 27000 | 16.661% | 16.661% | 15.717% | 15.717% | -1.112 | |
| 27125 | − | − | − | 15.348% | -1.099 | |
| 27250 | 15.459% | 15.653% | 14.999% | 14.999% | -1.064 | |
| 27375 | − | − | − | 14.651% | -1.146 | |
| 27500 | 14.782% | 15.103% | 14.368% | 14.368% | -1.162 | |
| 27625 | − | − | − | 14.131% | -1.215 | |
| 27750 | 14.765% | 14.765% | 13.887% | 13.887% | -1.275 | |
| 27875 | − | − | − | 13.706% | -1.306 | |
| 28000 | 13.980% | 14.326% | 13.524% | 13.524% | -1.336 | |
| 28125 | − | − | − | 13.408% | -1.291 | |
| 28250 | 13.925% | 14.160% | 13.292% | 13.292% | -1.289 | |
| 28375 | − | − | − | 13.252% | -1.256 | |
| 28500 | 13.882% | 14.136% | 13.253% | 13.253% | -1.182 | |
| 28625 | − | − | − | 13.373% | -1.166 | |
| 28750 | 13.985% | 14.366% | 13.501% | 13.501% | -1.142 | |
| 28875 | − | − | − | 13.751% | -1.055 | |
| 29000 | 14.273% | 14.901% | 14.002% | 14.002% | -1.023 | |
| 29125 | − | − | − | 14.252% | -0.989 | |
| 29250 | 14.639% | 15.501% | 14.639% | 14.673% | -0.833 | |
| 29375 | − | − | − | 15.093% | -0.804 | |
| 29500 | 15.431% | 16.370% | 15.289% | 15.524% | -0.764 | |
| 29625 | − | − | − | 15.954% | -0.730 | |
| 29750 | 16.405% | 17.277% | 16.371% | 16.371% | -0.710 | |
| 29875 | − | − | − | 16.866% | -0.611 | |
| 30000 | 17.812% | 18.155% | 17.360% | 17.360% | -0.545 | |
| 30125 | − | − | − | 17.855% | -0.479 | |
| 30250 | 18.528% | 19.067% | 18.200% | 18.350% | -0.414 | |
| 30375 | − | − | − | 18.844% | -0.348 | |
| 30500 | 19.850% | 20.009% | 19.067% | 19.352% | -0.300 | |
| 30625 | − | − | − | 19.860% | -0.253 | |
| 30750 | 20.208% | 20.983% | 19.966% | 20.367% | -0.206 | |
| 31000 | 21.443% | 21.956% | 20.915% | 21.354% | -0.111 | |
| 31250 | − | 22.928% | 21.863% | 22.341% | -0.016 | |
| 31500 | 22.268% | 23.835% | 22.268% | 23.262% | +0.078 | |
| 31750 | 23.388% | 24.782% | 23.388% | 24.223% | +0.173 | |
| 32000 | 24.493% | 25.605% | 24.469% | 25.061% | +0.267 | 1円売 |
| 32250 | − | 26.701% | 25.560% | 26.163% | +0.564 | 1円売 |
| 32500 | 26.664% | 27.783% | 26.638% | 27.251% | +0.847 | 1円売 |
| 32750 | − | 28.853% | 27.704% | 28.327% | +0.887 | 1円売 |
| 33000 | − | 29.911% | 28.757% | 29.390% | +0.927 | 1円売 |
| 33250 | − | 30.957% | 29.799% | 30.442% | +0.967 | 1円売 |
| 34000 | − | 34.029% | 32.857% | 33.529% | +1.082 | 1円売 |
| 35000 | − | 37.980% | 36.788% | 37.498% | +1.231 | 1円売 |
■大引け
相場は小幅続伸。IVは続落して15％台まで低下しました。
今日の取引はありません。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 27350 | 27355 | 27165 | 27290 | +25 | |
| 期近 | 16.108% | 16.322% | 15.815% | 15.815% | -0.867 | |
| 4月限 | 15.167% | 15.614% | 14.766% | 14.873% | -1.163 | |
| 5月限 | 16.769% | 16.850% | 16.443% | 16.443% | -0.767 | |
| 6月限 | − | 17.121% | 16.831% | 16.836% | -0.484 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.03 | +0.00 | +77 | -55 | |||
| 計 | +0.06 | -20 | +0.03 | +22 | ||
| 累計 | 563,178 | -24 | ||||
2023年03月27日 20:00
| 原資産 | 27523.21 | |||||
| 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） | |
| 17.384% | 17.147% | 17.543% | 16.611% | 16.682% | -0.703 | |
| ATR | 瞬間 | 26.113% | -0.340 | |||
| 5日 | 30.845% | -2.420 | ||||
| 20日 | 30.524% | -0.515 | ||||
| 60日 | 25.971% | -0.038 | ||||
| 4月限 | 残存日数 | 13.75 | ||||
| 修正ATM | 補正値 | -260 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 16.999% | 16.714% | 17.243% | 15.942% | 16.035% | -0.964 | |
| 歪み率 | 6.930% | +0.473 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 10000 | − | 136.864% | 134.959% | 136.864% | +5.090 | 1円売 |
| 11000 | − | 124.348% | 122.545% | 124.348% | +4.661 | 1円売 |
| 12000 | − | 112.923% | 111.212% | 112.923% | +4.269 | 1円売 |
| 13000 | − | 102.407% | 100.781% | 102.407% | +3.909 | 1円売 |
| 14000 | − | 92.658% | 91.111% | 92.658% | +3.576 | 1円売 |
| 15000 | 82.540% | 83.565% | 82.089% | 83.565% | +3.265 | 1円売 |
| 16000 | 74.085% | 75.039% | 73.627% | 75.036% | +2.974 | 1円売 |
| 17000 | − | 67.755% | 66.452% | 67.722% | +2.811 | |
| 18000 | − | 61.195% | 59.983% | 61.132% | +2.648 | |
| 18500 | 58.448% | 58.448% | 56.888% | 57.981% | +2.567 | |
| 19000 | 54.704% | 54.923% | 53.794% | 54.830% | +2.486 | |
| 19500 | 51.044% | 51.837% | 50.748% | 51.728% | +2.404 | |
| 20000 | 47.463% | 48.590% | 47.463% | 48.440% | +2.326 | |
| 20500 | 45.787% | 45.878% | 44.814% | 45.635% | +2.195 | |
| 21000 | 42.225% | 43.034% | 41.909% | 42.830% | +2.169 | |
| 21500 | 39.962% | 40.918% | 39.419% | 40.429% | +2.091 | |
| 21750 | 39.180% | 39.357% | 38.085% | 39.085% | +1.934 | |
| 22000 | 37.383% | 38.040% | 36.751% | 37.742% | +1.774 | |
| 22250 | 36.393% | 36.832% | 35.384% | 36.398% | +1.552 | |
| 22500 | 34.590% | 35.378% | 34.251% | 35.024% | +1.298 | |
| 22750 | 33.447% | 34.005% | 33.114% | 33.664% | +1.069 | |
| 23000 | 32.718% | 33.019% | 31.969% | 32.365% | +0.812 | |
| 23250 | 31.327% | 31.700% | 30.775% | 31.066% | +0.700 | |
| 23500 | 30.259% | 30.428% | 29.590% | 29.871% | +0.637 | |
| 23750 | 29.360% | 29.360% | 28.473% | 28.675% | +0.505 | |
| 23875 | − | − | − | 28.152% | +0.467 | |
| 24000 | 27.421% | 28.095% | 27.357% | 27.628% | +0.468 | |
| 24125 | − | − | − | 27.105% | +0.411 | |
| 24250 | 26.754% | 27.029% | 26.333% | 26.576% | +0.349 | |
| 24375 | − | − | − | 26.020% | +0.245 | |
| 24500 | 25.381% | 25.968% | 25.267% | 25.465% | +0.141 | |
| 24625 | − | − | − | 24.909% | +0.047 | |
| 24750 | − | 25.003% | 24.261% | 24.398% | -0.002 | |
| 24875 | − | − | − | 23.928% | -0.010 | |
| 25000 | 24.001% | 24.108% | 23.319% | 23.459% | -0.039 | |
| 25125 | − | − | − | 22.958% | -0.122 | |
| 25250 | 23.767% | 23.767% | 22.352% | 22.456% | -0.205 | |
| 25375 | − | − | − | 21.977% | -0.265 | |
| 25500 | 21.561% | 22.337% | 21.432% | 21.499% | -0.339 | |
| 25625 | − | − | − | 21.072% | -0.374 | |
| 25750 | 21.155% | 21.492% | 20.515% | 20.637% | -0.389 | |
| 25875 | − | − | − | 20.218% | -0.438 | |
| 26000 | 20.458% | 20.746% | 19.742% | 19.799% | -0.486 | |
| 26125 | − | − | − | 19.381% | -0.525 | |
| 26250 | 19.310% | 19.984% | 18.835% | 19.002% | -0.524 | |
| 26375 | − | − | − | 18.623% | -0.522 | |
| 26500 | 18.436% | 19.184% | 18.015% | 18.244% | -0.530 | |
| 26625 | − | − | − | 17.885% | -0.519 | |
| 26750 | 17.614% | 18.469% | 17.307% | 17.527% | -0.526 | |
| 26875 | − | − | − | 17.168% | -0.556 | |
| 27000 | 17.295% | 17.753% | 16.571% | 16.829% | -0.573 | |
| 27125 | − | − | − | 16.446% | -0.664 | |
| 27250 | 16.578% | 17.008% | 15.831% | 16.063% | -0.780 | |
| 27375 | − | − | − | 15.797% | -0.830 | |
| 27500 | 16.464% | 16.497% | 15.239% | 15.530% | -0.881 | |
| 27625 | − | − | − | 15.346% | -0.848 | |
| 27750 | 15.976% | 16.045% | 14.873% | 15.162% | -0.857 | |
| 27875 | − | − | − | 15.011% | -0.804 | |
| 28000 | 15.572% | 15.733% | 14.666% | 14.860% | -0.860 | |
| 28125 | − | − | − | 14.700% | -0.923 | |
| 28250 | 15.128% | 15.418% | 14.510% | 14.581% | -0.944 | |
| 28375 | − | − | − | 14.508% | -0.957 | |
| 28500 | 14.939% | 15.340% | 14.435% | 14.435% | -0.969 | |
| 28625 | − | − | − | 14.540% | -0.935 | |
| 28750 | 15.371% | 15.508% | 14.621% | 14.643% | -0.900 | |
| 28875 | − | − | − | 14.806% | -0.866 | |
| 29000 | 15.460% | 15.869% | 14.919% | 15.025% | -0.795 | |
| 29125 | − | − | − | 15.241% | -0.724 | |
| 29250 | 15.722% | 16.403% | 15.339% | 15.506% | -0.653 | |
| 29375 | − | − | − | 15.897% | -0.581 | |
| 29500 | 15.837% | 17.196% | 15.837% | 16.288% | -0.510 | |
| 29625 | − | − | − | 16.684% | -0.439 | |
| 29750 | 17.678% | 17.888% | 16.810% | 17.080% | -0.368 | |
| 29875 | − | − | − | 17.477% | -0.297 | |
| 30000 | 18.090% | 18.778% | 17.662% | 17.905% | -0.193 | |
| 30125 | − | − | − | 18.334% | -0.201 | |
| 30250 | 18.747% | 19.675% | 18.614% | 18.763% | -0.225 | |
| 30375 | − | − | − | 19.192% | -0.213 | |
| 30500 | 20.014% | 20.517% | 19.495% | 19.653% | -0.169 | |
| 30625 | − | − | − | 20.113% | -0.125 | |
| 30750 | 21.261% | 21.413% | 20.362% | 20.573% | -0.081 | |
| 31000 | 21.506% | 22.279% | 21.192% | 21.466% | +0.006 | |
| 31250 | − | 23.211% | 22.042% | 22.358% | +0.093 | |
| 31500 | − | 24.037% | 22.875% | 23.184% | +0.090 | |
| 31750 | − | 24.903% | 23.770% | 24.050% | +0.087 | |
| 32000 | 24.384% | 25.645% | 24.384% | 24.794% | +0.084 | |
| 32250 | 25.433% | 26.450% | 25.286% | 25.599% | +0.081 | |
| 32500 | 26.470% | 27.013% | 26.154% | 26.404% | +0.078 | 1円売 |
| 32750 | − | 28.037% | 27.186% | 27.439% | +0.327 | 1円売 |
| 33000 | − | 29.049% | 28.206% | 28.463% | +0.563 | 1円売 |
| 33250 | − | 30.050% | 29.215% | 29.475% | +0.600 | 1円売 |
| 34000 | − | 32.989% | 32.177% | 32.446% | +0.705 | 1円売 |
| 35000 | − | 36.770% | 35.985% | 36.267% | +0.841 | 1円売 |
■大引け
相場は小幅続伸。IVは総じて軟調でした。
今日の取引はありません。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 27200 | 27285 | 27090 | 27265 | +90 | |
| 期近 | 17.147% | 17.543% | 16.611% | 16.682% | -0.703 | |
| 4月限 | 16.714% | 17.243% | 15.942% | 16.035% | -0.964 | |
| 5月限 | 17.520% | 17.838% | 17.147% | 17.210% | -0.559 | |
| 6月限 | − | 18.127% | 17.252% | 17.320% | -0.395 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.03 | +0.00 | +98 | -69 | |||
| 計 | +0.11 | -24 | +0.04 | +29 | ||
| 累計 | 563,202 | -9 | ||||
