2024年04月18日 20:00
| 原資産 | 38126.14 | |||||
| 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） | |
| 21.153% | 20.708% | 21.283% | 19.861% | 19.981% | -1.172 | |
| ATR | 瞬間 | 26.417% | -8.436 | |||
| 5日 | 32.874% | -2.707 | ||||
| 20日 | 31.078% | -0.034 | ||||
| 60日 | 28.848% | +0.336 | ||||
| 5月限 | 残存日数 | 15.75 | ||||
| 修正ATM | 補正値 | 25 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 21.517% | 20.878% | 21.609% | 20.028% | 20.170% | -1.347 | |
| 歪み率 | 4.951% | +0.398 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 23000 | − | 65.239% | 63.468% | 64.991% | +2.906 | 1円売 |
| 23500 | − | 62.638% | 60.862% | 62.389% | +2.830 | 1円売 |
| 24000 | 58.072% | 60.089% | 58.072% | 59.839% | +2.755 | 1円売 |
| 24500 | 55.586% | 58.032% | 55.586% | 57.337% | +2.682 | 1円売 |
| 25000 | 53.146% | 55.250% | 53.146% | 54.882% | +2.452 | 1円売 |
| 25500 | 50.750% | 53.412% | 50.750% | 53.028% | +2.339 | |
| 26000 | 48.395% | 52.026% | 48.395% | 51.270% | +2.227 | |
| 26500 | 46.080% | 50.817% | 46.080% | 49.510% | +2.114 | |
| 26750 | 47.714% | 50.218% | 47.503% | 48.636% | +2.058 | |
| 27000 | 46.519% | 49.620% | 46.519% | 47.762% | +2.001 | |
| 27250 | 45.333% | 48.670% | 45.333% | 46.976% | +1.978 | |
| 27500 | − | 47.721% | 45.049% | 46.190% | +1.955 | |
| 27750 | 44.674% | 46.708% | 44.186% | 45.342% | +1.932 | |
| 28000 | 43.476% | 45.695% | 43.324% | 44.494% | +1.909 | |
| 28250 | 42.286% | 44.683% | 42.286% | 43.645% | +1.886 | |
| 28500 | 42.319% | 43.678% | 41.597% | 42.797% | +1.862 | |
| 28750 | 41.116% | 42.677% | 40.867% | 42.078% | +1.839 | |
| 29000 | 40.880% | 41.900% | 39.920% | 41.324% | +1.816 | |
| 29250 | 39.670% | 41.161% | 39.124% | 40.567% | +1.793 | |
| 29500 | 39.253% | 40.304% | 38.497% | 39.810% | +1.770 | |
| 29750 | 38.037% | 39.549% | 37.714% | 39.053% | +1.747 | |
| 30000 | 38.086% | 38.793% | 36.907% | 38.295% | +1.723 | |
| 30250 | 35.628% | 37.923% | 35.628% | 37.598% | +1.700 | |
| 30500 | 36.618% | 37.057% | 35.433% | 36.901% | +1.677 | |
| 30750 | 35.802% | 36.191% | 34.706% | 36.024% | +1.464 | |
| 31000 | 34.942% | 35.330% | 33.978% | 35.146% | +1.252 | |
| 31250 | 33.681% | 34.513% | 33.296% | 34.312% | +1.039 | |
| 31500 | 33.432% | 33.811% | 32.588% | 33.479% | +0.826 | |
| 31750 | 32.731% | 33.149% | 31.870% | 32.680% | +0.649 | |
| 32000 | 32.204% | 32.517% | 31.182% | 31.911% | +0.472 | |
| 32250 | 31.565% | 31.894% | 30.572% | 31.201% | +0.280 | |
| 32500 | 30.638% | 31.271% | 29.962% | 30.491% | +0.089 | |
| 32750 | 30.533% | 30.759% | 29.440% | 29.888% | -0.102 | |
| 33000 | 29.910% | 30.219% | 28.763% | 29.312% | -0.241 | |
| 33250 | 29.310% | 29.616% | 28.176% | 28.706% | -0.379 | |
| 33500 | 28.935% | 29.073% | 27.650% | 28.157% | -0.517 | |
| 33750 | 28.089% | 28.537% | 27.114% | 27.609% | -0.656 | |
| 34000 | 28.055% | 28.089% | 26.590% | 27.088% | -0.794 | |
| 34250 | 27.684% | 27.684% | 26.090% | 26.589% | -0.952 | |
| 34500 | 26.853% | 27.092% | 25.602% | 26.196% | -1.004 | |
| 34750 | 26.476% | 26.727% | 25.175% | 25.700% | -1.056 | |
| 34875 | − | − | − | 25.453% | -1.082 | |
| 35000 | 25.902% | 26.163% | 24.772% | 25.205% | -1.108 | |
| 35125 | − | − | − | 24.946% | -1.133 | |
| 35250 | 24.908% | 25.877% | 24.344% | 24.711% | -1.157 | |
| 35375 | − | − | − | 24.450% | -1.182 | |
| 35500 | 25.172% | 25.256% | 23.918% | 24.229% | -1.164 | |
| 35625 | − | − | − | 24.008% | -1.147 | |
| 35750 | 24.692% | 24.768% | 23.530% | 23.801% | -1.130 | |
| 35875 | − | − | − | 23.594% | -1.112 | |
| 36000 | 24.000% | 24.315% | 23.121% | 23.419% | -1.095 | |
| 36125 | − | − | − | 23.203% | -1.077 | |
| 36250 | 23.289% | 23.826% | 22.734% | 22.987% | -1.060 | |
| 36375 | − | − | − | 22.771% | -1.042 | |
| 36500 | 23.340% | 23.389% | 22.354% | 22.554% | -1.025 | |
| 36625 | − | − | − | 22.356% | -0.999 | |
| 36750 | 22.625% | 22.993% | 21.940% | 22.157% | -0.972 | |
| 36875 | − | − | − | 21.958% | -0.946 | |
| 37000 | 22.678% | 22.678% | 21.604% | 21.760% | -0.919 | |
| 37125 | − | − | − | 21.595% | -0.899 | |
| 37250 | 21.719% | 22.253% | 21.171% | 21.430% | -0.880 | |
| 37375 | − | − | − | 21.265% | -0.860 | |
| 37500 | 22.112% | 22.112% | 20.800% | 21.100% | -0.840 | |
| 37625 | − | − | − | 20.899% | -0.866 | |
| 37750 | 20.807% | 21.548% | 20.335% | 20.726% | -0.891 | |
| 37875 | − | − | − | 20.553% | -0.917 | |
| 38000 | 20.533% | 21.204% | 19.973% | 20.380% | -0.942 | |
| 38125 | − | − | − | 20.206% | -0.968 | |
| 38250 | 20.866% | 20.866% | 19.630% | 20.033% | -0.993 | |
| 38375 | − | − | − | 19.859% | -1.019 | |
| 38500 | 20.301% | 20.511% | 19.381% | 19.685% | -1.044 | |
| 38625 | − | − | − | 19.506% | -1.070 | |
| 38750 | 20.234% | 20.234% | 19.098% | 19.327% | -1.096 | |
| 38875 | − | − | − | 19.178% | -1.121 | |
| 39000 | 19.296% | 19.936% | 18.914% | 19.028% | -1.147 | |
| 39125 | − | − | − | 18.880% | -1.172 | |
| 39250 | 19.448% | 19.784% | 18.570% | 18.715% | -1.198 | |
| 39375 | − | − | − | 18.572% | -1.223 | |
| 39500 | 19.046% | 19.502% | 18.268% | 18.446% | -1.249 | |
| 39625 | − | − | − | 18.313% | -1.274 | |
| 39750 | 18.852% | 19.376% | 17.946% | 18.194% | -1.300 | |
| 39875 | − | − | − | 18.081% | -1.326 | |
| 40000 | 18.990% | 19.251% | 17.712% | 17.989% | -1.351 | |
| 40125 | − | − | − | 17.884% | -1.377 | |
| 40250 | 18.847% | 19.187% | 17.576% | 17.823% | -1.359 | |
| 40375 | − | − | − | 17.761% | -1.342 | |
| 40500 | 18.894% | 19.166% | 17.431% | 17.725% | -1.324 | |
| 40625 | − | − | − | 17.689% | -1.307 | |
| 40750 | 18.655% | 19.223% | 17.371% | 17.653% | -1.289 | |
| 40875 | − | − | − | 17.656% | -1.272 | |
| 41000 | 18.898% | 19.243% | 17.377% | 17.668% | -1.254 | |
| 41125 | − | − | − | 17.696% | -1.224 | |
| 41250 | 19.026% | 19.336% | 17.336% | 17.723% | -1.194 | |
| 41375 | − | − | − | 17.751% | -1.164 | |
| 41500 | 19.023% | 19.516% | 17.418% | 17.785% | -1.134 | |
| 41625 | − | − | − | 17.863% | -1.104 | |
| 41750 | 19.123% | 19.717% | 17.467% | 17.942% | -1.073 | |
| 41875 | − | − | − | 18.039% | -1.043 | |
| 42000 | 19.524% | 19.963% | 17.760% | 18.137% | -1.013 | |
| 42125 | − | − | − | 18.288% | -1.003 | |
| 42250 | 19.780% | 20.193% | 17.901% | 18.439% | -0.992 | |
| 42375 | − | − | − | 18.596% | -0.981 | |
| 42500 | 20.668% | 20.668% | 18.245% | 18.773% | -0.971 | |
| 42625 | − | − | − | 18.905% | -0.960 | |
| 42750 | 20.676% | 20.960% | 18.521% | 19.045% | -0.950 | |
| 42875 | − | − | − | 19.186% | -0.939 | |
| 43000 | 20.970% | 21.277% | 18.854% | 19.298% | -0.928 | |
| 43500 | 20.999% | 21.837% | 19.675% | 19.956% | -0.866 | |
| 44000 | 22.498% | 22.747% | 20.645% | 20.808% | -0.803 | |
| 44500 | 22.481% | 23.502% | 21.498% | 21.591% | -0.740 | |
| 45000 | 23.854% | 24.285% | 22.362% | 22.632% | -0.678 | 1円売 |
| 45500 | 25.203% | 25.644% | 23.730% | 23.999% | -0.284 | 1円売 |
| 46000 | 26.531% | 26.981% | 25.076% | 25.343% | -0.239 | 1円売 |
| 46500 | − | 28.298% | 26.400% | 26.666% | -0.195 | 1円売 |
| 47000 | − | 29.595% | 27.704% | 27.969% | -0.152 | 1円売 |
| 47500 | − | 30.873% | 28.988% | 29.253% | -0.110 | 1円売 |
| 48000 | − | 32.132% | 30.253% | 30.517% | -0.068 | 1円売 |
■大引け
相場は反発。IVはOTMプットを除いて低下しました。
今日の取引。
5P350＠94円×1枚、＠86円×1枚買い。
5C405＠67円×1枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 37735 | 38245 | 37660 | 38165 | +325 | |
| 期近 | 20.708% | 21.283% | 19.861% | 19.981% | -1.172 | |
| 5月限 | 20.878% | 21.609% | 20.028% | 20.170% | -1.347 | |
| 6月限 | 20.393% | 20.703% | 19.563% | 19.646% | -0.734 | |
| 7月限 | − | 20.082% | 19.370% | 19.416% | +19.229 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.00 | +0.00 | +244 | -197 | |||
| 計 | +0.17 | -64 | +0.00 | +47 | ||
| 累計 | 566,004 | +240 | ||||
2024年04月17日 20:00
| 原資産 | 37809.66 | |||||
| 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） | |
| 20.118% | 19.827% | 21.304% | 19.228% | 21.153% | +1.035 | |
| ATR | 瞬間 | 34.853% | -13.249 | |||
| 5日 | 35.580% | +0.389 | ||||
| 20日 | 31.113% | +1.037 | ||||
| 60日 | 28.512% | +0.807 | ||||
| 5月限 | 残存日数 | 16.75 | ||||
| 修正ATM | 補正値 | 25 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 20.162% | 19.798% | 21.737% | 19.169% | 21.517% | +1.355 | |
| 歪み率 | 4.553% | -0.364 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 23000 | − | 63.999% | 62.085% | 62.085% | +0.201 | 1円売 |
| 23500 | − | 61.500% | 59.560% | 59.560% | +0.124 | 1円売 |
| 24000 | 58.908% | 59.051% | 57.083% | 57.083% | +0.048 | 1円売 |
| 24500 | 56.504% | 56.648% | 54.655% | 54.655% | -0.210 | 1円売 |
| 25000 | 54.145% | 54.452% | 52.430% | 52.430% | -0.264 | |
| 25500 | 51.829% | 52.545% | 50.618% | 50.689% | -0.265 | |
| 26000 | 52.558% | 52.558% | 48.840% | 49.044% | -0.266 | |
| 26500 | − | 49.762% | 47.060% | 47.396% | -0.268 | |
| 26750 | − | 49.155% | 46.175% | 46.579% | -0.269 | |
| 27000 | 47.885% | 48.548% | 45.291% | 45.760% | -0.269 | |
| 27250 | − | 47.455% | 44.461% | 44.998% | -0.270 | |
| 27500 | 45.605% | 46.362% | 43.632% | 44.234% | -0.271 | |
| 27750 | 44.478% | 45.207% | 42.741% | 43.410% | -0.271 | |
| 28000 | 43.360% | 44.204% | 41.850% | 42.585% | -0.272 | |
| 28250 | − | 43.358% | 41.098% | 41.760% | -0.273 | |
| 28500 | 42.759% | 42.759% | 40.327% | 40.934% | -0.273 | |
| 28750 | 41.628% | 41.628% | 39.686% | 40.238% | -0.274 | |
| 29000 | 40.506% | 40.937% | 39.011% | 39.508% | -0.275 | |
| 29250 | 39.391% | 39.960% | 38.354% | 38.774% | -0.297 | |
| 29500 | 38.284% | 39.085% | 37.696% | 38.040% | -0.319 | |
| 29750 | 38.289% | 38.289% | 37.038% | 37.306% | -0.340 | |
| 30000 | 37.169% | 37.496% | 36.368% | 36.572% | -0.362 | |
| 30250 | 36.055% | 36.826% | 35.762% | 35.898% | -0.384 | |
| 30500 | 35.797% | 36.102% | 35.155% | 35.224% | -0.406 | |
| 30750 | 34.675% | 35.379% | 34.419% | 34.560% | -0.312 | |
| 31000 | 35.426% | 35.426% | 33.627% | 33.895% | -0.219 | |
| 31250 | 35.220% | 35.220% | 32.879% | 33.274% | -0.125 | |
| 31500 | 32.584% | 33.136% | 32.114% | 32.653% | -0.031 | |
| 31750 | 31.961% | 32.403% | 31.341% | 32.031% | +0.063 | |
| 32000 | 32.455% | 32.455% | 30.596% | 31.439% | +0.156 | |
| 32250 | 31.268% | 31.268% | 29.947% | 30.920% | +0.252 | |
| 32500 | 30.726% | 30.726% | 29.286% | 30.402% | +0.348 | |
| 32750 | 29.528% | 30.228% | 28.730% | 29.991% | +0.444 | |
| 33000 | 28.881% | 29.775% | 28.148% | 29.553% | +0.540 | |
| 33250 | 28.160% | 29.286% | 27.636% | 29.085% | +0.636 | |
| 33500 | 27.984% | 28.855% | 27.170% | 28.675% | +0.731 | |
| 33750 | 27.774% | 28.430% | 26.704% | 28.265% | +0.827 | |
| 34000 | 27.373% | 28.053% | 26.254% | 27.882% | +0.923 | |
| 34250 | 27.070% | 27.657% | 25.839% | 27.542% | +1.019 | |
| 34500 | 26.382% | 27.201% | 25.398% | 27.201% | +1.115 | |
| 34750 | 25.888% | 26.766% | 24.554% | 26.757% | +1.076 | |
| 34875 | − | − | − | 26.535% | +1.057 | |
| 35000 | 25.506% | 26.313% | 24.618% | 26.313% | +1.037 | |
| 35125 | − | − | − | 26.079% | +1.018 | |
| 35250 | 25.101% | 25.868% | 24.187% | 25.868% | +0.999 | |
| 35375 | − | − | − | 25.632% | +0.979 | |
| 35500 | 24.591% | 25.402% | 23.761% | 25.393% | +0.960 | |
| 35625 | − | − | − | 25.155% | +0.940 | |
| 35750 | 23.694% | 24.966% | 23.275% | 24.931% | +0.921 | |
| 35875 | − | − | − | 24.706% | +0.901 | |
| 36000 | 23.954% | 24.559% | 22.894% | 24.514% | +0.882 | |
| 36125 | − | − | − | 24.281% | +0.863 | |
| 36250 | 23.202% | 24.153% | 22.432% | 24.047% | +0.843 | |
| 36375 | − | − | − | 23.813% | +0.824 | |
| 36500 | 22.731% | 23.678% | 21.988% | 23.579% | +0.804 | |
| 36625 | − | − | − | 23.354% | +0.794 | |
| 36750 | 21.873% | 23.309% | 21.516% | 23.129% | +0.783 | |
| 36875 | − | − | − | 22.904% | +0.772 | |
| 37000 | 22.089% | 22.964% | 21.144% | 22.679% | +0.761 | |
| 37125 | − | − | − | 22.494% | +0.750 | |
| 37250 | 21.501% | 22.599% | 20.718% | 22.309% | +0.739 | |
| 37375 | − | − | − | 22.125% | +0.728 | |
| 37500 | 20.846% | 22.258% | 20.418% | 21.940% | +0.717 | |
| 37625 | − | − | − | 21.764% | +0.716 | |
| 37750 | 20.670% | 21.975% | 20.026% | 21.617% | +0.714 | |
| 37875 | − | − | − | 21.470% | +0.712 | |
| 38000 | 20.337% | 21.506% | 19.718% | 21.322% | +0.710 | |
| 38125 | − | − | − | 21.174% | +0.708 | |
| 38250 | 21.140% | 21.247% | 19.346% | 21.026% | +0.706 | |
| 38375 | − | − | − | 20.878% | +0.705 | |
| 38500 | 20.073% | 20.937% | 19.166% | 20.729% | +0.703 | |
| 38625 | − | − | − | 20.576% | +0.701 | |
| 38750 | 19.833% | 20.772% | 18.854% | 20.423% | +0.699 | |
| 38875 | − | − | − | 20.299% | +0.697 | |
| 39000 | 19.411% | 20.322% | 18.677% | 20.175% | +0.695 | |
| 39125 | − | − | − | 20.053% | +0.693 | |
| 39250 | 19.301% | 20.039% | 18.451% | 19.913% | +0.692 | |
| 39375 | − | − | − | 19.795% | +0.690 | |
| 39500 | 18.983% | 19.761% | 18.252% | 19.695% | +0.688 | |
| 39625 | − | − | − | 19.587% | +0.686 | |
| 39750 | 18.732% | 19.547% | 18.080% | 19.494% | +0.684 | |
| 39875 | − | − | − | 19.406% | +0.682 | |
| 40000 | 18.744% | 19.340% | 17.927% | 19.340% | +0.680 | |
| 40125 | − | − | − | 19.261% | +0.667 | |
| 40250 | 18.404% | 19.214% | 17.726% | 19.182% | +0.653 | |
| 40375 | − | − | − | 19.103% | +0.640 | |
| 40500 | 18.237% | 19.097% | 17.586% | 19.049% | +0.626 | |
| 40625 | − | − | − | 18.995% | +0.613 | |
| 40750 | 17.888% | 18.950% | 17.564% | 18.942% | +0.599 | |
| 40875 | − | − | − | 18.928% | +0.625 | |
| 41000 | 17.909% | 18.922% | 17.541% | 18.922% | +0.652 | |
| 41125 | − | − | − | 18.919% | +0.678 | |
| 41250 | 17.695% | 18.917% | 17.444% | 18.917% | +0.704 | |
| 41375 | − | − | − | 18.915% | +0.730 | |
| 41500 | 17.693% | 18.918% | 17.493% | 18.918% | +0.757 | |
| 41625 | − | − | − | 18.967% | +0.832 | |
| 41750 | 17.628% | 19.074% | 17.526% | 19.015% | +0.907 | |
| 41875 | − | − | − | 19.083% | +0.981 | |
| 42000 | 17.692% | 19.202% | 17.607% | 19.150% | +1.056 | |
| 42125 | − | − | − | 19.291% | +1.131 | |
| 42250 | 17.928% | 19.431% | 17.559% | 19.431% | +1.206 | |
| 42375 | − | − | − | 19.577% | +1.281 | |
| 42500 | 17.695% | 19.799% | 17.695% | 19.743% | +1.356 | |
| 42625 | − | − | − | 19.865% | +1.384 | |
| 42750 | 18.092% | 20.721% | 17.949% | 19.995% | +1.412 | |
| 42875 | − | − | − | 20.125% | +1.440 | |
| 43000 | 18.352% | 20.329% | 18.146% | 20.227% | +1.469 | |
| 43500 | 19.229% | 20.929% | 18.848% | 20.822% | +1.582 | |
| 44000 | 19.667% | 21.866% | 19.532% | 21.611% | +1.694 | |
| 44500 | 20.301% | 22.439% | 20.216% | 22.332% | +1.739 | |
| 45000 | 20.360% | 23.310% | 20.360% | 23.310% | +1.783 | |
| 45500 | 21.683% | 24.283% | 21.683% | 24.283% | +1.828 | 1円売 |
| 46000 | 22.983% | 25.583% | 22.801% | 25.583% | +2.428 | 1円売 |
| 46500 | − | 26.862% | 24.081% | 26.862% | +2.458 | 1円売 |
| 47000 | − | 28.121% | 25.341% | 28.121% | +2.487 | 1円売 |
| 47500 | − | 29.362% | 26.581% | 29.362% | +2.517 | 1円売 |
| 48000 | − | 30.585% | 27.803% | 30.585% | +2.546 | 1円売 |
■大引け
相場は大幅続落で38000円割れ。IVはまちまちでした。
今日の取引はありません。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 38610 | 38670 | 37840 | 37840 | -555 | |
| 期近 | 19.827% | 21.304% | 19.228% | 21.153% | +1.035 | |
| 5月限 | 19.798% | 21.737% | 19.169% | 21.517% | +1.355 | |
| 6月限 | 19.892% | 20.485% | 19.261% | 20.380% | +0.376 | |
| 7月限 | − | − |
− |
− | − |
|
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.01 | -0.02 | +263 | -229 | |||
| 計 | +0.28 | -57 | -0.01 | +34 | ||
| 累計 | 565,764 | -255 | ||||
2024年04月16日 20:00
| 原資産 | 38364.55 | |||||
| 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） | |
| 18.779% | 19.588% | 20.282% | 19.376% | 20.118% | +1.339 | |
| ATR | 瞬間 | 48.102% | +15.901 | |||
| 5日 | 35.191% | +6.702 | ||||
| 20日 | 30.076% | +2.139 | ||||
| 60日 | 27.705% | +0.923 | ||||
| 5月限 | 残存日数 | 17.75 | ||||
| 修正ATM | 補正値 | 20 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 18.742% | 19.589% | 20.376% | 19.378% | 20.162% | +1.420 | |
| 歪み率 | 4.917% | -0.005 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 23000 | − | 62.338% | 61.569% | 61.884% | -0.578 | 1円売 |
| 23500 | 59.784% | 59.892% | 59.130% | 59.436% | -0.651 | 1円売 |
| 24000 | 57.403% | 57.509% | 56.740% | 57.035% | -0.722 | |
| 24500 | 55.067% | 55.174% | 54.395% | 54.865% | -0.832 | |
| 25000 | 52.775% | 53.136% | 52.273% | 52.694% | -0.941 | |
| 25500 | − | 51.794% | 50.582% | 50.954% | -1.051 | |
| 26000 | − | 50.549% | 48.988% | 49.310% | -1.160 | |
| 26500 | − | 49.301% | 47.391% | 47.664% | -1.269 | |
| 26750 | 47.822% | 48.682% | 46.598% | 46.847% | -1.324 | |
| 27000 | 46.701% | 48.064% | 45.805% | 46.030% | -1.379 | |
| 27250 | 45.589% | 47.217% | 45.058% | 45.268% | -1.364 | |
| 27500 | 44.486% | 46.371% | 44.311% | 44.505% | -1.349 | |
| 27750 | − | 45.463% | 43.503% | 43.681% | -1.334 | |
| 28000 | 43.947% | 44.555% | 42.694% | 42.857% | -1.319 | |
| 28250 | 42.833% | 43.648% | 41.884% | 42.033% | -1.305 | |
| 28500 | 41.727% | 42.740% | 41.065% | 41.208% | -1.291 | |
| 28750 | 40.629% | 41.961% | 40.376% | 40.513% | -1.277 | |
| 29000 | 40.697% | 41.148% | 39.652% | 39.783% | -1.263 | |
| 29250 | 39.587% | 40.352% | 38.945% | 39.071% | -1.247 | |
| 29500 | − | 39.555% | 38.237% | 38.359% | -1.231 | |
| 29750 | 38.283% | 38.758% | 37.529% | 37.647% | -1.215 | |
| 30000 | 37.173% | 37.961% | 36.821% | 36.934% | -1.200 | |
| 30250 | 36.804% | 37.225% | 36.168% | 36.282% | -1.185 | |
| 30500 | 35.688% | 36.438% | 35.484% | 35.630% | -1.170 | |
| 30750 | 35.197% | 35.650% | 34.695% | 34.872% | -1.158 | |
| 31000 | 34.621% | 34.832% | 33.906% | 34.113% | -1.146 | |
| 31250 | 33.494% | 34.076% | 33.199% | 33.399% | -1.135 | |
| 31500 | 33.278% | 33.353% | 32.490% | 32.684% | -1.123 | |
| 31750 | 32.532% | 32.631% | 31.754% | 31.969% | -1.111 | |
| 32000 | 31.745% | 31.938% | 30.985% | 31.283% | -1.099 | |
| 32250 | 31.237% | 31.269% | 30.362% | 30.668% | -1.007 | |
| 32500 | 30.638% | 30.638% | 29.693% | 30.054% | -0.915 | |
| 32750 | 29.717% | 30.072% | 29.163% | 29.547% | -0.854 | |
| 33000 | 29.449% | 29.517% | 28.606% | 29.013% | -0.793 | |
| 33250 | 28.835% | 28.971% | 28.135% | 28.449% | -0.732 | |
| 33500 | 28.142% | 28.425% | 27.636% | 27.943% | -0.613 | |
| 33750 | 27.836% | 27.879% | 27.133% | 27.437% | -0.494 | |
| 34000 | 27.373% | 27.373% | 26.613% | 26.959% | -0.375 | |
| 34250 | 26.438% | 26.930% | 26.104% | 26.523% | -0.256 | |
| 34500 | 26.102% | 26.500% | 25.610% | 26.086% | -0.138 | |
| 34750 | 25.696% | 26.122% | 25.176% | 25.680% | -0.019 | |
| 34875 | − | − | − | 25.478% | +0.041 | |
| 35000 | 25.221% | 25.646% | 24.768% | 25.275% | +0.100 | |
| 35125 | − | − | − | 25.061% | +0.118 | |
| 35250 | 24.749% | 25.210% | 24.307% | 24.870% | +0.136 | |
| 35375 | − | − | − | 24.653% | +0.154 | |
| 35500 | 24.257% | 24.790% | 23.842% | 24.434% | +0.172 | |
| 35625 | − | − | − | 24.215% | +0.189 | |
| 35750 | 23.617% | 24.326% | 23.346% | 24.010% | +0.207 | |
| 35875 | − | − | − | 23.805% | +0.225 | |
| 36000 | 23.355% | 23.914% | 22.993% | 23.632% | +0.243 | |
| 36125 | − | − | − | 23.418% | +0.219 | |
| 36250 | 23.110% | 23.476% | 22.596% | 23.204% | +0.195 | |
| 36375 | − | − | − | 22.989% | +0.213 | |
| 36500 | 22.445% | 23.102% | 22.154% | 22.775% | +0.243 | |
| 36625 | − | − | − | 22.561% | +0.272 | |
| 36750 | 22.185% | 22.674% | 21.768% | 22.346% | +0.287 | |
| 36875 | − | − | − | 22.132% | +0.303 | |
| 37000 | 21.865% | 22.295% | 21.408% | 21.918% | +0.322 | |
| 37125 | − | − | − | 21.744% | +0.382 | |
| 37250 | 21.474% | 21.919% | 21.005% | 21.570% | +0.420 | |
| 37375 | − | − | − | 21.396% | +0.458 | |
| 37500 | 21.001% | 21.582% | 20.702% | 21.223% | +0.495 | |
| 37625 | − | − | − | 21.049% | +0.467 | |
| 37750 | 20.848% | 21.248% | 20.330% | 20.903% | +0.467 | |
| 37875 | − | − | − | 20.758% | +0.467 | |
| 38000 | 20.422% | 20.934% | 20.054% | 20.612% | +0.466 | |
| 38125 | − | − | − | 20.466% | +0.471 | |
| 38250 | 20.744% | 20.744% | 19.652% | 20.320% | +0.475 | |
| 38375 | − | − | − | 20.173% | +0.479 | |
| 38500 | 19.767% | 20.283% | 19.465% | 20.027% | +0.483 | |
| 38625 | − | − | − | 19.875% | +0.488 | |
| 38750 | 19.481% | 20.070% | 19.235% | 19.724% | +0.492 | |
| 38875 | − | − | − | 19.602% | +0.496 | |
| 39000 | 19.891% | 19.891% | 19.039% | 19.479% | +0.500 | |
| 39125 | − | − | − | 19.359% | +0.514 | |
| 39250 | 19.244% | 19.646% | 18.832% | 19.221% | +0.527 | |
| 39375 | − | − | − | 19.106% | +0.540 | |
| 39500 | 19.168% | 19.448% | 18.714% | 19.007% | +0.554 | |
| 39625 | − | − | − | 18.901% | +0.567 | |
| 39750 | 18.904% | 19.306% | 18.455% | 18.810% | +0.580 | |
| 39875 | − | − | − | 18.724% | +0.594 | |
| 40000 | 18.891% | 19.163% | 18.357% | 18.659% | +0.607 | |
| 40125 | − | − | − | 18.594% | +0.620 | |
| 40250 | 18.546% | 19.014% | 18.167% | 18.528% | +0.633 | |
| 40375 | − | − | − | 18.463% | +0.647 | |
| 40500 | 18.354% | 18.894% | 18.044% | 18.423% | +0.660 | |
| 40625 | − | − | − | 18.383% | +0.673 | |
| 40750 | 18.204% | 18.850% | 17.886% | 18.343% | +0.687 | |
| 40875 | − | − | − | 18.303% | +0.700 | |
| 41000 | 18.169% | 18.769% | 17.814% | 18.270% | +0.713 | |
| 41125 | − | − | − | 18.242% | +0.727 | |
| 41250 | 18.195% | 18.708% | 17.696% | 18.213% | +0.740 | |
| 41375 | − | − | − | 18.185% | +0.753 | |
| 41500 | 18.168% | 18.554% | 17.669% | 18.162% | +0.767 | |
| 41625 | − | − | − | 18.135% | +0.780 | |
| 41750 | 18.126% | 18.558% | 17.646% | 18.109% | +0.793 | |
| 41875 | − | − | − | 18.101% | +0.807 | |
| 42000 | 18.033% | 18.603% | 17.630% | 18.094% | +0.820 | |
| 42125 | − | − | − | 18.160% | +0.917 | |
| 42250 | 18.342% | 18.707% | 17.675% | 18.225% | +1.014 | |
| 42375 | − | − | − | 18.296% | +1.111 | |
| 42500 | 18.135% | 18.761% | 17.796% | 18.388% | +1.207 | |
| 42625 | − | − | − | 18.481% | +1.286 | |
| 42750 | 18.508% | 19.003% | 18.054% | 18.583% | +1.365 | |
| 42875 | − | − | − | 18.684% | +1.443 | |
| 43000 | 18.227% | 19.220% | 18.210% | 18.758% | +1.495 | |
| 43500 | 18.903% | 19.651% | 18.707% | 19.241% | +1.700 | |
| 44000 | 19.536% | 20.144% | 19.113% | 19.917% | +1.990 | |
| 44500 | 20.382% | 20.669% | 19.616% | 20.593% | +2.281 | |
| 45000 | 20.931% | 21.604% | 20.513% | 21.526% | +2.486 | |
| 45500 | 20.904% | 22.534% | 20.904% | 22.455% | +2.690 | |
| 46000 | 22.169% | 23.254% | 22.038% | 23.155% | +2.665 | 1円売 |
| 46500 | − | 24.500% | 23.282% | 24.404% | +3.099 | 1円売 |
| 47000 | 24.638% | 25.727% | 24.507% | 25.634% | +3.122 | 1円売 |
| 47500 | − | 26.936% | 25.713% | 26.845% | +3.146 | 1円売 |
| 48000 | − | 28.126% | 26.902% | 28.039% | +3.169 | 1円売 |
■大引け
相場は大幅続落。IVはOTMプットを除いて上昇しました。
今日の取引。
5P367＠285円×1枚売り。
5P320＠12円×16枚買い。
5C422＠17円×2枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 38670 | 38715 | 38340 | 38395 | -830 | |
| 期近 | 19.588% | 20.282% | 19.376% | 20.118% | +1.339 | |
| 5月限 | 19.589% | 20.376% | 19.378% | 20.162% | +1.420 | |
| 6月限 | 19.585% | 20.061% | 19.357% | 20.004% | +1.109 | |
| 7月限 | − | 19.744% | 19.220% | 19.716% | +1.898 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.00 | -0.01 | +229 | -215 | |||
| 計 | +0.14 | -37 | -0.01 | +15 | ||
| 累計 | 566,019 | -186 | ||||
2024年04月15日 20:00
| 原資産 | 39185.51 | |||||
| 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） | |
| 18.507% | 19.158% | 19.578% | 18.678% | 18.779% | +0.272 | |
| ATR | 瞬間 | 32.201% | +3.154 | |||
| 5日 | 28.489% | +1.758 | ||||
| 20日 | 27.937% | +0.347 | ||||
| 60日 | 26.782% | +0.086 | ||||
| 5月限 | 残存日数 | 18.75 | ||||
| 修正ATM | 補正値 | 25 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 18.491% | 19.148% | 19.667% | 18.633% | 18.742% | +0.252 | |
| 歪み率 | 4.922% | -0.469 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 23000 | 61.514% | 62.463% | 61.127% | 62.463% | -1.172 | 1円売 |
| 23500 | 59.152% | 60.087% | 58.759% | 60.087% | -1.433 | 1円売 |
| 24000 | 56.837% | 57.758% | 56.438% | 57.758% | -1.646 | 1円売 |
| 24500 | 54.567% | 55.697% | 54.162% | 55.697% | -1.592 | |
| 25000 | 52.339% | 53.635% | 52.295% | 53.635% | -1.537 | |
| 25500 | − | 52.011% | 50.815% | 52.004% | -1.483 | |
| 26000 | 50.900% | 50.900% | 49.393% | 50.470% | -1.429 | |
| 26500 | 48.676% | 49.183% | 47.968% | 48.934% | -1.375 | |
| 26750 | 47.578% | 48.530% | 47.222% | 48.171% | -1.348 | |
| 27000 | 46.489% | 47.878% | 46.475% | 47.408% | -1.321 | |
| 27250 | − | 47.230% | 45.714% | 46.631% | -1.294 | |
| 27500 | − | 46.583% | 44.952% | 45.854% | -1.266 | |
| 27750 | 44.940% | 45.807% | 44.045% | 45.015% | -1.173 | |
| 28000 | 43.850% | 45.031% | 43.130% | 44.176% | -1.079 | |
| 28250 | 42.768% | 44.255% | 42.215% | 43.338% | -0.986 | |
| 28500 | 41.693% | 43.479% | 41.285% | 42.499% | -0.892 | |
| 28750 | 40.627% | 42.616% | 40.594% | 41.789% | -0.798 | |
| 29000 | 40.722% | 41.758% | 39.855% | 41.045% | -0.705 | |
| 29250 | 39.644% | 40.958% | 39.134% | 40.318% | -0.611 | |
| 29500 | 38.574% | 40.158% | 38.412% | 39.590% | -0.518 | |
| 29750 | 38.402% | 39.357% | 37.689% | 38.862% | -0.424 | |
| 30000 | 38.075% | 38.518% | 36.967% | 38.134% | -0.330 | |
| 30250 | 36.987% | 37.741% | 36.280% | 37.467% | -0.237 | |
| 30500 | 36.538% | 36.963% | 35.592% | 36.800% | -0.143 | |
| 30750 | 35.447% | 36.186% | 34.905% | 36.030% | -0.152 | |
| 31000 | 34.905% | 35.413% | 34.217% | 35.260% | -0.161 | |
| 31250 | 34.296% | 34.699% | 33.581% | 34.533% | -0.178 | |
| 31500 | 33.196% | 33.986% | 32.942% | 33.807% | -0.196 | |
| 31750 | 32.526% | 33.271% | 32.256% | 33.080% | -0.213 | |
| 32000 | 32.173% | 32.604% | 31.597% | 32.382% | -0.230 | |
| 32250 | 31.056% | 31.831% | 30.945% | 31.676% | -0.255 | |
| 32500 | 31.146% | 31.146% | 30.281% | 30.969% | -0.281 | |
| 32750 | 30.003% | 30.440% | 29.756% | 30.401% | -0.306 | |
| 33000 | 29.595% | 29.847% | 29.175% | 29.806% | -0.332 | |
| 33250 | 29.077% | 29.211% | 28.585% | 29.182% | -0.329 | |
| 33500 | 28.997% | 28.997% | 27.992% | 28.557% | -0.326 | |
| 33750 | 28.113% | 28.113% | 27.400% | 27.932% | -0.324 | |
| 34000 | 27.626% | 27.626% | 26.835% | 27.334% | -0.321 | |
| 34250 | 27.279% | 27.279% | 26.288% | 26.779% | -0.306 | |
| 34500 | 26.357% | 26.476% | 25.775% | 26.223% | -0.291 | |
| 34750 | 26.844% | 26.844% | 25.270% | 25.699% | -0.276 | |
| 34875 | − | − | − | 25.437% | -0.268 | |
| 35000 | 25.242% | 25.518% | 24.818% | 25.175% | -0.261 | |
| 35125 | − | − | − | 24.943% | -0.253 | |
| 35250 | 24.492% | 25.153% | 24.347% | 24.734% | -0.246 | |
| 35375 | − | − | − | 24.499% | -0.238 | |
| 35500 | 24.171% | 24.548% | 23.885% | 24.262% | -0.231 | |
| 35625 | − | − | − | 24.025% | -0.223 | |
| 35750 | 23.995% | 24.120% | 23.436% | 23.803% | -0.216 | |
| 35875 | − | − | − | 23.580% | -0.208 | |
| 36000 | 23.397% | 23.690% | 23.032% | 23.389% | -0.236 | |
| 36125 | − | − | − | 23.199% | -0.236 | |
| 36250 | 23.172% | 23.258% | 22.561% | 23.009% | -0.185 | |
| 36375 | − | − | − | 22.776% | -0.178 | |
| 36500 | 22.747% | 22.851% | 22.139% | 22.532% | -0.181 | |
| 36625 | − | − | − | 22.289% | -0.164 | |
| 36750 | 21.745% | 22.419% | 21.678% | 22.059% | -0.157 | |
| 36875 | − | − | − | 21.830% | -0.150 | |
| 37000 | 21.591% | 22.014% | 21.333% | 21.595% | -0.143 | |
| 37125 | − | − | − | 21.362% | -0.136 | |
| 37250 | 21.705% | 21.705% | 20.926% | 21.150% | -0.129 | |
| 37375 | − | − | − | 20.939% | -0.122 | |
| 37500 | 20.768% | 21.368% | 20.574% | 20.727% | -0.115 | |
| 37625 | − | − | − | 20.582% | -0.108 | |
| 37750 | 20.415% | 21.008% | 20.251% | 20.437% | -0.102 | |
| 37875 | − | − | − | 20.291% | -0.095 | |
| 38000 | 20.240% | 20.686% | 19.917% | 20.146% | -0.088 | |
| 38125 | − | − | − | 19.995% | -0.086 | |
| 38250 | 21.976% | 21.976% | 19.600% | 19.845% | -0.084 | |
| 38375 | − | − | − | 19.694% | -0.083 | |
| 38500 | 19.993% | 20.079% | 19.293% | 19.543% | -0.081 | |
| 38625 | − | − | − | 19.388% | -0.079 | |
| 38750 | 19.526% | 19.849% | 18.994% | 19.232% | -0.078 | |
| 38875 | − | − | − | 19.106% | -0.076 | |
| 39000 | 19.163% | 19.672% | 18.779% | 18.979% | -0.074 | |
| 39125 | − | − | − | 18.846% | -0.078 | |
| 39250 | 18.801% | 19.465% | 18.537% | 18.694% | -0.081 | |
| 39375 | − | − | − | 18.565% | -0.084 | |
| 39500 | 18.438% | 19.278% | 18.306% | 18.454% | -0.087 | |
| 39625 | − | − | − | 18.334% | -0.080 | |
| 39750 | 18.865% | 19.173% | 18.115% | 18.230% | -0.074 | |
| 39875 | − | − | − | 18.131% | -0.068 | |
| 40000 | 18.895% | 19.067% | 17.938% | 18.052% | -0.061 | |
| 40125 | − | − | − | 17.974% | -0.069 | |
| 40250 | 18.484% | 18.946% | 17.773% | 17.895% | -0.077 | |
| 40375 | − | − | − | 17.816% | -0.085 | |
| 40500 | 18.314% | 18.885% | 17.627% | 17.763% | -0.093 | |
| 40625 | − | − | − | 17.709% | -0.100 | |
| 40750 | 18.138% | 18.742% | 17.412% | 17.656% | -0.108 | |
| 40875 | − | − | − | 17.602% | -0.116 | |
| 41000 | 18.374% | 18.672% | 17.358% | 17.557% | -0.124 | |
| 41125 | − | − | − | 17.515% | -0.145 | |
| 41250 | 18.358% | 18.556% | 17.258% | 17.473% | -0.166 | |
| 41375 | − | − | − | 17.431% | -0.188 | |
| 41500 | 18.120% | 18.416% | 17.213% | 17.395% | -0.209 | |
| 41625 | − | − | − | 17.355% | -0.230 | |
| 41750 | 17.827% | 18.439% | 17.135% | 17.315% | -0.251 | |
| 41875 | − | − | − | 17.295% | -0.253 | |
| 42000 | 17.968% | 18.451% | 17.176% | 17.274% | -0.255 | |
| 42125 | − | − | − | 17.243% | -0.257 | |
| 42250 | 18.105% | 18.385% | 17.113% | 17.211% | -0.259 | |
| 42375 | − | − | − | 17.186% | -0.261 | |
| 42500 | 18.191% | 18.406% | 17.109% | 17.180% | -0.263 | |
| 42625 | − | − | − | 17.195% | -0.244 | |
| 42750 | 18.253% | 18.555% | 17.130% | 17.218% | -0.225 | |
| 42875 | − | − | − | 17.241% | -0.206 | |
| 43000 | 18.344% | 18.560% | 17.199% | 17.264% | -0.187 | |
| 43500 | 18.800% | 18.886% | 17.468% | 17.541% | -0.079 | |
| 44000 | 18.688% | 19.370% | 17.923% | 17.926% | -0.005 | |
| 44500 | 19.774% | 19.964% | 18.312% | 18.312% | -0.203 | |
| 45000 | − | 20.593% | 19.041% | 19.041% | -0.146 | |
| 45500 | 20.583% | 21.284% | 19.750% | 19.765% | -0.090 | |
| 46000 | − | 21.975% | 20.423% | 20.490% | -0.033 | |
| 46500 | 21.748% | 22.756% | 21.186% | 21.305% | +0.024 | 1円売 |
| 47000 | 22.945% | 23.538% | 22.393% | 22.512% | +0.473 | 1円売 |
| 47500 | − | 24.716% | 23.581% | 23.700% | +0.739 | 1円売 |
| 48000 | 25.282% | 25.876% | 24.751% | 24.870% | +0.988 | 1円売 |
■大引け
相場は反落。IVは基準値は上昇しましたが個別は小安い。
夜間取引。
5P330＠22円×16枚買い。
5P377＠420円×1枚売り。
5P310＠8円×16枚買い。
5P367＠235円×1枚売り。
5C402＠320円×1枚売り。
5C420＠57円×4枚買い。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 39020 | 39260 | 38830 | 39225 | -325 | |
| 期近 | 19.158% | 19.578% | 18.678% | 18.779% | +0.272 | |
| 5月限 | 19.148% | 19.667% | 18.633% | 18.742% | +0.252 | |
| 6月限 | 19.189% | 19.418% | 18.754% | 18.895% | +0.323 | |
| 7月限 | 18.096% | 19.098% | 17.818% | 17.818% | +17.818 | |
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.01 | +0.00 | +181 | -148 | |||
| 計 | +0.04 | -31 | +0.01 | +33 | ||
| 累計 | 566,205 | +73 | ||||
2024年04月12日 20:00
| 原資産 | 39524.63 | |||||
| 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） | |
| 18.947% | 18.458% | 18.603% | 18.116% | 18.507% | -0.441 | |
| ATR | 瞬間 | 29.047% | +4.383 | |||
| 5日 | 26.732% | +1.248 | ||||
| 20日 | 27.589% | +0.251 | ||||
| 60日 | 26.696% | +0.174 | ||||
| 5月限 | 残存日数 | 19.75 | ||||
| 修正ATM | 補正値 | 25 | ||||
| 前日 | 始値 | 高値 | 安値 | 終値 | （前日比） | |
| 18.970% | 18.443% | 18.603% | 18.051% | 18.491% | -0.480 | |
| 歪み率 | 5.391% | +0.061 | ||||
| SP | 始値 | 高値 | 安値 | 終値 | 前日比 | |
| 23000 | − | 64.188% | 62.842% | 63.635% | +0.262 | |
| 23500 | 63.014% | 63.014% | 60.848% | 61.519% | +0.205 | |
| 24000 | 60.644% | 60.644% | 58.855% | 59.404% | +0.148 | |
| 24500 | 58.321% | 58.321% | 56.861% | 57.288% | +0.091 | |
| 25000 | 56.041% | 56.095% | 54.867% | 55.172% | +0.034 | |
| 25500 | 53.803% | 54.504% | 53.305% | 53.488% | -0.023 | |
| 26000 | 53.535% | 53.535% | 51.742% | 51.899% | +0.017 | |
| 26500 | 49.444% | 51.318% | 49.444% | 50.309% | +0.056 | |
| 26750 | 50.202% | 50.527% | 49.400% | 49.519% | +0.076 | |
| 27000 | 49.109% | 49.736% | 48.623% | 48.729% | +0.096 | |
| 27250 | 48.026% | 48.930% | 47.832% | 47.925% | +0.115 | |
| 27500 | 46.951% | 48.124% | 46.951% | 47.121% | +0.135 | |
| 27750 | − | 47.318% | 46.188% | 46.188% | +0.027 | |
| 28000 | 46.101% | 46.511% | 45.256% | 45.256% | -0.080 | |
| 28250 | 45.025% | 45.450% | 44.318% | 44.323% | +0.067 | |
| 28500 | 43.957% | 44.388% | 43.257% | 43.391% | +0.214 | |
| 28750 | 42.897% | 43.584% | 42.432% | 42.588% | +0.234 | |
| 29000 | 42.815% | 42.815% | 41.606% | 41.750% | +0.219 | |
| 29250 | 41.750% | 41.991% | 40.797% | 40.929% | +0.204 | |
| 29500 | 40.691% | 41.202% | 39.988% | 40.108% | +0.190 | |
| 29750 | 40.424% | 40.424% | 39.179% | 39.286% | +0.175 | |
| 30000 | 39.363% | 39.624% | 38.369% | 38.464% | +0.160 | |
| 30250 | 38.971% | 38.971% | 37.621% | 37.704% | +0.146 | |
| 30500 | 37.908% | 38.217% | 36.873% | 36.943% | +0.131 | |
| 30750 | 37.423% | 37.514% | 36.124% | 36.182% | +0.116 | |
| 31000 | 36.869% | 36.869% | 35.375% | 35.421% | +0.102 | |
| 31250 | 35.799% | 35.964% | 34.678% | 34.712% | +0.087 | |
| 31500 | 35.184% | 35.187% | 33.981% | 34.002% | +0.072 | |
| 31750 | 34.114% | 34.309% | 33.284% | 33.293% | +0.058 | |
| 32000 | 33.822% | 33.822% | 32.580% | 32.612% | +0.075 | |
| 32250 | 32.744% | 32.897% | 31.916% | 31.931% | +0.059 | |
| 32500 | 32.005% | 32.070% | 31.228% | 31.250% | +0.063 | |
| 32750 | 31.236% | 31.417% | 29.823% | 30.707% | +0.055 | |
| 33000 | 30.715% | 30.721% | 30.038% | 30.138% | +0.046 | |
| 33250 | 30.123% | 30.123% | 29.353% | 29.511% | +0.038 | |
| 33500 | 29.473% | 29.473% | 28.481% | 28.883% | +0.029 | |
| 33750 | 28.771% | 28.771% | 28.193% | 28.255% | +0.020 | |
| 34000 | 28.207% | 28.207% | 27.628% | 27.655% | +0.012 | |
| 34250 | 27.572% | 27.694% | 27.084% | 27.085% | +0.018 | |
| 34500 | 27.021% | 27.094% | 26.514% | 26.514% | +0.024 | |
| 34750 | 26.648% | 26.648% | 25.975% | 25.975% | +0.030 | |
| 34875 | − | − | − | 25.705% | +0.033 | |
| 35000 | 25.928% | 26.037% | 25.436% | 25.436% | +0.036 | |
| 35125 | − | − | − | 25.196% | +0.039 | |
| 35250 | 25.361% | 25.470% | 24.337% | 24.979% | +0.042 | |
| 35375 | − | − | − | 24.737% | +0.045 | |
| 35500 | 24.982% | 24.982% | 24.413% | 24.493% | +0.048 | |
| 35625 | − | − | − | 24.248% | +0.051 | |
| 35750 | 24.633% | 24.633% | 23.967% | 24.018% | +0.053 | |
| 35875 | − | − | − | 23.788% | +0.056 | |
| 36000 | 24.144% | 24.144% | 23.514% | 23.626% | +0.059 | |
| 36125 | − | − | − | 23.435% | +0.062 | |
| 36250 | 23.540% | 23.540% | 22.913% | 23.194% | +0.065 | |
| 36375 | − | − | − | 22.954% | +0.068 | |
| 36500 | 23.067% | 23.067% | 22.535% | 22.714% | +0.071 | |
| 36625 | − | − | − | 22.452% | +0.053 | |
| 36750 | 22.720% | 22.727% | 22.003% | 22.216% | +0.035 | |
| 36875 | − | − | − | 21.980% | +0.017 | |
| 37000 | 22.213% | 22.213% | 21.589% | 21.739% | -0.001 | |
| 37125 | − | − | − | 21.498% | -0.019 | |
| 37250 | 21.357% | 21.696% | 21.155% | 21.280% | -0.037 | |
| 37375 | − | − | − | 21.061% | -0.055 | |
| 37500 | 21.561% | 21.561% | 20.731% | 20.843% | -0.073 | |
| 37625 | − | − | − | 20.690% | -0.107 | |
| 37750 | 21.313% | 21.313% | 20.339% | 20.538% | -0.141 | |
| 37875 | − | − | − | 20.386% | -0.175 | |
| 38000 | 20.705% | 20.705% | 19.993% | 20.234% | -0.215 | |
| 38125 | − | − | − | 20.081% | -0.215 | |
| 38250 | 20.666% | 20.666% | 19.618% | 19.929% | -0.216 | |
| 38375 | − | − | − | 19.777% | -0.216 | |
| 38500 | 20.112% | 20.112% | 19.302% | 19.624% | -0.216 | |
| 38625 | − | − | − | 19.467% | -0.234 | |
| 38750 | 20.135% | 20.135% | 19.026% | 19.310% | -0.252 | |
| 38875 | − | − | − | 19.182% | -0.270 | |
| 39000 | 19.534% | 19.534% | 18.765% | 19.054% | -0.288 | |
| 39125 | − | − | − | 18.923% | -0.306 | |
| 39250 | 18.247% | 19.146% | 18.247% | 18.775% | -0.324 | |
| 39375 | − | − | − | 18.649% | -0.342 | |
| 39500 | 18.709% | 18.922% | 18.244% | 18.540% | -0.360 | |
| 39625 | − | − | − | 18.415% | -0.378 | |
| 39750 | 18.420% | 18.707% | 18.037% | 18.304% | -0.396 | |
| 39875 | − | − | − | 18.198% | -0.414 | |
| 40000 | 18.657% | 18.657% | 17.860% | 18.114% | -0.432 | |
| 40125 | − | − | − | 18.043% | -0.450 | |
| 40250 | 17.805% | 18.408% | 17.718% | 17.972% | -0.468 | |
| 40375 | − | − | − | 17.901% | -0.486 | |
| 40500 | 17.945% | 18.300% | 17.578% | 17.855% | -0.504 | |
| 40625 | − | − | − | 17.810% | -0.522 | |
| 40750 | 17.935% | 18.227% | 17.485% | 17.764% | -0.540 | |
| 40875 | − | − | − | 17.718% | -0.558 | |
| 41000 | 17.906% | 18.129% | 17.391% | 17.680% | -0.576 | |
| 41125 | − | − | − | 17.660% | -0.588 | |
| 41250 | 17.578% | 18.056% | 17.313% | 17.639% | -0.600 | |
| 41375 | − | − | − | 17.619% | -0.612 | |
| 41500 | 18.038% | 18.038% | 17.262% | 17.604% | -0.624 | |
| 41625 | − | − | − | 17.585% | -0.636 | |
| 41750 | 17.575% | 17.964% | 17.210% | 17.567% | -0.648 | |
| 41875 | − | − | − | 17.548% | -0.659 | |
| 42000 | 17.943% | 17.952% | 17.209% | 17.530% | -0.671 | |
| 42125 | − | − | − | 17.500% | -0.700 | |
| 42250 | 17.643% | 17.927% | 17.231% | 17.471% | -0.729 | |
| 42375 | − | − | − | 17.447% | -0.758 | |
| 42500 | 17.840% | 17.909% | 17.212% | 17.443% | -0.787 | |
| 42625 | − | − | − | 17.439% | -0.816 | |
| 42750 | 17.336% | 17.910% | 15.748% | 17.443% | -0.845 | |
| 42875 | − | − | − | 17.447% | -0.874 | |
| 43000 | 17.863% | 18.013% | 17.230% | 17.451% | -0.903 | |
| 43500 | 18.060% | 18.180% | 17.410% | 17.620% | -1.018 | |
| 44000 | 18.221% | 18.503% | 17.689% | 17.931% | -0.993 | |
| 44500 | 18.909% | 19.117% | 18.367% | 18.515% | -0.915 | |
| 45000 | − | 19.823% | 18.990% | 19.187% | -0.837 | |
| 45500 | 19.241% | 20.507% | 19.241% | 19.855% | -0.759 | |
| 46000 | − | 21.191% | 20.390% | 20.522% | -0.681 | |
| 46500 | 21.277% | 21.794% | 20.980% | 21.280% | -0.603 | |
| 47000 | 21.667% | 22.396% | 21.534% | 22.039% | -0.525 | |
| 47500 | 22.886% | 23.164% | 22.247% | 22.960% | -0.447 | |
| 48000 | 24.085% | 24.085% | 22.959% | 23.882% | -0.369 | |
■大引け
相場は小反発。IVは小安い。SQは39820.59で高値決着となりました。
今日の取引。
5P380＠275円×1枚買い。
5P357＠65円×4枚売り。
| 始値 | 高値 | 安値 | 現値 | 前日比 | ||
| 先物 | 39740 | 39810 | 39480 | 39550 | +140 | |
| 期近 | 18.458% | 18.603% | 18.116% | 18.507% | -0.441 | |
| 5月限 | 18.443% | 18.603% | 18.051% | 18.491% | -0.480 | |
| 6月限 | 18.521% | 18.679% | 18.312% | 18.572% | -0.256 | |
| 7月限 | − |
− |
− | − |
− |
|
| デルタ | セータ | Cガンマ | Pガンマ | ベガL | ベガS | |
| +0.00 | +0.00 | +33 | -52 | |||
| 計 | +0.01 | +14 | +0.00 | -19 | ||
| 累計 | 566,132 | +82 | ||||
