2024年03月28日 20:00

スマイルカーブ240328大引







原資産 40199.37




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)
16.943% 16.913% 17.420% 16.678% 17.249% +0.307


ATR 瞬間 17.347% -6.101



5日 21.276% -2.111



20日 25.867% -1.066



60日 25.292% -0.431







4月限
残存日数 10.75


修正ATM
補正値 15


前日 始値 高値 安値 終値 (前日比)
16.617% 16.778% 17.428% 16.217% 16.991% +0.374



歪み率 7.513% +0.252
SP 始値 高値 安値 終値 前日比
23000 86.145% 85.338% 86.007% +3.034 1円売
23500 83.026% 82.236% 82.879% +2.896 1円売
24000 79.970% 79.196% 79.813% +2.761 1円売
24500 76.973% 76.214% 76.807% +2.628 1円売
25000 73.718% 74.033% 73.290% 73.858% +2.118
25500 70.859% 71.758% 70.859% 71.573% +1.942
26000 69.559% 68.825% 69.364% +1.766
26500 67.211% 66.412% 66.951% +1.590
26750 66.127% 65.279% 65.818% +1.502
27000 66.341% 66.341% 64.146% 64.685% +1.414
27250 64.000% 63.052% 63.590% +1.326
27500 63.533% 63.533% 61.958% 62.496% +1.238
27750 61.988% 60.941% 61.479% +1.150
28000 60.769% 60.951% 59.854% 60.392% +1.062
28250 59.404% 59.891% 58.744% 59.281% +0.974
28500 58.049% 58.835% 57.780% 58.261% +0.971
28750 56.704% 57.785% 56.704% 57.240% +0.967
29000 55.369% 56.737% 55.369% 56.219% +0.963
29250 55.618% 54.555% 55.147% +0.960
29500 54.767% 54.767% 53.505% 54.134% +0.956
29750 53.417% 53.881% 52.456% 53.122% +0.952
30000 50.126% 53.045% 50.126% 52.143% +0.949
30250 50.746% 51.919% 50.490% 51.153% +0.945
30500 49.423% 50.775% 49.423% 50.163% +0.941
30750 49.519% 49.632% 48.494% 49.139% +0.938
31000 48.181% 48.471% 47.456% 48.116% +0.934
31250 46.851% 47.353% 46.458% 47.134% +0.931
31500 45.529% 46.330% 45.396% 46.108% +0.927
31750 45.312% 44.319% 45.067% +0.923
32000 43.944% 44.285% 43.187% 43.971% +0.920
32250 42.619% 43.144% 42.171% 42.949% +0.874
32500 42.150% 42.150% 41.155% 41.926% +0.827
32750 40.816% 40.906% 40.135% 40.899% +0.781
33000 39.489% 39.872% 39.114% 39.872% +0.735
33125 39.406% +0.712
33250 38.862% 38.940% 38.188% 38.940% +0.689
33375 38.420% +0.666
33500 38.137% 38.137% 37.145% 37.900% +0.643
33625 37.418% +0.620
33750 36.792% 36.936% 36.134% 36.936% +0.597
33875 36.443% +0.574
34000 35.977% 35.977% 35.095% 35.951% +0.551
34125 35.419% +0.541
34250 34.627% 34.887% 34.150% 34.887% +0.531
34375 34.355% +0.521
34500 33.738% 33.877% 33.219% 33.877% +0.510
34625 33.325% +0.500
34750 32.795% 32.836% 32.136% 32.774% +0.490
34875 32.237% +0.480
35000 31.805% 31.827% 31.071% 31.700% +0.470
35125 31.187% +0.459
35250 30.774% 30.774% 30.080% 30.674% +0.449
35375 30.210% +0.439
35500 29.704% 29.826% 29.178% 29.746% +0.429
35625 29.264% +0.419
35750 28.878% 28.878% 28.212% 28.782% +0.408
35875 28.293% +0.398
36000 27.722% 27.879% 27.229% 27.804% +0.388
36125 27.382% +0.378
36250 26.538% 26.930% 26.276% 26.920% +0.368
36375 26.458% +0.357
36500 25.745% 26.046% 25.264% 25.996% +0.347
36625 25.542% +0.337
36750 25.023% 25.163% 24.325% 25.088% +0.327
36875 24.657% +0.317
37000 24.170% 24.396% 23.491% 24.226% +0.306
37125 23.840% +0.281
37250 23.342% 23.598% 22.684% 23.453% +0.256
37375 23.097% +0.231
37500 21.904% 22.881% 21.823% 22.741% +0.206
37625 22.379% +0.181
37750 21.839% 22.155% 21.140% 22.016% +0.155
37875 21.711% +0.130
38000 20.982% 21.580% 20.498% 21.406% +0.105
38125 21.113% +0.127
38250 20.562% 21.018% 19.919% 20.819% +0.150
38375 20.551% +0.172
38500 19.980% 20.430% 19.342% 20.283% +0.195
38625 19.988% +0.217
38750 19.244% 19.916% 18.756% 19.694% +0.240
38875 19.399% +0.262
39000 18.687% 19.396% 18.291% 19.134% +0.285
39125 18.880% +0.307
39250 18.848% 18.876% 17.742% 18.656% +0.330
39375 18.432% +0.352
39500 17.966% 18.444% 17.292% 18.209% +0.375
39625 17.979% +0.339
39750 17.947% 18.084% 16.898% 17.767% +0.303
39875 17.556% +0.268
40000 17.286% 17.723% 16.622% 17.345% +0.232
40125 17.134% +0.196
40250 17.395% 17.395% 16.289% 16.934% +0.161
40375 16.802% +0.140
40500 16.673% 17.074% 16.077% 16.679% +0.120
40625 16.599% +0.100
40750 16.349% 16.961% 15.717% 16.519% +0.080
40875 16.473% +0.060
41000 16.376% 16.928% 15.666% 16.427% +0.040
41125 16.403% +0.020
41250 15.817% 16.960% 15.632% 16.379% -0.000
41375 16.354% -0.020
41500 16.142% 16.863% 15.594% 16.330% -0.040
41625 16.305% -0.060
41750 15.949% 16.933% 15.654% 16.281% -0.081
41875 16.303% -0.054
42000 16.140% 16.855% 15.730% 16.325% -0.028
42125 16.357% -0.001
42250 15.992% 17.027% 15.871% 16.390% +0.025
42375 16.422% +0.051
42500 16.301% 17.203% 16.011% 16.454% +0.078
42625 16.597% +0.104
42750 16.268% 17.378% 16.151% 16.740% +0.130
42875 16.883% +0.157
43000 16.648% 17.553% 16.291% 17.019% +0.183
44000 17.645% 19.033% 17.645% 18.513% +0.404
45000 19.544% 21.147% 19.307% 20.576% +0.879
46000 21.603% 23.149% 21.381% 22.638% +1.199 1円売
47000 26.393% 24.570% 25.891% +1.905 1円売
48000 29.533% 27.692% 29.038% +2.035 1円売
続きを読む

■大引け
相場は反落。IVは総じて堅調でした。

今日の取引はありません。


始値 高値 安値 現値 前日比
先物 40430 40500 40075 40230 -200
期近 16.913% 17.420% 16.678% 17.249% +0.307
4月限 16.778% 17.428% 16.217% 16.991% +0.374
5月限 16.974% 17.444% 16.872% 17.360% +0.242
6月限 17.868% 17.388% 17.807%


デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.05 -0.01 +314 -281
+0.09 -17 +0.04 +33
累計


566,318 -69
続きを読む

2024年03月27日 20:00

スマイルカーブ240327大引







原資産 40644.38




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)
16.643% 16.688% 17.015% 16.561% 16.943% +0.299


ATR 瞬間 23.447% +9.379



5日 23.387% -0.008



20日 26.933% -0.412



60日 25.723% -0.119







4月限
残存日数 11.75


修正ATM
補正値 -215


前日 始値 高値 安値 終値 (前日比)
16.289% 16.373% 16.853% 16.048% 16.617% +0.327



歪み率 7.260% +0.238
SP 始値 高値 安値 終値 前日比
23000 81.730% 83.496% 81.545% 82.972% +4.123 1円売
23500 80.517% 78.587% 79.982% +4.006 1円売
24000 75.870% 77.597% 75.687% 77.052% +3.891 1円売
24500 73.026% 74.735% 72.843% 74.179% +3.383 1円売
25000 70.235% 72.413% 70.054% 71.740% +3.309
25500 67.497% 70.354% 67.497% 69.631% +3.235
26000 68.372% 65.862% 67.597% +3.161
26500 66.183% 63.601% 65.361% +3.088
26750 64.512% 65.161% 62.544% 64.315% +3.051
27000 63.150% 64.140% 61.486% 63.270% +3.014
27250 61.800% 63.157% 60.468% 62.264% +2.977
27500 60.460% 62.175% 59.450% 61.258% +2.940
27750 59.132% 61.270% 58.508% 60.329% +2.903
28000 57.813% 60.294% 57.497% 59.330% +2.866
28250 56.505% 59.296% 56.462% 58.307% +2.829
28500 55.207% 58.303% 55.207% 57.290% +2.792
28750 53.919% 57.314% 53.919% 56.273% +2.756
29000 52.640% 56.325% 52.640% 55.256% +2.719
29250 53.353% 55.284% 52.293% 54.187% +2.682
29500 52.051% 54.303% 51.272% 53.178% +2.645
29750 50.758% 53.322% 50.251% 52.170% +2.608
30000 49.473% 52.375% 49.263% 51.194% +2.571
30250 49.601% 51.346% 48.263% 50.208% +2.559
30500 46.931% 50.301% 46.931% 49.221% +2.547
30750 47.012% 49.256% 46.230% 48.202% +2.535
31000 45.730% 48.194% 45.196% 47.182% +2.523
31250 44.456% 47.173% 44.205% 46.204% +2.511
31500 43.189% 46.119% 43.187% 45.181% +2.499
31750 41.930% 45.050% 41.930% 44.144% +2.487
32000 41.662% 43.926% 41.066% 43.052% +2.474
32250 40.392% 42.918% 40.094% 42.075% +2.462
32500 39.128% 41.910% 39.121% 41.099% +2.450
32750 38.656% 40.897% 38.145% 40.118% +2.438
33000 37.384% 39.888% 37.168% 39.137% +2.426
33125 38.693% +2.446
33250 36.776% 38.928% 36.234% 38.250% +2.466
33375 37.753% +2.486
33500 34.859% 37.859% 34.859% 37.257% +2.506
33625 36.798% +2.526
33750 34.225% 36.867% 34.211% 36.338% +2.546
33875 35.869% +2.565
34000 33.500% 35.854% 33.207% 35.400% +2.585
34125 34.878% +2.548
34250 32.221% 34.893% 32.221% 34.356% +2.512
34375 33.835% +2.475
34500 31.413% 33.985% 31.388% 33.366% +2.438
34625 32.825% +2.401
34750 30.545% 32.985% 30.396% 32.284% +2.364
34875 31.757% +2.328
35000 29.626% 32.014% 29.433% 31.230% +2.291
35125 30.727% +2.254
35250 28.988% 30.972% 28.480% 30.225% +2.217
35375 29.771% +2.180
35500 27.660% 30.035% 27.625% 29.318% +2.143
35625 28.846% +2.094
35750 27.156% 29.098% 26.758% 28.374% +2.045
35875 27.895% +1.996
36000 25.800% 28.147% 25.800% 27.416% +1.947
36125 27.004% +1.898
36250 24.902% 27.216% 24.902% 26.552% +1.849
36375 26.100% +1.800
36500 24.501% 26.226% 24.236% 25.649% +1.751
36625 25.205% +1.702
36750 23.585% 25.310% 23.428% 24.761% +1.653
36875 24.340% +1.604
37000 22.733% 24.446% 22.712% 23.920% +1.555
37125 23.558% +1.506
37250 22.266% 23.653% 22.013% 23.197% +1.457
37375 22.866% +1.408
37500 21.385% 22.803% 21.357% 22.535% +1.359
37625 22.198% +1.351
37750 20.749% 22.109% 20.749% 21.861% +1.343
37875 21.581% +1.335
38000 20.378% 21.425% 20.166% 21.301% +1.327
38125 20.985% +1.275
38250 19.475% 20.736% 19.475% 20.669% +1.224
38375 20.379% +1.172
38500 19.038% 20.153% 19.038% 20.088% +1.120
38625 19.771% +1.068
38750 18.649% 19.583% 18.529% 19.454% +1.017
38875 19.136% +0.965
39000 18.151% 19.079% 18.052% 18.849% +0.913
39125 18.573% +0.851
39250 17.521% 18.595% 17.521% 18.327% +0.790
39375 18.080% +0.728
39500 17.079% 18.121% 17.079% 17.834% +0.667
39625 17.640% +0.651
39750 17.190% 17.756% 16.745% 17.464% +0.635
39875 17.289% +0.620
40000 16.665% 17.452% 16.561% 17.113% +0.604
40125 16.938% +0.589
40250 16.433% 17.016% 16.234% 16.773% +0.573
40375 16.662% +0.558
40500 16.547% 16.850% 15.814% 16.558% +0.542
40625 16.499% +0.527
40750 16.304% 16.658% 15.800% 16.439% +0.511
40875 16.413% +0.517
41000 15.822% 16.726% 15.822% 16.387% +0.480
41125 16.383% +0.465
41250 15.945% 16.845% 15.832% 16.379% +0.449
41375 16.374% +0.434
41500 15.939% 16.855% 15.890% 16.370% +0.418
41625 16.366% +0.402
41750 16.071% 16.829% 15.917% 16.361% +0.387
41875 16.357% +0.371
42000 16.074% 17.035% 16.025% 16.353% +0.356
42125 16.359% +0.296
42250 16.265% 17.105% 16.131% 16.365% +0.237
42375 16.371% +0.177
42500 16.323% 17.174% 16.235% 16.377% +0.118
42625 16.493% +0.133
42750 16.387% 17.244% 16.338% 16.610% +0.148
42875 16.727% +0.164
43000 16.342% 17.313% 16.342% 16.836% +0.179
44000 17.757% 18.377% 17.757% 18.109% +0.302
45000 19.964% 19.964% 19.280% 19.696% +0.382
46000 22.497% 22.497% 20.801% 21.439% +0.063
47000 24.147% 24.304% 23.060% 23.986% +0.075 1円売
48000 27.129% 27.283% 26.076% 27.003% +0.204 1円売
続きを読む

■大引け
相場は反発。IVは堅調でした。

今日の取引。
先物ミニ4月限@40410円×5枚買い。
4C412@270円×1枚売り。


始値 高値 安値 現値 前日比
先物 40320 40765 40240 40430 +245
期近 16.688% 17.015% 16.561% 16.943% +0.299
4月限 16.373% 16.853% 16.048% 16.617% +0.327
5月限 16.868% 17.157% 16.831% 17.118% +0.238
6月限





デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.07 -0.01 +371 -306
+0.27 -39 +0.06 +65
累計


566,387 -58
続きを読む

2024年03月26日 20:00

スマイルカーブ240326大引







原資産 40390.18




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)
17.070% 16.840% 16.894% 16.500% 16.643% -0.427


ATR 瞬間 14.069% -11.283



5日 23.395% -4.255



20日 27.345% -0.979



60日 25.842% -0.017







4月限
残存日数 12.75


修正ATM
補正値 -215


前日 始値 高値 安値 終値 (前日比)
16.953% 16.534% 16.723% 16.126% 16.289% -0.664



歪み率 7.022% +0.171
SP 始値 高値 安値 終値 前日比
23000 79.032% 77.798% 78.849% +3.183 1円売
23500 76.162% 74.953% 75.977% +2.651 1円売
24000 72.452% 73.350% 72.165% 73.161% +2.177 1円売
24500 69.719% 71.028% 69.719% 70.796% +2.152
25000 67.037% 68.705% 67.037% 68.431% +2.128
25500 66.733% 65.267% 66.395% +2.103
26000 64.912% 63.227% 64.436% +2.078
26500 62.887% 60.985% 62.273% +2.054
26750 61.511% 61.948% 59.936% 61.265% +2.041
27000 60.202% 61.008% 58.888% 60.256% +2.029
27250 58.904% 60.108% 57.879% 59.287% +2.017
27500 57.616% 59.208% 56.869% 58.318% +2.004
27750 56.338% 58.385% 55.937% 57.426% +1.992
28000 55.071% 57.492% 54.935% 56.463% +1.980
28250 56.463% 53.971% 55.478% +1.968
28500 55.439% 53.013% 54.498% +1.955
28750 53.298% 54.416% 52.054% 53.517% +1.943
29000 52.027% 53.392% 51.096% 52.537% +1.931
29250 50.766% 52.343% 50.112% 51.505% +1.892
29500 51.354% 49.189% 50.533% +1.853
29750 49.668% 50.365% 48.265% 49.562% +1.815
30000 47.035% 49.409% 47.035% 48.623% +1.776
30250 47.145% 48.418% 46.448% 47.649% +1.738
30500 45.896% 47.410% 45.522% 46.674% +1.699
30750 46.402% 44.563% 45.667% +1.660
31000 43.422% 45.378% 43.422% 44.659% +1.622
31250 44.397% 42.634% 43.693% +1.583
31500 41.962% 43.373% 41.618% 42.683% +1.545
31750 40.726% 42.336% 40.587% 41.658% +1.506
32000 40.305% 41.248% 39.501% 40.577% +1.467
32250 39.062% 40.213% 38.574% 39.613% +1.429
32500 37.826% 39.185% 37.647% 38.649% +1.390
32750 37.257% 38.152% 36.716% 37.679% +1.351
33000 36.014% 37.120% 35.784% 36.710% +1.313
33125 36.247% +1.294
33250 35.342% 36.130% 34.896% 35.785% +1.274
33375 35.268% +1.255
33500 34.597% 35.046% 33.886% 34.751% +1.236
33625 34.272% +1.216
33750 33.341% 34.038% 32.946% 33.793% +1.197
33875 33.303% +1.178
34000 32.526% 33.039% 31.970% 32.815% +1.158
34125 32.330% +1.114
34250 31.265% 32.070% 31.067% 31.845% +1.070
34375 31.360% +1.026
34500 30.392% 31.159% 30.217% 30.928% +0.981
34625 30.424% +0.937
34750 29.475% 30.156% 29.267% 29.920% +0.893
34875 29.430% +0.848
35000 28.821% 29.182% 28.345% 28.939% +0.804
35125 28.474% +0.760
35250 28.073% 28.260% 27.472% 28.008% +0.715
35375 27.591% +0.671
35500 26.763% 27.460% 26.680% 27.174% +0.627
35625 26.751% +0.582
35750 25.921% 26.649% 25.867% 26.328% +0.538
35875 25.899% +0.494
36000 25.212% 25.823% 25.039% 25.469% +0.450
36125 25.106% +0.405
36250 24.574% 25.012% 24.176% 24.703% +0.361
36375 24.300% +0.317
36500 23.510% 24.224% 23.510% 23.898% +0.272
36625 23.503% +0.252
36750 22.817% 23.549% 22.767% 23.108% +0.231
36875 22.736% +0.210
37000 22.346% 22.843% 22.107% 22.365% +0.189
37125 22.052% +0.169
37250 21.486% 22.165% 21.476% 21.740% +0.148
37375 21.458% +0.127
37500 21.206% 21.545% 20.892% 21.176% +0.106
37625 20.847% +0.086
37750 20.372% 20.911% 20.312% 20.518% +0.065
37875 20.246% +0.044
38000 20.158% 20.325% 19.761% 19.974% +0.023
38125 19.710% +0.003
38250 19.692% 19.820% 19.119% 19.446% -0.018
38375 19.207% -0.039
38500 19.297% 19.307% 18.752% 18.968% -0.060
38625 18.703% -0.099
38750 18.406% 18.813% 18.195% 18.437% -0.138
38875 18.172% -0.177
39000 18.236% 18.313% 17.705% 17.936% -0.217
39125 17.721% -0.256
39250 17.694% 17.887% 17.240% 17.537% -0.295
39375 17.352% -0.335
39500 17.595% 17.595% 16.874% 17.168% -0.374
39625 16.989% -0.413
39750 16.788% 17.133% 16.496% 16.829% -0.452
39875 16.669% -0.492
40000 16.588% 16.850% 16.259% 16.509% -0.531
40125 16.349% -0.570
40250 16.489% 16.630% 16.031% 16.200% -0.609
40375 16.104% -0.617
40500 16.356% 16.569% 15.924% 16.016% -0.624
40625 15.972% -0.631
40750 16.605% 16.605% 15.804% 15.928% -0.639
40875 15.896% -0.646
41000 16.720% 16.720% 15.812% 15.907% -0.662
41125 15.919% -0.688
41250 15.824% 16.509% 15.780% 15.930% -0.713
41375 15.941% -0.739
41500 16.421% 16.656% 15.767% 15.952% -0.752
41625 15.963% -0.764
41750 16.453% 16.732% 15.874% 15.975% -0.777
41875 15.986% -0.790
42000 16.542% 16.685% 15.914% 15.997% -0.802
42125 16.063% -0.762
42250 16.764% 16.845% 16.059% 16.128% -0.756
42375 16.194% -0.749
42500 16.825% 16.975% 16.191% 16.259% -0.742
42625 16.360% -0.705
42750 16.820% 17.106% 16.309% 16.462% -0.669
42875 16.563% -0.632
43000 17.100% 17.262% 16.414% 16.657% -0.595
44000 18.013% 18.374% 17.457% 17.808% -0.302
45000 19.724% 19.991% 19.051% 19.315% -0.164
46000 22.130% 22.130% 20.548% 21.376% +0.113
47000 23.682% 24.225% 23.265% 23.911% +0.598 1円売
48000 27.098% 26.132% 26.799% +0.708 1円売
続きを読む

■大引け
相場は小反発。IVはコール安プット高でした。

夜間取引。
4C440@8円×4枚返済売り。
4P380@95円×2枚買い。


始値 高値 安値 現値 前日比
先物 40180 40320 40070 40185 +75
期近 16.840% 16.894% 16.500% 16.643% -0.427
4月限 16.534% 16.723% 16.126% 16.289% -0.664
5月限 17.055% 17.069% 16.706% 16.880% -0.287
6月限 17.453% 17.201% 17.325% -0.106

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.10 -0.04 +365 -292
-0.10 -42 +0.06 +74
累計


566,445 -118
続きを読む

2024年03月25日 20:00

スマイルカーブ240325大引







原資産 40324.52




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)
16.856% 16.838% 17.277% 16.527% 17.070% +0.214


ATR 瞬間 25.351% +8.464



5日 27.650% -1.239



20日 28.325% -0.402



60日 25.860% -0.098







4月限
残存日数 13.75


修正ATM
補正値 -235


前日 始値 高値 安値 終値 (前日比)
16.691% 16.828% 17.306% 16.343% 16.953% +0.262



歪み率 6.851% +0.130
SP 始値 高値 安値 終値 前日比
23000 76.284% 76.605% 75.666% 75.666% +0.817 1円売
23500 73.545% 73.864% 72.938% 73.325% +0.803
24000 70.861% 71.218% 70.227% 70.985% +0.788
24500 68.230% 69.240% 67.982% 68.644% +0.774
25000 67.329% 65.736% 66.303% +0.759
25500 65.748% 63.793% 64.292% +0.745
26000 64.231% 64.242% 61.809% 62.357% +0.730
26500 61.658% 62.533% 59.623% 60.219% +0.716
26750 60.387% 61.752% 58.603% 59.223% +0.709
27000 59.128% 60.970% 57.583% 58.227% +0.702
27250 57.878% 59.728% 56.602% 57.270% +0.694
27500 56.639% 58.487% 55.621% 56.313% +0.687
27750 57.322% 54.717% 55.434% +0.680
28000 54.191% 56.087% 53.743% 54.484% +0.673
28250 54.995% 54.995% 52.737% 53.510% +0.674
28500 51.781% 55.138% 51.781% 52.542% -0.421
28750 50.590% 53.180% 50.590% 51.575% +0.676
29000 51.302% 52.317% 49.736% 50.607% +0.677
29250 50.089% 51.149% 48.710% 49.613% +0.678
29500 48.885% 50.041% 47.744% 48.680% +0.679
29750 47.689% 48.933% 46.779% 47.747% +0.680
30000 46.502% 47.858% 45.846% 46.847% +0.681
30250 45.323% 46.834% 44.965% 45.911% +0.595
30500 42.488% 45.794% 42.488% 44.975% +0.509
30750 44.245% 44.763% 43.170% 44.006% +0.423
31000 43.060% 43.770% 42.255% 43.037% +0.337
31250 41.882% 42.819% 41.383% 42.110% +0.251
31500 40.711% 41.824% 40.466% 41.138% +0.165
31750 39.548% 40.832% 39.534% 40.152% +0.080
32000 39.315% 39.799% 38.547% 39.110% -0.006
32250 38.142% 38.825% 37.673% 38.184% -0.036
32500 37.733% 37.854% 36.800% 37.258% -0.065
32750 36.552% 36.887% 35.922% 36.328% -0.095
33000 35.377% 35.946% 35.044% 35.398% -0.124
33125 34.954% -0.157
33250 34.828% 35.085% 34.245% 34.510% -0.189
33375 34.013% -0.222
33500 33.647% 34.115% 33.338% 33.515% -0.255
33625 33.056% -0.287
33750 33.000% 33.227% 32.485% 32.596% -0.320
33875 32.125% -0.353
34000 31.814% 32.324% 31.592% 31.656% -0.385
34125 31.216% -0.418
34250 31.089% 31.471% 30.742% 30.775% -0.451
34375 30.334% -0.483
34500 29.898% 30.673% 29.898% 29.947% -0.516
34625 29.487% -0.549
34750 29.477% 29.783% 29.027% 29.027% -0.581
34875 28.581% -0.592
35000 28.605% 28.882% 28.118% 28.135% -0.602
35125 27.714% -0.613
35250 27.697% 28.030% 27.242% 27.292% -0.623
35375 26.920% -0.634
35500 27.024% 27.276% 26.466% 26.547% -0.644
35625 26.169% -0.655
35750 26.270% 26.510% 25.676% 25.790% -0.665
35875 25.405% -0.676
36000 25.448% 25.731% 24.873% 25.019% -0.686
36125 24.700% -0.690
36250 24.753% 25.026% 24.153% 24.342% -0.694
36375 23.984% -0.698
36500 24.131% 24.325% 23.418% 23.625% -0.702
36625 23.251% -0.706
36750 23.253% 23.659% 22.726% 22.877% -0.710
36875 22.526% -0.714
37000 22.566% 22.997% 22.140% 22.175% -0.718
37125 21.884% -0.712
37250 22.095% 22.411% 21.445% 21.592% -0.706
37375 21.331% -0.700
37500 21.451% 21.824% 20.904% 21.070% -0.694
37625 20.762% -0.688
37750 20.830% 21.249% 20.356% 20.453% -0.682
37875 20.202% -0.676
38000 20.404% 20.668% 19.762% 19.951% -0.670
38125 19.707% -0.661
38250 19.883% 20.217% 19.364% 19.464% -0.651
38375 19.246% -0.642
38500 19.472% 19.692% 18.905% 19.028% -0.633
38625 18.802% -0.608
38750 18.908% 19.212% 18.361% 18.575% -0.582
38875 18.349% -0.557
39000 18.524% 18.737% 17.913% 18.153% -0.531
39125 17.977% -0.506
39250 17.858% 18.360% 17.524% 17.832% -0.480
39375 17.687% -0.455
39500 17.928% 17.970% 17.168% 17.541% -0.429
39625 17.402% -0.404
39750 17.605% 18.338% 16.880% 17.281% -0.378
39875 17.160% -0.353
40000 17.075% 18.943% 16.589% 17.040% -0.327
40125 16.919% -0.302
40250 16.881% 17.140% 16.350% 16.809% -0.276
40375 16.721% -0.231
40500 16.832% 16.898% 16.300% 16.640% -0.185
40625 16.603% -0.139
40750 16.843% 16.843% 16.155% 16.566% -0.093
40875 16.542% -0.047
41000 16.733% 16.741% 16.121% 16.569% -0.001
41125 16.606% +0.045
41250 16.470% 16.753% 16.101% 16.643% +0.091
41375 16.680% +0.137
41500 16.197% 16.813% 16.057% 16.704% +0.169
41625 16.728% +0.202
41750 16.300% 16.822% 16.071% 16.752% +0.234
41875 16.775% +0.267
42000 16.578% 16.799% 16.144% 16.799% +0.299
42125 16.825% +0.334
42250 16.718% 16.884% 16.194% 16.884% +0.369
42375 16.942% +0.403
42500 16.444% 17.001% 16.240% 17.001% +0.438
42625 17.066% +0.478
42750 16.604% 17.130% 16.280% 17.130% +0.519
42875 17.195% +0.559
43000 16.622% 17.252% 16.320% 17.252% +0.592
44000 17.198% 18.109% 16.982% 18.109% +0.900
45000 18.306% 19.661% 17.912% 19.479% +1.221
46000 18.813% 21.510% 18.813% 21.263% +1.583
47000 21.675% 23.313% 21.373% 23.313% +2.125
48000 26.091% 24.145% 26.091% +2.859 1円売
続きを読む

■大引け
週明けの相場は反落。IVは中安外高でした。

今日の取引。
先物ミニ4月限@40160円×5枚買い。
4C440@8円×12枚返済売り。
4C450@3円×8枚返済売り。


始値 高値 安値 現値 前日比
先物 40545 40630 40110 40110 -600
期近 16.838% 17.277% 16.527% 17.070% +0.214
4月限 16.828% 17.306% 16.343% 16.953% +0.262
5月限 16.847% 17.253% 16.662% 17.166% +0.145
6月限 17.431% 17.029% 17.431% +0.160

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.11 -0.06 +380 -324
+0.31 -25 +0.05 +55
累計


566,562 -157
続きを読む

2024年03月22日 20:00

スマイルカーブ240322大引







原資産 40916.76




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)
17.005% 16.847% 17.198% 16.553% 16.856% -0.149


ATR 瞬間 16.887% -30.298



5日 28.890% -6.524



20日 28.727% -1.695



60日 25.958% -0.701







4月限
残存日数 14.75


修正ATM
補正値 -215


前日 始値 高値 安値 終値 (前日比)
17.011% 16.798% 17.243% 16.194% 16.691% -0.320



歪み率 6.721% +0.214
SP 始値 高値 安値 終値 前日比
23000 74.461% 75.841% 73.952% 74.849% +1.874
23500 75.990% 75.990% 71.619% 72.523% +1.851
24000 69.227% 70.919% 69.227% 70.196% +1.827
24500 68.458% 66.954% 67.870% +1.804
25000 65.997% 64.622% 65.544% +1.780
25500 64.073% 62.620% 63.548% +1.757
26000 62.868% 62.868% 60.693% 61.627% +1.734
26500 60.384% 60.384% 58.563% 59.503% +1.710
26750 59.158% 59.420% 57.571% 58.515% +1.699
27000 58.507% 56.579% 57.526% +1.687
27250 56.737% 57.633% 55.627% 56.576% +1.675
27500 55.542% 56.759% 54.674% 55.626% +1.664
27750 54.356% 54.918% 54.005% 54.754% +1.652
28000 53.179% 53.972% 53.045% 53.811% +1.645
28250 52.012% 52.994% 52.012% 52.836% +1.639
28500 52.786% 52.963% 51.068% 52.963% +2.728
28750 51.050% 50.083% 50.899% +1.626
29000 50.420% 50.420% 49.097% 49.930% +1.620
29250 49.251% 49.251% 48.086% 48.935% +1.613
29500 48.089% 48.142% 47.125% 48.001% +1.607
29750 46.936% 47.205% 46.173% 47.067% +1.601
30000 45.791% 46.300% 45.254% 46.165% +1.594
30250 44.653% 45.447% 44.387% 45.316% +1.588
30500 43.523% 44.577% 43.507% 44.466% +1.581
30750 42.401% 43.708% 42.401% 43.583% +1.575
31000 42.493% 42.821% 41.561% 42.700% +1.569
31250 41.358% 41.976% 40.615% 41.858% +1.562
31500 40.229% 41.093% 39.623% 40.973% +1.556
31750 39.108% 40.179% 38.645% 40.072% +1.518
32000 37.993% 39.211% 37.944% 39.116% +1.480
32250 37.772% 38.310% 37.113% 38.220% +1.442
32500 36.647% 37.412% 36.282% 37.324% +1.404
32750 36.257% 36.527% 35.404% 36.423% +1.366
33000 35.125% 35.643% 34.510% 35.522% +1.328
33125 35.111% +1.309
33250 34.611% 34.838% 33.694% 34.700% +1.290
33375 34.235% +1.271
33500 33.474% 33.925% 32.771% 33.770% +1.252
33625 33.343% +1.233
33750 32.342% 33.088% 31.923% 32.916% +1.214
33875 32.478% +1.195
34000 31.723% 32.231% 31.055% 32.042% +1.176
34125 31.634% +1.157
34250 30.586% 31.414% 30.310% 31.225% +1.138
34375 30.817% +1.119
34500 29.891% 30.638% 29.606% 30.463% +1.112
34625 30.036% +1.106
34750 29.510% 29.758% 28.796% 29.608% +1.100
34875 29.173% +1.094
35000 28.348% 28.861% 27.971% 28.738% +1.088
35125 28.326% +1.082
35250 27.819% 28.012% 27.194% 27.915% +1.075
35375 27.553% +1.060
35500 27.191% 27.314% 26.528% 27.192% +1.044
35625 26.824% +1.028
35750 25.998% 26.626% 25.827% 26.455% +1.012
35875 26.080% +0.996
36000 25.498% 25.930% 25.109% 25.705% +0.980
36125 25.390% +0.965
36250 24.881% 25.215% 24.281% 25.036% +0.949
36375 24.682% +0.933
36500 24.170% 24.467% 23.639% 24.327% +0.917
36625 23.957% +0.901
36750 23.230% 23.759% 22.855% 23.587% +0.886
36875 23.240% +0.870
37000 22.922% 23.083% 22.244% 22.893% +0.854
37125 22.595% +0.838
37250 22.201% 22.450% 21.677% 22.298% +0.822
37375 22.031% +0.807
37500 21.685% 21.811% 21.107% 21.764% +0.791
37625 21.449% +0.775
37750 21.019% 21.248% 20.511% 21.135% +0.759
37875 20.877% +0.743
38000 20.605% 20.733% 19.964% 20.620% +0.728
38125 20.368% +0.712
38250 19.934% 20.220% 19.130% 20.115% +0.696
38375 19.888% +0.680
38500 19.629% 19.787% 19.000% 19.661% +0.664
38625 19.410% +0.617
38750 18.787% 19.395% 18.459% 19.158% +0.570
38875 18.906% +0.523
39000 18.687% 18.917% 18.083% 18.684% +0.476
39125 18.483% +0.428
39250 18.276% 18.533% 17.666% 18.312% +0.381
39375 18.142% +0.334
39500 17.779% 18.159% 17.309% 17.971% +0.287
39625 17.805% +0.240
39750 17.494% 17.897% 16.905% 17.659% +0.204
39875 17.513% +0.167
40000 17.183% 17.651% 16.673% 17.367% +0.131
40125 17.221% +0.076
40250 16.951% 17.505% 16.325% 17.086% -0.020
40375 16.951% -0.116
40500 17.016% 17.336% 16.311% 16.825% -0.203
40625 16.742% -0.245
40750 16.825% 17.253% 16.127% 16.659% -0.357
40875 16.589% -0.456
41000 16.633% 17.239% 16.079% 16.570% -0.504
41125 16.561% -0.556
41250 17.500% 17.500% 16.154% 16.552% -0.609
41375 16.544% -0.633
41500 17.351% 17.351% 16.117% 16.535% -0.657
41625 16.526% -0.703
41750 17.537% 17.537% 16.208% 16.517% -0.749
41875 16.508% -0.789
42000 17.528% 17.528% 16.241% 16.500% -0.830
42125 16.491% -0.860
42250 17.663% 17.663% 16.272% 16.515% -0.885
42375 16.539% -0.896
42500 17.846% 17.846% 16.302% 16.563% -0.908
42625 16.587% -0.919
42750 16.984% 17.720% 16.309% 16.611% -0.930
42875 16.636% -0.941
43000 17.583% 17.807% 16.306% 16.660% -0.953
44000 18.086% 18.338% 16.639% 17.210% -0.841
45000 19.039% 19.181% 17.434% 18.258% -0.729
46000 20.463% 20.463% 18.859% 19.681% -0.617
47000 21.443% 21.823% 20.443% 21.188% -0.505
48000 22.776% 23.821% 22.586% 23.232% -0.125 1円売
続きを読む

■大引け
相場は小幅続伸で連日の高値更新。IVはコール安プット高が継続。

夜間取引。
4P402@500円×1枚買い。

今日の取引。
4C415@310円×1枚買い。
4P372@41円×4枚売り。


始値 高値 安値 現値 前日比
先物 40790 40880 40500 40710 +130
期近 16.847% 17.198% 16.553% 16.856% -0.149
4月限 16.798% 17.243% 16.194% 16.691% -0.320
5月限 16.899% 17.152% 16.705% 17.021% +0.024
6月限 17.456% 16.990% 17.271% +0.056

デルタ セータ Cガンマ Pガンマ ベガL ベガS



+0.23 -0.05 +607 -327
+0.89 -150 +0.19 +280
累計


566,719 -357
続きを読む

令和6年能登半島地震災害義援金



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

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