2024年03月28日 20:00
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 |
■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 | |||
計 | +0.09 | -17 | +0.04 | +33 | ||
累計 | 566,318 | -69 |
2024年03月27日 20:00
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 |
■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 | |||
計 | +0.27 | -39 | +0.06 | +65 | ||
累計 | 566,387 | -58 |
2024年03月26日 20:00
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 |
■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 | |||
計 | -0.10 | -42 | +0.06 | +74 | ||
累計 | 566,445 | -118 |
2024年03月25日 20:00
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 |
■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 | |||
計 | +0.31 | -25 | +0.05 | +55 | ||
累計 | 566,562 | -157 |
2024年03月22日 20:00
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 |
■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 | |||
計 | +0.89 | -150 | +0.19 | +280 | ||
累計 | 566,719 | -357 |