SPY オプションチェーン State Street SPDR S&P 500 ETF
Cboe delayed options data · 基準日時: 13:05 UTC
各行は1つのストライク価格を表します。左半分はコール、右半分はプットです。ビッド/アスクは現在の買い手と売り手の提示値、出来高はこのセッションで取引された枚数、オープン・インタレストは未決済建玉です。ハイライトされた行は現在の株価に最も近いストライクです。
この限月が織り込む変動幅はおよそ ±1.9% (752.37–781.55) · ATM IV 14.1% · P/C オープンインタレスト 1.51
| コール | ストライク | プット | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 買値 | 質問する | 出来高 | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | 買値 | 質問する | 出来高 | OI | IV | Δ | Γ | Θ | |
| 215.73 | 220.00 | 84.5% | 1.00 | 0.0001 | -0.004 | 550 | 0.0500 | 0.0900 | 27 | 27 | 72.4% | -0.00 | 0.0001 | -0.031 | ||
| 210.74 | 215.00 | 82.4% | 1.00 | 0.0001 | -0.006 | 555 | 0.0600 | 0.0900 | 71.1% | -0.00 | 0.0001 | -0.032 | ||||
| 205.75 | 210.00 | 80.3% | 1.00 | 0.0001 | -0.008 | 560 | 0.0600 | 0.1000 | 69.8% | -0.00 | 0.0001 | -0.034 | ||||
| 200.16 | 205.00 | 1.00 | 0.0001 | -0.011 | 565 | 0.0700 | 0.1000 | 68.4% | -0.00 | 0.0001 | -0.036 | |||||
| 195.17 | 200.00 | 1.00 | 0.0001 | -0.013 | 570 | 0.0800 | 0.1100 | 67.3% | -0.00 | 0.0001 | -0.038 | |||||
| 190.75 | 195.00 | 73.7% | 1.00 | 0.0001 | -0.016 | 575 | 0.0800 | 0.1200 | 65.9% | -0.00 | 0.0001 | -0.040 | ||||
| 185.78 | 190.00 | 72.0% | 1.00 | 0.0001 | -0.019 | 580 | 0.0900 | 0.1200 | 64.4% | -0.00 | 0.0001 | -0.042 | ||||
| 180.21 | 185.00 | 1.00 | 0.0002 | -0.021 | 585 | 0.1000 | 0.1300 | 80 | 80 | 63.2% | -0.00 | 0.0002 | -0.044 | |||
| 175.22 | 180.00 | 0.99 | 0.0002 | -0.024 | 590 | 0.1100 | 0.1400 | 62.0% | -0.00 | 0.0002 | -0.046 | |||||
| 170.80 | 175.00 | 65.9% | 0.99 | 0.0002 | -0.028 | 595 | 0.1100 | 0.1500 | 5 | 5 | 60.5% | -0.01 | 0.0002 | -0.049 | ||
| 165.80 | 170.00 | 63.7% | 0.99 | 0.0002 | -0.031 | 600 | 0.1200 | 0.1500 | 3 | 3 | 59.0% | -0.01 | 0.0002 | -0.051 | ||
| 160.78 | 165.00 | 61.3% | 0.99 | 0.0002 | -0.034 | 605 | 0.1300 | 0.1600 | 57.6% | -0.01 | 0.0002 | -0.054 | ||||
| 155.79 | 160.00 | 59.4% | 0.99 | 0.0003 | -0.037 | 610 | 0.1400 | 0.1700 | 5 | 5 | 56.3% | -0.01 | 0.0003 | -0.057 | ||
| 150.50 | 155.22 | 56.2% | 0.99 | 0.0003 | -0.041 | 615 | 0.1500 | 0.1800 | 54.9% | -0.01 | 0.0003 | -0.060 | ||||
| 145.50 | 150.20 | 53.8% | 0.99 | 0.0003 | -0.044 | 620 | 0.1600 | 0.1900 | 53.4% | -0.01 | 0.0003 | -0.063 | ||||
| 140.50 | 145.26 | 52.8% | 0.99 | 0.0003 | -0.048 | 625 | 0.1700 | 0.2000 | 52.0% | -0.01 | 0.0003 | -0.066 | ||||
| 135.71 | 140.27 | 53.8% | 0.99 | 0.0004 | -0.052 | 630 | 0.1800 | 0.2200 | 37 | 37 | 50.7% | -0.01 | 0.0004 | -0.069 | ||
| 130.77 | 135.29 | 52.7% | 0.99 | 0.0004 | -0.056 | 635 | 0.1900 | 0.2300 | 49.2% | -0.01 | 0.0004 | -0.072 | ||||
| 125.58 | 130.31 | 48.7% | 0.99 | 0.0005 | -0.060 | 640 | 0.2100 | 0.2400 | 47.8% | -0.01 | 0.0005 | -0.076 | ||||
| 120.69 | 125.33 | 48.2% | 0.99 | 0.0005 | -0.064 | 645 | 0.2200 | 0.2500 | 8 | 8 | 46.3% | -0.01 | 0.0005 | -0.079 | ||
| 115.71 | 120.35 | 46.6% | 0.99 | 0.0006 | -0.068 | 650 | 0.2300 | 0.2700 | 5 | 5 | 44.9% | -0.01 | 0.0006 | -0.083 | ||
| 110.79 | 115.38 | 45.7% | 0.99 | 0.0006 | -0.072 | 655 | 0.2500 | 0.2900 | 5 | 5 | 43.5% | -0.01 | 0.0006 | -0.086 | ||
| 105.76 | 110.40 | 43.6% | 0.98 | 0.0007 | -0.077 | 660 | 0.2700 | 0.3000 | 89 | 72 | 42.0% | -0.02 | 0.0007 | -0.090 | ||
| 100.77 | 105.42 | 41.9% | 0.98 | 0.0008 | -0.081 | 665 | 0.2800 | 0.3200 | 147 | 147 | 40.5% | -0.02 | 0.0008 | -0.094 | ||
| 95.81 | 100.45 | 40.5% | 0.98 | 0.0009 | -0.086 | 670 | 0.3000 | 0.3400 | 80 | 66 | 39.1% | -0.02 | 0.0009 | -0.098 | ||
| 90.84 | 95.48 | 38.9% | 0.98 | 0.0010 | -0.091 | 675 | 0.3300 | 0.3600 | 194 | 162 | 37.6% | -0.02 | 0.0010 | -0.102 | ||
| 85.87 | 90.50 | 37.3% | 0.98 | 0.0011 | -0.096 | 680 | 0.3500 | 0.3900 | 161 | 161 | 36.1% | -0.02 | 0.0011 | -0.107 | ||
| 80.60 | 85.50 | 33.3% | 0.98 | 0.0012 | -0.102 | 685 | 0.3800 | 0.4200 | 87 | 38 | 34.7% | -0.02 | 0.0013 | -0.112 | ||
| 75.94 | 80.50 | 33.7% | 0.97 | 0.0014 | -0.107 | 690 | 0.4000 | 0.4500 | 188 | 171 | 33.2% | -0.03 | 0.0014 | -0.117 | ||
| 71.26 | 75.50 | 33.5% | 0.97 | 0.0016 | -0.114 | 695 | 0.4400 | 0.4800 | 111 | 85 | 31.7% | -0.03 | 0.0016 | -0.123 | ||
| 66.26 | 70.68 | 32.2% | 0.97 | 0.0019 | -0.121 | 700 | 0.4800 | 0.5300 | 184 | 180 | 30.2% | -0.03 | 0.0019 | -0.130 | ||
| 61.00 | 65.73 | 29.2% | 0.96 | 0.0022 | -0.130 | 705 | 0.5300 | 0.5800 | 21 | 96 | 28.8% | -0.04 | 0.0022 | -0.138 | ||
| 56.17 | 60.80 | 28.2% | 0.96 | 0.0026 | -0.140 | 710 | 0.5900 | 0.6400 | 22 | 23 | 27.4% | -0.04 | 0.0026 | -0.147 | ||
| 51.52 | 55.40 | 25.9% | 0.95 | 0.0031 | -0.152 | 715 | 0.6600 | 0.7200 | 64 | 51 | 26.0% | -0.05 | 0.0031 | -0.159 | ||
| 46.63 | 50.51 | 4 | 2 | 24.6% | 0.94 | 0.0037 | -0.166 | 720 | 0.7600 | 0.8200 | 104 | 118 | 24.6% | -0.06 | 0.0037 | -0.172 |
| 41.77 | 45.65 | 1 | 23.3% | 0.93 | 0.0044 | -0.183 | 725 | 0.8900 | 0.9600 | 394 | 251 | 23.3% | -0.07 | 0.0045 | -0.189 | |
| 40.81 | 44.69 | 23.1% | 0.93 | 0.0046 | -0.186 | 726 | 0.9200 | 0.9900 | 82 | 63 | 23.1% | -0.07 | 0.0046 | -0.192 | ||
| 39.84 | 43.72 | 22.8% | 0.92 | 0.0048 | -0.190 | 727 | 0.9600 | 1.02 | 55 | 36 | 22.8% | -0.08 | 0.0048 | -0.196 | ||
| 38.88 | 42.76 | 22.6% | 0.92 | 0.0050 | -0.194 | 728 | 0.9900 | 1.06 | 134 | 87 | 22.6% | -0.08 | 0.0050 | -0.200 | ||
| 37.92 | 41.80 | 22.3% | 0.92 | 0.0052 | -0.199 | 729 | 1.03 | 1.09 | 59 | 43 | 22.3% | -0.08 | 0.0052 | -0.204 | ||
| 36.96 | 40.84 | 22.1% | 0.92 | 0.0054 | -0.203 | 730 | 1.06 | 1.13 | 119 | 117 | 22.0% | -0.09 | 0.0055 | -0.208 | ||
| 36.00 | 39.88 | 21.8% | 0.91 | 0.0057 | -0.207 | 731 | 1.10 | 1.17 | 87 | 63 | 21.8% | -0.09 | 0.0057 | -0.213 | ||
| 36.65 | 37.29 | 21.5% | 0.91 | 0.0059 | -0.212 | 732 | 1.15 | 1.22 | 118 | 71 | 21.6% | -0.09 | 0.0059 | -0.217 | ||
| 35.70 | 36.35 | 21.3% | 0.90 | 0.0062 | -0.217 | 733 | 1.19 | 1.27 | 39 | 24 | 21.3% | -0.10 | 0.0062 | -0.222 | ||
| 34.75 | 35.39 | 21.0% | 0.90 | 0.0064 | -0.222 | 734 | 1.24 | 1.32 | 75 | 70 | 21.1% | -0.10 | 0.0065 | -0.227 | ||
| 33.81 | 34.45 | 20.8% | 0.90 | 0.0067 | -0.227 | 735 | 1.30 | 1.37 | 95 | 140 | 20.8% | -0.10 | 0.0067 | -0.232 | ||
| 32.87 | 33.50 | 20.5% | 0.89 | 0.0070 | -0.232 | 736 | 1.35 | 1.43 | 244 | 141 | 20.6% | -0.11 | 0.0070 | -0.237 | ||
| 31.92 | 32.56 | 20.3% | 0.89 | 0.0073 | -0.237 | 737 | 1.41 | 1.49 | 447 | 244 | 20.3% | -0.11 | 0.0073 | -0.242 | ||
| 30.99 | 31.63 | 20.1% | 0.88 | 0.0076 | -0.243 | 738 | 1.47 | 1.55 | 671 | 345 | 20.1% | -0.12 | 0.0077 | -0.248 | ||
| 30.06 | 30.70 | 19.9% | 0.88 | 0.0080 | -0.248 | 739 | 1.54 | 1.62 | 246 | 228 | 19.9% | -0.13 | 0.0080 | -0.253 | ||
| 29.14 | 29.78 | 4 | 2 | 19.7% | 0.87 | 0.0083 | -0.254 | 740 | 1.61 | 1.69 | 460 | 257 | 19.7% | -0.13 | 0.0084 | -0.259 |
| 28.22 | 28.85 | 19.4% | 0.86 | 0.0087 | -0.260 | 741 | 1.69 | 1.77 | 196 | 158 | 19.4% | -0.14 | 0.0087 | -0.265 | ||
| 27.30 | 27.93 | 19.2% | 0.86 | 0.0090 | -0.266 | 742 | 1.77 | 1.85 | 284 | 237 | 19.2% | -0.14 | 0.0091 | -0.271 | ||
| 26.38 | 27.02 | 19.0% | 0.85 | 0.0094 | -0.272 | 743 | 1.86 | 1.94 | 195 | 188 | 19.0% | -0.15 | 0.0095 | -0.277 | ||
| 25.48 | 26.11 | 18.8% | 0.84 | 0.0098 | -0.278 | 744 | 1.95 | 2.03 | 2,866 | 2,807 | 18.8% | -0.16 | 0.0099 | -0.283 | ||
| 24.59 | 25.22 | 18.6% | 0.84 | 0.0103 | -0.284 | 745 | 2.05 | 2.13 | 213 | 191 | 18.6% | -0.17 | 0.0104 | -0.289 | ||
| 23.69 | 24.32 | 18.3% | 0.83 | 0.0107 | -0.290 | 746 | 2.15 | 2.24 | 191 | 153 | 18.3% | -0.17 | 0.0108 | -0.295 | ||
| 22.81 | 23.44 | 18.1% | 0.82 | 0.0112 | -0.296 | 747 | 2.27 | 2.36 | 159 | 122 | 18.1% | -0.18 | 0.0113 | -0.301 | ||
| 21.93 | 22.55 | 17.9% | 0.81 | 0.0117 | -0.303 | 748 | 2.39 | 2.48 | 2,584 | 2,559 | 17.9% | -0.19 | 0.0118 | -0.307 | ||
| 21.06 | 21.68 | 17.7% | 0.80 | 0.0122 | -0.309 | 749 | 2.52 | 2.61 | 45 | 26 | 17.7% | -0.20 | 0.0123 | -0.314 | ||
| 20.20 | 20.82 | 6 | 6 | 17.5% | 0.79 | 0.0127 | -0.315 | 750 | 2.65 | 2.75 | 259 | 294 | 17.5% | -0.21 | 0.0128 | -0.320 |
| 19.35 | 19.96 | 17.3% | 0.78 | 0.0132 | -0.321 | 751 | 2.80 | 2.89 | 65 | 55 | 17.3% | -0.22 | 0.0133 | -0.326 | ||
| 18.50 | 19.12 | 17.1% | 0.77 | 0.0137 | -0.327 | 752 | 2.95 | 3.05 | 100 | 53 | 17.1% | -0.23 | 0.0139 | -0.331 | ||
| 17.66 | 18.28 | 16.9% | 0.76 | 0.0143 | -0.332 | 753 | 3.12 | 3.21 | 56 | 42 | 16.9% | -0.24 | 0.0144 | -0.337 | ||
| 16.84 | 17.45 | 16.7% | 0.74 | 0.0148 | -0.338 | 754 | 3.29 | 3.39 | 526 | 416 | 16.7% | -0.26 | 0.0150 | -0.343 | ||
| 16.03 | 16.64 | 3 | 4 | 16.5% | 0.73 | 0.0154 | -0.343 | 755 | 3.48 | 3.58 | 245 | 316 | 16.5% | -0.27 | 0.0156 | -0.348 |
| 15.23 | 15.83 | 1 | 1 | 16.3% | 0.72 | 0.0160 | -0.347 | 756 | 3.68 | 3.78 | 174 | 111 | 16.3% | -0.28 | 0.0162 | -0.352 |
| 14.44 | 15.04 | 2 | 2 | 16.1% | 0.70 | 0.0166 | -0.352 | 757 | 3.88 | 3.99 | 277 | 197 | 16.1% | -0.30 | 0.0167 | -0.357 |
| 13.66 | 14.27 | 1 | 1 | 15.9% | 0.69 | 0.0171 | -0.356 | 758 | 4.11 | 4.21 | 265 | 84 | 15.9% | -0.31 | 0.0173 | -0.361 |
| 12.90 | 13.50 | 6 | 4 | 15.7% | 0.67 | 0.0177 | -0.359 | 759 | 4.34 | 4.45 | 183 | 140 | 15.7% | -0.33 | 0.0179 | -0.364 |
| 12.15 | 12.75 | 50 | 37 | 15.5% | 0.66 | 0.0183 | -0.362 | 760 | 4.59 | 4.70 | 853 | 978 | 15.5% | -0.35 | 0.0185 | -0.367 |
| 11.42 | 12.02 | 133 | 107 | 15.3% | 0.64 | 0.0188 | -0.364 | 761 | 4.86 | 4.97 | 73 | 25 | 15.3% | -0.36 | 0.0191 | -0.369 |
| 10.71 | 11.30 | 63 | 49 | 15.1% | 0.62 | 0.0194 | -0.365 | 762 | 5.14 | 5.25 | 222 | 103 | 15.1% | -0.38 | 0.0197 | -0.371 |
| 10.01 | 10.60 | 170 | 122 | 14.9% | 0.60 | 0.0199 | -0.366 | 763 | 5.44 | 5.56 | 465 | 315 | 14.9% | -0.40 | 0.0202 | -0.372 |
| 9.33 | 9.91 | 344 | 261 | 14.7% | 0.58 | 0.0204 | -0.366 | 764 | 5.76 | 5.88 | 178 | 109 | 14.7% | -0.42 | 0.0208 | -0.372 |
| 8.67 | 9.25 | 217 | 157 | 14.5% | 0.56 | 0.0209 | -0.365 | 765 | 6.10 | 6.23 | 352 | 405 | 14.5% | -0.44 | 0.0213 | -0.371 |
| 8.23 | 8.36 | 29 | 20 | 14.3% | 0.54 | 0.0213 | -0.363 | 766 | 6.46 | 6.58 | 190 | 100 | 14.3% | -0.46 | 0.0217 | -0.369 |
| 7.62 | 7.74 | 204 | 171 | 14.1% | 0.52 | 0.0217 | -0.360 | 767 | 6.85 | 6.97 | 430 | 205 | 14.1% | -0.48 | 0.0221 | -0.366 |
| 7.02 | 7.14 | 122 | 93 | 13.9% | 0.50 | 0.0220 | -0.356 | 768 | 7.25 | 7.39 | 228 | 189 | 13.9% | -0.50 | 0.0225 | -0.363 |
| 6.45 | 6.57 | 116 | 60 | 13.7% | 0.48 | 0.0223 | -0.350 | 769 | 7.69 | 7.81 | 177 | 90 | 13.8% | -0.53 | 0.0228 | -0.358 |
| 5.89 | 6.02 | 480 | 614 | 13.5% | 0.46 | 0.0225 | -0.344 | 770 | 8.14 | 8.27 | 182 | 476 | 13.6% | -0.55 | 0.0231 | -0.352 |
| 5.37 | 5.50 | 336 | 188 | 13.4% | 0.43 | 0.0226 | -0.337 | 771 | 8.27 | 9.08 | 278 | 164 | 13.3% | -0.58 | 0.0232 | -0.345 |
| 4.89 | 5.01 | 472 | 216 | 13.2% | 0.41 | 0.0226 | -0.328 | 772 | 8.77 | 9.60 | 154 | 35 | 13.2% | -0.60 | 0.0233 | -0.337 |
| 4.43 | 4.54 | 172 | 79 | 13.1% | 0.39 | 0.0226 | -0.319 | 773 | 9.30 | 10.15 | 150 | 96 | 13.0% | -0.62 | 0.0233 | -0.328 |
| 3.99 | 4.10 | 379 | 295 | 12.9% | 0.36 | 0.0224 | -0.308 | 774 | 9.86 | 10.74 | 101 | 72 | 12.8% | -0.65 | 0.0232 | -0.319 |
| 3.58 | 3.68 | 1,122 | 943 | 12.8% | 0.34 | 0.0221 | -0.297 | 775 | 10.45 | 11.35 | 53 | 46 | 12.7% | -0.67 | 0.0230 | -0.308 |
| 3.19 | 3.30 | 214 | 196 | 12.6% | 0.31 | 0.0217 | -0.284 | 776 | 11.07 | 11.99 | 13 | 12 | 12.5% | -0.70 | 0.0227 | -0.296 |
| 2.84 | 2.94 | 246 | 100 | 12.5% | 0.29 | 0.0212 | -0.271 | 777 | 11.73 | 12.66 | 10 | 7 | 12.4% | -0.72 | 0.0223 | -0.284 |
| 2.51 | 2.61 | 171 | 59 | 12.4% | 0.27 | 0.0206 | -0.257 | 778 | 12.41 | 13.36 | 6 | 6 | 12.2% | -0.75 | 0.0218 | -0.272 |
| 2.21 | 2.31 | 405 | 210 | 12.2% | 0.25 | 0.0199 | -0.243 | 779 | 13.12 | 14.08 | 1 | 1 | 12.1% | -0.77 | 0.0212 | -0.258 |
| 1.94 | 2.03 | 517 | 334 | 12.1% | 0.23 | 0.0191 | -0.228 | 780 | 13.87 | 14.84 | 1 | 12 | 12.0% | -0.79 | 0.0205 | -0.244 |
| 1.69 | 1.78 | 270 | 244 | 12.0% | 0.20 | 0.0182 | -0.213 | 781 | 14.64 | 15.62 | 12 | 12 | 11.8% | -0.82 | 0.0198 | -0.230 |
| 1.47 | 1.56 | 645 | 360 | 11.9% | 0.19 | 0.0173 | -0.198 | 782 | 15.44 | 16.42 | 11.7% | -0.84 | 0.0189 | -0.216 | ||
| 1.27 | 1.36 | 392 | 344 | 11.8% | 0.17 | 0.0163 | -0.183 | 783 | 16.26 | 17.24 | 11.8% | -0.86 | 0.0182 | -0.202 | ||
| 1.09 | 1.18 | 481 | 287 | 11.7% | 0.15 | 0.0153 | -0.169 | 784 | 17.12 | 18.10 | 11.8% | -0.88 | 0.0172 | -0.187 | ||
| 0.9400 | 1.02 | 420 | 284 | 11.6% | 0.13 | 0.0142 | -0.154 | 785 | 16.54 | 20.42 | 20 | 11.7% | -0.90 | 0.0162 | -0.173 | |
| 0.8000 | 0.8800 | 181 | 131 | 11.6% | 0.12 | 0.0132 | -0.141 | 786 | 17.44 | 21.32 | 11.6% | -0.91 | 0.0152 | -0.160 | ||
| 0.6800 | 0.7500 | 176 | 124 | 11.5% | 0.10 | 0.0122 | -0.127 | 787 | 18.36 | 22.24 | 2 | 1 | 11.6% | -0.93 | 0.0140 | -0.145 |
| 0.5700 | 0.6500 | 499 | 486 | 11.5% | 0.09 | 0.0111 | -0.115 | 788 | 19.30 | 23.18 | 11.6% | -0.94 | 0.0125 | -0.136 | ||
| 0.4900 | 0.5500 | 531 | 182 | 11.4% | 0.08 | 0.0101 | -0.103 | 789 | 20.26 | 24.14 | 11.7% | -0.96 | 0.0110 | -0.124 | ||
| 0.4100 | 0.4800 | 496 | 156 | 11.4% | 0.07 | 0.0092 | -0.092 | 790 | 21.23 | 25.11 | 11.8% | -0.97 | 0.0093 | -0.115 | ||
| 0.3400 | 0.4100 | 332 | 162 | 11.3% | 0.06 | 0.0083 | -0.083 | 791 | 22.20 | 26.08 | 11.8% | -0.98 | 0.0076 | -0.110 | ||
| 0.2900 | 0.3500 | 442 | 126 | 11.3% | 0.05 | 0.0075 | -0.073 | 792 | 23.19 | 27.07 | 12.1% | -0.98 | 0.0061 | -0.101 | ||
| 0.2400 | 0.3000 | 470 | 436 | 11.3% | 0.05 | 0.0067 | -0.065 | 793 | 24.18 | 28.06 | 12.3% | -0.99 | 0.0045 | -0.099 | ||
| 0.2100 | 0.2600 | 87 | 57 | 11.3% | 0.04 | 0.0060 | -0.058 | 794 | 25.17 | 29.05 | 12.5% | -0.99 | 0.0033 | -0.097 | ||
| 0.1700 | 0.2200 | 153 | 594 | 11.3% | 0.04 | 0.0053 | -0.052 | 795 | 25.64 | 30.04 | -1.00 | 0.0023 | -0.093 | |||
| 0.1500 | 0.1900 | 186 | 180 | 11.4% | 0.03 | 0.0048 | -0.046 | 796 | 26.64 | 31.04 | -1.00 | 0.0016 | -0.093 | |||
| 0.1300 | 0.1700 | 33 | 32 | 11.5% | 0.03 | 0.0042 | -0.041 | 797 | 27.64 | 32.04 | -1.00 | 0.0010 | -0.092 | |||
| 0.1100 | 0.1500 | 20 | 19 | 11.5% | 0.02 | 0.0038 | -0.037 | 798 | 28.74 | 33.38 | 11.6% | -1.00 | 0.0006 | -0.092 | ||
| 0.0900 | 0.1300 | 123 | 116 | 11.5% | 0.02 | 0.0034 | -0.033 | 799 | 29.74 | 34.38 | 11.9% | -1.00 | 0.0004 | -0.092 | ||
| 0.0800 | 0.1200 | 52 | 172 | 11.7% | 0.02 | 0.0030 | -0.030 | 800 | 30.74 | 35.38 | 12.2% | -1.00 | 0.0003 | -0.092 | ||
| 0.0700 | 0.1000 | 545 | 544 | 11.7% | 0.02 | 0.0027 | -0.027 | 801 | 31.74 | 36.20 | 2 | -1.00 | 0.0001 | -0.091 | ||
| 0.0600 | 0.0900 | 11.8% | 0.01 | 0.0024 | -0.025 | 802 | 32.74 | 37.26 | -1.00 | 0.0001 | -0.091 | |||||
| 0.0500 | 0.0900 | 12.0% | 0.01 | 0.0022 | -0.022 | 803 | 33.74 | 38.37 | 6 | -1.00 | 0.0000 | -0.091 | ||||
| 0.0400 | 0.0800 | 12.0% | 0.01 | 0.0020 | -0.021 | 804 | 34.74 | 39.35 | -1.00 | 0.0000 | -0.091 | |||||
| 0.0300 | 0.0700 | 16 | 12 | 12.0% | 0.01 | 0.0018 | -0.019 | 805 | 35.74 | 40.35 | -1.00 | 0.0000 | -0.091 | |||
| 0.0300 | 0.0700 | 25 | 25 | 12.3% | 0.01 | 0.0017 | -0.018 | 806 | 36.74 | 41.32 | -1.00 | 0.0000 | -0.091 | |||
| 0.0200 | 0.0600 | 13 | 12 | 12.2% | 0.01 | 0.0015 | -0.017 | 807 | 37.74 | 42.38 | 14.2% | -1.00 | 0.0000 | -0.091 | ||
| 0.0200 | 0.0600 | 12.5% | 0.01 | 0.0014 | -0.015 | 808 | 38.74 | 43.36 | -1.00 | 0.0000 | -0.091 | |||||
| 0.0200 | 0.0600 | 24 | 12 | 12.8% | 0.01 | 0.0013 | -0.015 | 809 | 39.74 | 44.37 | -1.00 | 0.0000 | -0.091 | |||
| 0.0100 | 0.0500 | 308 | 306 | 12.6% | 0.01 | 0.0012 | -0.014 | 810 | 40.74 | 45.37 | 2 | -1.00 | 0.0000 | -0.091 | ||
| 0.0100 | 0.0400 | 23 | 23 | 13.6% | 0.01 | 0.0008 | -0.011 | 815 | 46.26 | 50.14 | 21.1% | -1.00 | 0.0000 | -0.091 | ||
| 0 | 0.0400 | 287 | 287 | 14.5% | 0.00 | 0.0006 | -0.009 | 820 | 51.16 | 55.04 | 20.9% | -1.00 | 0.0000 | -0.091 | ||
| 0 | 0.0400 | 15.7% | 0.00 | 0.0005 | -0.007 | 825 | 56.16 | 60.04 | 22.4% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0400 | 16.9% | 0.00 | 0.0004 | -0.006 | 830 | 61.16 | 65.04 | 23.9% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0300 | 17.6% | 0.00 | 0.0003 | -0.006 | 835 | 66.16 | 70.04 | 25.4% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0300 | 18.7% | 0.00 | 0.0002 | -0.005 | 840 | 71.16 | 75.04 | 26.9% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0300 | 19.8% | 0.00 | 0.0002 | -0.004 | 845 | 76.16 | 80.04 | 28.4% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0300 | 89 | 20.9% | 0.00 | 0.0002 | -0.004 | 850 | 80.74 | 85.34 | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0300 | 22.0% | 0.00 | 0.0001 | -0.004 | 855 | 85.74 | 90.32 | -1.00 | 0.0000 | -0.091 | |||||
| 0 | 0.0300 | 23.1% | 0.00 | 0.0001 | -0.003 | 860 | 90.74 | 95.39 | 30.0% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0300 | 24.2% | 0.00 | 0.0001 | -0.003 | 865 | 95.74 | 100.30 | -1.00 | 0.0000 | -0.091 | |||||
| 0 | 0.0300 | 25.2% | 0.00 | 0.0001 | -0.003 | 870 | 100.74 | 105.26 | -1.00 | 0.0000 | -0.091 | |||||
| 0 | 0.0200 | 25.4% | 0.00 | 0.0001 | -0.002 | 875 | 106.16 | 110.04 | 36.7% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 26.4% | 0.00 | 0.0001 | -0.002 | 880 | 111.16 | 115.04 | 38.1% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 27.4% | 0.00 | 0.0000 | -0.002 | 885 | 116.16 | 120.04 | 39.4% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 28.4% | 0.00 | 0.0000 | -0.002 | 890 | 120.74 | 125.32 | -1.00 | 0.0000 | -0.091 | |||||
| 0 | 0.0200 | 29.4% | 0.00 | 0.0000 | -0.002 | 895 | 125.74 | 130.25 | -1.00 | 0.0000 | -0.091 | |||||
| 0 | 0.0200 | 30.3% | 0.00 | 0.0000 | -0.001 | 900 | 130.74 | 135.35 | -1.00 | 0.0000 | -0.091 | |||||
| 0 | 0.0200 | 31.3% | 0.00 | 0.0000 | -0.001 | 905 | 136.16 | 140.04 | 44.6% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 32.3% | 0.00 | 0.0000 | -0.001 | 910 | 141.16 | 145.04 | 45.9% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 33.2% | 0.00 | 0.0000 | -0.001 | 915 | 146.16 | 150.04 | 47.1% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 34.2% | 0.00 | 0.0000 | -0.001 | 920 | 151.16 | 155.04 | 48.3% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 35.1% | 0.00 | 0.0000 | -0.001 | 925 | 156.16 | 160.04 | 49.6% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 36.0% | 0.00 | 0.0000 | -0.001 | 930 | 161.16 | 165.04 | 50.8% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 37.0% | 0.00 | 0.0000 | -0.001 | 935 | 166.16 | 170.04 | 52.0% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 37.9% | 0.00 | 0.0000 | -0.001 | 940 | 171.16 | 175.04 | 53.2% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 38.8% | 0.00 | 0.0000 | -0.001 | 945 | 176.16 | 180.04 | 54.4% | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.0200 | 39.7% | 0.00 | 0.0000 | -0.001 | 950 | 181.16 | 185.04 | 55.6% | -1.00 | 0.0000 | -0.091 | ||||
表示中のストライク:原資産価格の±50%以内。本質的価値=コールはmax(0, 価格-ストライク)、プットはmax(0, ストライク-価格);時間的価値=オプション価格-本質的価値。 取引所フィードで算出されたギリシャ指標およびIV。
ボラティリティスマイル — Oct 29, 2026
ボラティリティページ →この限月のストライク別インプライドボラティリティ。アウト・オブ・ザ・マネーのプットは通常コールよりIVが高くなります — これがスキューです。
コールプット