2010年10月29日金曜日

2010/10/29(Fri)OP

P/C1.10.1110.910.80.81.10.8
先物9190-177.59367.59397.59367.594259427.59367.593759532.5
基準21.51.320.219.9202019.720.721.521.2
期近21.51.619.919.719.719.719.420.521.321
期先121.4120.420.320.320.520.621.422.221.9
期先221.10.820.420.520.520.620.821.622.421.7
当/先1011110.9111
先/先21011111111

134176











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11.52.7512.732.480.7180.2300.4120.241.91341.61
00.30.926.116.33980.7-15.1-95.8-45.2-15.3-4.5-1-0.3
41.136.833.129.226.924.622.821.121.121.120.721.422.624.727.7
-1.8-1-0.7-0.7-0.20.10.20.60.70.71.52.12.43.23.8
0-0.01-0.01-0.03-0.06-0.14-0.31-0.56
0.440.210.080.030.010.01
0.0020.0030.0060.0110.0260.0520.0880.106
0.1070.0780.0390.0160.0070.004
0.220.350.591.032.133.976.186.95
6.955.032.561.090.520.32
-0.34-0.48-0.73-1.13-2.14-3.65-5.26-5.47
-5.48-3.91-2.05-0.92-0.48-0.33
12P75012P77512P80012P82512P85012P87512P90012P925919012C92512C95012C97512C100012C102512C1050
914.422.539.267.2112.8185.8291.7526.5234.9132.56833.615.27.3
2.54.46.513.523.13859.382.8-10.4-93.2-62.5-39.1-20.3-10.5-4.3
31.429.427.325.924.523.222.221.121.221.320.620.120.220.220.7
-0.4-0.2-0.40.10.10.30.40.20.30.40.70.60.90.81.1
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0.480.330.20.110.060.03
0.0060.0090.0140.0220.0320.0440.0550.061
0.0610.0570.0450.0310.0190.011
1.742.563.675.427.589.8711.7312.32
12.3211.198.75.963.612.11
-0.66-0.91-1.21-1.69-2.24-2.77-3.13-3.13
-3.18-2.79-2.12-1.46-0.88-0.53
1P7501P7751P8001P8251P8501P8751P9001P92591801C9251C9501C9751C10001C10251C1050
30.444.96493.5135194.3277.1384.8704.3319.5209.1130.675.442.222.3
7.612.216.324.134.745.561.882.2-10.7-92.9-72.2-49-34-19.2-12
29.127.926.425.22422.92221.120.820.72019.619.21918.8
00.100.10.1000.10.20.20.20.50.40.60.5
-0.06-0.08-0.11-0.16-0.22-0.3-0.4-0.51
0.490.380.270.180.110.07
0.0090.0130.0170.0230.0290.0360.0420.045
0.0460.0450.040.0330.0240.016
4.716.278.0510.212.4814.6316.2116.77
16.7715.9613.9111.028.055.42
-0.9-1.14-1.39-1.68-1.95-2.19-2.33-2.3
-2.28-2.1-1.79-1.39-1-0.67

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.63.923.51.440111250





1.2-11.9-0.24.70





19.36.822.52.236.1111000





0.8-31.8-0.64.60





18.91221.53.832110750





0.7-61.6-1.44.50





18.822.320.77.327.7110500





0.5-121.1-4.33.8-0.3





1942.220.215.224.71.610250





0.6-19.20.8-10.53.2-1





19.275.420.233.622.6410000





0.4-340.9-20.32.4-4.5





19.6130.620.16821.4139750568.319.6628.520.3694.220
0.5-490.6-39.12.1-15.3159.60.6141.81124.20.3
20209.120.6132.520.741.99500348.820.2440.420.5523.620.4
0.2-72.20.7-62.51.5-45.2128.90.9112.90.5103.80.2
20.7319.521.3234.921.1120.29250180.221.1291.721.1384.821.1
0.2-92.90.4-93.20.7-95.880.70.682.80.282.20.1
21.6462.122.2376.823.1273.2900080.722.8185.822.2277.122
0.2-112.10.3-119.31.2-133.3390.259.30.461.80
22.3627.523.4555.624.6472.8875032.424.6112.823.2194.322.9
0.2-1300.6-136.70.7-159.516.30.1380.345.50






850012.726.967.224.513524






6.1-0.223.10.134.70.1






8250529.239.225.993.525.2






2-0.713.50.124.10.1






80002.733.122.527.36426.4






0.9-0.76.5-0.416.30






77501.536.814.429.444.927.9






0.3-14.4-0.212.20.1






7500141.1931.430.429.1






0-1.82.5-0.47.60






7250147.26.333.800






0-1.52.10.200






7000153.54.135.915.632.5






0-1.30.6-0.93.90






67501600000






0-10000






6500166.72.341.57.435.5






0-0.80.70.31.2-0.5






6250000000






000000






6250000000






000000

2010/10/29(Fri)

<外電&寄前状況>
米国市場はDJI小幅続落、SPXは小反発という方向感のない展開。
ES4時間足では揉み合いからやや下げ基調へ。

VIXは4日続伸の小幅上昇。(日経IVとの遰が気になる・・・)

日経は、前日バリューアンダーでの寄付きが濃厚。
20日間のTPOで9440に次いで9380に第2のモードを形成中。
コマ足放れの鉄則
レンジ下限の9310割れの有無に注目。割れればBB-2σがターゲットか


<大引け>


2010年10月28日木曜日

2010/10/28(Thu)OP

P/C1010.910.80.81.10.80.9
先物9367.5-309397.59367.594259427.59367.593759532.59492.5
基準20.20.219.9202019.720.721.521.221.4
期近19.90.219.719.719.719.420.521.32121.3
期先120.40.220.320.320.520.621.422.221.922.2
期先220.4-0.120.520.520.620.821.622.421.722.2
当/先101110.91111
先/先21011111111

144277











750077508000825085008750900092509250925095009750100001025010500
11P75011P77511P80011P82511P85011P87511P90011P925937011C92511C95011C97511C100011C102511C1050
11.21.836.616.141.799.5315.521687.128.38.52.61.3
00.2000.20.72.16.3-17.7-24-14.3-5.8-1.3-0.3-0.1
42.937.933.729.92724.522.620.520.520.319.219.420.221.523.9
0.91.40.50.40.30.20.10.10.100.30.50.811.2
0-0.01-0.01-0.01-0.03-0.08-0.18-0.37
0.630.360.150.050.020.01
0.0010.0020.0040.0070.0150.0320.0620.099
0.10.1050.0660.0290.0110.005
0.220.280.420.71.362.684.877.02
7.016.984.42.040.830.43
-0.33-0.37-0.5-0.73-1.28-2.29-3.82-5
-4.97-4.68-2.97-1.44-0.62-0.36
12P75012P77512P80012P82512P85012P87512P90012P925937012C92512C95012C97512C100012C102512C1050
6.5101625.744.174.7126.5208.9536.9328.1195107.153.925.811.6
0.20.70.912.34.46.610.1-9.4-19.4-16.1-11.4-6.3-2.7-1.4
31.729.627.725.824.42321.820.920.920.919.919.519.319.419.5
0.20.30.20.10.10.20.10.10.10.1000.10.30.2
-0.02-0.03-0.04-0.07-0.11-0.18-0.28-0.42
0.580.430.290.170.090.05
0.0040.0070.010.0160.0250.0360.0490.059
0.0580.0620.0550.0410.0270.016
1.371.982.94.26.18.410.7812.44
12.4412.5510.848.045.273.09
-0.51-0.69-0.95-1.28-1.75-2.27-2.76-3.05
-3.08-2.96-2.5-1.84-1.21-0.71
1P7501P7751P8001P8251P8501P8751P9001P92593601C9251C9501C9751C10001C10251C1050
22.832.747.769.4100.3148.9215.2302.6715412.3281.2179.6109.461.434.3
-0.1-0.10.4-0.10.33.95.68.5-14.1-22.7-17-14.5-9.9-8.5-3.1
29.227.726.425.123.822.9222120.920.419.819.218.818.418.3
-0.2-0.2-0.2-0.3-0.3-0.1-0.1-0.1-0.1-0.2-0.1-0.1-0.1-0.20.1
-0.04-0.06-0.09-0.12-0.17-0.24-0.33-0.43
0.570.460.340.240.150.1
0.0070.010.0140.0190.0250.0320.0380.043
0.0440.0460.0440.0380.030.021
3.895.166.818.7911.0313.4615.5716.93
16.9217.1115.8313.3810.247.33
-0.73-0.92-1.16-1.42-1.69-1.99-2.21-2.29
-2.25-2.2-1.97-1.63-1.22-0.87

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.54.921.71.635.3111250





-0.1-10.4-0.11.70





18.49.820.72.831.4111000





0.1-1.20.4-0.21.60





18.31819.85.227.4110750





0.1-1.60.2-0.71.50





18.334.319.511.623.91.310500





0.1-3.10.2-1.41.2-0.1





18.461.419.425.821.52.610250





-0.2-8.50.3-2.71-0.3





18.8109.419.353.920.28.510000





-0.1-9.90.1-6.30.8-1.3





19.2179.619.5107.119.428.39750408.719486.719.357019.8
-0.1-14.50-11.40.5-5.820.6-0.315.5-0.315-0.1
19.8281.219.919519.287.1950022019.3327.520419.820.2
-0.1-170-16.10.3-14.313.2-0.115.20.110.1-0.2
20.4412.320.9328.120.3216925099.520.5208.920.9302.621
-0.2-22.70.1-19.40-246.30.110.10.18.5-0.1
21.4574.321.9496.121.9406.5900041.722.6126.521.8215.222
-0.2-25.50.4-20.30.6-25.62.10.16.60.15.6-0.1
22.1757.522.9692.323.9632.3875016.124.574.723148.922.9
-0.2-27.50.2-250.2-29.40.70.24.40.23.9-0.1






85006.62744.124.4100.323.8






0.20.32.30.10.3-0.3






8250329.925.725.869.425.1






00.410.1-0.1-0.3






80001.833.71627.747.726.4






00.50.90.20.4-0.2






77501.237.91029.632.727.7






0.21.40.70.3-0.1-0.2






7500142.96.531.722.829.2






00.90.20.2-0.1-0.2






7250148.84.233.700






01.10.10.100






7000154.83.536.811.732.5






01.30.50.80.20






6750161.10000






01.50000






6500167.51.641.26.236






01.70.10.5-0.2-0.2






6250000000






000000






6250000000






000000

2010/10/28(Thu)

<外電&寄前状況>

DJIは2日ぶりに反落。日中のボラはそこそこあるが前日比ベースはよこ横というパターン。
YM4時間足では、上昇PHのサポート割れを確認。

VIXは3日続伸、50MAに頭を抑えられながらも、BBセンターを上方ブレイク。

大証は9400付近での寄付きを想定。
大枠でみれば9490-9310でのレンジ。このレンジの中でバリューエリアがだいたい9440-9400。
日足ベースでは5MA(9390)と転換線(9450)の中での攻防。抜けた方につくべきか。。

<大引け>




上を試す動きもみられたが、前日モードに抑えられ節目である20日モード(9440)・転換線(9450)を超えられず、5MAの下で終わる。

FOMCの追加金融緩和策の発表までは膠着状態か・・・・・。

2010年10月27日水曜日

2010/10/27(Wed)OP

P/C10.10.910.80.81.10.80.91
先物9397.5309367.594259427.59367.593759532.59492.59520
基準19.90202019.720.721.521.221.421.2
期近19.7019.719.719.420.521.32121.321.2
期先120.3020.320.520.621.422.221.922.222.2
期先220.5020.520.620.821.622.421.722.222.5
当/先10110.911111
先/先21011111111

154378











7750800082508500875090009250950095009500975010000102501050010750
11P77511P80011P82511P85011P87511P90011P92511P950939011C95011C97511C100011C102511C105011C1075
11.836.415.439.693.2206.7308.1101.334.19.82.91.31
-0.1-0.1-0.2-0.4-1.8-4.8-12.8-23.4-18.84.5-0.1-1-0.4-0.10
36.433.229.526.724.322.520.519.419.11918.919.420.422.726
1.41.31.31.20.90.80.4-0.1-0.3-0.3-0.5-0.6-0.4-0.10.3
0-0.01-0.01-0.03-0.07-0.17-0.35-0.6
0.40.180.060.020.010.01
0.0020.0040.0060.0140.0290.0580.0930.103
0.1050.0710.0330.0120.0060.004
0.250.440.711.362.664.847.17.45
7.4452.350.940.470.34
-0.3-0.47-0.68-1.19-2.1-3.53-4.72-4.69
-4.6-3.08-1.48-0.62-0.35-0.29
12P77512P80012P82512P85012P87512P90012P92512P950940012C95012C97512C100012C102512C105012C1075
9.315.124.741.870.3119.9198.8312.3523.5211.1118.560.228.5135.9
-0.6-0.9-1.6-3.1-6.6-10-14.3-19.9-8.8117.73.61.510.4
29.327.525.824.322.821.720.819.919.919.919.519.219.119.319.6
0.40.40.40.30.10.10.1000.10.1000.10.1
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0.450.30.180.10.050.03
0.0060.010.0150.0230.0340.0470.0570.061
0.0610.0550.0430.0280.0170.009
1.892.824.125.978.2410.6812.512.83
12.8311.338.595.683.391.9
-0.64-0.89-1.22-1.67-2.16-2.67-2.99-2.93
-2.96-2.56-1.91-1.26-0.75-0.43
1P7751P8001P8251P8501P8751P9001P9251P95093901C9501C9751C10001C10251C10501C1075
32.847.469.5100145209.6294.1409.7707.9298.2194119.369.937.419.6
-2.2-2.4-3.2-4.9-9.4-10.4-15.7-20-9.610.59.35.24.82.30.8
27.926.525.424.12322.121.120.52019.819.318.918.618.218.1
0.10.20.20.200.10-0.1-0.1-0.1000.10-0.1
-0.06-0.08-0.12-0.17-0.23-0.32-0.42-0.53
0.470.360.250.170.10.06
0.010.0130.0180.0240.0310.0370.0420.045
0.0460.0440.0390.0310.0220.015
5.166.778.7710.9913.3615.5216.9817.33
17.3316.2513.9310.947.785.16
-0.92-1.14-1.42-1.69-1.96-2.18-2.28-2.25
-2.2-2.01-1.68-1.3-0.91-0.6

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.73.122.1137.2111500





0.30.5-0.100.60





18.65.921.31.833.6111250





0.30.90.30.20.50





18.410.920.3329.8111000





0.41.800.20.40





18.119.619.65.926110750





-0.10.80.10.40.30





18.237.419.31322.71.310500





02.30.11-0.1-0.1





18.669.919.128.520.42.910250





0.14.801.5-0.4-0.4





18.9119.319.260.219.49.810000613.219.9663.219.473019.6
05.203.6-0.6-1-33.3-1.4-25.50.1-25-0.1
19.319419.5118.518.934.19750388.119.3471.319.655519.9
09.30.17.7-0.5-0.1-30.2-0.5-20.60.3-19.70.1
19.8298.219.9211.119101.39500206.719.4312.319.9409.720.5
-0.110.50.111-0.34.5-23.4-0.1-19.90-20-0.1
20.643520.8347.520.3240925093.220.5198.820.8294.121.1
014.80.115.80.518-12.80.4-14.30.1-15.70
21.5599.821.5516.421.3432.1900039.622.5119.921.7209.622.1
0.119.8-0.118.40.122.3-4.80.8-100.1-10.40.1






875015.424.370.322.814523






-1.80.9-6.60.1-9.40






85006.426.741.824.310024.1






-0.41.2-3.10.3-4.90.2






8250329.524.725.869.525.4






-0.21.3-1.60.4-3.20.2






80001.833.215.127.547.426.5






-0.11.3-0.90.4-2.40.2






7750136.49.329.332.827.9






-0.11.4-0.60.4-2.20.1






75001426.331.522.929.3






01.8-0.20.6-2.10






7250147.74.133.600






02-0.20.500






7000153.5336.111.532.5






02.200.7-10.1






6750159.50000






02.30000






6500165.71.540.76.336.1






02.5-0.10.40.10.5






6250000000






000000