SPY ボラティリティ定点観測 2019-05-08

オプション取引

FirstradeのOption Chainから5円幅で取得しています。
すべての価格データが欲しい方はお問い合わせください

終値

286.81ドル

2019-05-08 call

strike last changes volume
291.5 0.13 0.13 11479
291 0.16 -2.15 62983
290.5 0.25 0.25 28242
290 0.32 -2.75 103379
289.5 0.48 -3.36 14035
289 0.6 -3.52 48682
288.5 0.79 -3.97 18661
288 0.99 -4.36 19214
287.5 1.22 -3.23 11646
287 1.47 -4.6 12500
286.5 1.79 -4 5378
286 2.07 -4.8 3808
285.5 2.28 -3.6 717
285 2.74 -3.81 1355
284.5 2.85 -5.75 396
284 3.5 -5.6 988
283.5 4.08 -3.46 420
283 4.06 -5.78 831
282.5 4.62 -7.13 36
282 4.63 -6.56 375

2019-05-08 put

strike last changes volume
291.5 5.6 5.6 854
291 4.5 3.83 9772
290.5 4.5 4.5 2732
290 3.45 3.01 23813
289.5 3.9 3.52 11059
289 2.96 2.62 68496
288.5 2.31 2.04 29596
288 2.09 1.86 36734
287.5 1.75 1.56 14277
287 1.68 1.5 63941
286.5 1.45 1.31 9608
286 1.25 1.13 20150
285.5 1.09 0.98 7737
285 0.92 0.83 37811
284.5 0.79 0.7 8064
284 0.62 0.55 20692
283.5 0.55 0.49 5320
283 0.46 0.41 18705
282.5 0.37 0.32 4052
282 0.32 0.27 18393

2019-05-10 call

strike last changes volume
291.5 0.77 0.77 4754
291 0.88 -2.09 15109
290.5 1.08 1.08 7813
290 1.23 -2.45 26645
289.5 1.47 1.47 5550
289 1.65 -2.98 16197
288.5 1.92 1.92 3601
288 2.16 -3.38 14508
287.5 2.34 -3.58 4459
287 2.72 -3.82 5672
286.5 3 3 1838
286 3.37 -3.93 1602
285.5 3.32 3.32 315
285 3.83 -4.24 2112
284 4.44 -4.71 299
283 4.86 -3.97 522
282.5 5.84 -4.86 224
282 6.28 -6.04 147

2019-05-10 put

strike last changes volume
291.5 5.32 5.32 692
291 5.27 4.04 9630
290.5 4.49 4.49 1740
290 4.31 3.4 53076
289.5 3.92 3.92 3045
289 3.8 3.06 19773
288.5 4.12 4.12 4961
288 3.3 2.69 21517
287.5 2.92 2.39 6691
287 2.68 2.2 27368
286.5 2.62 2.62 3081
286 2.43 2.04 19434
285.5 2.41 2.41 6220
285 2.08 1.74 44157
284 1.76 1.5 35128
283 1.44 1.22 32827
282.5 1.36 1.17 15972
282 1.2 1.02 21925

2019-05-13 call

strike last changes volume
291 1.27 -2.08 10104
290 1.69 -2.4 8133
289 2.13 -2.76 7374
288 2.6 -3.11 5175
287 2.93 -3.05 2973
286 3.78 -3.02 923
285 4.58 -4.77 640
284 5.06 -4.63 515
283 5.44 -3.01 364
282 6.43 -5.51 556

2019-05-13 put

strike last changes volume
291 5.56 4.16 1356
290 4.95 3.77 3850
289 4.16 3.17 3319
288 3.77 3 5978
287 3.17 2.49 8745
286 2.89 2.37 14878
285 2.45 1.98 18873
284 2.27 1.88 5439
283 2.29 1.97 3751
282 1.67 1.39 3577

2019-05-15 call

strike last changes volume
291 1.69 -1.96 5582
290 2.1 -2.34 2752
289 2.35 -2.94 2125
288 3.06 -3.35 2122
287 3.61 -3.36 611
286 4.25 -3.8 464
285 4.99 -3.66 254
284 5.52 -2.86 52
283 6.85 -3.75 17
282 7 -6.19 132

2019-05-15 put

strike last changes volume
291 6.36 4.69 335
290 5.48 4 2323
289 4.83 3.5 1596
288 4.71 3.71 2411
287 4.01 3.09 1254
286 3.38 2.57 1689
285 3.18 2.51 3048
284 2.95 2.4 581
283 2.86 2.34 1680
282 2.54 2.09 1172

2019-05-17 call

strike last changes volume
291.5 1.79 -1.82 4705
291 2.03 -1.87 8158
290.5 2.25 -2.02 7268
290 2.5 -2.19 30542
289.5 2.73 -2.34 5425
289 3.03 -2.43 12555
288.5 3.28 -2.62 6961
288 3.66 -2.65 10085
287.5 3.83 -3.16 3083
287 4.24 -2.88 10186
286.5 4.48 -3.4 1646
286 4.82 -3.35 2110
285.5 4.8 -3.92 1505
285 5.59 -3.2 4592
284.5 5.83 -3.66 2158
284 6.23 -3.59 2016
283.5 6.52 -3.71 660
283 6.44 -3.98 1099
282.5 7.24 -3.77 509
282 7.63 -4.27 1025

2019-05-17 put

strike last changes volume
291.5 7.03 4.92 1721
291 6.29 4.29 3961
290.5 5.8 3.93 2420
290 5.47 3.68 41184
289.5 5.91 4.23 3852
289 4.94 3.37 20509
288.5 4.74 3.35 5061
288 4.55 3.2 24865
287.5 4.33 3.11 7419
287 4.15 2.99 25733
286.5 3.95 2.96 4844
286 3.67 2.63 22223
285.5 3.64 2.69 2483
285 3.42 2.47 59035
284.5 3.18 2.39 7858
284 3.13 2.32 28275
283.5 2.88 2.15 3204
283 2.8 2.12 18957
282.5 2.62 1.97 10148
282 2.57 1.96 13233

2019-05-20 call

strike last changes volume
291 2.18 -2.02 1343
290 2.49 -2.4 1358
289 3.22 -2.78 656
288 3.82 -1.74 996
287 4.36 -3.24 819
286 5.04 -1.85 327
285 5.46 -3.04 147
284 6.62 -1.2 42
283 6.87 -2.41 72
282 7.98 -3.88 4

2019-05-20 put

strike last changes volume
291 6.83 4.73 368
290 6.31 4.43 1314
289 5.78 4.14 534
288 4.61 3.13 448
287 4.27 3.01 1109
286 3.97 2.48 465
285 3.78 2.87 968
284 3.29 2.43 321
283 3.27 2.49 272
282 2.56 1.88 362

2019-05-22 call

strike last changes volume
291 2.59 -1.87 370
290 2.94 -2.29 380
289 3.39 -2.36 660
288 4.13 -2.65 696
287 4.74 -3.12 408
286 4.97 -3.63 154
285 5.67 -3.62 42
284 6.76 -4.16 3
283 7.5 -2.68 52
282 8.2 -2.16 46

2019-05-22 put

strike last changes volume
291 6.41 4.04 186
290 6.57 4.46 303
289 5.68 3.78 697
288 5.66 4.05 578
287 4.58 2.7 346
286 4.48 3.11 552
285 4.14 2.98 212
284 4.05 2.68 404
283 3.3 2.36 243
282 2.9 1.76 518

2019-05-24 call

strike last changes volume
291 2.91 -1.92 2614
290 3.42 -2.24 2131
289 3.61 -2.65 828
288 4.25 -3.07 991
287.5 4.86 -2.73 469
287 4.97 -3.03 905
286 5.82 -3.14 219
285 6.14 -3.32 205
284 6.85 -3.63 155
283 7.42 -4.16 251
282.5 8.26 -2.68 175
282 8.63 -3.94 148

2019-05-24 put

strike last changes volume
291 6.58 3.96 4653
290 6.58 4.16 1440
289 5.75 3.66 730
288 5.92 4.04 6056
287.5 5.45 3.71 540
287 4.85 3.12 962
286 4.58 3.01 1995
285 4.15 2.81 2778
284 3.92 2.65 377
283 3.45 2.3 642
282.5 3.92 2.83 601
282 3.34 2.31 1117

2019-05-28 call

strike last changes volume
291 3.08 -1.89 88
290 3.55 -2.3 518
289 3.92 -2.67 411
288 4.4 -1.33 280
287 5.22 -2.23 143
286 5.69 -3.9 56
285 6.43 -3.47 66
284 7.08 -3.73 6
283 11.3 0 0
282 11.38 0 0

2019-05-28 put

strike last changes volume
291 6.97 4.24 148
290 6.99 4.59 670
289 5.93 3.63 904
288 5.81 3.82 1152
287 5.63 3.17 811
286 5.16 3 868
285 4.64 3.17 359
284 4.38 3.02 281
283 3.8 2.55 48
282 3.67 2.25 41

2019-05-29 call

strike last changes volume
291 3.26 -1.98 13
290 3.7 -2.29 1639
289 4.36 -1.45 111
288 4.95 -2.56 150
287 5.33 -3.08 64
286 6.15 -3 3
285 6.6 -1.87 1
284 8.7 -2.24 1
283 8.45 -2.01 31
282 9.15 -1.86 14

2019-05-29 put

strike last changes volume
291 7.15 4.34 98
290 6.71 4.18 167
289 5.71 3.46 195
288 6.11 3.98 200
287 5.08 3.28 61
286 5.29 2.85 127
285 4.95 3.32 334
284 4.11 2.09 161
283 3.29 1.97 100
282 3.65 2.37 108

2019-05-31 call

strike last changes volume
291 3.2 -2.1 4553
290 3.94 -2.13 3579
289 4.45 -2.5 2679
288 5.2 -2.35 1180
287.5 5.35 -2.9 249
287 5.78 -2.58 454
286 6.3 -3.21 565
285 6.63 -3.39 145
284 7.75 -2.65 95
283 8.44 -3.41 162
282.5 8.82 -3.01 91
282 10.02 -1.67 89

2019-05-31 put

strike last changes volume
291 7.53 4.47 722
290 6.61 3.8 10498
289 6.42 3.99 3680
288 6.01 3.7 1628
287.5 5.9 3.73 851
287 6 3.85 5780
286 5.59 3.77 530
285 4.64 2.84 3328
284 4.55 2.92 1389
283 4.59 3.1 6705
282.5 4.05 2.64 359
282 4.3 2.95 14831

2019-06-03 call

strike last changes volume
291 3.61 -2.01 68
290 4.15 -1.66 1157
289 4.35 -2.8 1227
288 5.02 -2.79 165
287 5.86 -2.59 62
286 6.45 -4.21 7
285 9.39 0 0
284 8.58 8.58 1
283 8.94 -1.9 1
282 0 0 0

2019-06-03 put

strike last changes volume
291 6.66 3.53 71
290 6.6 3.78 504
289 5.98 2.99 581
288 6.42 4.07 779
287 6.13 3.59 520
286 5.38 3.37 44
285 5 3.18 95
284 3.53 1.17 24
283 2.87 1.41 1
282 3.6 1.86 24

2019-06-05 call

strike last changes volume
291 3.91 -1.82 335
290 4.16 -2.47 731
289 5.01 -2.01 240
288 5.59 -1.51 365
287 5.87 -3.06 2
286 6.52 -3.05 21
285 7.38 -2.24 1
284 9.4 -0.46 5
283 10.52 0 0
282 0 0 0

2019-06-05 put

strike last changes volume
291 7.49 4.19 7
290 7.3 4.34 51
289 6.35 2.6 14
288 6.1 3.51 1074
287 5.97 3.74 72
286 5.58 3.41 11
285 5.4 3.43 73
284 4.63 2.81 12
283 4.6 2.49 18
282 4 2.41 157

2019-06-07 call

strike last changes volume
291 3.95 -2.03 420
290 4.6 -2.2 267
289 5.02 -2.36 324
288 5.7 -0.9 162
287.5 6.1 -2.64 17
287 6.24 -2.68 406
286 7 -1.42 475
285 7.53 -3.21 128
284 8.36 -3.41 26
283 9.07 -2.15 16
282.5 11.29 0 0
282 10.85 -1.54 3

2019-06-07 put

strike last changes volume
291 8.26 4.75 55
290 7.53 4.22 2841
289 6.2 3.2 98
288 6.8 4.1 937
287.5 6.12 3.58 597
287 5.93 3.45 1123
286 5.74 3.01 959
285 5.77 3.65 456
284 4.85 2.84 57
283 4.45 2.63 28
282.5 4.69 2.94 32
282 4.46 2.4 134

2019-06-10 call

strike last changes volume
291 4.21 -2.01 6
290 4.51 -2.29 65
289 5.3 -2.38 37
288 5.71 5.71 6
287 6.35 6.35 344
286 0 0 0
285 8.73 -1.07 1
284 0 0 0
283 0 0 0
282 0 0 0

2019-06-10 put

strike last changes volume
291 7.4 3.15 15
290 6.91 3.69 44
289 6.76 3.79 131
288 6.15 6.15 284
287 5.99 5.99 52
286 5.23 5.23 99
285 5.12 2.39 94
284 5 5 52
283 4.52 4.52 15
282 4.61 4.61 20

2019-06-12 call

strike last changes volume
290 4.93 4.93 23
285 7.74 7.74 2

2019-06-12 put

strike last changes volume
290 7.18 7.18 60
285 5.76 5.76 113

2019-06-14 call

strike last changes volume
291 4.34 -2.11 48
290 5.08 -2.34 345
289 5.5 -1.82 706
288 5.98 -1.68 123
287.5 6.7 -1.59 46
287 6.61 -3.16 752
286 7.27 -2.48 7
285 7.88 -2.21 22
284 8.65 -1.43 12
283 9.74 -2.14 32
282.5 10.1 -3.32 4
282 10.45 -3.22 2

2019-06-14 put

strike last changes volume
291 6.41 2.66 8
290 8.14 4.54 99
289 7.3 3.94 46
288 6.96 3.53 55
287.5 6.65 3 10
287 6.87 3.58 674
286 5.9 3.17 331
285 6.13 3.66 171
284 5.81 3.45 25
283 5.43 3.15 7
282.5 2.13 0 0
282 4.75 2.75 53

2019-06-21 call

strike last changes volume
291 4.87 -2.02 5869
290 5.47 -2.03 44706
289 5.99 -2.15 9231
288 6.7 -2.42 4718
287 7.24 -2.7 3177
286 7.74 -2.89 1886
285 8.64 -2.72 3610
284 9.18 -3.07 1535
283 9.68 -3.76 327
282 10.22 -3.64 213

2019-06-21 put

strike last changes volume
291 9.11 4.34 1954
290 8.45 3.99 51400
289 8.01 3.88 9619
288 7.55 3.71 25401
287 7.13 3.56 5724
286 6.82 3.55 3744
285 6.48 3.31 36941
284 6.11 3.15 1778
283 5.83 3.03 21512
282 5.5 2.84 5583

2019-06-28 call

strike last changes volume
291 4.8 -2.23 180
290 5.46 -2.26 475
289 5.89 -2.81 822
288 6.49 -2.88 739
287 7.51 -1.82 1301
286 8.09 -2.81 211
285 8.37 -3.34 875
284 9.33 -3.32 36
283 10.45 -2.85 38
282 10.75 -3.62 58

2019-06-28 put

strike last changes volume
291 9.32 4.29 55
290 8.83 4.07 1143
289 8.98 4.63 185
288 8.45 4.47 778
287 7.75 3 125
286 7.38 3.67 781
285 7.09 3.6 1261
284 6.53 3.34 216
283 6.42 2.76 1120
282 5.87 2.56 111

2019-07-19 call

strike last changes volume
291 5.93 -2.03 1641
290 6.48 -2.22 2693
289 6.86 -2.83 377
288 7.65 -2.75 286
287 8.48 -2.02 549
286 9.11 -1.89 571
285 9.76 -2.69 609
284 10.33 -3.07 187
283 10.7 -3.26 400
282 11.35 -3.66 271

2019-07-19 put

strike last changes volume
291 10.61 4.45 825
290 9.95 4.15 1482
289 9.58 4.21 669
288 9.2 3.99 454
287 8.49 3.7 990
286 8.43 3.98 1466
285 7.99 3.47 1632
284 7.82 3.74 642
283 7.34 3.34 2322
282 7.19 3.39 1393

2019-08-16 call

strike last changes volume
291 7.42 -2.48 480
290 8.33 -2.17 18746
289 8.5 -2.64 788
288 9.1 -2.83 361
287 10.1 -1.77 341
286 10.57 -2.73 151
285 10.97 -3.12 130
284 11.68 -2.47 50
283 12.61 -3.18 68
282 12.98 -2.43 75

2019-08-16 put

strike last changes volume
291 11.67 4.28 493
290 11.52 4.57 20688
289 10.46 3.87 106
288 10.32 4 216
287 9.97 3.9 2187
286 9.4 3.63 189
285 9.22 3.62 2202
284 8.85 3.54 534
283 8.44 3.27 539
282 8.13 3.27 1276

2019-09-20 call

strike last changes volume
291 9 -1.68 92
290 9.91 -2.27 601
289 10.41 -1.79 272
288 11.08 -1.71 77
287 11.49 -1.4 29
286 12.29 -1.93 48
285 13.09 -2.72 4038
284 14.75 -0.46 3
283 14.12 -2.3 30
282 15.36 -0.86 10

2019-09-20 put

strike last changes volume
291 13.08 4.21 1172
290 12.81 4.24 621
289 11.63 3.34 161
288 12.19 4.22 595
287 11.43 3.74 409
286 10.78 3.36 522
285 10.47 3.32 5624
284 10.16 3.33 313
283 10.33 3.69 107
282 9.45 3.03 46

2019-09-30 call

strike last changes volume
291 9.84 -1.22 13
290 10.15 -2.39 71
289 10.9 -1.36 2
288 11.15 -2.61 44
287 12.06 -1.47 8
286 13.18 -1.21 1
285 13.3 -2.3 258
284 14.01 -2.74 5
283 16.6 0 0
282 16 -1.44 2

2019-09-30 put

strike last changes volume
291 13.1 3.98 11
290 12.51 3.54 292
289 12.61 4.12 17
288 11.7 3.39 70
287 11.46 3.44 16
286 11.32 4.3 9
285 10.78 3.46 64
284 10.01 2.23 1
283 10.23 3.86 3
282 9.67 3.1 46

2019-12-20 call

strike last changes volume
291 12.4 -1.76 294
290 13.3 -2.45 227
289 13.59 -2.86 36
288 15.2 -0.61 52
287 15.1 -1.82 1
286 15.57 -1.95 4
285 16.47 -2.7 14
284 16.97 -1.3 2
283 18.34 -1.71 1
282 19.54 -1.99 1

2019-12-20 put

strike last changes volume
291 11.95 0 0
290 15.2 3.55 597
289 14.56 1.68 123
288 14.34 3.35 323
287 14.08 3.79 337
286 14.28 3.01 36
285 13.67 3.65 376
284 11.97 1.08 2
283 9.83 0 0
282 12.36 3.39 17

2019-12-31 call

strike last changes volume
291 12.49 -1.51 12
290 13.01 -2.84 20
289 15.32 0 0
288 15.37 -0.54 3
287 16.23 0 0
286 18.49 0 0
285 18.46 0 0
284 18.66 0 0
283 19.5 0.62 2
282 18.32 -1.36 30

2019-12-31 put

strike last changes volume
291 16.48 4.68 16
290 15.7 3.77 1799
289 12.71 0.21 2
288 14.8 2.3 12
287 14.1 2.34 201
286 13.65 2.38 1
285 13.99 3.66 24
284 9.47 0 0
283 13.45 4.18 2
282 8.9 0 0

2020-01-17 call

strike last changes volume
291 14.03 -1.82 63
290 13.73 -2.83 1424
289 14.34 -3.17 12
288 15.16 -3.21 35
287 15.75 -2.65 2
286 16.37 -2.46 16
285 16.66 -3.3 113
284 18.2 -2.44 1
283 20.09 0 0
282 20.83 0 0

2020-01-17 put

strike last changes volume
291 15.22 1.84 48
290 15.86 3.56 496
289 15.49 2.59 72
288 15.5 2.98 88
287 15 2.75 93
286 14.44 2.5 85
285 14.6 3.8 143
284 14.26 2.92 89
283 13.51 3.08 75
282 13.18 2.9 76

2020-03-20 call

strike last changes volume
291 15.6 -2.26 2
290 15.69 -2.17 57
289 17.75 -1.77 30
288 19.5 0 0
287 21.66 0 0
286 18.17 -3.6 5
285 20.09 -2.76 2
284 21 0 0
283 23.04 0 0
282 20.64 -1.83 2

2020-03-20 put

strike last changes volume
291 16.75 1.55 1
290 18 3.72 102
289 13.05 0 0
288 16.87 4.21 8
287 12.85 0 0
286 15.9 3.48 2
285 16.25 3.65 4
284 13 0 0
283 14.7 3.22 290
282 14.45 1.75 4

2020-03-31 call

strike last changes volume
291 17.3 0 0
290 17.82 0 0
289 19.63 0 0
288 18.23 -0.11 1
287 18.04 0 0
286 18.33 0.07 10
285 20.29 -0.08 1
284 22.84 0 0
283 0 0 0
282 0 0 0

2020-03-31 put

strike last changes volume
291 15.67 0 0
290 18.26 2.43 9
289 17.58 2.52 11
288 15.25 0 0
287 15.03 0 0
286 12.45 0 0
285 14.21 0 0
284 13.77 0 0
283 14.83 0 0
282 12.27 0 0

2020-06-19 call

strike last changes volume
290 18.5 -2.32 31
285 21.51 -3.8 109

2020-06-19 put

strike last changes volume
290 19.67 2.59 2
285 18.05 2.11 37

2020-09-18 call

strike last changes volume
290 21.04 -2.21 60
285 24.06 -3.53 25

2020-09-18 put

strike last changes volume
290 19.82 0 0
285 20.5 3.35 12

2020-12-18 call

strike last changes volume
291 24.91 0 0
290 23.9 -1.77 16
289 26.1 0 0
288 26.08 0 0
287 29.22 0 0
286 25.97 0 0
285 27.4 -2.72 11
284 24.39 0 0
283 30.5 0 0
282 31.34 0 0

2020-12-18 put

strike last changes volume
291 21.4 0 0
290 24.5 3.5 123
289 19.98 0 0
288 22.2 2.7 5
287 19.16 0 0
286 22.54 0 0
285 22.83 2.74 25
284 18.52 0 0
283 18.92 0 0
282 17.51 0 0

2021-01-15 call

strike last changes volume
291 23.95 -1.64 12
290 25.25 -1.55 10
289 25.1 0 0
288 28.21 0 0
287 25.57 -3.29 2
286 27.88 0 0
285 27.75 -2.09 21
284 24.43 0 0
283 31.04 0 0
282 29 0 0

2021-01-15 put

strike last changes volume
291 21.18 0 0
290 22.4 0 0
289 23.5 2.78 10
288 23.23 3.08 13
287 20.17 0 0
286 19.83 0 0
285 20.74 0 0
284 18.89 0 0
283 18.83 0 0
282 18.53 0 0

2021-03-19 call

strike last changes volume
291 27.18 0 0
290 25.35 -2.47 1
289 28.51 0 0
288 28.48 0 0
287 27.91 0 0
286 26 0 0
285 32.26 0 0
284 29.37 0 0
283 32.58 0 0
282 0 0 0

2021-03-19 put

strike last changes volume
291 0 0 0
290 26.53 3.94 2
289 25.41 2.14 1
288 22.88 0 0
287 22.37 0 0
286 20.87 0 0
285 23.7 3.05 3
284 20.97 0 0
283 22.25 0 0
282 21.59 0 0

2021-12-17 call

strike last changes volume
291 32.42 0 0
290 30.7 -3.66 60
289 32 -1.33 30
288 32.2 -3.98 13
287 32.75 -3.75 53
286 36.73 0 0
285 35.84 -1.36 1
284 34.8 -2.83 2
283 32.92 0 0
282 38.65 0 0

2021-12-17 put

strike last changes volume
291 27.72 0 0
290 31.05 2.28 37
289 30.53 2.53 6
288 30.23 2.58 1
287 27.29 0 0
286 25.88 0 0
285 28.95 2.64 2
284 25.73 0 0
283 27.28 0 0
282 26.39 0.69 2

コメント

タイトルとURLをコピーしました