SPY ボラティリティ定点観測 2019-06-19

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

292.63ドル

2019-06-19 call

strike	last	changes	volume
297.5	0.04	0.03	3704
297	0.07	0.05	16374
296.5	0.12	0.09	5433
296	0.15	0.12	8201
295.5	0.22	0.19	11058
295	0.33	0.28	17482
294.5	0.44	0.38	6883
294	0.6	0.51	20139
293.5	0.77	0.64	12381
293	1.03	0.85	46746
292.5	1.27	1.01	16801
292	1.48	1.16	19820
291.5	1.85	1.39	10951
291	2.19	1.59	9104
290.5	2.55	1.77	2436
290	2.94	1.94	6089
289.5	3.44	2.17	2832
289	3.4	1.82	1543
288.5	4.05	2.15	416
288	4.65	2.44	626

2019-06-19 put

strike	last	changes	volume
297.5	5.21	5.21	432
297	4.65	-3.68	273
296.5	4.01	-3.64	237
296	3.55	-3.04	921
295.5	3.55	-2.75	1012
295	2.78	-2.73	2517
294.5	2.78	-2.13	3223
294	2.15	-2.07	8093
293.5	1.84	-2.03	5874
293	1.45	-2.4	27073
292.5	1.21	-1.99	26402
292	0.95	-1.82	40753
291.5	0.79	-1.6	12023
291	0.61	-1.38	21125
290.5	0.57	-1.16	6705
290	0.41	-0.98	31022
289.5	0.33	-0.81	5244
289	0.25	-0.67	34103
288.5	0.22	-0.54	13457
288	0.15	-0.47	34422

2019-06-21 call

strike	last	changes	volume
297	0.22	0.17	9937
296	0.38	0.31	86544
295	0.58	0.46	54101
294	0.93	0.74	33527
293	1.35	1.02	48997
292.5	1.62	1.18	10410
292	1.91	1.35	27327
291	2.5	1.6	17108
290	3.25	1.92	43882
289	4.1	2.2	11012
288	4.75	2.22	7495

2019-06-21 put

strike	last	changes	volume
297	6.08	-3.39	141
296	5.33	-2.49	531
295	4.46	-2.29	2291
294	3.38	-2.79	5407
293	2.72	-2.39	12222
292.5	2.42	-2.14	6899
292	2.16	-1.93	19625
291	1.68	-1.68	15616
290	1.3	-1.38	34675
289	0.97	-1.08	22943
288	0.8	-0.82	19577

2019-06-24 call

strike	last	changes	volume
297.5	0.17	0.13	297
297	0.24	0.18	785
296.5	0.31	0.24	606
296	0.37	0.28	1872
295.5	0.46	0.35	1537
295	0.65	0.52	3167
294.5	0.7	0.53	1673
294	0.91	0.68	3503
293.5	1.14	0.86	3208
293	1.33	0.99	6527
292.5	1.65	1.21	2946
292	1.96	1.33	17055
291.5	2.05	1.34	4662
291	2.58	1.61	2067
290.5	2.74	1.54	388
290	3.08	1.67	2862
289.5	3.48	1.81	476
289	3.91	1.93	588
288.5	4.4	2.09	131
288	4.7	2.24	200

2019-06-24 put

strike	last	changes	volume
297.5	6.28	6.28	5
297	6.03	-2.49	3
296.5	5.95	5.95	19
296	5.35	5.35	129
295.5	4.94	4.94	16
295	4.12	-2.59	141
294.5	3.26	3.26	1
294	3.86	-3.76	301
293.5	3.43	-1.83	311
293	2.99	-2.07	3477
292.5	2.85	-1.75	3929
292	2.36	-1.72	5371
291.5	2.32	-1.62	2412
291	2.13	-1.58	4354
290.5	1.91	-1.3	1681
290	1.66	-1.39	6091
289.5	1.47	-1.33	1671
289	1.43	-0.9	2093
288.5	1.2	-1.01	606
288	0.96	-0.88	2473

2019-06-26 call

strike	last	changes	volume
297.5	0.29	0.2	9181
297	0.32	0.22	699
296.5	0.44	0.33	4602
296	0.52	0.37	809
295.5	0.62	0.41	2041
295	0.78	0.55	3858
294.5	0.94	0.59	193
294	1.1	0.74	685
293.5	1.28	0.84	1195
293	1.56	1.03	2310
292.5	1.87	1.2	2664
292	2.04	1.26	3225
291.5	2.2	1.18	1604
291	2.65	1.53	1986
290.5	2.97	1.57	895
290	3.28	1.77	946
289.5	3.7	1.78	720
289	4.03	1.87	193
288.5	4.65	2.01	18
288	4.96	2.29	120

2019-06-26 put

strike	last	changes	volume
297.5	0	0	0
297	0	0	0
296.5	0	0	0
296	5.36	5.36	24
295.5	4.82	4.82	3
295	4.86	-2.94	35
294.5	4.4	4.4	68
294	4.09	-1.64	517
293.5	3.69	3.69	233
293	3.49	-2.16	1281
292.5	3.1	-1.7	1209
292	2.74	-1.6	1575
291.5	2.59	-1.21	1146
291	2.28	-1.68	1718
290.5	2.2	-0.98	2832
290	1.91	-1.45	1637
289.5	1.74	-1.12	537
289	1.57	-1.3	841
288.5	1.51	-0.84	494
288	1.33	-0.87	395

2019-06-28 call

strike	last	changes	volume
297	0.52	0.31	3996
296	0.73	0.48	3963
295	1.08	0.69	9568
294	1.43	0.87	9481
293	1.82	1.01	10662
292	2.4	1.27	18340
291	2.95	1.46	13749
290	3.6	1.6	15923
289	4.41	1.88	1138
288	5.14	1.99	1291

2019-06-28 put

strike	last	changes	volume
297	6.28	-2.2	476
296	5.46	-2.41	120
295	4.81	-2.08	555
294	4.23	-1.82	1118
293	3.49	-1.94	5141
292	2.92	-1.53	8609
291	2.56	-1.55	11487
290	2.19	-1.56	12024
289	1.81	-1.22	3996
288	1.57	-1.05	2980

2019-07-01 call

strike	last	changes	volume
297	0.79	0.48	3370
296	1.11	0.59	925
295	1.41	0.79	7961
294	1.85	1.04	971
293	2.14	1.03	4426
292	2.74	1.22	1278
291	3.23	1.35	356
290	3.95	1.65	689
289	4.68	1.73	179
288	6.09	2.62	84

2019-07-01 put

strike	last	changes	volume
297	6.69	-2.06	284
296	5.9	-2.11	81
295	5.32	-1.79	321
294	4.75	-1.9	162
293	4.06	-1.58	709
292	3.65	-1.15	761
291	3.21	-1.21	882
290	2.62	-1.49	1243
289	2.27	-1.43	1499
288	2.1	-1.03	1032

2019-07-03 call

strike	last	changes	volume
297	0.99	0.6	223
296	1.26	0.69	394
295	1.64	0.87	232
294	1.96	0.96	227
293	2.4	0.94	698
292	2.9	1.17	538
291	3.47	1.43	129
290	4.15	1.6	173
289	4.87	1.75	29
288	5.93	2.14	36

2019-07-03 put

strike	last	changes	volume
297	6.84	6.84	41
296	5.8	-2.89	44
295	5.2	-2.3	36
294	4.74	-2.69	94
293	4.29	-1.47	1048
292	3.66	-1.34	550
291	3.32	-1.62	1041
290	2.95	-1.25	1398
289	2.53	-1.29	1748
288	2.23	-1.04	189

2019-07-05 call

strike	last	changes	volume
297.5	0.92	0.48	683
297	1.06	0.56	6755
296	1.38	0.71	388
295	1.7	0.85	18338
294	2.15	0.91	4400
293	2.67	1.25	1495
292.5	2.79	1.12	4790
292	3.16	1.31	3590
291	3.73	1.42	1576
290	4.2	1.45	20681
289	4.8	1.48	338
288	5.8	1.95	507

2019-07-05 put

strike	last	changes	volume
297.5	6.57	6.57	1
297	6.78	-3.21	11
296	6.29	-1.71	278
295	5.5	-1.9	266
294	5.04	-1.51	604
293	4.42	-1.43	1533
292.5	3.94	-1.72	941
292	3.82	-1.77	980
291	3.38	-1.48	922
290	2.97	-1.33	2647
289	2.64	-1.37	483
288	2.29	-1.15	1254

2019-07-08 call

strike	last	changes	volume
297	1.14	0.55	78
296	1.41	0.7	64
295	1.77	0.8	356
294	2.27	1.08	527
293	2.74	1.24	373
292	3.17	1.2	656
291	3.7	1.14	143
290	4.32	1.44	198
289	5.27	1.88	387
288	5.93	1.88	76

2019-07-08 put

strike	last	changes	volume
297	6.52	6.52	2
296	6.27	-3.18	49
295	5.53	-1.94	89
294	4.44	-2.76	13
293	4.57	-1.42	278
292	4.08	-1.22	319
291	3.6	-1.37	147
290	3.05	-1.26	146
289	2.9	-1.22	17
288	2.58	-0.82	642

2019-07-10 call

strike	last	changes	volume
297	1.31	0.58	9
296	1.71	0.8	27
295	2.1	1.03	114
294	2.49	1.02	31
293	2.86	1.04	63
292	3.48	1.29	21
291	4.07	1.28	62
290	4.62	1.35	119
289	5.56	1.97	42
288	6.42	1.98	6

2019-07-10 put

strike	last	changes	volume
297	6.53	-2.85	4
296	6.18	-3.64	5
295	5.35	5.35	68
294	5.05	-1.95	39
293	4.43	-2.66	258
292	4.1	-3.08	145
291	3.71	-1.23	176
290	3.43	-1.23	127
289	2.92	-1.3	16
288	2.75	-1.05	276

2019-07-12 call

strike	last	changes	volume
297.5	1.32	0.57	647
297	1.47	0.65	275
296	1.82	0.82	392
295	2.14	0.77	257
294	2.6	1	432
293	3.16	1.24	1171
292.5	3.31	1.19	462
292	3.72	1.39	765
291	4.34	1.47	12413
290	5	1.66	250
289	5.61	1.78	170
288	6.27	1.5	82

2019-07-12 put

strike	last	changes	volume
297.5	7.02	-2.7	2
297	9.37	0	0
296	6.7	-2.48	4
295	5.83	-2.01	42
294	5.39	-1.35	298
293	4.81	-1.26	579
292.5	4.57	-1.36	808
292	4.15	-1.37	548
291	3.92	-1.15	886
290	3.47	-1.46	2138
289	3.07	-1.34	644
288	2.89	-1.21	1339

2019-07-15 call

strike	last	changes	volume
297	1.51	0.58	5
296	1.88	0.67	111
295	2.36	0.9	41
294	2.73	0.93	35
293	3.26	1.07	25
292	3.8	1.18	153
291	4.47	1.46	6
290	5.02	1.3	22
289	5.74	1.43	17
288	6.94	2.29	1

2019-07-15 put

strike	last	changes	volume
297	0	0	0
296	6.5	6.5	106
295	5.85	-2.4	25
294	5.3	-2.69	53
293	4.91	-1.79	288
292	4.51	-2.51	94
291	3.91	-1.29	10
290	3.69	-1.3	752
289	3.08	-1.17	45
288	3.05	-1.12	38

2019-07-17 call

strike	last	changes	volume
297	1.78	0.78	147
296	2.14	0.89	36
295	2.4	0.78	31
294	3.05	0.98	119
293	3.4	1.06	65
292	4.04	1.21	45
291	4.65	1.44	296
290	5.14	1.48	54
289	6.63	2.32	16
288	6.65	1.76	34

2019-07-17 put

strike	last	changes	volume
297	6.91	-3.79	2
296	0	0	0
295	6.31	-2.55	5
294	5.33	-1.9	104
293	4.97	-1.93	155
292	4.75	4.75	109
291	4.03	-1.72	94
290	3.86	-1.4	315
289	3.45	-1.25	116
288	3.25	-0.79	57

2019-07-19 call

strike	last	changes	volume
297	1.94	0.81	1635
296	2.29	0.93	7229
295	2.8	1.08	8304
294	3.2	1.11	5050
293	3.74	1.29	5785
292	4.33	1.37	5220
291	4.91	1.47	2774
290	5.57	1.59	6623
289	6.16	1.61	2042
288	7	1.85	1244

2019-07-19 put

strike	last	changes	volume
297	7.66	-1.8	176
296	6.73	-2.04	1128
295	6.26	-1.73	1338
294	5.54	-2.12	2833
293	5.15	-1.7	5588
292	4.63	-1.65	7601
291	4.28	-1.57	4819
290	3.9	-1.54	15755
289	3.53	-1.28	4967
288	3.26	-1.33	12803

2019-07-22 call

strike	last	changes	volume
295	2.83	0.96	22
294	3.34	1	101
293	3.96	1.25	4
292	4.39	1.15	25
291	5.26	1.5	1
290	5.65	1.56	8
289	6.28	1.77	3
288	7.25	1.7	2

2019-07-22 put

strike	last	changes	volume
295	8.59	0	0
294	5.73	5.73	35
293	5.18	5.18	100
292	4.9	-1.24	122
291	4.56	-1.09	41
290	3.95	-1.58	776
289	3.58	-1.39	270
288	3.49	-1.08	183

2019-07-24 call

strike	last	changes	volume
297	2.28	2.28	2
296	2.63	2.63	4
295	3.14	3.14	17
294	3.75	3.75	6
293	4.02	4.02	25
292	4.74	4.74	44
291	0	0	0
290	0	0	0
289	6.83	6.83	1
288	0	0	0

2019-07-24 put

strike	last	changes	volume
297	0	0	0
296	7.04	7.04	9
295	6.49	6.49	80
294	6.1	6.1	101
293	5.44	5.44	54
292	5.04	5.04	24
291	4.6	4.6	18
290	4.3	4.3	157
289	0	0	0
288	0	0	0

2019-07-26 call

strike	last	changes	volume
297.5	2.13	0.75	39
297	2.6	1.08	6
296	2.71	0.8	215
295	3.22	1.1	343
294	3.72	0.96	255
293	4.22	1.11	2177
292.5	4.48	1.32	146
292	4.75	1.27	304
291	5.34	1.31	86
290	6.18	1.66	386
289	6.98	1.7	1151
288	7.65	1.69	41

2019-07-26 put

strike	last	changes	volume
297.5	7.52	-2.33	13
297	8.09	-2.34	15
296	7.35	-1.44	12
295	6.85	-1.51	66
294	6.22	-1.4	148
293	5.72	-1.92	131
292.5	5.33	-1.7	63
292	5.1	-1.51	410
291	4.86	-1.35	212
290	4.51	-1.38	1298
289	4.1	-1.3	147
288	3.9	-1.1	127

2019-08-02 call

strike	last	changes	volume
297.5	2.73	0.92	4
297	2.94	1.07	209
296	3.29	1.02	1597
295	3.8	1.21	133
294	4.29	1.13	31
293	4.76	1.07	110
292.5	5.05	1.33	136
292	5.4	1.29	15
291	6.2	1.56	130
290	6.66	1.66	146
289	7.36	1.64	49
288	7.94	1.38	12

2019-08-02 put

strike	last	changes	volume
297.5	8.63	8.63	61
297	8.37	8.37	30
296	7.73	7.73	305
295	7.2	-1.35	99
294	6.68	-2.06	95
293	6.03	6.03	88
292.5	6.03	-1	78
292	5.73	-1.41	121
291	5.28	-1.3	64
290	5	-1.18	1278
289	4.51	-1.22	38
288	4.29	-1	38

2019-08-16 call

strike	last	changes	volume
297	3.82	1.13	416
296	4.26	1.15	650
295	4.86	1.36	2548
294	5.35	1.39	1642
293	5.97	1.55	1799
292	6.55	1.55	3885
291	7.26	1.75	975
290	7.76	1.75	3756
289	8.47	1.77	1850
288	9.26	1.96	841

2019-08-16 put

strike	last	changes	volume
297	8.85	-1.63	73
296	8.46	-2.18	483
295	7.95	-1.65	710
294	7.32	-1.42	1086
293	6.94	-1.38	1890
292	6.43	-1.42	1589
291	6.01	-1.22	2345
290	5.6	-1.25	6324
289	5.37	-1.26	1516
288	4.96	-1.15	5647

2019-09-20 call

strike	last	changes	volume
297	5.77	1.38	5699
296	6.35	1.52	27465
295	6.91	1.55	3735
294	7.46	1.63	27847
293	8.04	1.69	325
292	8.72	1.85	1450
291	9.18	1.7	2948
290	9.95	1.83	526
289	10.61	1.61	244
288	11.23	1.77	109

2019-09-20 put

strike	last	changes	volume
297	10.68	-1.57	1891
296	10.18	-1.72	982
295	9.71	-1.34	4628
294	9.27	-1.39	1196
293	8.85	-1.65	1911
292	8.5	-1.27	3150
291	8.11	-1.36	1491
290	7.65	-1.27	9433
289	7.4	-1.07	2855
288	7	-1.29	5802

2019-09-30 call

strike	last	changes	volume
297	6	1.06	29
296	6.46	2.64	60
295	7.1	1.58	79
294	7.63	1.25	69
293	8.17	1.32	185
292	8.76	1.61	53
291	9.55	1.65	51
290	10.19	1.6	196
289	10.82	1.67	138
288	11.53	1.82	192

2019-09-30 put

strike	last	changes	volume
297	11.19	-2.08	526
296	10.55	-1.9	89
295	10.09	-1.32	122
294	9.58	-1.3	83
293	9.22	-1.77	107
292	9.02	-0.75	424
291	8.67	-0.98	210
290	8.26	-1.05	1058
289	7.73	-1.06	263
288	7.45	-1	55

2019-12-20 call

strike	last	changes	volume
297	9.3	1.28	11
296	9.94	1.56	29
295	10.46	1.4	183
294	11.02	1.69	57
293	11.63	1.47	8
292	12.12	1.28	76
291	12.86	1.51	55
290	13.62	1.93	129
289	14.2	1.67	13
288	15	1.86	41

2019-12-20 put

strike	last	changes	volume
297	14.26	-1.34	5
296	13.7	-1.5	5
295	13.34	-1.28	479
294	12.75	-6.02	34
293	12.65	-1.73	78
292	12.1	-1.3	223
291	11.76	-1.16	55
290	11.35	-0.98	409
289	10.99	-1.25	513
288	10.7	-0.94	147

2019-12-31 call

strike	last	changes	volume
297	8	0	0
296	3.8	0	0
295	10.69	1.28	80
294	11.65	1.89	1
293	11.98	1.93	14
292	12.62	1.72	8
291	13.2	1.61	10
290	13.68	1.62	57
289	14.66	2.24	1
288	13.44	0	0

2019-12-31 put

strike	last	changes	volume
297	14.5	-1.74	2
296	16.22	0	0
295	13.77	-0.98	64
294	12.84	-1.66	1
293	12.5	-8.5	8
292	12.06	-2.39	40
291	12.2	-0.8	2
290	11.74	-0.87	165
289	11.18	-1.22	575
288	11.04	-1.16	28

2020-01-17 call

strike	last	changes	volume
297	9.35	0.87	2
296	11.23	2.13	3742
295	11.3	1.7	4777
294	11.85	1.7	6
293	13.05	2.36	64
292	13.16	1.84	83
291	14.11	2.2	42
290	14.4	1.88	146
289	13.31	0	0
288	15.79	1.79	2

2020-01-17 put

strike	last	changes	volume
297	17.69	0	0
296	15.61	0	0
295	13.98	-1.34	59
294	13.66	-2.11	18
293	13.31	-1.4	26
292	13.07	-1.46	20
291	14.11	0	0
290	12.26	-1.03	64
289	11.69	-1.29	1
288	11.37	-1.27	14

2020-03-20 call

strike	last	changes	volume
297	10.92	0	0
296	12.05	0.69	5
295	13.45	1.66	6
294	13.91	0.37	1
293	14.54	1.71	62
292	15.46	2.27	1
291	16.1	1.9	35
290	16.69	1.82	31
289	17.57	2.36	6
288	16.39	0	0

2020-03-20 put

strike	last	changes	volume
297	24.31	0	0
296	15.54	0	0
295	16.08	-1.15	2
294	15.34	-10.78	5
293	15.2	-1.6	2
292	14.38	-2.01	32
291	16.01	0	0
290	14.03	-1.12	69
289	13.58	-1.12	27
288	14.73	0	0

2020-03-31 call

strike	last	changes	volume
297	10.33	0	0
296	7.19	0	0
295	11.59	0	0
294	7.91	0	0
293	15.47	2.77	11
292	8.6	0	0
291	14.44	0	0
290	16.77	1.72	70
289	15.55	0	0
288	18	2.55	1

2020-03-31 put

strike	last	changes	volume
297	0	0	0
296	0	0	0
295	16.04	-1.56	20
294	17.97	0	0
293	15.14	-6.1	15
292	20.72	0	0
291	18.94	0	0
290	15.55	0	0
289	13.69	-1.95	4
288	14.67	0	0

2020-06-19 call

strike	last	changes	volume
295	16.13	1.6	46
294	17.05	2	3
293	17.34	17.34	513
292	0	0	0
291	17.06	0	0
290	19.05	1.79	589
289	19.83	1.82	1
288	18.05	0	0

2020-06-19 put

strike	last	changes	volume
295	18.7	-1.25	44
294	17.85	17.85	9
293	0	0	0
292	17.55	17.55	53
291	0	0	0
290	16.7	-0.89	110
289	0	0	0
288	15.85	-1.28	1

2020-09-18 call

strike	last	changes	volume
295	16.9	0	0
290	21.53	2.01	19

2020-09-18 put

strike	last	changes	volume
295	21.91	0	0
290	19.08	-1.22	3

2020-12-18 call

strike	last	changes	volume
297	19.7	1.35	8
296	15.4	0	0
295	20.48	1.65	5
294	16.38	0	0
293	21.97	2.83	102
292	17.41	0	0
291	17.91	0	0
290	23.62	1.92	4
289	24.18	1.86	28
288	22.51	0	0

2020-12-18 put

strike	last	changes	volume
297	26.14	0	0
296	0	0	0
295	23.27	-1.73	8
294	24.5	0	0
293	22.37	-1.52	4
292	21.8	-2.19	4
291	22.57	0	0
290	21.14	-1.34	25
289	22.03	0	0
288	21.68	0	0

2021-01-15 call

strike	last	changes	volume
297	19.96	-0.71	12
296	21.21	0	0
295	21.21	1.6	11
294	21.72	5.27	12
293	22.18	6.78	254
292	21.45	0	0
291	21.36	0	0
290	21.93	0	0
289	23.15	0	0
288	22.58	0	0

2021-01-15 put

strike	last	changes	volume
297	0	0	0
296	0	0	0
295	25.09	0	0
294	31.4	0	0
293	23	-7.71	2
292	22.36	-4.54	10
291	21.96	-1.47	11
290	21.58	-1.37	35
289	22.68	0	0
288	20.93	-2.21	14

2021-03-19 call

strike	last	changes	volume
297	15.02	0	0
296	0	0	0
295	20.06	0	0
294	19.39	0	0
293	19.41	0	0
292	27.79	0	0
291	22.29	0	0
290	25.56	2.82	16
289	24.2	0	0
288	28.48	0	0

2021-03-19 put

strike	last	changes	volume
297	0	0	0
296	0	0	0
295	27.04	0	0
294	23.75	0	0
293	23.27	0	0
292	23.55	0	0
291	0	0	0
290	25.31	0	0
289	24.55	0	0
288	26.87	0	0

2021-06-18 call

strike	last	changes	volume
295	19.58	0	0
290	27.18	1.27	15

2021-06-18 put

strike	last	changes	volume
295	27.24	-3.76	3
290	26.07	0	0

2021-12-17 call

strike	last	changes	volume
297	29.62	0	0
296	27.12	1.65	2
295	27.88	1.89	44
294	27.01	0	0
293	22.13	0	0
292	27.94	0	0
291	27.81	0	0
290	30.5	2.04	34
289	29.16	0	0
288	31.5	1.74	3

2021-12-17 put

strike	last	changes	volume
297	32.54	-0.16	10
296	0	0	0
295	30.64	-1.93	62
294	31	0	0
293	29.8	-6.66	1
292	34.88	0	0
291	34.31	0	0
290	28.57	-1.31	7
289	29.26	0	0
288	29.79	0	0