SPY ボラティリティ定点観測 2019-06-19

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

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

コメント

タイトルとURLをコピーしました