SPY ボラティリティ定点観測 2019-06-02

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

275.27ドル

2019-06-03 call

strike	last	changes	volume
280	0.1	-1.1	12138
279.5	0.15	0.15	3250
279	0.2	-1.53	9188
278.5	0.3	0.3	4253
278	0.42	-1.86	9105
277.5	0.56	0.56	6813
277	0.74	-2.21	23351
276.5	0.92	0.92	11024
276	1.16	-2.66	27094
275.5	1.41	1.41	4240
275	1.71	-2.8	6067
274.5	2.09	2.09	835
274	2.32	-3.18	774
273.5	2.61	2.61	590
273	3.19	-3.26	1400
272.5	3.47	3.47	270
272	3.95	-3.06	596
271.5	4.23	4.23	42
271	4.8	-2.24	8
270.5	5.43	5.43	37

2019-06-03 put

strike	last	changes	volume
280	4.86	2.88	2072
279.5	3.6	3.6	81
279	3.9	2.43	2818
278.5	3.54	3.54	670
278	3.13	2	9660
277.5	2.72	2.72	1346
277	2.31	1.48	11852
276.5	2.05	2.05	7531
276	1.76	1.16	30172
275.5	1.5	1.5	11074
275	1.33	0.92	51886
274.5	1.13	1.13	18246
274	0.94	0.64	33024
273.5	0.85	0.85	6301
273	0.67	0.45	19843
272.5	0.53	0.53	5137
272	0.48	0.33	12637
271.5	0.36	0.36	3266
271	0.29	0.18	6225
270.5	0.21	0.21	8023

2019-06-05 call

strike	last	changes	volume
280	0.51	-1.36	3979
279.5	0.62	0.62	925
279	0.74	-1.6	4359
278.5	0.92	0.92	903
278	1.09	-1.87	2784
277.5	1.28	1.28	857
277	1.46	-2.14	5830
276.5	1.7	1.7	3568
276	1.94	-2.04	9447
275.5	2.19	2.19	1727
275	2.56	-2.54	3277
274.5	2.86	2.86	311
274	3.2	-2.51	277
273.5	3.47	3.47	111
273	3.79	-2.81	207
272.5	4.13	4.13	173
272	4.59	-3.48	228
271.5	4.99	4.99	259
271	5.25	-3.71	208
270.5	5.84	5.84	104

2019-06-05 put

strike	last	changes	volume
280	5.19	2.54	997
279.5	4.75	4.75	188
279	4.23	2.11	926
278.5	4	4	147
278	3.75	2.03	2716
277.5	3.22	3.22	763
277	3.1	1.7	3248
276.5	2.89	2.89	3372
276	2.55	1.33	10832
275.5	2.35	2.35	3325
275	2.08	1.18	35018
274.5	1.89	1.89	2031
274	1.78	1	3122
273.5	1.56	1.56	1030
273	1.37	0.82	4586
272.5	1.18	1.18	1193
272	1.11	0.66	15204
271.5	0.95	0.95	677
271	0.88	0.54	2064
270.5	0.73	0.73	465

2019-06-07 call

strike	last	changes	volume
280	0.95	-1.42	15992
279.5	1.08	1.08	1440
279	1.25	-1.69	8407
278.5	1.49	1.49	2537
278	1.66	-1.81	5670
277.5	1.82	-2.01	2686
277	2.09	-2.01	19209
276.5	2.3	2.3	4615
276	2.59	-2.17	12523
275.5	2.8	2.8	2802
275	3.11	-2.44	3727
274.5	3.4	3.4	1723
274	3.69	-2.52	1175
273.5	4.02	4.02	249
273	4.41	-2.67	489
272.5	4.66	-2.46	351
272	5	-2.42	270
271.5	5.58	5.58	167
271	5.79	-3.06	235
270.5	6.34	6.34	168

2019-06-07 put

strike	last	changes	volume
280	5.44	2.43	6440
279.5	4.92	4.92	303
279	4.84	2.24	2508
278.5	4.32	4.32	1048
278	4.23	2.03	7260
277.5	3.96	1.9	1732
277	3.61	1.76	6704
276.5	3.29	3.29	4086
276	3.12	1.52	16499
275.5	2.92	2.92	5968
275	2.61	1.32	29902
274.5	2.42	2.42	2553
274	2.3	1.23	4628
273.5	2.08	2.08	1673
273	1.91	1.02	10430
272.5	1.71	0.87	3921
272	1.56	0.79	18361
271.5	1.38	1.38	1960
271	1.32	0.7	4509
270.5	1.2	1.2	1088

2019-06-10 call

strike	last	changes	volume
280	1.11	-1.34	894
279	1.47	-1.59	708
278	1.87	-1.78	967
277	2.28	-2	2232
276	2.77	-1.93	1466
275	3.42	-1.98	947
274	3.91	-2.24	48
273	5.13	-1.71	37
272	5.56	-2.05	15
271	6.08	-2.31	90

2019-06-10 put

strike	last	changes	volume
280	5.71	2.38	212
279	4.9	2.03	348
278	4.26	1.79	836
277	3.8	1.63	783
276	3.27	1.46	1549
275	2.93	1.43	2265
274	2.5	1.22	734
273	2.08	0.99	2200
272	1.76	0.84	336
271	1.55	0.77	468

2019-06-12 call

strike	last	changes	volume
280	1.4	-1.43	304
279	1.77	-1.64	338
278	2.25	-1.81	229
277	2.73	-1.93	319
276	3.17	-1.85	446
275	3.91	-2.04	215
274	4.51	-1.97	113
273	5.27	-1.93	103
272	6.22	-1.88	45
271	6.92	-1.84	26

2019-06-12 put

strike	last	changes	volume
280	5.64	1.91	236
279	5.05	1.85	809
278	4.63	1.84	302
277	4.14	1.67	341
276	3.55	1.43	445
275	3.25	1.44	1292
274	2.86	1.26	445
273	2.48	0.86	383
272	2.12	0.9	366
271	1.86	0.63	338

2019-06-14 call

strike	last	changes	volume
280	1.71	-1.59	5621
279	2.11	-1.74	1350
278	2.59	-1.76	1695
277.5	2.79	-1.86	2097
277	3	-2.06	2685
276	3.59	-2.07	2055
275	4.13	-2.32	1729
274	4.84	-2.25	1037
273	5.62	-2.28	990
272.5	5.76	-2.48	974
272	6.16	-2.53	354
271	7.01	-2.45	525

2019-06-14 put

strike	last	changes	volume
280	6.08	2.17	1127
279	5.5	2.09	1824
278	4.97	1.97	11405
277.5	4.64	1.67	1820
277	4.34	1.59	1982
276	3.97	1.52	7879
275	3.52	1.43	4351
274	3.14	1.31	10863
273	2.82	1.11	1483
272.5	2.54	1.1	1183
272	2.48	1.03	2859
271	2.15	0.72	1226

2019-06-17 call

strike	last	changes	volume
280	1.86	-1.53	675
279	2.48	-1.46	115
278	2.71	-1.96	170
277	3.35	-1.97	501
276	3.86	-1.68	839
275	4.41	-1.79	671
274	5.02	-1.88	354
273	5.89	-1.97	24
272	6.53	-1.56	45
271	6.95	-2.2	24

2019-06-17 put

strike	last	changes	volume
280	6.07	1.99	172
279	5.61	1.88	98
278	5.15	1.84	192
277	4.49	1.61	1791
276	4.14	1.28	744
275	3.69	1.41	528
274	3.28	1.35	115
273	3.01	1.13	128
272	2.59	1.02	227
271	2.23	0.66	105

2019-06-19 call

strike	last	changes	volume
280	2.14	-1.51	968
279	2.6	-1.71	85
278	3.13	-1.78	44
277	3.68	-1.84	134
276	4.29	-1.97	494
275	4.8	-2.15	400
274	5.49	-2.08	83
273	6.16	-2.37	77
272	6.89	-2.19	58
271	7.62	-2.11	15

2019-06-19 put

strike	last	changes	volume
280	6.62	2.19	272
279	5.79	1.86	37
278	5.33	1.75	229
277	5	1.9	464
276	4.36	1.52	1494
275	4.03	1.4	4836
274	3.61	1.3	175
273	3.24	1.22	112
272	2.89	1.09	391
271	2.36	0.77	92

2019-06-21 call

strike	last	changes	volume
280	2.32	-1.65	13492
279	2.72	-1.67	4550
278	3.17	-1.91	6446
277.5	3.54	-1.86	2776
277	3.74	-2.01	3530
276	4.28	-2.15	11952
275	4.86	-2.22	6872
274	5.49	-1.95	3523
273	6.13	-2.33	824
272	6.79	-2.59	394
271	7.5	-2.63	298

2019-06-21 put

strike	last	changes	volume
280	7.52	2.39	28881
279	7.02	2.27	12366
278	6.44	2.19	3864
277.5	6.16	1.93	2401
277	5.85	1.89	6722
276	5.44	1.77	14044
275	4.93	1.78	35490
274	4.45	1.51	9057
273	4.1	1.5	20494
272	3.72	1.4	13811
271	3.37	1.22	3191

2019-06-24 call

strike	last	changes	volume
280	2.4	-1.4	306
279	2.83	-1.33	12
278	3.45	-1.69	206
277	3.93	-1.41	111
276	4.3	-1.6	83
275	4.99	-1.7	238
274	5.62	-1.77	237
273	6.69	6.69	34
272	7.38	-1.57	1
271	0	0	0

2019-06-24 put

strike	last	changes	volume
280	7.25	1.8	36
279	6.59	1.69	17
278	6.42	1.53	678
277	5.91	1.88	810
276	5.4	1.35	543
275	4.94	1.53	127
274	4.44	1.29	96
273	4.08	1.31	12
272	3.45	0.81	24
271	3.22	1	51

2019-06-26 call

strike	last	changes	volume
280	2.52	-1.35	289
279	3.28	-1.18	3
278	3.69	-1.73	24
277	4.07	-1.06	84
276	4.61	-1.77	87
275	5.48	-1.7	6
274	6.15	6.15	61
273	6.85	6.85	10
272	0	0	0
271	0	0	0

2019-06-26 put

strike	last	changes	volume
280	6.79	1.23	12
279	6.82	1.66	28
278	6.55	1.74	501
277	5.89	1.25	1822
276	5.58	1.69	693
275	5.2	1.54	745
274	4.69	1.35	2
273	4.5	1.51	213
272	4.02	1.25	233
271	3.82	1.36	273

2019-06-28 call

strike	last	changes	volume
280	2.67	-1.61	1043
279	3.29	-1.57	744
278	3.71	-1.75	964
277	4.2	-1.68	2072
276	4.8	-1.98	1074
275	5.27	-2.33	416
274	6.04	-1.53	169
273	6.58	-2.1	103
272	7.33	-1.92	44
271	8.58	-2.07	158

2019-06-28 put

strike	last	changes	volume
280	8.1	2.16	4683
279	7.55	2.12	975
278	7	1.95	2358
277	6.5	1.83	8093
276	5.95	1.78	1419
275	5.53	1.62	3888
274	5.16	1.64	1044
273	4.59	1.25	3408
272	4.36	1.33	7065
271	4.04	1.35	589

2019-07-01 call

strike	last	changes	volume
280	3.08	-1.47	76
279	3.51	-1.53	12
278	4.11	-1.61	132
277	4.53	-1.17	572
276	5.11	-1.62	476
275	5.74	-2.05	8
274	6.22	6.22	77
273	6.9	6.9	400
272	0	0	0
271	0	0	0

2019-07-01 put

strike	last	changes	volume
280	8.16	1.88	127
279	7.34	1.39	8
278	7.13	1.81	330
277	6.86	1.98	308
276	6.41	1.24	153
275	5.88	1.51	204
274	5.54	1.68	130
273	5.01	1.34	86
272	4.64	0.98	80
271	4.03	0.87	10

2019-07-03 call

strike	last	changes	volume
280	3.23	-1.43	8
279	3.95	-1.4	16
278	4.1	-1.92	2
277	4.72	-1.83	1
276	5.4	-1.81	372
275	5.84	-2.01	7
274	0	0	0
273	0	0	0
272	0	0	0
271	0	0	0

2019-07-03 put

strike	last	changes	volume
280	8.47	1.94	63
279	7.84	1.56	3
278	7.3	1.85	1
277	6.59	1.59	15
276	6.34	2.04	79
275	5.91	0.94	136
274	5.65	5.65	117
273	4.83	0.64	3
272	4.81	4.81	10
271	4.6	1.41	26

2019-07-05 call

strike	last	changes	volume
280	3.24	-1.56	275
279	3.82	-1.55	12
278	4.3	-1.74	29
277.5	4.8	-1.57	3
277	4.91	-1.78	1378
276	5.44	-1.88	50
275	5.95	-1.64	197
274	7.16	-1.14	42
273	7.82	7.82	300
272.5	11.33	0	0
272	8.1	-2.19	5
271	10.65	0	0

2019-07-05 put

strike	last	changes	volume
280	8.56	2.13	107
279	7.92	2.02	357
278	7.47	1.81	267
277.5	6.83	0.95	279
277	6.9	1.71	2606
276	6.62	1.52	117
275	6.07	1.52	179
274	5.6	1.15	3278
273	5.33	1.4	90
272.5	5.09	1.19	59
272	4.92	1.16	1133
271	4.5	1.01	6121

2019-07-08 call

strike	last	changes	volume
280	3.34	3.34	1151
275	6.15	6.15	2437

2019-07-08 put

strike	last	changes	volume
280	8.21	8.21	2
275	6.2	6.2	583

2019-07-12 call

strike	last	changes	volume
280	3.72	-1.55	59
279	4.24	-1.6	8
278	4.7	-1.35	216
277.5	5.16	-1.48	484
277	5.31	-1.66	973
276	5.92	5.92	173
275	6.32	6.32	98
274	7.24	7.24	114
273	8.22	8.22	209
272.5	8.24	-1.76	557
272	8.51	8.51	50
271	11.19	0	0

2019-07-12 put

strike	last	changes	volume
280	8.78	1.4	17
279	8.35	1.82	78
278	7.8	1.75	59
277.5	7.2	1.12	43
277	7.32	1.66	101
276	6.98	1.48	81
275	6.5	1.54	426
274	6.18	1.47	483
273	5.65	1.43	427
272.5	5.54	1.36	15
272	5.33	1.22	64
271	4.73	0.99	7

2019-07-19 call

strike	last	changes	volume
280	4.08	-1.72	15089
279	4.55	-1.83	2648
278	5.04	-1.87	3436
277	5.55	-1.99	3335
276	6.15	-2	3860
275	6.69	-2.09	2716
274	7.44	-2.21	2396
273	8.06	-2.24	1923
272	8.7	-2.29	815
271	9.25	-2.1	410

2019-07-19 put

strike	last	changes	volume
280	9.3	2.21	14844
279	8.75	2.07	1325
278	8.38	1.95	2424
277	7.85	1.86	6908
276	7.39	1.79	5513
275	6.92	1.72	19283
274	6.52	1.52	3238
273	6.16	1.52	4185
272	5.78	1.45	5240
271	5.43	1.43	3054

2019-08-16 call

strike	last	changes	volume
280	5.87	-1.75	1288
279	6.4	-1.74	683
278	6.96	-1.79	1140
277	7.64	-1.6	841
276	8.19	-1.91	1079
275	8.65	-2.14	1879
274	9.38	-1.75	351
273	9.89	-1.88	564
272	10.57	-2.22	688
271	11.35	-2.17	188

2019-08-16 put

strike	last	changes	volume
280	10.7	1.99	2279
279	10.22	1.95	895
278	9.79	2	1316
277	9.31	1.81	787
276	8.85	1.78	2469
275	8.5	1.77	3719
274	8.02	1.28	1072
273	7.63	1.47	2617
272	7.3	1.52	5350
271	6.71	1.17	772

2019-09-20 call

strike	last	changes	volume
280	7.86	-1.52	671
279	8.25	-1.42	236
278	8.96	-1.54	479
277	9.5	-1.33	956
276	10.19	-1.75	182
275	10.71	-1.99	798
274	11.14	-1.89	277
273	11.92	-1.58	47
272	12.59	-2.01	97
271	13.2	-2.17	17

2019-09-20 put

strike	last	changes	volume
280	12.51	2.08	823
279	11.93	1.58	419
278	11.6	1.91	422
277	11.11	1.41	602
276	10.6	1.41	483
275	10.27	1.77	1104
274	9.8	1.32	376
273	9.44	1.55	642
272	9.13	1.61	672
271	8.72	1.19	283

2019-09-30 call

strike	last	changes	volume
280	8	-1.54	65
279	9.2	-1.12	25
278	10.94	0	0
277	10.04	-1.59	19
276	10.72	-1.47	38
275	10.9	-2.04	65
274	11.54	-7.91	893
273	12.2	-2.04	103
272	14.93	0	0
271	19.88	0	0

2019-09-30 put

strike	last	changes	volume
280	12.78	1.71	512
279	12.24	1.84	10
278	11.5	1.51	37
277	11.01	1.31	33
276	11	1.89	102
275	10.5	1.3	781
274	9.79	1.23	24
273	9.64	1	11
272	9.36	1.01	917
271	8.96	1.52	519

2019-12-20 call

strike	last	changes	volume
280	11.15	-2.01	101
279	11.93	-1.43	22
278	12.54	-2.01	47
277	13.14	-1.1	23
276	13.55	-1.72	39
275	14.09	-1.98	1418
274	14.72	-1.93	38
273	15.95	-0.67	7
272	16.58	-1.28	340
271	29.43	0	0

2019-12-20 put

strike	last	changes	volume
280	15.73	2.03	125
279	15.3	1.57	96
278	14.8	1.35	40
277	14.38	1.44	60
276	14.03	1.33	138
275	13.7	1.47	292
274	12.9	1.36	19
273	12.21	0.94	25
272	12.5	1.56	74
271	11.52	0.9	25

2019-12-31 call

strike	last	changes	volume
280	11.38	-2.72	131
279	14.17	0	0
278	12.83	-1.69	1
277	14.71	0	0
276	13.78	-0.98	9
275	14.25	-4.44	10
274	17.03	0	0
273	17.17	0	0
272	16.37	-8.92	1
271	25.25	0	0

2019-12-31 put

strike	last	changes	volume
280	15.79	1.7	1525
279	15.6	1.9	210
278	14.91	1.04	22
277	14.35	1.5	403
276	13.79	0.69	3
275	13.96	1.28	1622
274	13.45	1.63	31
273	11.66	0	0
272	12.6	1.01	2
271	12.09	0.93	1

2020-01-17 call

strike	last	changes	volume
280	11.9	-1.84	338
279	12.67	-1.7	46
278	13.33	-1.72	2
277	14.22	-1.19	2
276	14.31	-1.26	35
275	15	-1.89	120
274	20.57	0	0
273	16.17	-5.48	155
272	17.18	-8.55	1
271	24.5	0	0

2020-01-17 put

strike	last	changes	volume
280	16.5	2.1	324
279	15.85	1.67	39
278	15.52	1.7	1105
277	14.68	1.24	54
276	14.57	1.32	22
275	14.44	1.29	1489
274	13.43	0.69	6
273	13.65	1.69	28
272	13.26	1.61	13
271	12.66	1.71	26

2020-03-20 call

strike	last	changes	volume
280	14.56	-1.06	2
279	14.82	-1.38	5
278	16.93	0	0
277	23.43	0	0
276	16.95	-4.46	8
275	17.71	-0.48	1
274	17.92	-7.73	1
273	22.75	0	0
272	28.37	0	0
271	20.59	0	0

2020-03-20 put

strike	last	changes	volume
280	18.16	1.84	58
279	17.7	1.75	42
278	17.36	1.2	2
277	16.85	1.39	3
276	15.55	0	0
275	16.2	2.1	3
274	12.77	0	0
273	13.07	0	0
272	13.87	0	0
271	10.97	0	0

2020-03-31 call

strike	last	changes	volume
280	14.4	-1.03	2
279	0	0	0
278	16.39	0	0
277	0	0	0
276	18.2	0	0
275	20.8	0	0
274	0	0	0
273	24.68	0	0
272	28.42	0	0
271	0	0	0

2020-03-31 put

strike	last	changes	volume
280	14.51	0	0
279	16.72	0	0
278	16.02	0	0
277	16.01	0	0
276	15.94	0	0
275	16.21	1.33	1
274	16.13	5.68	1
273	14.31	0	0
272	10.99	0	0
271	9.73	0	0

2020-06-19 call

strike	last	changes	volume
280	16.4	-1.65	63
275	19.52	-2.28	28

2020-06-19 put

strike	last	changes	volume
280	20.5	1.76	74
275	18.43	1.73	413

2020-09-18 call

strike	last	changes	volume
280	20.81	0	0
275	21.35	-2.23	5

2020-09-18 put

strike	last	changes	volume
280	22.52	1.79	41
275	20.67	1.96	32

2020-12-18 call

strike	last	changes	volume
280	20.5	-1.84	10
279	21.05	-1.93	6
278	24.07	0	0
277	22	22	4
276	34.94	0	0
275	23.77	-0.6	6

2020-12-18 put

strike	last	changes	volume
280	24.62	1.37	52
279	22.85	0	0
278	22.04	0	0
277	21.99	0	0
276	22.46	0.81	9
275	22.1	1.3	56

2021-01-15 call

strike	last	changes	volume
280	21.42	-1.09	6
279	23.41	0	0
278	24.16	0	0
277	22.9	22.9	10
276	0	0	0
275	24.14	-3.71	5

2021-01-15 put

strike	last	changes	volume
280	25.16	1.81	8
279	17.63	0	0
278	23.21	0	0
277	19.95	0	0
276	22.78	2.82	2
275	23.05	1.08	1

2021-03-19 call

strike	last	changes	volume
280	26.6	0	0
279	22.99	22.99	4
278	27.28	0	0
277	0	0	0
276	0	0	0
275	29.27	0	0

2021-03-19 put

strike	last	changes	volume
280	25.01	0	0
279	20.69	0	0
278	21.52	0	0
277	24.49	0	0
276	20.72	0	0
275	22.31	0	0

2021-06-18 call

strike	last	changes	volume
280	29.85	0	0
275	27	-1.79	11

2021-06-18 put

strike	last	changes	volume
280	26	0	0
275	22.17	0	0

2021-12-17 call

strike	last	changes	volume
280	26.97	-1.94	18
279	29	0	0
278	29.51	0	0
277	29.1	-11.6	20
276	28.87	-2.22	11
275	29.8	-1.42	11

2021-12-17 put

strike	last	changes	volume
280	31.42	1.7	18
279	29.45	0	0
278	28.81	0	0
277	24.65	0	0
276	28.09	0	0
275	29.13	0.91	11