SPY ボラティリティ定点観測 2019-06-09

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

287.65ドル

2019-06-10 call

strike	last	changes	volume
292	0.04	0.01	8190
291	0.09	0.04	14176
290	0.22	0.13	59639
289	0.5	0.35	36394
288	0.93	0.6	33394
287	1.48	0.9	16463
286	2.23	1.32	12878
285	3.08	1.65	59870
284	3.92	1.93	2677
283	4.68	2.04	1024

2019-06-10 put

strike	last	changes	volume
292	3.91	-13.79	171
291	3.38	-13.31	922
290	2.63	-3.62	1792
289	1.79	-2.62	5721
288	1.16	-1.95	37631
287	0.79	-2.01	36425
286	0.51	-1.64	34409
285	0.31	-1.28	54752
284	0.18	-0.98	13146
283	0.11	-0.74	18885

2019-06-12 call

strike	last	changes	volume
292	0.29	0.19	2869
291	0.47	0.32	3212
290	0.74	0.47	10831
289	1.15	0.75	7065
288	1.6	1.02	7477
287	2.18	1.31	6167
286	2.87	1.54	5909
285	3.7	1.91	2708
284	4.34	1.85	2055
283	5.22	2.08	563

2019-06-12 put

strike	last	changes	volume
292	4.23	-10.53	123
291	3.94	-4.03	502
290	2.88	-1.98	1796
289	2.57	-2.18	2033
288	1.8	-2.01	6242
287	1.43	-1.63	6604
286	1.08	-1.41	6995
285	0.84	-1.24	9128
284	0.63	-1.02	9167
283	0.48	-0.84	4965

2019-06-14 call

strike	last	changes	volume
292.5	0.5	0.31	3157
292	0.6	0.39	6775
291	0.83	0.52	53290
290	1.21	0.74	24981
289	1.6	0.93	13238
288	2.18	1.21	14170
287.5	2.33	1.2	4528
287	2.65	1.35	10910
286	3.35	1.6	5121
285	4.09	1.81	10902
284	4.56	1.68	3639
283	5.37	1.82	1062

2019-06-14 put

strike	last	changes	volume
292.5	5.1	-4.04	523
292	4.64	-2.87	1344
291	3.95	-2.06	2302
290	3.4	-2.3	6283
289	2.72	-2.03	6261
288	2.26	-1.8	11726
287.5	2.01	-1.78	4631
287	1.86	-1.64	10947
286	1.48	-1.45	13850
285	1.23	-1.13	26963
284	0.97	-0.96	13592
283	0.79	-0.86	25884

2019-06-17 call

strike	last	changes	volume
292	0.72	0.44	901
291	0.93	0.54	1374
290	1.26	0.63	1342
289	1.86	1.09	2547
288	2.17	1.02	1154
287	2.99	1.48	1191
286	3.31	1.31	966
285	4.01	1.55	613
284	5.1	2.05	351
283	5.83	2.15	303

2019-06-17 put

strike	last	changes	volume
292	4.97	-9.7	89
291	4.17	-2.06	247
290	3.48	-1.85	704
289	2.95	-1.93	1178
288	2.42	-1.8	986
287	2	-1.46	2200
286	1.76	-1.37	868
285	1.4	-1.12	3239
284	1.23	-0.97	823
283	0.94	-0.87	566

2019-06-19 call

strike	last	changes	volume
292	1.02	0.58	964
291	1.4	0.78	1541
290	1.78	0.94	3712
289	2.25	1.11	1039
288	2.63	1.17	2996
287	3.34	1.43	763
286	4.07	1.69	457
285	5.08	2.18	513
284	5.45	1.94	1483
283	6.29	2.21	300

2019-06-19 put

strike	last	changes	volume
292	5.38	-2.23	164
291	4.68	-2.14	258
290	4.03	-1.91	282
289	3.35	-1.68	283
288	2.88	-1.37	1184
287	2.6	-1.37	1246
286	2.2	-1.02	850
285	1.82	-1.09	742
284	1.57	-0.96	993
283	1.37	-0.85	834

2019-06-21 call

strike	last	changes	volume
292.5	1.1	0.61	5442
292	1.22	0.65	10887
291	1.55	0.79	8501
290	1.95	0.95	29534
289	2.47	1.17	8587
288	3.01	1.33	15242
287.5	3.22	1.4	3727
287	3.6	1.54	9384
286	4.2	1.62	6322
285	5	1.9	26801
284	5.7	1.96	7202
283	6.5	2.18	2323

2019-06-21 put

strike	last	changes	volume
292.5	6.32	-2.79	168
292	6.34	-3.6	912
291	5.72	-1.86	760
290	5.1	-2.1	4580
289	4.5	-1.74	5175
288	3.78	-1.81	12528
287.5	3.56	-2.47	7255
287	3.31	-1.65	14601
286	2.96	-1.54	6755
285	2.49	-1.35	49679
284	2.21	-1.17	4689
283	1.95	-1.02	14443

2019-06-24 call

strike	last	changes	volume
292	1.29	0.69	329
291	1.74	0.84	492
290	2.07	1.07	666
289	2.5	1.19	873
288	2.99	1.34	516
287	3.67	1.51	238
286	4.17	1.31	82
285	5.04	1.91	179
284	5.65	2	202
283	6.85	2.55	90

2019-06-24 put

strike	last	changes	volume
292	6.22	-4.35	101
291	5.54	-4.13	102
290	4.93	-1.93	51
289	4.21	-1.92	112
288	4.02	-3.92	352
287	3.51	-1.6	157
286	3.04	-1.51	334
285	2.84	-1.25	355
284	2.45	-1.09	507
283	2.17	-0.88	337

2019-06-26 call

strike	last	changes	volume
292	1.43	0.71	162
291	2.02	1.14	360
290	2.06	0.91	599
289	2.63	1.03	1015
288	3.17	1.24	2176
287	3.76	1.39	1418
286	4.45	1.61	270
285	5.12	1.93	520
284	5.81	1.96	187
283	6.68	2.2	168

2019-06-26 put

strike	last	changes	volume
292	6.58	-8.79	7
291	9.65	0	0
290	5.05	-1.99	4
289	4.7	-1.74	995
288	4.27	-2.28	973
287	3.8	-3.63	161
286	3.37	-1.64	313
285	2.96	-1.25	141
284	2.47	-1.34	36
283	2.32	-1.07	39

2019-06-28 call

strike	last	changes	volume
292	1.59	0.79	4248
291	1.91	0.91	5320
290	2.41	1.14	6778
289	2.88	1.32	3109
288	3.41	1.4	1237
287	4.01	1.58	1556
286	4.71	1.62	568
285	5.25	1.79	1080
284	5.94	1.89	375
283	6.62	1.92	480

2019-06-28 put

strike	last	changes	volume
292	6.6	-4.2	22
291	5.89	-4.59	103
290	5.56	-1.52	313
289	5.03	-1.45	3804
288	4.54	-1.98	2315
287	4.19	-1.28	3424
286	3.76	-1.39	1526
285	3.27	-1.31	2905
284	2.93	-1.13	1286
283	2.67	-1.04	1482

2019-07-01 call

strike	last	changes	volume
292	1.97	0.98	228
291	2.38	1.19	59
290	2.65	1.15	95
289	3.16	1.17	81
288	3.75	1.68	2182
287	4.07	1.33	280
286	4.93	1.7	184
285	5.35	1.4	220
284	6.03	1.47	115
283	7.5	2.62	38

2019-07-01 put

strike	last	changes	volume
292	10.96	0	0
291	6.16	6.16	3
290	5.63	-1.82	32
289	5.42	-1.72	791
288	4.63	-1.67	1407
287	4.28	-1.62	871
286	3.96	-1.11	499
285	3.53	-1.41	1335
284	3.11	-1.25	133
283	2.9	-0.94	377

2019-07-03 call

strike	last	changes	volume
292	2.09	1.08	262
291	2.51	0.95	3
290	3.25	1.57	40
289	3.6	1.81	1
288	3.88	1.72	64
287	4.31	1.36	7
286	5.48	2.81	71
285	5.8	1.86	7
284	6.4	2.4	33
283	7.15	1.75	2

2019-07-03 put

strike	last	changes	volume
292	9.2	0	0
291	0	0	0
290	6.02	6.02	25
289	5.3	-2.59	20
288	4.96	4.96	34
287	4.61	-8.94	25
286	4.21	-2.11	89
285	3.54	-1.29	63
284	3.33	-1.25	285
283	2.7	-1.46	120

2019-07-05 call

strike	last	changes	volume
292.5	1.95	1.12	2
292	2.1	0.86	271
291	2.41	0.99	1314
290	2.94	1.24	909
289	3.48	1.41	2224
288	3.95	1.4	591
287.5	4.23	1.49	528
287	4.68	1.68	2414
286	5.43	1.82	579
285	5.71	1.67	2008
284	6.41	1.86	102
283	7.27	2.06	245

2019-07-05 put

strike	last	changes	volume
292.5	7.27	-2.14	4
292	6.95	-11.31	38
291	6.8	-1.65	15
290	6.2	-1.4	221
289	5.68	-1.95	129
288	5.17	-1.7	329
287.5	4.82	-1.42	128
287	4.7	-1.68	1535
286	4.33	-1.26	230
285	3.86	-1.27	8252
284	3.54	-1.15	249
283	3.19	-1	3879

2019-07-08 call

strike	last	changes	volume
292	2.2	0.81	48
291	2.67	0.94	793
290	3.37	1.5	99
289	3.54	1.44	21
288	3.95	1.85	184
287	4.54	1.57	72
286	5.22	1.57	106
285	5.95	1.84	108
284	6.93	2.43	20
283	7.4	1.9	8

2019-07-08 put

strike	last	changes	volume
292	7.24	-4.42	3
291	0	0	0
290	5.96	-3.38	123
289	5.6	5.6	130
288	5.12	-1.85	155
287	4.78	-1.31	130
286	4.14	-1.4	82
285	4.05	-1.13	287
284	3.74	-1.02	568
283	3.33	-1.05	799

2019-07-10 call

strike	last	changes	volume
290	3.21	1.21	31
285	6.13	1.69	805

2019-07-10 put

strike	last	changes	volume
290	6.05	6.05	21
285	4	-1.52	37

2019-07-12 call

strike	last	changes	volume
292.5	2.43	1.05	10
292	2.54	1.08	71
291	2.97	1.08	7151
290	3.34	0.95	115
289	4.04	1.45	53
288	4.61	1.59	315
287.5	5.04	1.73	392
287	5.09	1.54	7430
286	5.53	1.56	316
285	6.19	1.77	331
284	7.19	2.1	209
283	7.89	2.17	99

2019-07-12 put

strike	last	changes	volume
292.5	7.5	-3.57	1
292	7.2	-3.47	1
291	7.01	-2.9	93
290	6.48	-1.69	136
289	6.03	-1.17	129
288	5.64	-2.52	135
287.5	5.28	-2.14	53
287	4.83	-1.63	251
286	4.83	-1.09	3373
285	4.15	-1.34	902
284	3.86	-1.16	51
283	3.55	-1.15	29

2019-07-15 call

strike	last	changes	volume
290	3.69	3.69	1
285	6.66	6.66	1000

2019-07-15 put

strike	last	changes	volume
290	6.34	6.34	52
285	4.21	4.21	1108

2019-07-19 call

strike	last	changes	volume
292	3	1.11	5802
291	3.4	1.23	1306
290	3.93	1.36	4551
289	4.4	1.47	6710
288	5.05	1.6	9414
287	5.6	1.69	9824
286	6.13	1.71	2166
285	6.68	1.68	28194
284	7.35	1.86	975
283	8.03	1.82	575

2019-07-19 put

strike	last	changes	volume
292	7.92	-1.73	420
291	7.07	-2.28	107
290	6.81	-1.84	1822
289	6.54	-1.46	1304
288	5.89	-1.6	4290
287	5.45	-1.43	18272
286	5.1	-1.29	5943
285	4.77	-1.11	36891
284	4.41	-1.04	18263
283	4.15	-0.91	3991

2019-07-26 call

strike	last	changes	volume
292.5	3.44	1.22	54
290	4.34	1.34	146
287.5	5.73	1.33	149
285	7.47	2.02	122

2019-07-26 put

strike	last	changes	volume
292.5	8.54	8.54	115
290	7.3	-1.48	114
287.5	6.1	-2.02	302
285	5.3	-1.03	158

2019-08-16 call

strike	last	changes	volume
292	4.84	1.38	580
291	5.3	1.3	431
290	5.76	1.48	4525
289	6.19	1.05	4209
288	6.93	1.67	5336
287	7.65	1.47	4560
286	8.24	1.63	3034
285	8.75	1.8	2468
284	9.54	2.04	749
283	10.25	2.03	607

2019-08-16 put

strike	last	changes	volume
292	9.1	-2.3	342
291	8.57	-1.75	452
290	8.3	-1.55	1548
289	8	-1.83	996
288	7.54	-0.9	2287
287	7.14	-0.93	5878
286	6.72	-1.19	4477
285	6.4	-0.99	4571
284	6.06	-0.96	6627
283	5.74	-0.92	2070

2019-09-20 call

strike	last	changes	volume
292	6.42	1.28	2010
291	7.25	1.71	5358
290	7.78	1.63	4130
289	8.45	1.9	159
288	8.98	1.8	230
287	9.6	1.89	2914
286	10.31	1.98	1646
285	10.73	1.63	1805
284	12	2.45	285
283	12.33	2.14	98

2019-09-20 put

strike	last	changes	volume
292	10.85	-2.2	581
291	10.6	-1.54	226
290	9.96	-1.68	670
289	9.69	-1.18	395
288	9.41	-0.91	759
287	8.93	-1.3	3162
286	8.58	-1.24	3620
285	8.15	-1.2	3465
284	7.88	-1.07	3570
283	7.6	-0.9	532

2019-09-30 call

strike	last	changes	volume
292	6.95	2.93	6
291	6.85	0.81	1
290	8.12	1.78	60
289	8.57	2.31	97
288	9.43	2.62	116
287	9.51	1.2	27
286	10.55	1.64	13
285	10.93	1.82	270
284	12	2.2	8
283	12.69	3.04	7

2019-09-30 put

strike	last	changes	volume
292	11.2	-10.06	29
291	10.69	-1.54	93
290	10.32	-1.6	61
289	9.89	-2.35	8
288	9.7	-0.93	88
287	9.15	-1.17	178
286	8.92	-0.97	98
285	8.54	-1.22	601
284	8.08	-1.24	9
283	7.78	-1.16	44

2019-12-20 call

strike	last	changes	volume
292	10.12	1.47	29
291	10.65	1.66	208
290	11.25	1.61	101
289	12.07	1.93	37
288	12.45	1.79	402
287	13.35	2.12	5
286	13.83	1.87	610
285	14.38	1.74	174
284	15	1.9	28
283	16.1	2.47	2

2019-12-20 put

strike	last	changes	volume
292	14.2	-1.87	11
291	13.8	-2.63	8
290	13.67	-1.38	53
289	12.96	-2.47	9
288	12.8	-2.2	105
287	12.2	-1.47	53
286	11.75	-1.71	514
285	11.74	-0.98	164
284	11.14	-0.94	12
283	10.75	-1.12	15

2019-12-31 call

strike	last	changes	volume
292	10.47	5.29	10
291	11.11	3.06	50
290	11.55	2.49	126
289	12.52	4.53	2
288	13	2.97	2
287	10.11	0	0
286	12.25	0	0
285	14.65	1.78	5
284	15.51	4.72	10
283	14.7	0.88	3

2019-12-31 put

strike	last	changes	volume
292	14.52	-7.78	1
291	21.06	0	0
290	13.95	-1.15	23
289	19.7	0	0
288	12.75	-3.49	11
287	12.73	-3.83	8
286	12.51	-3.78	4
285	12.04	-1.23	117
284	13.22	0	0
283	12.3	0	0

2020-01-17 call

strike	last	changes	volume
292	10.79	1.66	38
291	11.33	1.39	157
290	11.79	1.45	462
289	12.67	1.67	92
288	13.13	1.66	72
287	13.9	2.36	15
286	14.66	2	69
285	15.18	2	58
284	15.82	1.94	11
283	15.59	1.09	2

2020-01-17 put

strike	last	changes	volume
292	18.9	0	0
291	18.9	0	0
290	14.45	-1.35	64
289	13.75	-7.78	26
288	13.72	-1.29	114
287	13.33	-0.87	72
286	12.85	-1.1	55
285	12.47	-1.17	775
284	12.12	-0.93	67
283	11.84	-1.44	91

2020-03-20 call

strike	last	changes	volume
292	11.07	0	0
291	10.6	0	0
290	14.08	1.66	6
289	14.83	2.77	42
288	15.27	4.64	13
287	16.04	6.84	81
286	16.28	1.88	1
285	14.17	0	0
284	13.22	0	0
283	17.8	2.08	40

2020-03-20 put

strike	last	changes	volume
292	20.46	0	0
291	24.26	0	0
290	15.89	-1.57	22
289	19.94	0	0
288	15.15	-3.53	2
287	16.07	0	0
286	15.96	0	0
285	14.52	-0.93	47
284	16.18	0	0
283	14.62	0	0

2020-03-31 call

strike	last	changes	volume
292	8.6	0	0
291	17.3	0	0
290	9.9	0	0
289	11.78	0	0
288	15.45	6.15	48
287	14.94	0	0
286	13.41	0	0
285	17.79	1.83	10
284	18.31	-4.53	10
283	0	0	0

2020-03-31 put

strike	last	changes	volume
292	20.72	0	0
291	18.94	0	0
290	16.26	-3.56	4
289	15.91	-7.87	4
288	15.28	-1.37	1
287	15.03	0	0
286	14.87	-0.21	1
285	14.54	-3.16	6
284	14.19	-2.85	27
283	13.82	-1.56	22

2020-06-19 call

strike	last	changes	volume
290	16.55	1.3	1541
285	19.77	2	4

2020-06-19 put

strike	last	changes	volume
290	18.46	-1.47	29
285	16.7	-1.5	131

2020-09-18 call

strike	last	changes	volume
290	18.79	4.4	8
285	21.8	1.63	10

2020-09-18 put

strike	last	changes	volume
290	20.67	-2.12	1
285	21.11	0	0

2020-12-18 call

strike	last	changes	volume
292	17.41	0	0
291	17.91	0	0
290	20.85	2.07	1
289	19.27	0	0
288	22.11	2.28	69
287	20.35	0	0
286	20.94	0	0
285	23.6	2.13	1
284	22.52	0	0
283	25	2.44	1

2020-12-18 put

strike	last	changes	volume
292	23.99	-1.51	1
291	26.4	0	0
290	23.5	-3.33	1
289	22.46	0	0
288	22.31	-2.19	1
287	19.16	0	0
286	22.54	0	0
285	23	0	0
284	20.55	-2.15	1
283	22.35	0	0

2021-01-15 call

strike	last	changes	volume
292	21.45	0	0
291	16.6	0	0
290	21.51	2.39	1516
289	22	0	0
288	22.58	0	0
287	18.63	0	0
286	23.8	1.93	2
285	24.43	4.64	1
284	24.43	0	0
283	22.33	0	0

2021-01-15 put

strike	last	changes	volume
292	26.9	0	0
291	25	0	0
290	24.15	-1.75	1
289	25.35	0	0
288	23.14	-1.78	2
287	26.5	0	0
286	21.91	-2.29	1
285	21.5	-1.35	7
284	22.77	0	0
283	21.07	-0.93	2

2021-03-19 call

strike	last	changes	volume
292	27.79	0	0
291	22.29	0	0
290	22.74	6.91	2
289	27	0	0
288	28.48	0	0
287	20.35	0	0
286	23.37	0	0
285	23.1	0	0
284	29.37	0	0
283	24.88	0	0

2021-03-19 put

strike	last	changes	volume
292	23.55	0	0
291	0	0	0
290	24.65	-2.76	1
289	24.55	-5.26	1
288	26.87	0	0
287	27.99	0	0
286	27.53	0	0
285	23.43	-1.25	3
284	22.69	-0.55	1
283	26.21	0	0

2021-06-18 call

strike	last	changes	volume
290	21.94	0	0
285	24.8	0	0

2021-06-18 put

strike	last	changes	volume
290	26.92	-1.91	1
285	24.9	-1.55	46

2021-12-17 call

strike	last	changes	volume
292	25.07	0	0
291	27.25	6.95	2
290	27.95	1.91	23
289	22.52	0	0
288	28.71	2.91	73
287	29.45	-0.48	1
286	29.15	0.89	1
285	30.67	1.74	3
284	29.5	3.11	13
283	28.58	0	0

2021-12-17 put

strike	last	changes	volume
292	34.88	0	0
291	34.31	0	0
290	30.56	-1.94	1
289	29.9	-4.75	4
288	29.75	-5.91	3
287	30.02	-5.18	1
286	31.3	0	0
285	28.5	-1.03	3
284	28.97	0	0
283	31.12	0	0