{"id":42678,"date":"2026-06-22T21:34:56","date_gmt":"2026-06-23T02:34:56","guid":{"rendered":"https:\/\/library-staging.tradingtechnologies.com\/doc\/electronic-eye-filter-parameters-2\/"},"modified":"2026-06-22T21:34:56","modified_gmt":"2026-06-23T02:34:56","slug":"electronic-eye-filter-parameters-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/ja\/electronic-eye-filter-parameters-2\/","title":{"rendered":"Electronic Eye \u30d5\u30a3\u30eb\u30bf\u30fc \u30d1\u30e9\u30e1\u30fc\u30bf"},"content":{"rendered":"
\n

\u30d5\u30a3\u30eb\u30bf\u30fc\u3092\u4f5c\u6210\u3059\u308b\u969b\u3001\u30eb\u30fc\u30eb\u306b\u3066\u4ee5\u4e0b\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u4f7f\u7528\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
\u30d1\u30e9\u30e1\u30fc\u30bf<\/th>\n\u8aac\u660e<\/th>\n<\/tr>\n<\/thead>\n
Active Delta \uff08\u30a2\u30af\u30c6\u30a3\u30d6 \u30c7\u30eb\u30bf\uff09<\/td>\n\uff3bVol Curve Manager\uff3d \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u306b\u3066\u3001\u6709\u52b9\u306a\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u3092\u4f7f\u3063\u3066\u8a08\u7b97\u3055\u308c\u305f\u30c7\u30eb\u30bf\u3002<\/td>\n<\/tr>\n
Active Gamma \uff08\u30a2\u30af\u30c6\u30a3\u30d6 \u30ac\u30f3\u30de\uff09<\/td>\n\uff3bVol Curve Manager\uff3d \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u306b\u3066\u3001\u6709\u52b9\u306a\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u3092\u4f7f\u3063\u3066\u8a08\u7b97\u3055\u308c\u305f\u3001\u73fe\u7269\u306e\u5909\u5316\u3054\u3068\u306e\u30c7\u30eb\u30bf\u306e\u5909\u5316\u3002<\/td>\n<\/tr>\n
Active Rho \uff08\u30a2\u30af\u30c6\u30a3\u30d6 \u30ed\u30fc\uff09<\/td>\n\uff3bVol Curve Manager\uff3d \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u306b\u3066\u3001\u6709\u52b9\u306a\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u3092\u4f7f\u3063\u3066\u8a08\u7b97\u3055\u308c\u305f\u3001\u5229\u5b50\u306e\u5909\u5316\u3054\u3068\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u5024\u306e\u5909\u5316\u3002<\/td>\n<\/tr>\n
Active Theta \uff08\u30a2\u30af\u30c6\u30a3\u30d6 \u30b7\u30fc\u30bf\uff09<\/td>\n\uff3bVol Curve Manager\uff3d \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u306b\u3066\u3001\u6709\u52b9\u306a\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u3092\u4f7f\u3063\u3066\u8a08\u7b97\u3055\u308c\u305f\u3001\u6642\u9593\u306e\u5909\u5316\u3054\u3068\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u5024\u306e\u5909\u5316\u3002\u6642\u9593\u306e\u9045\u5ef6\u3068\u3057\u3066\u3082\u77e5\u3089\u308c\u307e\u3059\u3002<\/td>\n<\/tr>\n
Active TV \uff08\u30a2\u30af\u30c6\u30a3\u30d6 TV\uff09<\/td>\n\u30a4\u30f3\u30d7\u30c3\u30c8\u3068\u3057\u3066 \uff3bVol Curve Manager\uff3d \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u306e\u6709\u52b9\u306a\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u3067 Barone-Adesi \u3068 Whaley \u4fa1\u683c\u30e2\u30c7\u30eb\u3092\u4f7f\u3063\u3066\u8a08\u7b97\u3055\u308c\u305f\u3001\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u7406\u8ad6\u5024\u3002<\/td>\n<\/tr>\n
Active Vega \uff08\u30a2\u30af\u30c6\u30a3\u30d6 \u30d9\u30ac\uff09<\/td>\n\uff3bVol Curve Manager\uff3d \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u306b\u3066\u3001\u6709\u52b9\u306a\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u3092\u4f7f\u3063\u3066\u8a08\u7b97\u3055\u308c\u305f\u3001\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u5909\u5316\u3054\u3068\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u5024\u306e\u5909\u5316\u3002<\/td>\n<\/tr>\n
Active Vol \uff08\u30a2\u30af\u30c6\u30a3\u30d6 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\uff09<\/td>\n\uff3bVol Curve Manager\uff3d \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u306e\u6709\u52b9\u306a\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc\u30d6\u5024\u306b\u57fa\u3065\u3044\u3066 TT \u304c\u8a08\u7b97\u3057\u305f\u7406\u8ad6\u5024\u3002<\/td>\n<\/tr>\n
Ask Implied \uff08\u58f2\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u58f2\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30c7\u30eb\u30bf\u5024\u3002<\/td>\n<\/tr>\n
Ask Implied Gamma \uff08\u58f2\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30ac\u30f3\u30de\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u58f2\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30ac\u30f3\u30de\u5024\u3002<\/td>\n<\/tr>\n
Ask Implied Rho \uff08\u58f2\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30ed\u30fc\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u58f2\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30ed\u30fc\u5024\u3002<\/td>\n<\/tr>\n
Theta Implied Theta (\u30b7\u30fc\u30bf \u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30b7\u30fc\u30bf)<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u58f2\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30c7\u30eb\u30bf\u5024\u3002<\/td>\n<\/tr>\n
Ask Implied TV \uff08\u58f2\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 TV\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u58f2\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u7406\u8ad6\u5024\u3002<\/td>\n<\/tr>\n
Ask Implied Vega \uff08\u58f2\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30d9\u30ac\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u58f2\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30d9\u30ac\u5024\u3002<\/td>\n<\/tr>\n
Ask Implied Vol \uff08\u58f2\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u58f2\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3002<\/td>\n<\/tr>\n
Atm Vol<\/td>\n\u30a2\u30c3\u30c8 \u30b6 \u30de\u30cd\u30fc \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3002<\/td>\n<\/tr>\n
Bid Implied Delta \uff08\u8cb7\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30c7\u30eb\u30bf\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u8cb7\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30c7\u30eb\u30bf\u5024\u3002<\/td>\n<\/tr>\n
Bid Implied Gamma \uff08\u8cb7\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30ac\u30f3\u30de\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u8cb7\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30ac\u30f3\u30de\u5024\u3002<\/td>\n<\/tr>\n
Bid Implied Rho \uff08\u8cb7\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30ed\u30fc\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u8cb7\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30ed\u30fc\u5024\u3002<\/td>\n<\/tr>\n
Bid Implied Theta \uff08\u8cb7\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30b7\u30fc\u30bf\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u8cb7\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30b7\u30fc\u30bf\u5024\u3002<\/td>\n<\/tr>\n
Bid Implied TV \uff08\u8cb7\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 TV\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u8cb7\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u7406\u8ad6\u5024\u3002<\/td>\n<\/tr>\n
Bid Implied Vega \uff08\u8cb7\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30d9\u30ac\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u8cb7\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30d9\u30ac\u5024\u3002<\/td>\n<\/tr>\n
Bid Implied Vol \uff08\u8cb7\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u58f2\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3002<\/td>\n<\/tr>\n
Buy Edge \uff08\u8cb7\u30a8\u30c3\u30b8\uff09<\/td>\n\u6700\u826f\u58f2\u5024\u3068\u7406\u8ad6\u5024\u306e\u5dee\u7570\u3002<\/td>\n<\/tr>\n
DTE<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u9298\u67c4\u306e\u6709\u52b9\u671f\u9650\u304c\u5207\u308c\u308b\u307e\u3067\u306e\u65e5\u6570\u3002<\/td>\n<\/tr>\n
Expiration Type (\u671f\u9650\u30bf\u30a4\u30d7)<\/td>\n\u6709\u52b9\u671f\u9650\u306e\u30bf\u30a4\u30d7 \uff08\u6708\u6b21\u307e\u305f\u306f\u9031\u6b21\u306a\u3069\uff09\u3002<\/td>\n<\/tr>\n
Market Ask Px \uff08\u6210\u884c\u58f2\u5024\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u9298\u67c4\u306e\u6700\u826f\u58f2\u5024\u3002<\/td>\n<\/tr>\n
Market Ask Qty \uff08\u6210\u884c\u58f2\u679a\u6570\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u9298\u67c4\u306e\u6700\u826f\u58f2\u5024\u3067\u5229\u7528\u53ef\u80fd\u306a\u679a\u6570\u3002<\/td>\n<\/tr>\n
Market Bid Px \uff08\u6210\u884c\u8cb7\u5024\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u9298\u67c4\u306e\u6700\u826f\u8cb7\u5024\u3002<\/td>\n<\/tr>\n
Market Bid Qty \uff08\u6210\u884c\u8cb7\u679a\u6570\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u9298\u67c4\u306e\u6700\u826f\u8cb7\u5024\u3067\u5229\u7528\u53ef\u80fd\u306a\u679a\u6570\u3002<\/td>\n<\/tr>\n
Mid Implied Delta \uff08\u4e2d\u9593\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30c7\u30eb\u30bf\uff09<\/td>\n\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u8cb7\u5024\u3068\u58f2\u5024\u306e\u4e2d\u9593\u70b9\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30c7\u30eb\u30bf\u5024\u3002<\/td>\n<\/tr>\n
Mid Implied Gamma \uff08\u4e2d\u9593\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30ac\u30f3\u30de\uff09<\/td>\n\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u8cb7\u5024\u3068\u58f2\u5024\u306e\u4e2d\u9593\u70b9\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30ac\u30f3\u30de\u5024\u3002<\/td>\n<\/tr>\n
Mid Implied Rho \uff08\u4e2d\u9593\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30ed\u30fc\uff09<\/td>\n\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u8cb7\u5024\u3068\u58f2\u5024\u306e\u4e2d\u9593\u70b9\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30ed\u30fc\u5024\u3002<\/td>\n<\/tr>\n
Mid Implied Theta \uff08\u4e2d\u9593\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30b7\u30fc\u30bf\uff09<\/td>\n\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u8cb7\u5024\u3068\u58f2\u5024\u306e\u4e2d\u9593\u70b9\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30b7\u30fc\u30bf\u5024\u3002<\/td>\n<\/tr>\n
Mid Implied TV \uff08\u4e2d\u9593\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 TV\uff09<\/td>\n\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u8cb7\u5024\u3068\u58f2\u5024\u306e\u4e2d\u9593\u70b9\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u7406\u8ad6\u5024\u3002<\/td>\n<\/tr>\n
Mid Implied Vega \uff08\u4e2d\u9593\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30d9\u30ac\uff09<\/td>\n\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u8cb7\u5024\u3068\u58f2\u5024\u306e\u4e2d\u9593\u70b9\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30d9\u30ac\u5024\u3002<\/td>\n<\/tr>\n
Mid Implied Vol \uff08\u4e2d\u9593\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\uff09<\/td>\n\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u8cb7\u5024\u3068\u58f2\u5024\u306e\u4e2d\u9593\u70b9\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3002<\/td>\n<\/tr>\n
Put\/Call \uff08\u30d7\u30c3\u30c8\/\u30b3\u30fc\u30eb\uff09<\/td>\n\u9650\u6708\u304c\u30d7\u30c3\u30c8\u307e\u305f\u306f\u30b3\u30fc\u30eb \u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u3044\u305a\u308c\u3067\u3042\u308b\u304b\u3092\u793a\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n
Sell Edge \uff08\u58f2\u30a8\u30c3\u30b8\uff09<\/td>\n\u6700\u826f\u8cb7\u5024\u3068\u7406\u8ad6\u5024\u306e\u5dee\u7570\u3002<\/td>\n<\/tr>\n
Settlement Delta \uff08\u6e05\u7b97\u5024\u30c7\u30eb\u30bf\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u6e05\u7b97\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30c7\u30eb\u30bf\u5024\u3002<\/td>\n<\/tr>\n
Settlement Gamma \uff08\u6e05\u7b97\u5024\u30ac\u30f3\u30de\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u6e05\u7b97\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30ac\u30f3\u30de\u5024\u3002<\/td>\n<\/tr>\n
Settlement Rho \uff08\u6e05\u7b97\u5024\u30ed\u30fc\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u6e05\u7b97\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30ed\u30fc\u5024\u3002<\/td>\n<\/tr>\n
Settlement Theta \uff08\u6e05\u7b97\u5024\u30b7\u30fc\u30bf\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u6e05\u7b97\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30b7\u30fc\u30bf\u5024\u3002<\/td>\n<\/tr>\n
Settlement TV \uff08\u6e05\u7b97\u5024 TV\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u6e05\u7b97\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u7406\u8ad6\u5024\u3002<\/td>\n<\/tr>\n
Settlement Vega \uff08\u6e05\u7b97\u5024\u30d9\u30ac\uff09<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u6e05\u7b97\u5024\u304b\u3089\u751f\u3058\u305f\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9 \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u57fa\u3065\u3044\u3066\u8a08\u7b97\u3055\u308c\u305f\u30d9\u30ac\u5024\u3002<\/td>\n<\/tr>\n
Settlement Vol (\u6e05\u7b97\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3)<\/td>\n\u6e05\u7b97\u5024\u3092\u4f7f\u3063\u3066\u30b9\u30c8\u30e9\u30a4\u30af\u3054\u3068\u306b\u8a08\u7b97\u3055\u308c\u305f\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3092\u793a\u3059\u3001\u6e05\u7b97\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u5024\u3002<\/td>\n<\/tr>\n
Std.Dev<\/td>\n\u30b9\u30c8\u30e9\u30a4\u30af\u5024\u4ee5\u4e0a\u307e\u305f\u306f\u4ee5\u4e0b\u3067\u671f\u9650\u304c\u5207\u308c\u308b\u73fe\u7269\u306e\u7406\u8ad6\u7684\u53ef\u80fd\u6027\u3002<\/td>\n<\/tr>\n
Strike (\u30b9\u30c8\u30e9\u30a4\u30af)<\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3\u9298\u67c4\u306e\u30b9\u30c8\u30e9\u30a4\u30af\u5024\u3002<\/td>\n<\/tr>\n
TT Delta \uff08TT \u30c7\u30eb\u30bf\uff09<\/td>\nTT \u8a08\u7b97\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u304b\u3089\u751f\u3058\u305f\u30c7\u30eb\u30bf\u5024\u3002<\/td>\n<\/tr>\n
TT Gamma \uff08TT \u30ac\u30f3\u30de\uff09<\/td>\nTT \u8a08\u7b97\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u304b\u3089\u751f\u3058\u305f\u30ac\u30f3\u30de\u5024\u3002<\/td>\n<\/tr>\n
TT Rho \uff08TT \u30ed\u30fc\uff09<\/td>\nTT \u8a08\u7b97\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u304b\u3089\u751f\u3058\u305f\u30ed\u30fc\u5024\u3002<\/td>\n<\/tr>\n
TT Theta \uff08TT \u30b7\u30fc\u30bf\uff09<\/td>\nTT \u8a08\u7b97\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u304b\u3089\u751f\u3058\u305f\u30b7\u30fc\u30bf\u5024\u3002<\/td>\n<\/tr>\n
TT TV<\/td>\nTT \u8a08\u7b97\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u304b\u3089\u751f\u3058\u305f\u7406\u8ad6\u5024\u3002<\/td>\n<\/tr>\n
TT Vega \uff08TT \u30d9\u30ac\uff09<\/td>\nTT \u8a08\u7b97\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u304b\u3089\u751f\u3058\u305f\u30d9\u30ac\u5024\u3002<\/td>\n<\/tr>\n
TT Vol \uff08TT \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\uff09<\/td>\n<\/td>\n<\/tr>\n
Underlying Ask Px \uff08\u73fe\u7269\u58f2\u5024\uff09<\/td>\n\u73fe\u7269\u9298\u67c4\u306e\u6700\u826f\u58f2\u5024\u3002<\/td>\n<\/tr>\n
Underlying Bid Px \uff08\u73fe\u7269\u8cb7\u5024\uff09<\/td>\n\u73fe\u7269\u9298\u67c4\u306e\u6700\u826f\u8cb7\u5024\u3002<\/td>\n<\/tr>\n
Underlying Px \uff08\u73fe\u7269\u4fa1\u683c\uff09<\/td>\n\u73fe\u7269\u6620\u753b\u3089\u306e\u6700\u826f\u8cb7\u5024\u3068\u6700\u826f\u58f2\u5024\u306e\u4e2d\u9593\u70b9\u3002<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n","protected":false},"excerpt":{"rendered":"

\u30d5\u30a3\u30eb\u30bf\u30fc\u3092\u4f5c\u6210\u3059\u308b\u969b\u3001\u30eb\u30fc\u30eb\u306b\u3066\u4ee5\u4e0b\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u4f7f\u7528\u3067\u304d\u307e\u3059\u3002 \u30d1\u30e9\u30e1\u30fc\u30bf \u8aac\u660e Active Delta \uff08\u30a2\u30af\u30c6\u30a3\u30d6 \u30c7\u30eb\u30bf\uff09 \uff3bVol Curve Manager\uff3d \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u306b\u3066\u3001\u6709\u52b9\u306a\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \u30ab\u30fc […]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[378],"class_list":["post-42678","doc","type-doc","status-publish","hentry","docs-category-reference-electronic-eye"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/42678","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/42678\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=42678"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=42678"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}