{"id":42789,"date":"2026-06-22T21:39:07","date_gmt":"2026-06-23T02:39:07","guid":{"rendered":"https:\/\/library-staging.tradingtechnologies.com\/doc\/risk-matrix-display-2\/"},"modified":"2026-06-22T21:39:08","modified_gmt":"2026-06-23T02:39:08","slug":"risk-matrix-display-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/ja\/risk-matrix-display-2\/","title":{"rendered":"Risk Matrix \u306e\u8868\u793a"},"content":{"rendered":"<div>\n<p>[Risk Matrix] \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u306f\u3001\u4ee5\u4e0b\u306e\u5185\u5bb9\u3067\u69cb\u6210\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/trade-options-risk-matrix-display-1.png\">  <\/p>\n<ol>\n<li>Account:  \u9078\u629e\u3057\u305f\u53e3\u5ea7\u306b\u3066\u30aa\u30fc\u30d7\u30f3 \u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u78ba\u8a8d\u3067\u304d\u307e\u3059 \uff08CME2)\u3002<\/li>\n<li>Product and Expiry:  \u9078\u629e\u3057\u305f\u53e3\u5ea7\u306e\u30aa\u30fc\u30d7\u30f3 \u30dd\u30b8\u30b7\u30e7\u30f3\u304c\u3042\u308b\u9298\u67c4\u3001\u73fe\u7269\u3001\u6709\u52b9\u671f\u9650\u3092\u9078\u629e\u3067\u304d\u307e\u3059\u30022\u3064\u306e\u6709\u52b9\u671f\u9650\u306b\u540c\u3058\u73fe\u7269\u9298\u67c4\u304c\u3042\u308b\u5834\u5408\u3001\u9078\u629e\u3057\u305f\u73fe\u7269\u9298\u67c4 (ES Sep17 \u7b49) \u3084\u500b\u3005\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u6709\u52b9\u671f\u9650 (Sep17 \u7b49) \u306b\u3001\u9298\u67c4\u5168\u4f53\u3084\u30aa\u30d7\u30b7\u30e7\u30f3\u3001\u5148\u7269\u3092\u8868\u793a\u3059\u308b\u3088\u3046\u306b\u9078\u629e\u3067\u304d\u307e\u3059\u3002<\/li>\n<li><a href=\"#adjust\">Scenario Entry<\/a>:  \u30aa\u30d7\u30b7\u30e7\u30f3 \u30ea\u30b9\u30af\u306e\u30b0\u30ed\u30fc\u30d0\u30eb \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u8abf\u6574\u3068\u3001\u73fe\u7269\u5148\u7269\u9298\u67c4\u306e\u4fa1\u683c\u8abf\u6574\u3092\u5165\u529b\u3067\u304d\u307e\u3059\u3002\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u8abf\u6574\u3068\u73fe\u7269\u306e\u8abf\u6574\u306b\u306f\u3001\u30d1\u30fc\u30bb\u30f3\u30c8\u6570\u307e\u305f\u306f\u7d76\u5bfe\u5024\u3092\u5165\u529b\u3057\u307e\u3059\u3002\u5168\u3066\u306e\u8abf\u6574\u306e\u30b7\u30ca\u30ea\u30aa\u304c\u9069\u7528\u3055\u308c\u308b\u3068\u3001\u96c6\u7d04\u640d\u76ca\u3068\u30ae\u30ea\u30b7\u30a2\u6307\u6570\u304c\u8a08\u7b97\u3055\u308c\u3001\u9078\u629e\u3057\u305f\u53e3\u5ea7\u3068\u9298\u67c4\u3001\u6709\u52b9\u671f\u9650\u306e\u4fa1\u683c\u8868\u306b\u8868\u793a\u3055\u308c\u307e\u3059\u3002<\/li>\n<li>Refresh \u30dc\u30bf\u30f3:  \u30aa\u30d7\u30b7\u30e7\u30f3\u3068\u73fe\u7269\u5148\u7269\u9298\u67c4\u3067\u306e\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u66f4\u65b0\u3057\u3001Scenario Entry \u3067\u5165\u529b\u3055\u308c\u305f\u73fe\u7269\u307e\u305f\u306f\u30b0\u30ed\u30fc\u30d0\u30eb \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u8abf\u6574\u306b\u57fa\u3065\u3044\u3066\u3001\u30dd\u30b8\u30b7\u30e7\u30f3\u3068\u30aa\u30d7\u30b7\u30e7\u30f3 \u30ea\u30b9\u30af\u3092\u518d\u8a08\u7b97\u3059\u308b\u30dc\u30bf\u30f3\u3002<\/li>\n<li>Risk Metrics:  \u30ea\u30b9\u30af \u30e1\u30c8\u30ea\u30c3\u30af\u3068\u30aa\u30d7\u30b7\u30e7\u30f3 \u30ae\u30ea\u30b7\u30a2\u6307\u6570\u3092\u542b\u3093\u3060\u30bb\u30ec\u30af\u30bf\u30fc\u3002\u7406\u8ad6\u30aa\u30d7\u30b7\u30e7\u30f3\u5024\u3067\u8a08\u7b97\u3055\u308c\u305f\u7406\u8ad6\u640d\u76ca\u3092\u8868\u793a\u3059\u308b [<b>Mark to Theo<\/b>] \u306b\u52a0\u3048\u3001\u4ee5\u4e0b\u306e\u30aa\u30d7\u30b7\u30e7\u30f3 \u30ae\u30ea\u30b7\u30a2\u6307\u6570(Delta\u3001Gamma\u3001Theta\u3001Vega\u3001Vega30\u3001Vega60\u3001Vega90\u3001Rho\u3001Delta Decay\u3001Vomma\u3001Vanna) \u3092\u5229\u7528\u3067\u304d\u307e\u3059\u3002\u6709\u52b9\u671f\u9650\u3092\u9078\u629e\u3059\u308b\u3068\u3001OEV \u3082\u5229\u7528\u3067\u304d\u307e\u3059 (Sep17 \u7b49)\u3002\u9298\u67c4\u3084\u73fe\u7269\u3092\u9078\u629e\u3057\u3066\u3044\u308b\u3068\u3001\u3053\u308c\u306f\u5229\u7528\u3067\u304d\u307e\u305b\u3093\u3002<\/li>\n<li>Matrix \u30bb\u30eb:  \u30aa\u30fc\u30d7\u30f3 \u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u640d\u76ca\u306e\u4ed6\u3001\u65e2\u5b9a\u306e\u30b7\u30ca\u30ea\u30aa (-5,0,5) \u3084\u30ab\u30b9\u30bf\u30e0 \u30b7\u30ca\u30ea\u30aa\u306b\u57fa\u3065\u3044\u3066\u5024\u304c\u8a08\u7b97\u3055\u308c\u305f\u3001\u6307\u5b9a\u3057\u305f\u30aa\u30d7\u30b7\u30e7\u30f3 \u30ea\u30b9\u30af \u30e1\u30c8\u30ea\u30c3\u30af\u304c\u8868\u793a\u3055\u308c\u307e\u3059\u3002\u4fa1\u683c\u8868\u3067\u73fe\u7269\u5148\u7269\u306e\u4fa1\u683c\u3068\u30b0\u30ed\u30fc\u30d0\u30eb \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u8abf\u6574\u304c\u4ea4\u5dee\u3059\u308b\u4f4d\u7f6e\u306b\u3001\u5404\u30bb\u30eb\u3067\u5024\u304c\u8868\u793a\u3055\u308c\u307e\u3059\u3002<\/li>\n<\/ol>\n<p><!-- \n\n<h2 id=\"buckets\">Bucket selection<\/h2>\n\n\n\n\n<p>When a product, underlying instrument, or options expiry bucket is selected, the P\/L and position for the corresponding options and futures contracts roll up into their corresponding expiry and product as follows:<\/p>\n\n\n\n\n \n\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"Content\/trade-options-risk-matrix-buckets.png\"> <\/img> <\/p>\n\n\n\n         \n\n<ol>\n\t\t\t\n\n<li>Product &mdash; Includes all expiries with open positions for this product (e.g., E-mini S&P 500).<\/li>\n\n\n\t\t\t\n\n<li>Underlying instrument &mdash; Includes options and futures that expire into the selected underlying futures instrument \n\t\t\t\t(e.g., ES Sep17)<\/li>\n\n\n\t\t\n\t\t\t\n\n<li>Options expiry &mdash; Includes options contracts with open positions for a specific expiry (e.g., Sep17).<\/li>\n\n\n\t\t<\/ol>\n\n --><\/p>\n<h2 id=\"adjust\">\u30b7\u30ca\u30ea\u30aa \u30a8\u30f3\u30c8\u30ea<\/h2>\n<p>\u30b7\u30ca\u30ea\u30aa \u30a8\u30f3\u30c8\u30ea \u30c0\u30a4\u30a2\u30ed\u30b0 \u30dc\u30c3\u30af\u30b9\u306f\u4ee5\u4e0b\u306e\u5185\u5bb9\u3067\u69cb\u6210\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/trade-options-risk-matrix-scenario-1.png\">  <\/p>\n<ol>\n<li>Volatility:  \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3078\u306e\u5909\u66f4\u306b\u95a2\u3059\u308b\u8abf\u6574\u30b7\u30ca\u30ea\u30aa\u3092\u6c7a\u5b9a\u3067\u304d\u307e\u3059\u3002\u9078\u629e\u3057\u305f\u9593\u9694\u306f\u30dd\u30b8\u30b7\u30e7\u30f3\u306b\u9069\u7528\u3055\u308c\u3001\u5de6\u306e\u5217\u306b\u8868\u793a\u3055\u308c\u307e\u3059\u3002\u4f8b\u3048\u3070\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e \u300c10\u300d\u5024\u3068\u300c\u7d76\u5bfe\u300d\u306e\u6e2c\u5b9a\u5358\u4f4d\u306f\u3001\u30b0\u30ed\u30fc\u30d0\u30eb \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3067 10 % \u306e\u5897\u52a0\u3092\u793a\u3057\u3066\u3044\u307e\u3059 (\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u3067\u63a8\u5b9a\u304c\u5909\u5316\u3057\u305f\u969b\u306b\u3001\u7d76\u5bfe\u5024\u306f\u5b9f\u969b\u306b\u306f\u30d1\u30fc\u30bb\u30f3\u30c8\u6570\u3068\u306a\u308a\u307e\u3059)\u3002\u8ca0\u306e\u5024\u3092\u5165\u529b\u3057\u3066\u3001\u30b0\u30ed\u30fc\u30d0\u30eb \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u6e1b\u5c11\u3092\u793a\u3059\u3053\u3068\u3082\u3067\u304d\u307e\u3059\u3002\u8abf\u6574\u306f\u3069\u306e\u6ce8\u6587\u306b\u3067\u3082\u5165\u529b\u3067\u304d\u307e\u3059 (-5\u30010\u30015\u3001-10\u300110 \u7b49)\u3002<\/li>\n<li>Unit of measure (Volatility):  \u30b0\u30ed\u30fc\u30d0\u30eb \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306b\u7d76\u5bfe\u5024\u307e\u305f\u306f\u30d1\u30fc\u30bb\u30f3\u30c8\u6570\u306e\u8abf\u6574\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<li>Underlying:  \u73fe\u7269\u9298\u67c4\u3078\u306e\u5909\u66f4\u306b\u95a2\u3059\u308b\u8abf\u6574\u30b7\u30ca\u30ea\u30aa\u3092\u6c7a\u5b9a\u3067\u304d\u307e\u3059\u3002\u9078\u629e\u3057\u305f\u9593\u9694\u306f\u30dd\u30b8\u30b7\u30e7\u30f3\u306b\u9069\u7528\u3055\u308c\u3001\u4e0a\u90e8\u306e\u884c\u306b\u8868\u793a\u3055\u308c\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001\u300c5\u300d\u306e [Underlying] \u5024\u3092\u3068\u3001\u300c\u30d1\u30fc\u30bb\u30f3\u30c8\u6570\u300d\u306e\u6e2c\u5b9a\u5358\u4f4d\u3092\u542b\u3080\u30b7\u30ca\u30ea\u30aa\u306f\u3001\u73fe\u7269\u5148\u7269\u306e\u4fa1\u683c\u3067 5 % \u306e\u5897\u52a0\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002\u8ca0\u306e\u5024\u3092\u5165\u529b\u3057\u3066\u3001\u4fa1\u683c\u306e\u6e1b\u5c11\u3092\u793a\u3059\u3053\u3068\u3082\u3067\u304d\u307e\u3059\u3002\u8abf\u6574\u306f\u3069\u306e\u6ce8\u6587\u306b\u3067\u3082\u5165\u529b\u3067\u304d\u307e\u3059 (-5\u30010\u30015\u3001-10\u300110 \u7b49)\u3002<\/li>\n<li>Unit of measure (Underlying):  \u73fe\u7269\u5148\u7269\u9298\u67c4\u306e\u4fa1\u683c\u306b\u7d76\u5bfe\u5024\u307e\u305f\u306f\u30d1\u30fc\u30bb\u30f3\u30c8\u6570\u306e\u8abf\u6574\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<li>\u30b3\u30f3\u30c8\u30ed\u30fc\u30eb \u30dc\u30bf\u30f3:  [<b>Reset<\/b>] \u30dc\u30bf\u30f3\u306f\u3001\u4ee5\u524d\u306b\u4fdd\u5b58\u3057\u305f\u8abf\u6574\u5024\u3092\u5fa9\u5143\u3057\u307e\u3059\u3002[<b>Cancel<\/b>] \u307e\u305f\u306f [<b>Save<\/b>] \u3092\u30af\u30ea\u30c3\u30af\u3057\u3066\u3001\u8abf\u6574\u8a2d\u5b9a\u3092\u4fdd\u5b58\u3057\u307e\u3059\u3002<\/li>\n<\/ol>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>[Risk Matrix] \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u306f\u3001\u4ee5\u4e0b\u306e\u5185\u5bb9\u3067\u69cb\u6210\u3055\u308c\u3066\u3044\u307e\u3059\u3002 Account: \u9078\u629e\u3057\u305f\u53e3\u5ea7\u306b\u3066\u30aa\u30fc\u30d7\u30f3 \u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u78ba\u8a8d\u3067\u304d\u307e\u3059 \uff08CME2)\u3002 Product and Expiry: \u9078\u629e\u3057\u305f\u53e3\u5ea7\u306e\u30aa\u30fc [&hellip;]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[415],"class_list":["post-42789","doc","type-doc","status-publish","hentry","docs-category-description-options-risk-matrix"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/42789","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\/42789\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=42789"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=42789"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}