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39m
[通貨オプション]OP買い、リスク警戒感が強まる
*04:33JST [通貨オプション]OP買い、リスク警戒感が強まる ドル・円オプション市場で変動率は上昇。 リスク警戒感を受けたオプション買いが一段と強まった。 リスクリバーサルでは円コールスプレッドが拡大。 ドル・円下値ヘッジ目的の円コール買いが強まった。 ■変動率 ・1カ月物10.51%⇒10.73%(08年/24=31.044%) ・3カ月物10.41%⇒10.58%(08年10/24=3 ...
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