# 日経225オプション 日次レポート 20260508

## KPI

- 日経225終値: 62,713.65
- ATMストライク: 62,750
- 出来高PCR: 1.704
- 建玉PCR: 1.900
- ATM近辺建玉PCR: 0.145
- Delta-weighted PCR: 0.141

## 重要ストライク

| Rank | 限月 | Put/Call | Strike | Volume | Open Interest | OI Change |
|---:|---|---|---:|---:|---:|---:|
| 1 | 202606 | PUT | 50,000 | 1,958 | 13,088 | -39 |
| 2 | 202606 | PUT | 30,000 | 512 | 8,036 | 431 |
| 3 | 202606 | PUT | 40,000 | 448 | 6,036 | -58 |
| 4 | 202606 | PUT | 45,000 | 464 | 5,205 | -157 |
| 5 | 202606 | PUT | 34,000 | 339 | 5,082 | 35 |
| 6 | 202606 | CALL | 60,000 | 461 | 4,944 | -1 |
| 7 | 202606 | CALL | 65,000 | 949 | 4,715 | 56 |
| 8 | 202606 | PUT | 36,000 | 22 | 4,605 | 2 |
| 9 | 202606 | PUT | 55,000 | 1,361 | 4,509 | 236 |
| 10 | 202606 | PUT | 37,000 | 5 | 4,392 | 4 |

## Delta-adjusted Strike Map

| Strike | PUT Delta OI | CALL Delta OI |
|---:|---:|---:|
| 61,000 | 0 | 2,304 |
| 60,000 | 547 | 3,449 |
| 59,000 | 463 | 0 |
| 58,000 | 469 | 0 |
| 57,000 | 576 | 2,304 |
| 55,000 | 0 | 2,622 |
| 50,000 | 477 | 0 |
| 39,000 | 0 | 2,285 |

## PCRスナップショット

- 出来高PCR: 1.704
- 建玉PCR: 1.900
- ATM近辺建玉PCR: 0.145
- Delta-weighted PCR: 0.141

## 出来高ランキング

| Rank | 限月 | Put/Call | Strike | Volume | Open Interest |
|---:|---|---|---:|---:|---:|
| 1 | 202606 | PUT | 50,000 | 1,958 | 13,088 |
| 2 | 202606 | PUT | 55,000 | 1,361 | 4,509 |
| 3 | 202606 | PUT | 25,000 | 1,309 | 4,378 |
| 4 | 202607 | PUT | 25,000 | 1,215 | 3,945 |
| 5 | 202606 | CALL | 65,000 | 949 | 4,715 |
| 6 | 202606 | CALL | 75,000 | 929 | 1,018 |
| 7 | 202606 | CALL | 63,250 | 901 | 361 |
| 8 | 202606 | PUT | 61,500 | 848 | 946 |
| 9 | 202606 | PUT | 58,000 | 825 | 2,410 |
| 10 | 202606 | PUT | 60,000 | 823 | 1,843 |

## コメント

- 単純建玉はPUT側が厚い一方、デルタ換算ではCALL側が厚いです。
- 出来高PCRは1.704で、当日の取引量はPUT側が相対的に多いです。
- ATM近辺建玉PCRは0.145で、ATM周辺はCALL側が優勢です。