日経225先物・オプション価格情報

2023年11月30日(木)

先物終値

種別	限月	終値
NK225	202312	33,500
NK225	202403	33,410

種別	限月	終値
NK225M	202312	33,500
NK225M	202401	33,430
NK225M	202402	33,445

種別	限月	終値
NK225MC	202312	33,500
NK225MC	202401	33,430
NK225MC	202402	33,445

オプション終値(ATM前後500円)

(各リスクパラメータは、原資価格を先物ラージ、金利を0.1%として当サイト独自に算出したものです。)

C/P	限月	行使価格	終値	IV	デルタ	ガンマ	ベガ	セータ
CALL	202312	34,000	95	0.138	0.238	0.000451	15.35	-13.29
CALL	202312	33,875	115	0.131	0.287	0.000524	16.88	-13.84
CALL	202312	33,750	165	0.137	0.361	0.000552	18.57	-15.91
CALL	202312	33,625	220	0.140	0.433	0.000566	19.51	-17.12
CALL	202312	33,500	270	0.136	0.504	0.000590	19.78	-16.90
CALL	202312	33,375	355	0.146	0.573	0.000543	19.45	-17.77
CALL	202312	33,250	405	0.132	0.653	0.000563	18.31	-15.19
CALL	202312	33,125	490	0.132	0.721	0.000512	16.66	-13.83
CALL	202312	33,000	565	0.119	0.806	0.000465	13.65	-10.25
PUT	202312	34,000	670	0.184	-0.701	0.000379	17.21	-19.78
PUT	202312	33,875	575	0.179	-0.657	0.000413	18.23	-20.39
PUT	202312	33,750	470	0.166	-0.614	0.000464	18.98	-19.69
PUT	202312	33,625	460	0.199	-0.544	0.000401	19.66	-24.43
PUT	202312	33,500	295	0.149	-0.495	0.000539	19.78	-18.41
PUT	202312	33,375	230	0.146	-0.427	0.000541	19.45	-17.72
PUT	202312	33,250	195	0.154	-0.367	0.000492	18.67	-17.97
PUT	202312	33,125	155	0.156	-0.309	0.000455	17.46	-17.00
PUT	202312	33,000	120	0.157	-0.254	0.000413	15.91	-15.55
CALL	202401	34,000	400	0.133	0.383	0.000249	43.88	-6.84
CALL	202401	33,875	410	0.125	0.407	0.000270	44.62	-6.52
CALL	202401	33,750	430	0.118	0.436	0.000290	45.29	-6.26
CALL	202401	33,625	550	0.132	0.477	0.000262	45.80	-7.10
CALL	202401	33,500	640	0.139	0.511	0.000249	45.86	-7.46
CALL	202401	33,375	705	0.139	0.542	0.000247	45.62	-7.45
CALL	202401	33,250	755	0.136	0.574	0.000251	45.08	-7.16
CALL	202401	33,125	815	0.133	0.607	0.000251	44.21	-6.89
CALL	202401	33,000	840	0.121	0.650	0.000266	42.59	-6.06
PUT	202401	34,000	0	0.151	-0.602	0.000222	44.37	-7.73
PUT	202401	33,875	0	0.155	-0.571	0.000220	45.13	-8.10
PUT	202401	33,750	0	0.155	-0.544	0.000222	45.59	-8.17
PUT	202401	33,625	835	0.168	-0.513	0.000206	45.85	-8.92
PUT	202401	33,500	760	0.166	-0.488	0.000209	45.85	-8.81
PUT	202401	33,375	0	0.156	-0.461	0.000221	45.65	-8.25
PUT	202401	33,250	615	0.161	-0.434	0.000213	45.25	-8.42
PUT	202401	33,125	0	0.158	-0.406	0.000214	44.60	-8.13
PUT	202401	33,000	510	0.161	-0.382	0.000205	43.84	-8.19
CALL	202402	34,000	550	0.130	0.410	0.000202	57.45	-5.30
CALL	202402	33,875	0	0.148	0.446	0.000181	58.41	-6.13
CALL	202402	33,750	715	0.141	0.466	0.000191	58.73	-5.85
CALL	202402	33,625	0	0.149	0.492	0.000181	58.93	-6.22
CALL	202402	33,500	880	0.149	0.514	0.000181	58.91	-6.22
CALL	202402	33,375	0	0.150	0.537	0.000179	58.69	-6.25
CALL	202402	33,250	0	0.151	0.559	0.000177	58.30	-6.24
CALL	202402	33,125	0	0.150	0.582	0.000176	57.71	-6.15
CALL	202402	33,000	0	0.151	0.604	0.000173	56.95	-6.09
PUT	202402	34,000	0	0.164	-0.566	0.000162	58.14	-6.66
PUT	202402	33,875	0	0.164	-0.546	0.000164	58.55	-6.71
PUT	202402	33,750	0	0.164	-0.525	0.000164	58.82	-6.76
PUT	202402	33,625	0	0.164	-0.505	0.000165	58.94	-6.74
PUT	202402	33,500	0	0.164	-0.484	0.000164	58.90	-6.76
PUT	202402	33,375	0	0.164	-0.464	0.000163	58.70	-6.75
PUT	202402	33,250	0	0.165	-0.444	0.000162	58.35	-6.75
PUT	202402	33,125	0	0.166	-0.423	0.000160	57.85	-6.72
PUT	202402	33,000	790	0.175	-0.407	0.000150	57.33	-7.02

ミニオプション終値(ATM前後500円)

C/P	限月	行使価格	終値	IV	デルタ	ガンマ	ベガ	セータ
CALL	20231201	34,000	1	0.127	0.013	0.000150	0.58	-3.71
CALL	20231201	33,875	4	0.125	0.045	0.000430	1.65	-10.31
CALL	20231201	33,750	12	0.119	0.117	0.000943	3.46	-20.62
CALL	20231201	33,625	33	0.115	0.269	0.001638	5.79	-33.26
CALL	20231201	33,500	77	0.110	0.501	0.002068	7.00	-38.52
CALL	20231201	33,375	140	0.081	0.811	0.001897	4.75	-19.42
CALL	20231201	33,250	255	0.096	0.933	0.000772	2.27	-10.92
CALL	20231201	33,125	345	0.000	0.000	0.000000	0.00	0.00
CALL	20231201	33,000	400	0.000	0.000	0.000000	0.00	0.00
PUT	20231201	34,000	705	0.578	-0.682	0.000352	6.25	-180.49
PUT	20231201	33,875	650	0.622	-0.628	0.000347	6.63	-206.10
PUT	20231201	33,750	300	0.201	-0.758	0.000885	5.47	-54.98
PUT	20231201	33,625	175	0.143	-0.689	0.001406	6.20	-44.34
PUT	20231201	33,500	92	0.132	-0.498	0.001729	7.00	-45.98
PUT	20231201	33,375	41	0.129	-0.289	0.001510	5.99	-38.60
PUT	20231201	33,250	15	0.129	-0.132	0.000948	3.75	-24.09
PUT	20231201	33,125	5	0.132	-0.051	0.000455	1.85	-12.19
PUT	20231201	33,000	4	0.160	-0.036	0.000281	1.38	-11.04
CALL	20231208	34,000	95	0.138	0.238	0.000451	15.35	-13.29
CALL	20231208	33,875	125	0.137	0.295	0.000509	17.12	-14.66
CALL	20231208	33,750	170	0.139	0.364	0.000543	18.62	-16.26
CALL	20231208	33,625	195	0.127	0.426	0.000621	19.44	-15.50
CALL	20231208	33,500	275	0.139	0.505	0.000579	19.78	-17.21
CALL	20231208	33,375	315	0.125	0.584	0.000629	19.34	-15.18
CALL	20231208	33,250	410	0.135	0.650	0.000553	18.37	-15.55
CALL	20231208	33,125	510	0.144	0.705	0.000483	17.11	-15.46
CALL	20231208	33,000	575	0.126	0.792	0.000457	14.21	-11.30
PUT	20231208	34,000	675	0.187	-0.698	0.000375	17.29	-20.18
PUT	20231208	33,875	0	0.146	-0.692	0.000484	17.45	-15.91
PUT	20231208	33,750	445	0.153	-0.624	0.000500	18.83	-17.97
PUT	20231208	33,625	370	0.153	-0.560	0.000519	19.56	-18.69
PUT	20231208	33,500	285	0.144	-0.495	0.000558	19.78	-17.79
PUT	20231208	33,375	240	0.151	-0.429	0.000523	19.47	-18.36
PUT	20231208	33,250	175	0.144	-0.358	0.000525	18.52	-16.57
PUT	20231208	33,125	160	0.159	-0.312	0.000449	17.54	-17.38
PUT	20231208	33,000	110	0.150	-0.246	0.000422	15.62	-14.65
CALL	20231215	34,000	140	0.121	0.278	0.000407	22.79	-9.25
CALL	20231215	33,875	210	0.135	0.347	0.000404	25.08	-11.29
CALL	20231215	33,750	205	0.115	0.380	0.000486	25.87	-9.98
CALL	20231215	33,625	245	0.112	0.440	0.000521	26.78	-10.00
CALL	20231215	33,500	385	0.142	0.506	0.000414	27.09	-12.85
CALL	20231215	33,375	0	0.146	0.557	0.000397	26.82	-13.13
CALL	20231215	33,250	525	0.143	0.608	0.000395	26.09	-12.51
CALL	20231215	33,125	0	0.154	0.647	0.000354	25.24	-13.05
CALL	20231215	33,000	0	0.149	0.697	0.000346	23.73	-11.84
PUT	20231215	34,000	0	0.148	-0.683	0.000354	24.19	-11.89
PUT	20231215	33,875	0	0.148	-0.638	0.000372	25.45	-12.52
PUT	20231215	33,750	0	0.149	-0.591	0.000384	26.39	-13.07
PUT	20231215	33,625	0	0.148	-0.543	0.000394	26.94	-13.25
PUT	20231215	33,500	550	0.203	-0.491	0.000289	27.09	-18.31
PUT	20231215	33,375	0	0.151	-0.445	0.000386	26.83	-13.42
PUT	20231215	33,250	0	0.147	-0.394	0.000386	26.14	-12.75
PUT	20231215	33,125	0	0.155	-0.354	0.000352	25.26	-13.05
PUT	20231215	33,000	275	0.180	-0.333	0.000297	24.69	-14.82
CALL	20231222	34,000	0	0.142	0.343	0.000314	30.23	-9.82
CALL	20231222	33,875	0	0.143	0.382	0.000326	31.38	-10.20
CALL	20231222	33,750	0	0.143	0.424	0.000333	32.21	-10.50
CALL	20231222	33,625	0	0.144	0.466	0.000336	32.69	-10.73
CALL	20231222	33,500	0	0.144	0.508	0.000336	32.80	-10.79
CALL	20231222	33,375	0	0.144	0.550	0.000333	32.56	-10.73
CALL	20231222	33,250	0	0.148	0.589	0.000319	31.99	-10.83
CALL	20231222	33,125	0	0.149	0.628	0.000308	31.10	-10.62
CALL	20231222	33,000	0	0.150	0.665	0.000294	29.95	-10.29
PUT	20231222	34,000	0	0.147	-0.652	0.000306	30.40	-10.10
PUT	20231222	33,875	0	0.147	-0.614	0.000317	31.46	-10.43
PUT	20231222	33,750	0	0.147	-0.574	0.000324	32.25	-10.74
PUT	20231222	33,625	0	0.148	-0.533	0.000326	32.70	-10.96
PUT	20231222	33,500	0	0.148	-0.492	0.000327	32.80	-11.02
PUT	20231222	33,375	0	0.149	-0.451	0.000324	32.57	-10.96
PUT	20231222	33,250	0	0.153	-0.413	0.000310	32.02	-11.07
PUT	20231222	33,125	0	0.154	-0.375	0.000300	31.19	-10.88
PUT	20231222	33,000	0	0.155	-0.339	0.000287	30.09	-10.57
CALL	20231229	34,000	0	0.138	0.360	0.000287	35.31	-8.43
CALL	20231229	33,875	0	0.138	0.396	0.000295	36.38	-8.70
CALL	20231229	33,750	0	0.138	0.433	0.000301	37.13	-8.88
CALL	20231229	33,625	0	0.139	0.471	0.000304	37.57	-9.02
CALL	20231229	33,500	0	0.139	0.509	0.000304	37.66	-9.06
CALL	20231229	33,375	0	0.138	0.547	0.000303	37.41	-8.98
CALL	20231229	33,250	0	0.143	0.583	0.000290	36.86	-9.12
CALL	20231229	33,125	0	0.143	0.618	0.000282	36.00	-8.94
CALL	20231229	33,000	0	0.144	0.653	0.000272	34.86	-8.69
PUT	20231229	34,000	0	0.154	-0.625	0.000261	35.81	-9.42
PUT	20231229	33,875	0	0.153	-0.593	0.000268	36.65	-9.62
PUT	20231229	33,750	0	0.153	-0.559	0.000273	37.26	-9.78
PUT	20231229	33,625	0	0.153	-0.525	0.000275	37.60	-9.89
PUT	20231229	33,500	0	0.154	-0.491	0.000275	37.66	-9.92
PUT	20231229	33,375	0	0.153	-0.456	0.000274	37.44	-9.86
PUT	20231229	33,250	0	0.158	-0.424	0.000263	36.98	-10.01
PUT	20231229	33,125	0	0.159	-0.391	0.000257	36.26	-9.88
PUT	20231229	33,000	0	0.159	-0.360	0.000249	35.32	-9.67
CALL	20240112	34,000	410	0.136	0.385	0.000245	43.95	-6.97
CALL	20240112	33,875	435	0.131	0.412	0.000259	44.74	-6.83
CALL	20240112	33,750	490	0.131	0.444	0.000261	45.43	-6.98
CALL	20240112	33,625	0	0.137	0.479	0.000252	45.81	-7.36
CALL	20240112	33,500	545	0.118	0.509	0.000293	45.86	-6.36
CALL	20240112	33,375	680	0.134	0.543	0.000257	45.61	-7.15
CALL	20240112	33,250	730	0.130	0.576	0.000262	45.03	-6.86
CALL	20240112	33,125	820	0.134	0.606	0.000249	44.23	-6.95
CALL	20240112	33,000	0	0.146	0.628	0.000225	43.48	-7.44
PUT	20240112	34,000	0	0.151	-0.602	0.000222	44.37	-7.73
PUT	20240112	33,875	0	0.151	-0.574	0.000226	45.08	-7.87
PUT	20240112	33,750	0	0.155	-0.544	0.000222	45.59	-8.17
PUT	20240112	33,625	0	0.156	-0.516	0.000223	45.83	-8.24
PUT	20240112	33,500	760	0.166	-0.488	0.000209	45.85	-8.81
PUT	20240112	33,375	805	0.190	-0.463	0.000182	45.68	-10.03
PUT	20240112	33,250	630	0.164	-0.435	0.000209	45.26	-8.60
PUT	20240112	33,125	615	0.173	-0.413	0.000195	44.76	-8.98
PUT	20240112	33,000	520	0.164	-0.383	0.000203	43.88	-8.31
CALL	20240209	34,000	0	0.149	0.425	0.000178	57.90	-6.12
CALL	20240209	33,875	0	0.149	0.447	0.000179	58.42	-6.18
CALL	20240209	33,750	0	0.150	0.470	0.000180	58.77	-6.24
CALL	20240209	33,625	0	0.150	0.492	0.000180	58.93	-6.26
CALL	20240209	33,500	0	0.150	0.514	0.000179	58.91	-6.29
CALL	20240209	33,375	0	0.151	0.537	0.000178	58.69	-6.30
CALL	20240209	33,250	0	0.155	0.558	0.000172	58.31	-6.42
CALL	20240209	33,125	0	0.156	0.580	0.000170	57.76	-6.38
CALL	20240209	33,000	0	0.156	0.601	0.000167	57.05	-6.33
PUT	20240209	34,000	0	0.159	-0.569	0.000167	58.07	-6.46
PUT	20240209	33,875	0	0.159	-0.548	0.000168	58.52	-6.51
PUT	20240209	33,750	0	0.160	-0.527	0.000169	58.81	-6.57
PUT	20240209	33,625	0	0.160	-0.506	0.000169	58.94	-6.59
PUT	20240209	33,500	0	0.160	-0.485	0.000168	58.90	-6.61
PUT	20240209	33,375	0	0.161	-0.464	0.000167	58.70	-6.62
PUT	20240209	33,250	0	0.165	-0.444	0.000162	58.35	-6.75
PUT	20240209	33,125	0	0.166	-0.423	0.000160	57.85	-6.72
PUT	20240209	33,000	0	0.167	-0.404	0.000157	57.21	-6.67