日経225先物・オプション価格情報
2023年12月01日(金)
先物終値
種別 限月 終値
NK225 202312 33,420
NK225 202403 33,340
種別 限月 終値
NK225M 202312 33,420
NK225M 202401 33,355
NK225M 202402 33,380
種別 限月 終値
NK225MC 202312 33,420
NK225MC 202401 33,355
NK225MC 202402 33,380
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 33,875 81 0.131 0.231 0.000502 14.10 -13.22
CALL 202312 33,750 120 0.135 0.304 0.000558 16.18 -15.67
CALL 202312 33,625 160 0.134 0.375 0.000610 17.55 -16.89
CALL 202312 33,500 200 0.129 0.451 0.000666 18.32 -16.86
CALL 202312 33,375 265 0.131 0.534 0.000656 18.40 -17.25
CALL 202312 33,250 345 0.136 0.611 0.000609 17.75 -17.30
CALL 202312 33,125 460 0.157 0.663 0.000503 16.91 -19.01
CALL 202312 33,000 625 0.206 0.677 0.000377 16.62 -24.53
PUT 202312 33,875 500 0.104 -0.823 0.000538 12.00 -8.85
PUT 202312 33,750 420 0.117 -0.725 0.000617 15.44 -12.81
PUT 202312 33,625 330 0.115 -0.647 0.000700 17.20 -14.03
PUT 202312 33,500 285 0.132 -0.548 0.000650 18.33 -17.18
PUT 202312 33,375 220 0.131 -0.466 0.000655 18.40 -17.20
PUT 202312 33,250 170 0.134 -0.387 0.000620 17.72 -16.87
PUT 202312 33,125 130 0.136 -0.316 0.000564 16.45 -15.99
PUT 202312 33,000 105 0.144 -0.259 0.000487 14.98 -15.35
CALL 202401 33,875 0 0.136 0.394 0.000250 43.63 -7.08
CALL 202401 33,750 495 0.142 0.430 0.000244 44.52 -7.56
CALL 202401 33,625 600 0.153 0.464 0.000228 45.05 -8.27
CALL 202401 33,500 580 0.136 0.490 0.000258 45.21 -7.38
CALL 202401 33,375 0 0.139 0.522 0.000253 45.16 -7.52
CALL 202401 33,250 0 0.140 0.553 0.000250 44.82 -7.51
CALL 202401 33,125 0 0.141 0.584 0.000245 44.22 -7.46
CALL 202401 33,000 0 0.141 0.614 0.000239 43.36 -7.35
PUT 202401 33,875 0 0.148 -0.595 0.000230 43.93 -7.70
PUT 202401 33,750 825 0.143 -0.570 0.000243 44.53 -7.52
PUT 202401 33,625 0 0.148 -0.537 0.000236 45.03 -7.90
PUT 202401 33,500 695 0.145 -0.509 0.000243 45.22 -7.75
PUT 202401 33,375 650 0.149 -0.478 0.000236 45.16 -7.97
PUT 202401 33,250 575 0.146 -0.448 0.000239 44.85 -7.75
PUT 202401 33,125 520 0.146 -0.418 0.000235 44.28 -7.67
PUT 202401 33,000 495 0.153 -0.393 0.000222 43.58 -7.89
CALL 202402 33,875 0 0.149 0.432 0.000181 57.53 -6.14
CALL 202402 33,750 715 0.148 0.454 0.000183 57.99 -6.16
CALL 202402 33,625 0 0.150 0.477 0.000182 58.29 -6.27
CALL 202402 33,500 0 0.150 0.500 0.000181 58.39 -6.32
CALL 202402 33,375 0 0.151 0.522 0.000181 58.29 -6.32
CALL 202402 33,250 0 0.151 0.545 0.000179 58.02 -6.33
CALL 202402 33,125 0 0.152 0.567 0.000177 57.55 -6.29
CALL 202402 33,000 0 0.153 0.589 0.000174 56.92 -6.27
PUT 202402 33,875 0 0.158 -0.563 0.000170 57.66 -6.46
PUT 202402 33,750 0 0.159 -0.541 0.000171 58.07 -6.54
PUT 202402 33,625 0 0.159 -0.520 0.000171 58.31 -6.59
PUT 202402 33,500 0 0.159 -0.499 0.000172 58.39 -6.58
PUT 202402 33,375 0 0.160 -0.477 0.000170 58.29 -6.61
PUT 202402 33,250 0 0.160 -0.456 0.000169 58.03 -6.60
PUT 202402 33,125 0 0.161 -0.435 0.000167 57.61 -6.58
PUT 202402 33,000 0 0.162 -0.414 0.000164 57.04 -6.56
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 20231208 33,875 95 0.141 0.247 0.000485 14.63 -14.74
CALL 20231208 33,750 115 0.132 0.299 0.000568 16.07 -15.21
CALL 20231208 33,625 150 0.129 0.370 0.000634 17.47 -16.09
CALL 20231208 33,500 210 0.134 0.453 0.000639 18.33 -17.59
CALL 20231208 33,375 280 0.139 0.532 0.000618 18.40 -18.32
CALL 20231208 33,250 390 0.161 0.595 0.000519 17.94 -20.71
CALL 20231208 33,125 430 0.139 0.681 0.000555 16.52 -16.46
CALL 20231208 33,000 520 0.140 0.746 0.000494 14.82 -14.88
PUT 20231208 33,875 475 0.081 -0.886 0.000518 8.94 -5.06
PUT 20231208 33,750 410 0.110 -0.737 0.000639 15.09 -11.81
PUT 20231208 33,625 360 0.132 -0.627 0.000620 17.52 -16.45
PUT 20231208 33,500 280 0.129 -0.549 0.000664 18.32 -16.82
PUT 20231208 33,375 220 0.131 -0.466 0.000655 18.40 -17.20
PUT 20231208 33,250 170 0.134 -0.387 0.000620 17.72 -16.87
PUT 20231208 33,125 135 0.139 -0.319 0.000554 16.53 -16.43
PUT 20231208 33,000 100 0.140 -0.254 0.000494 14.84 -14.85
CALL 20231215 33,875 0 0.141 0.317 0.000387 23.31 -11.73
CALL 20231215 33,750 295 0.168 0.389 0.000349 25.10 -15.06
CALL 20231215 33,625 295 0.148 0.423 0.000403 25.62 -13.61
CALL 20231215 33,500 430 0.179 0.480 0.000340 26.08 -16.73
CALL 20231215 33,375 0 0.143 0.525 0.000424 26.06 -13.40
CALL 20231215 33,250 500 0.157 0.572 0.000382 25.68 -14.44
CALL 20231215 33,125 0 0.148 0.626 0.000390 24.80 -13.21
CALL 20231215 33,000 0 0.153 0.669 0.000362 23.72 -13.04
PUT 20231215 33,875 570 0.110 -0.732 0.000460 21.58 -8.38
PUT 20231215 33,750 0 0.135 -0.640 0.000424 24.49 -11.73
PUT 20231215 33,625 455 0.131 -0.588 0.000453 25.47 -11.88
PUT 20231215 33,500 410 0.141 -0.528 0.000430 26.05 -13.09
PUT 20231215 33,375 325 0.133 -0.474 0.000456 26.05 -12.35
PUT 20231215 33,250 310 0.150 -0.425 0.000400 25.64 -13.66
PUT 20231215 33,125 260 0.150 -0.375 0.000386 24.83 -13.28
PUT 20231215 33,000 200 0.144 -0.321 0.000380 23.45 -12.02
CALL 20231222 33,875 0 0.144 0.354 0.000323 29.83 -10.24
CALL 20231222 33,750 0 0.143 0.394 0.000336 30.85 -10.51
CALL 20231222 33,625 0 0.146 0.438 0.000337 31.59 -11.00
CALL 20231222 33,500 470 0.159 0.483 0.000313 31.95 -12.12
CALL 20231222 33,375 0 0.149 0.523 0.000333 31.93 -11.37
CALL 20231222 33,250 0 0.150 0.564 0.000328 31.56 -11.29
CALL 20231222 33,125 0 0.152 0.604 0.000317 30.89 -11.21
CALL 20231222 33,000 0 0.155 0.640 0.000300 29.98 -11.15
PUT 20231222 33,875 0 0.141 -0.648 0.000328 29.75 -9.95
PUT 20231222 33,750 0 0.140 -0.608 0.000342 30.80 -10.21
PUT 20231222 33,625 0 0.141 -0.564 0.000348 31.56 -10.54
PUT 20231222 33,500 0 0.145 -0.520 0.000343 31.94 -10.97
PUT 20231222 33,375 0 0.144 -0.477 0.000344 31.93 -10.92
PUT 20231222 33,250 0 0.146 -0.434 0.000337 31.55 -10.91
PUT 20231222 33,125 0 0.147 -0.393 0.000327 30.82 -10.72
PUT 20231222 33,000 0 0.151 -0.356 0.000309 29.87 -10.68
CALL 20231229 33,875 0 0.139 0.371 0.000293 34.97 -8.72
CALL 20231229 33,750 0 0.140 0.408 0.000300 35.94 -9.00
CALL 20231229 33,625 0 0.140 0.446 0.000305 36.59 -9.19
CALL 20231229 33,500 0 0.141 0.484 0.000305 36.90 -9.34
CALL 20231229 33,375 0 0.145 0.522 0.000297 36.87 -9.57
CALL 20231229 33,250 0 0.145 0.559 0.000294 36.52 -9.51
CALL 20231229 33,125 0 0.146 0.595 0.000287 35.87 -9.39
CALL 20231229 33,000 0 0.147 0.630 0.000277 34.95 -9.25
PUT 20231229 33,875 0 0.148 -0.621 0.000278 35.22 -9.24
PUT 20231229 33,750 0 0.148 -0.586 0.000285 36.06 -9.47
PUT 20231229 33,625 0 0.148 -0.550 0.000289 36.63 -9.64
PUT 20231229 33,500 0 0.149 -0.514 0.000288 36.90 -9.80
PUT 20231229 33,375 500 0.142 -0.478 0.000303 36.87 -9.29
PUT 20231229 33,250 0 0.153 -0.443 0.000279 36.55 -9.95
PUT 20231229 33,125 0 0.154 -0.409 0.000272 35.96 -9.87
PUT 20231229 33,000 0 0.156 -0.376 0.000263 35.13 -9.75
CALL 20240105 33,875 0 0.139 0.386 0.000266 39.58 -7.88
CALL 20240105 33,750 0 0.139 0.419 0.000272 40.43 -8.07
CALL 20240105 33,625 0 0.139 0.453 0.000275 41.00 -8.19
CALL 20240105 33,500 0 0.140 0.488 0.000275 41.27 -8.31
CALL 20240105 33,375 0 0.145 0.522 0.000266 41.22 -8.58
CALL 20240105 33,250 0 0.146 0.555 0.000262 40.90 -8.55
CALL 20240105 33,125 0 0.147 0.587 0.000257 40.30 -8.49
CALL 20240105 33,000 0 0.148 0.618 0.000249 39.45 -8.38
PUT 20240105 33,875 0 0.146 -0.608 0.000254 39.77 -8.26
PUT 20240105 33,750 0 0.146 -0.576 0.000258 40.53 -8.43
PUT 20240105 33,625 0 0.147 -0.544 0.000261 41.04 -8.54
PUT 20240105 33,500 0 0.148 -0.511 0.000261 41.27 -8.65
PUT 20240105 33,375 0 0.152 -0.478 0.000253 41.23 -8.93
PUT 20240105 33,250 0 0.153 -0.447 0.000249 40.92 -8.91
PUT 20240105 33,125 0 0.154 -0.416 0.000245 40.37 -8.84
PUT 20240105 33,000 0 0.155 -0.386 0.000238 39.60 -8.75
CALL 20240112 33,875 470 0.148 0.404 0.000232 43.91 -7.75
CALL 20240112 33,750 510 0.145 0.432 0.000239 44.56 -7.75
CALL 20240112 33,625 0 0.138 0.458 0.000254 44.98 -7.42
CALL 20240112 33,500 605 0.142 0.491 0.000248 45.21 -7.68
CALL 20240112 33,375 670 0.143 0.522 0.000246 45.16 -7.72
CALL 20240112 33,250 760 0.148 0.551 0.000235 44.85 -7.97
CALL 20240112 33,125 0 0.141 0.584 0.000245 44.22 -7.46
CALL 20240112 33,000 945 0.159 0.604 0.000214 43.68 -8.31
PUT 20240112 33,875 0 0.145 -0.598 0.000235 43.86 -7.53
PUT 20240112 33,750 0 0.148 -0.567 0.000234 44.59 -7.80
PUT 20240112 33,625 0 0.148 -0.537 0.000236 45.03 -7.90
PUT 20240112 33,500 690 0.144 -0.509 0.000245 45.22 -7.69
PUT 20240112 33,375 670 0.154 -0.478 0.000229 45.16 -8.21
PUT 20240112 33,250 575 0.146 -0.448 0.000239 44.85 -7.75
PUT 20240112 33,125 520 0.146 -0.418 0.000235 44.28 -7.67
PUT 20240112 33,000 470 0.147 -0.389 0.000230 43.48 -7.57
CALL 20240209 33,875 0 0.149 0.432 0.000180 57.53 -6.16
CALL 20240209 33,750 0 0.150 0.454 0.000181 58.01 -6.24
CALL 20240209 33,625 0 0.150 0.477 0.000181 58.29 -6.30
CALL 20240209 33,500 0 0.150 0.500 0.000181 58.39 -6.32
CALL 20240209 33,375 0 0.155 0.523 0.000175 58.29 -6.52
CALL 20240209 33,250 0 0.156 0.544 0.000173 58.03 -6.52
CALL 20240209 33,125 0 0.157 0.566 0.000171 57.59 -6.51
CALL 20240209 33,000 0 0.158 0.587 0.000169 56.98 -6.47
PUT 20240209 33,875 0 0.155 -0.564 0.000173 57.62 -6.33
PUT 20240209 33,750 0 0.155 -0.543 0.000174 58.05 -6.39
PUT 20240209 33,625 0 0.156 -0.521 0.000175 58.31 -6.45
PUT 20240209 33,500 0 0.156 -0.499 0.000175 58.39 -6.47
PUT 20240209 33,375 0 0.161 -0.477 0.000169 58.29 -6.67
PUT 20240209 33,250 0 0.162 -0.456 0.000167 58.03 -6.67
PUT 20240209 33,125 0 0.163 -0.435 0.000165 57.62 -6.67
PUT 20240209 33,000 0 0.164 -0.415 0.000163 57.05 -6.63