日経225先物・オプション価格情報
2023年12月04日(月)
先物終値
種別 限月 終値
NK225 202312 33,160
NK225 202403 33,080
種別 限月 終値
NK225M 202312 33,160
NK225M 202401 33,100
NK225M 202402 33,100
種別 限月 終値
NK225MC 202312 33,160
NK225MC 202401 33,100
NK225MC 202402 33,100
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 33,625 77 0.173 0.224 0.000498 10.39 -22.50
CALL 202312 33,500 100 0.166 0.282 0.000586 11.72 -24.37
CALL 202312 33,375 160 0.182 0.371 0.000598 13.12 -29.89
CALL 202312 33,250 195 0.171 0.444 0.000665 13.71 -29.35
CALL 202312 33,125 280 0.189 0.525 0.000606 13.82 -32.74
CALL 202312 33,000 335 0.178 0.606 0.000621 13.36 -29.85
CALL 202312 32,875 440 0.199 0.665 0.000528 12.65 -31.48
CALL 202312 32,750 540 0.211 0.718 0.000462 11.73 -30.94
PUT 202312 33,625 555 0.186 -0.760 0.000482 10.80 -25.00
PUT 202312 33,500 395 0.126 -0.778 0.000680 10.32 -16.18
PUT 202312 33,375 335 0.152 -0.655 0.000701 12.79 -24.16
PUT 202312 33,250 255 0.149 -0.565 0.000759 13.66 -25.45
PUT 202312 33,125 205 0.161 -0.471 0.000714 13.81 -27.68
PUT 202312 33,000 155 0.164 -0.385 0.000673 13.27 -27.13
PUT 202312 32,875 120 0.171 -0.311 0.000596 12.27 -26.19
PUT 202312 32,750 95 0.180 -0.252 0.000510 11.07 -24.91
CALL 202401 33,625 405 0.140 0.390 0.000253 41.58 -7.48
CALL 202401 33,500 470 0.144 0.424 0.000252 42.46 -7.85
CALL 202401 33,375 505 0.139 0.454 0.000262 42.95 -7.72
CALL 202401 33,250 590 0.146 0.488 0.000252 43.22 -8.14
CALL 202401 33,125 610 0.137 0.519 0.000269 43.19 -7.61
CALL 202401 33,000 725 0.148 0.550 0.000246 42.90 -8.21
CALL 202401 32,875 0 0.153 0.579 0.000236 42.39 -8.37
CALL 202401 32,750 825 0.139 0.618 0.000254 41.34 -7.40
PUT 202401 33,625 0 0.145 -0.606 0.000245 41.72 -7.70
PUT 202401 33,500 845 0.153 -0.570 0.000237 42.57 -8.28
PUT 202401 33,375 640 0.122 -0.556 0.000300 42.82 -6.62
PUT 202401 33,250 660 0.142 -0.513 0.000259 43.22 -7.83
PUT 202401 33,125 635 0.151 -0.481 0.000243 43.19 -8.34
PUT 202401 33,000 600 0.157 -0.452 0.000232 42.92 -8.62
PUT 202401 32,875 0 0.152 -0.420 0.000238 42.38 -8.20
PUT 202401 32,750 480 0.155 -0.392 0.000229 41.66 -8.25
CALL 202402 33,625 655 0.152 0.429 0.000182 55.78 -6.35
CALL 202402 33,500 700 0.150 0.451 0.000185 56.25 -6.35
CALL 202402 33,375 0 0.157 0.476 0.000178 56.58 -6.68
CALL 202402 33,250 0 0.158 0.499 0.000178 56.68 -6.72
CALL 202402 33,125 0 0.157 0.521 0.000178 56.60 -6.69
CALL 202402 33,000 0 0.160 0.543 0.000175 56.35 -6.76
CALL 202402 32,875 0 0.161 0.565 0.000172 55.94 -6.76
CALL 202402 32,750 0 0.162 0.586 0.000170 55.36 -6.73
PUT 202402 33,625 0 0.154 -0.569 0.000179 55.82 -6.37
PUT 202402 33,500 1,120 0.166 -0.542 0.000169 56.36 -6.92
PUT 202402 33,375 0 0.157 -0.524 0.000179 56.58 -6.57
PUT 202402 33,250 0 0.157 -0.502 0.000179 56.68 -6.60
PUT 202402 33,125 0 0.158 -0.479 0.000177 56.60 -6.63
PUT 202402 33,000 840 0.163 -0.457 0.000171 56.36 -6.81
PUT 202402 32,875 0 0.160 -0.435 0.000173 55.93 -6.62
PUT 202402 32,750 0 0.161 -0.414 0.000170 55.36 -6.62
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 33,625 73 0.169 0.219 0.000502 10.25 -21.70
CALL 20231208 33,500 110 0.175 0.292 0.000566 11.91 -26.03
CALL 20231208 33,375 140 0.167 0.359 0.000646 12.98 -27.08
CALL 20231208 33,250 215 0.186 0.449 0.000614 13.73 -31.90
CALL 20231208 33,125 260 0.175 0.527 0.000656 13.82 -30.23
CALL 20231208 33,000 365 0.201 0.595 0.000556 13.45 -33.83
CALL 20231208 32,875 0 0.220 0.651 0.000485 12.85 -35.38
CALL 20231208 32,750 500 0.175 0.754 0.000517 10.93 -24.03
PUT 20231208 33,625 525 0.157 -0.800 0.000515 9.73 -18.98
PUT 20231208 33,500 400 0.131 -0.770 0.000670 10.55 -17.16
PUT 20231208 33,375 315 0.136 -0.673 0.000766 12.53 -21.20
PUT 20231208 33,250 285 0.171 -0.556 0.000664 13.71 -29.30
PUT 20231208 33,125 200 0.157 -0.471 0.000730 13.81 -27.05
PUT 20231208 33,000 165 0.171 -0.390 0.000645 13.32 -28.47
PUT 20231208 32,875 115 0.167 -0.307 0.000607 12.20 -25.42
PUT 20231208 32,750 90 0.176 -0.246 0.000517 10.94 -24.01
CALL 20231215 33,625 180 0.158 0.311 0.000388 20.35 -14.68
CALL 20231215 33,500 230 0.163 0.365 0.000401 21.63 -16.02
CALL 20231215 33,375 240 0.146 0.405 0.000461 22.31 -14.83
CALL 20231215 33,250 310 0.153 0.465 0.000450 22.88 -15.99
CALL 20231215 33,125 0 0.175 0.520 0.000396 22.94 -18.25
CALL 20231215 33,000 420 0.145 0.581 0.000466 22.49 -14.92
CALL 20231215 32,875 0 0.187 0.612 0.000357 22.06 -18.77
CALL 20231215 32,750 0 0.189 0.654 0.000339 21.23 -18.31
PUT 20231215 33,625 555 0.112 -0.759 0.000482 17.94 -9.08
PUT 20231215 33,500 535 0.147 -0.650 0.000438 21.31 -14.16
PUT 20231215 33,375 400 0.122 -0.616 0.000546 21.99 -12.10
PUT 20231215 33,250 380 0.145 -0.537 0.000476 22.86 -15.03
PUT 20231215 33,125 270 0.125 -0.476 0.000552 22.92 -13.01
PUT 20231215 33,000 305 0.166 -0.427 0.000411 22.58 -16.99
PUT 20231215 32,875 0 0.149 -0.364 0.000439 21.61 -14.58
PUT 20231215 32,750 195 0.160 -0.321 0.000390 20.62 -14.93
CALL 20231222 33,625 0 0.157 0.352 0.000320 27.33 -11.98
CALL 20231222 33,500 300 0.152 0.388 0.000342 28.22 -11.96
CALL 20231222 33,375 0 0.165 0.438 0.000324 29.02 -13.34
CALL 20231222 33,250 440 0.164 0.478 0.000330 29.33 -13.42
CALL 20231222 33,125 0 0.169 0.519 0.000319 29.34 -13.86
CALL 20231222 33,000 0 0.171 0.559 0.000314 29.06 -13.82
CALL 20231222 32,875 0 0.174 0.596 0.000302 28.52 -13.86
CALL 20231222 32,750 0 0.178 0.632 0.000288 27.76 -13.75
PUT 20231222 33,625 0 0.137 -0.670 0.000358 26.67 -10.10
PUT 20231222 33,500 600 0.138 -0.624 0.000372 27.96 -10.69
PUT 20231222 33,375 0 0.140 -0.576 0.000381 28.84 -11.14
PUT 20231222 33,250 415 0.125 -0.533 0.000430 29.28 -10.16
PUT 20231222 33,125 0 0.145 -0.480 0.000374 29.34 -11.76
PUT 20231222 33,000 375 0.154 -0.436 0.000347 29.00 -12.36
PUT 20231222 32,875 0 0.150 -0.391 0.000348 28.27 -11.74
PUT 20231222 32,750 0 0.152 -0.349 0.000331 27.25 -11.45
CALL 20231229 33,625 0 0.154 0.373 0.000283 32.86 -10.15
CALL 20231229 33,500 0 0.155 0.409 0.000289 33.72 -10.49
CALL 20231229 33,375 0 0.156 0.446 0.000293 34.30 -10.72
CALL 20231229 33,250 0 0.156 0.482 0.000294 34.59 -10.85
CALL 20231229 33,125 0 0.158 0.519 0.000291 34.58 -10.96
CALL 20231229 33,000 0 0.160 0.555 0.000285 34.29 -10.99
CALL 20231229 32,875 0 0.161 0.590 0.000277 33.74 -10.95
CALL 20231229 32,750 0 0.167 0.621 0.000263 33.01 -11.06
PUT 20231229 33,625 0 0.145 -0.635 0.000299 32.61 -9.39
PUT 20231229 33,500 0 0.146 -0.597 0.000305 33.59 -9.76
PUT 20231229 33,375 0 0.147 -0.558 0.000309 34.25 -10.02
PUT 20231229 33,250 0 0.148 -0.520 0.000311 34.58 -10.16
PUT 20231229 33,125 0 0.149 -0.481 0.000308 34.58 -10.26
PUT 20231229 33,000 0 0.151 -0.443 0.000302 34.26 -10.30
PUT 20231229 32,875 0 0.153 -0.406 0.000293 33.66 -10.24
PUT 20231229 32,750 0 0.158 -0.373 0.000277 32.85 -10.32
CALL 20240105 33,625 0 0.151 0.387 0.000259 37.58 -8.87
CALL 20240105 33,500 0 0.151 0.419 0.000264 38.36 -9.09
CALL 20240105 33,375 0 0.152 0.452 0.000266 38.89 -9.26
CALL 20240105 33,250 0 0.152 0.486 0.000267 39.14 -9.35
CALL 20240105 33,125 0 0.153 0.519 0.000265 39.13 -9.41
CALL 20240105 33,000 0 0.154 0.552 0.000261 38.84 -9.41
CALL 20240105 32,875 0 0.155 0.584 0.000256 38.30 -9.35
CALL 20240105 32,750 0 0.164 0.611 0.000239 37.63 -9.67
PUT 20240105 33,625 0 0.143 -0.621 0.000272 37.37 -8.26
PUT 20240105 33,500 0 0.143 -0.586 0.000277 38.26 -8.52
PUT 20240105 33,375 0 0.144 -0.551 0.000279 38.85 -8.70
PUT 20240105 33,250 0 0.145 -0.516 0.000281 39.14 -8.80
PUT 20240105 33,125 0 0.146 -0.481 0.000279 39.12 -8.85
PUT 20240105 33,000 0 0.147 -0.446 0.000275 38.81 -8.85
PUT 20240105 32,875 0 0.148 -0.413 0.000268 38.22 -8.79
PUT 20240105 32,750 0 0.155 -0.384 0.000250 37.50 -9.07
CALL 20240112 33,625 505 0.164 0.408 0.000219 42.10 -8.86
CALL 20240112 33,500 485 0.147 0.426 0.000246 42.50 -8.05
CALL 20240112 33,375 510 0.141 0.454 0.000260 42.96 -7.78
CALL 20240112 33,250 595 0.147 0.488 0.000250 43.22 -8.20
CALL 20240112 33,125 0 0.151 0.519 0.000244 43.19 -8.39
CALL 20240112 33,000 685 0.139 0.552 0.000262 42.87 -7.69
CALL 20240112 32,875 0 0.154 0.579 0.000235 42.39 -8.41
CALL 20240112 32,750 0 0.161 0.605 0.000221 41.75 -8.64
PUT 20240112 33,625 775 0.117 -0.633 0.000296 40.81 -6.09
PUT 20240112 33,500 800 0.142 -0.577 0.000254 42.43 -7.67
PUT 20240112 33,375 775 0.153 -0.541 0.000239 43.02 -8.39
PUT 20240112 33,250 740 0.161 -0.509 0.000229 43.23 -8.86
PUT 20240112 33,125 610 0.146 -0.481 0.000253 43.19 -8.02
PUT 20240112 33,000 580 0.153 -0.451 0.000239 42.91 -8.36
PUT 20240112 32,875 555 0.160 -0.423 0.000226 42.44 -8.68
PUT 20240112 32,750 485 0.156 -0.393 0.000227 41.68 -8.32
CALL 20240209 33,625 0 0.156 0.432 0.000177 55.84 -6.53
CALL 20240209 33,500 0 0.157 0.454 0.000178 56.30 -6.62
CALL 20240209 33,375 0 0.158 0.476 0.000178 56.58 -6.69
CALL 20240209 33,250 0 0.158 0.499 0.000178 56.68 -6.72
CALL 20240209 33,125 0 0.163 0.521 0.000172 56.60 -6.95
CALL 20240209 33,000 0 0.165 0.542 0.000170 56.36 -6.97
CALL 20240209 32,875 0 0.165 0.563 0.000168 55.96 -6.96
CALL 20240209 32,750 0 0.166 0.584 0.000165 55.41 -6.92
PUT 20240209 33,625 0 0.151 -0.571 0.000183 55.77 -6.24
PUT 20240209 33,500 0 0.152 -0.548 0.000183 56.26 -6.33
PUT 20240209 33,375 0 0.153 -0.525 0.000183 56.57 -6.41
PUT 20240209 33,250 0 0.153 -0.502 0.000183 56.68 -6.44
PUT 20240209 33,125 0 0.159 -0.479 0.000177 56.60 -6.66
PUT 20240209 33,000 0 0.160 -0.457 0.000175 56.35 -6.68
PUT 20240209 32,875 0 0.161 -0.435 0.000172 55.94 -6.67
PUT 20240209 32,750 0 0.161 -0.414 0.000170 55.36 -6.63