日経225先物・オプション価格情報
2023年12月05日(火)
先物終値
種別 限月 終値
NK225 202312 32,780
NK225 202403 32,700
種別 限月 終値
NK225M 202312 32,780
NK225M 202401 32,710
NK225M 202402 32,700
種別 限月 終値
NK225MC 202312 32,780
NK225MC 202401 32,710
NK225MC 202402 32,700
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 33,250 59 0.182 0.197 0.000512 8.25 -25.11
CALL 202312 33,125 88 0.183 0.267 0.000604 9.78 -29.89
CALL 202312 33,000 125 0.183 0.346 0.000679 10.97 -33.44
CALL 202312 32,875 180 0.189 0.436 0.000702 11.71 -36.88
CALL 202312 32,750 240 0.189 0.525 0.000707 11.83 -37.42
CALL 202312 32,625 315 0.194 0.610 0.000667 11.40 -36.86
CALL 202312 32,500 450 0.244 0.655 0.000507 10.95 -44.65
CALL 202312 32,375 495 0.204 0.753 0.000522 9.39 -31.92
PUT 202312 33,250 540 0.196 -0.786 0.000501 8.66 -28.19
PUT 202312 33,125 405 0.154 -0.771 0.000662 9.00 -22.99
PUT 202312 33,000 360 0.197 -0.643 0.000639 11.09 -36.28
PUT 202312 32,875 290 0.202 -0.559 0.000658 11.73 -39.40
PUT 202312 32,750 220 0.198 -0.476 0.000676 11.83 -39.04
PUT 202312 32,625 175 0.207 -0.397 0.000627 11.45 -39.48
PUT 202312 32,500 130 0.208 -0.321 0.000580 10.64 -36.78
PUT 202312 32,375 97 0.211 -0.255 0.000511 9.54 -33.57
CALL 202401 33,250 420 0.147 0.392 0.000247 40.64 -7.91
CALL 202401 33,125 450 0.143 0.420 0.000259 41.34 -7.80
CALL 202401 33,000 520 0.147 0.454 0.000255 41.92 -8.15
CALL 202401 32,875 590 0.150 0.487 0.000251 42.17 -8.38
CALL 202401 32,750 625 0.144 0.518 0.000261 42.15 -8.04
CALL 202401 32,625 720 0.152 0.549 0.000247 41.87 -8.40
CALL 202401 32,500 795 0.153 0.579 0.000241 41.36 -8.38
CALL 202401 32,375 830 0.144 0.615 0.000251 40.42 -7.71
PUT 202401 33,250 905 0.152 -0.604 0.000240 40.75 -8.08
PUT 202401 33,125 890 0.166 -0.566 0.000223 41.62 -9.06
PUT 202401 33,000 800 0.162 -0.540 0.000232 41.99 -8.91
PUT 202401 32,875 0 0.164 -0.511 0.000230 42.18 -9.05
PUT 202401 32,750 670 0.163 -0.482 0.000231 42.15 -8.98
PUT 202401 32,625 500 0.137 -0.448 0.000273 41.83 -7.49
PUT 202401 32,500 565 0.166 -0.425 0.000223 41.45 -9.02
PUT 202401 32,375 510 0.166 -0.397 0.000220 40.78 -8.86
CALL 202402 33,250 660 0.156 0.429 0.000181 54.73 -6.50
CALL 202402 33,125 690 0.152 0.449 0.000187 55.16 -6.38
CALL 202402 33,000 750 0.153 0.473 0.000187 55.48 -6.47
CALL 202402 32,875 0 0.153 0.496 0.000187 55.61 -6.50
CALL 202402 32,750 890 0.157 0.520 0.000182 55.54 -6.65
CALL 202402 32,625 0 0.155 0.543 0.000184 55.29 -6.52
CALL 202402 32,500 1,020 0.157 0.565 0.000180 54.86 -6.58
CALL 202402 32,375 0 0.155 0.589 0.000180 54.23 -6.44
PUT 202402 33,250 0 0.168 -0.564 0.000168 54.89 -6.92
PUT 202402 33,125 0 0.169 -0.543 0.000168 55.29 -7.03
PUT 202402 33,000 1,000 0.159 -0.525 0.000179 55.50 -6.65
PUT 202402 32,875 0 0.169 -0.501 0.000170 55.61 -7.06
PUT 202402 32,750 905 0.166 -0.480 0.000172 55.54 -6.94
PUT 202402 32,625 865 0.170 -0.459 0.000167 55.31 -7.08
PUT 202402 32,500 0 0.171 -0.438 0.000166 54.93 -7.06
PUT 202402 32,375 750 0.170 -0.417 0.000164 54.39 -6.98
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 33,250 61 0.185 0.200 0.000510 8.33 -25.69
CALL 20231208 33,125 90 0.185 0.270 0.000600 9.82 -30.35
CALL 20231208 33,000 135 0.192 0.354 0.000652 11.05 -35.37
CALL 20231208 32,875 175 0.185 0.435 0.000718 11.70 -36.02
CALL 20231208 32,750 240 0.189 0.525 0.000707 11.83 -37.42
CALL 20231208 32,625 310 0.189 0.612 0.000681 11.38 -35.96
CALL 20231208 32,500 440 0.235 0.660 0.000524 10.89 -42.73
CALL 20231208 32,375 0 0.205 0.752 0.000521 9.41 -32.16
PUT 20231208 33,250 550 0.207 -0.773 0.000490 8.96 -30.87
PUT 20231208 33,125 400 0.148 -0.780 0.000672 8.80 -21.67
PUT 20231208 33,000 365 0.201 -0.640 0.000626 11.12 -37.23
PUT 20231208 32,875 295 0.206 -0.558 0.000644 11.73 -40.25
PUT 20231208 32,750 225 0.202 -0.476 0.000662 11.83 -39.88
PUT 20231208 32,625 155 0.189 -0.388 0.000680 11.38 -35.92
PUT 20231208 32,500 135 0.212 -0.324 0.000570 10.69 -37.78
PUT 20231208 32,375 97 0.211 -0.255 0.000511 9.54 -33.57
CALL 20231215 33,250 195 0.177 0.319 0.000373 19.37 -17.13
CALL 20231215 33,125 240 0.178 0.367 0.000389 20.44 -18.26
CALL 20231215 33,000 265 0.168 0.411 0.000427 21.10 -17.72
CALL 20231215 32,875 360 0.187 0.469 0.000392 21.58 -20.22
CALL 20231215 32,750 380 0.168 0.519 0.000436 21.62 -18.25
CALL 20231215 32,625 490 0.189 0.567 0.000384 21.34 -20.18
CALL 20231215 32,500 530 0.173 0.624 0.000404 20.60 -17.87
CALL 20231215 32,375 0 0.182 0.666 0.000369 19.74 -18.00
PUT 20231215 33,250 530 0.101 -0.800 0.000511 15.21 -7.62
PUT 20231215 33,125 425 0.096 -0.741 0.000619 17.56 -8.39
PUT 20231215 33,000 345 0.100 -0.653 0.000678 20.04 -10.01
PUT 20231215 32,875 350 0.139 -0.545 0.000527 21.51 -14.86
PUT 20231215 32,750 325 0.157 -0.480 0.000467 21.62 -16.96
PUT 20231215 32,625 0 0.176 -0.429 0.000411 21.30 -18.70
PUT 20231215 32,500 240 0.169 -0.374 0.000414 20.55 -17.29
PUT 20231215 32,375 205 0.174 -0.327 0.000383 19.58 -16.96
CALL 20231222 33,250 0 0.161 0.348 0.000324 26.16 -12.45
CALL 20231222 33,125 325 0.168 0.394 0.000323 27.22 -13.50
CALL 20231222 33,000 0 0.164 0.432 0.000340 27.82 -13.42
CALL 20231222 32,875 0 0.165 0.475 0.000340 28.17 -13.74
CALL 20231222 32,750 505 0.173 0.518 0.000325 28.19 -14.42
CALL 20231222 32,625 540 0.162 0.561 0.000343 27.89 -13.38
CALL 20231222 32,500 0 0.168 0.601 0.000326 27.31 -13.51
CALL 20231222 32,375 0 0.173 0.638 0.000306 26.52 -13.57
PUT 20231222 33,250 0 0.165 -0.648 0.000318 26.25 -12.68
PUT 20231222 33,125 0 0.168 -0.606 0.000323 27.22 -13.43
PUT 20231222 33,000 0 0.168 -0.565 0.000330 27.84 -13.74
PUT 20231222 32,875 0 0.170 -0.524 0.000331 28.17 -14.05
PUT 20231222 32,750 465 0.170 -0.482 0.000331 28.19 -14.08
PUT 20231222 32,625 0 0.171 -0.441 0.000326 27.91 -13.99
PUT 20231222 32,500 350 0.170 -0.400 0.000321 27.33 -13.63
PUT 20231222 32,375 0 0.176 -0.364 0.000301 26.57 -13.73
CALL 20231229 33,250 0 0.154 0.367 0.000292 31.65 -10.16
CALL 20231229 33,125 0 0.154 0.404 0.000300 32.55 -10.47
CALL 20231229 33,000 0 0.154 0.441 0.000305 33.17 -10.69
CALL 20231229 32,875 0 0.156 0.480 0.000304 33.49 -10.91
CALL 20231229 32,750 0 0.158 0.518 0.000301 33.50 -11.06
CALL 20231229 32,625 0 0.159 0.555 0.000295 33.22 -11.07
CALL 20231229 32,500 0 0.161 0.591 0.000288 32.65 -10.98
CALL 20231229 32,375 0 0.162 0.626 0.000278 31.84 -10.81
PUT 20231229 33,250 0 0.168 -0.621 0.000270 31.98 -11.12
PUT 20231229 33,125 0 0.168 -0.587 0.000276 32.73 -11.40
PUT 20231229 33,000 0 0.168 -0.553 0.000280 33.24 -11.59
PUT 20231229 32,875 0 0.169 -0.517 0.000280 33.50 -11.77
PUT 20231229 32,750 0 0.171 -0.482 0.000277 33.50 -11.91
PUT 20231229 32,625 0 0.173 -0.448 0.000272 33.25 -11.93
PUT 20231229 32,500 0 0.174 -0.415 0.000266 32.76 -11.86
PUT 20231229 32,375 0 0.176 -0.382 0.000258 32.07 -11.74
CALL 20240105 33,250 0 0.149 0.381 0.000267 36.39 -8.79
CALL 20240105 33,125 0 0.150 0.414 0.000273 37.23 -9.02
CALL 20240105 33,000 0 0.150 0.449 0.000276 37.79 -9.18
CALL 20240105 32,875 0 0.151 0.483 0.000276 38.08 -9.33
CALL 20240105 32,750 0 0.155 0.518 0.000269 38.07 -9.56
CALL 20240105 32,625 0 0.156 0.551 0.000265 37.80 -9.57
CALL 20240105 32,500 0 0.157 0.584 0.000260 37.27 -9.51
CALL 20240105 32,375 0 0.158 0.616 0.000252 36.50 -9.38
PUT 20240105 33,250 0 0.162 -0.609 0.000249 36.68 -9.51
PUT 20240105 33,125 0 0.162 -0.578 0.000253 37.38 -9.70
PUT 20240105 33,000 0 0.162 -0.546 0.000256 37.85 -9.84
PUT 20240105 32,875 0 0.163 -0.514 0.000256 38.09 -9.98
PUT 20240105 32,750 0 0.167 -0.482 0.000250 38.07 -10.21
PUT 20240105 32,625 0 0.168 -0.451 0.000247 37.82 -10.21
PUT 20240105 32,500 0 0.170 -0.421 0.000241 37.36 -10.18
PUT 20240105 32,375 0 0.171 -0.391 0.000235 36.69 -10.08
CALL 20240112 33,250 410 0.145 0.390 0.000251 40.58 -7.77
CALL 20240112 33,125 490 0.152 0.426 0.000243 41.47 -8.35
CALL 20240112 33,000 535 0.151 0.456 0.000249 41.94 -8.35
CALL 20240112 32,875 595 0.151 0.487 0.000249 42.17 -8.44
CALL 20240112 32,750 660 0.153 0.518 0.000247 42.15 -8.50
CALL 20240112 32,625 825 0.177 0.545 0.000212 41.92 -9.79
CALL 20240112 32,500 770 0.147 0.582 0.000251 41.30 -8.04
CALL 20240112 32,375 0 0.147 0.614 0.000247 40.47 -7.86
PUT 20240112 33,250 890 0.148 -0.607 0.000245 40.67 -7.87
PUT 20240112 33,125 820 0.150 -0.576 0.000248 41.44 -8.10
PUT 20240112 33,000 790 0.160 -0.541 0.000235 41.98 -8.77
PUT 20240112 32,875 710 0.157 -0.512 0.000240 42.18 -8.66
PUT 20240112 32,750 650 0.158 -0.482 0.000238 42.15 -8.72
PUT 20240112 32,625 525 0.143 -0.449 0.000262 41.85 -7.82
PUT 20240112 32,500 535 0.159 -0.423 0.000233 41.40 -8.61
PUT 20240112 32,375 460 0.154 -0.391 0.000236 40.60 -8.16
CALL 20240209 33,250 0 0.153 0.427 0.000184 54.68 -6.39
CALL 20240209 33,125 0 0.154 0.451 0.000184 55.18 -6.48
CALL 20240209 33,000 900 0.180 0.481 0.000159 55.55 -7.61
CALL 20240209 32,875 0 0.155 0.497 0.000185 55.61 -6.56
CALL 20240209 32,750 0 0.160 0.520 0.000179 55.54 -6.78
CALL 20240209 32,625 0 0.161 0.542 0.000177 55.30 -6.79
CALL 20240209 32,500 0 0.161 0.564 0.000175 54.88 -6.75
CALL 20240209 32,375 0 0.162 0.586 0.000172 54.31 -6.73
PUT 20240209 33,250 0 0.162 -0.567 0.000174 54.82 -6.68
PUT 20240209 33,125 0 0.163 -0.545 0.000175 55.25 -6.76
PUT 20240209 33,000 0 0.163 -0.524 0.000175 55.51 -6.80
PUT 20240209 32,875 0 0.164 -0.502 0.000175 55.61 -6.84
PUT 20240209 32,750 0 0.169 -0.480 0.000169 55.54 -7.06
PUT 20240209 32,625 0 0.170 -0.458 0.000168 55.31 -7.07
PUT 20240209 32,500 750 0.160 -0.435 0.000177 54.88 -6.61
PUT 20240209 32,375 0 0.171 -0.417 0.000163 54.40 -7.02