日経225先物・オプション価格情報
2023年12月06日(水)
先物終値
種別 限月 終値
NK225 202312 33,450
NK225 202403 33,380
種別 限月 終値
NK225M 202312 33,450
NK225M 202401 33,390
NK225M 202402 33,380
種別 限月 終値
NK225MC 202312 33,450
NK225MC 202401 33,390
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 32 0.165 0.152 0.000576 5.82 -23.99
CALL 202312 33,750 57 0.167 0.237 0.000747 7.64 -31.88
CALL 202312 33,625 90 0.164 0.336 0.000897 9.03 -37.13
CALL 202312 33,500 130 0.155 0.451 0.001029 9.80 -38.13
CALL 202312 33,375 200 0.162 0.577 0.000978 9.69 -39.25
CALL 202312 33,250 275 0.157 0.699 0.000895 8.62 -33.93
CALL 202312 33,125 360 0.144 0.821 0.000731 6.47 -23.44
CALL 202312 33,000 490 0.187 0.838 0.000530 6.07 -28.45
PUT 202312 33,875 0 0.173 -0.836 0.000577 6.13 -26.51
PUT 202312 33,750 410 0.231 -0.696 0.000611 8.66 -50.06
PUT 202312 33,625 295 0.197 -0.637 0.000769 9.29 -45.74
PUT 202312 33,500 195 0.171 -0.544 0.000937 9.82 -41.89
PUT 202312 33,375 140 0.177 -0.429 0.000894 9.72 -43.08
PUT 202312 33,250 95 0.180 -0.324 0.000806 8.90 -40.05
PUT 202312 33,125 67 0.189 -0.241 0.000664 7.71 -36.47
PUT 202312 33,000 45 0.195 -0.172 0.000528 6.32 -30.84
CALL 202401 33,875 370 0.130 0.389 0.000277 40.83 -7.20
CALL 202401 33,750 470 0.142 0.432 0.000260 41.86 -8.08
CALL 202401 33,625 520 0.141 0.464 0.000264 42.31 -8.12
CALL 202401 33,500 580 0.142 0.497 0.000264 42.49 -8.19
CALL 202401 33,375 640 0.141 0.530 0.000264 42.37 -8.14
CALL 202401 33,250 715 0.144 0.562 0.000258 41.97 -8.19
CALL 202401 33,125 755 0.136 0.598 0.000267 41.19 -7.64
CALL 202401 33,000 865 0.145 0.625 0.000246 40.38 -7.97
PUT 202401 33,875 0 0.161 -0.587 0.000227 41.48 -8.96
PUT 202401 33,750 870 0.167 -0.556 0.000222 42.08 -9.43
PUT 202401 33,625 0 0.160 -0.530 0.000233 42.37 -9.13
PUT 202401 33,500 715 0.163 -0.500 0.000230 42.49 -9.29
PUT 202401 33,375 645 0.161 -0.472 0.000232 42.38 -9.18
PUT 202401 33,250 600 0.165 -0.443 0.000225 42.06 -9.31
PUT 202401 33,125 610 0.180 -0.421 0.000203 41.64 -10.12
PUT 202401 33,000 485 0.163 -0.386 0.000220 40.75 -8.94
CALL 202402 33,875 0 0.151 0.435 0.000185 55.57 -6.50
CALL 202402 33,750 480 0.109 0.434 0.000256 55.53 -4.69
CALL 202402 33,625 760 0.149 0.481 0.000189 56.25 -6.49
CALL 202402 33,500 565 0.104 0.497 0.000271 56.31 -4.55
CALL 202402 33,375 0 0.153 0.528 0.000185 56.18 -6.65
CALL 202402 33,250 660 0.098 0.567 0.000284 55.51 -4.24
CALL 202402 33,125 0 0.156 0.573 0.000179 55.37 -6.68
CALL 202402 33,000 785 0.094 0.643 0.000281 52.67 -3.87
PUT 202402 33,875 0 0.165 -0.557 0.000170 55.73 -7.00
PUT 202402 33,750 0 0.165 -0.536 0.000171 56.08 -7.06
PUT 202402 33,625 0 0.166 -0.515 0.000170 56.28 -7.14
PUT 202402 33,500 0 0.167 -0.493 0.000169 56.31 -7.18
PUT 202402 33,375 0 0.167 -0.472 0.000169 56.18 -7.18
PUT 202402 33,250 0 0.168 -0.451 0.000167 55.89 -7.18
PUT 202402 33,125 0 0.169 -0.430 0.000165 55.46 -7.16
PUT 202402 33,000 740 0.170 -0.410 0.000162 54.88 -7.14
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 32 0.165 0.152 0.000576 5.82 -23.99
CALL 20231208 33,750 58 0.168 0.239 0.000745 7.67 -32.26
CALL 20231208 33,625 89 0.163 0.335 0.000902 9.02 -36.83
CALL 20231208 33,500 130 0.155 0.451 0.001029 9.80 -38.13
CALL 20231208 33,375 195 0.157 0.579 0.001009 9.68 -37.96
CALL 20231208 33,250 275 0.157 0.699 0.000895 8.62 -33.93
CALL 20231208 33,125 380 0.173 0.779 0.000692 7.35 -31.90
CALL 20231208 33,000 485 0.178 0.849 0.000530 5.80 -25.95
PUT 20231208 33,875 0 0.178 -0.829 0.000576 6.29 -27.96
PUT 20231208 33,750 390 0.208 -0.716 0.000658 8.39 -43.55
PUT 20231208 33,625 300 0.203 -0.633 0.000751 9.32 -47.15
PUT 20231208 33,500 210 0.186 -0.540 0.000861 9.83 -45.69
PUT 20231208 33,375 140 0.177 -0.429 0.000894 9.72 -43.08
PUT 20231208 33,250 93 0.178 -0.322 0.000814 8.88 -39.45
PUT 20231208 33,125 67 0.189 -0.241 0.000664 7.71 -36.47
PUT 20231208 33,000 46 0.197 -0.174 0.000528 6.37 -31.31
CALL 20231215 33,875 165 0.159 0.311 0.000423 18.56 -16.43
CALL 20231215 33,750 210 0.161 0.367 0.000445 19.78 -17.72
CALL 20231215 33,625 250 0.157 0.421 0.000474 20.55 -17.96
CALL 20231215 33,500 305 0.157 0.481 0.000484 20.93 -18.29
CALL 20231215 33,375 370 0.158 0.541 0.000478 20.84 -18.34
CALL 20231215 33,250 445 0.160 0.599 0.000459 20.30 -18.14
CALL 20231215 33,125 410 0.100 0.737 0.000624 17.14 -9.55
CALL 20231215 33,000 245 0.000 0.000 0.000000 0.00 0.00
PUT 20231215 33,875 0 0.161 -0.686 0.000419 18.62 -16.60
PUT 20231215 33,750 575 0.194 -0.609 0.000377 20.16 -21.66
PUT 20231215 33,625 0 0.167 -0.574 0.000448 20.60 -19.01
PUT 20231215 33,500 385 0.172 -0.516 0.000442 20.94 -19.91
PUT 20231215 33,375 0 0.170 -0.461 0.000445 20.85 -19.64
PUT 20231215 33,250 275 0.176 -0.408 0.000421 20.40 -19.85
PUT 20231215 33,125 230 0.178 -0.358 0.000400 19.60 -19.31
PUT 20231215 33,000 190 0.179 -0.310 0.000375 18.53 -18.41
CALL 20231222 33,875 255 0.154 0.355 0.000344 26.06 -12.61
CALL 20231222 33,750 235 0.130 0.377 0.000417 26.61 -10.85
CALL 20231222 33,625 195 0.097 0.404 0.000567 27.12 -8.30
CALL 20231222 33,500 0 0.161 0.490 0.000353 27.93 -14.12
CALL 20231222 33,375 0 0.163 0.533 0.000348 27.84 -14.26
CALL 20231222 33,250 0 0.161 0.578 0.000347 27.41 -13.86
CALL 20231222 33,125 0 0.164 0.619 0.000332 26.68 -13.71
CALL 20231222 33,000 0 0.167 0.658 0.000315 25.72 -13.46
PUT 20231222 33,875 0 0.162 -0.638 0.000330 26.24 -13.22
PUT 20231222 33,750 0 0.165 -0.595 0.000336 27.14 -13.92
PUT 20231222 33,625 0 0.164 -0.553 0.000344 27.69 -14.16
PUT 20231222 33,500 0 0.163 -0.510 0.000349 27.93 -14.20
PUT 20231222 33,375 0 0.165 -0.467 0.000343 27.84 -14.34
PUT 20231222 33,250 0 0.168 -0.425 0.000333 27.44 -14.36
PUT 20231222 33,125 0 0.171 -0.385 0.000320 26.77 -14.24
PUT 20231222 33,000 295 0.176 -0.349 0.000301 25.92 -14.21
CALL 20231229 33,875 0 0.149 0.375 0.000304 31.85 -10.33
CALL 20231229 33,750 0 0.149 0.414 0.000312 32.71 -10.62
CALL 20231229 33,625 0 0.149 0.453 0.000316 33.26 -10.82
CALL 20231229 33,500 0 0.150 0.492 0.000317 33.49 -10.96
CALL 20231229 33,375 0 0.150 0.532 0.000315 33.39 -10.97
CALL 20231229 33,250 0 0.154 0.570 0.000305 32.98 -11.06
CALL 20231229 33,125 0 0.154 0.608 0.000297 32.27 -10.87
CALL 20231229 33,000 0 0.155 0.644 0.000287 31.28 -10.58
PUT 20231229 33,875 0 0.163 -0.613 0.000280 32.15 -11.35
PUT 20231229 33,750 0 0.163 -0.578 0.000286 32.86 -11.58
PUT 20231229 33,625 0 0.163 -0.542 0.000290 33.31 -11.75
PUT 20231229 33,500 0 0.164 -0.506 0.000290 33.50 -11.87
PUT 20231229 33,375 0 0.165 -0.470 0.000288 33.40 -11.91
PUT 20231229 33,250 0 0.167 -0.434 0.000280 33.04 -11.99
PUT 20231229 33,125 0 0.169 -0.400 0.000273 32.44 -11.86
PUT 20231229 33,000 0 0.170 -0.367 0.000264 31.61 -11.62
CALL 20240105 33,875 0 0.145 0.390 0.000275 36.78 -8.93
CALL 20240105 33,750 0 0.145 0.424 0.000281 37.56 -9.15
CALL 20240105 33,625 0 0.146 0.459 0.000284 38.06 -9.28
CALL 20240105 33,500 0 0.146 0.495 0.000285 38.25 -9.36
CALL 20240105 33,375 0 0.147 0.530 0.000282 38.15 -9.40
CALL 20240105 33,250 0 0.151 0.564 0.000272 37.76 -9.55
CALL 20240105 33,125 0 0.152 0.598 0.000265 37.10 -9.45
CALL 20240105 33,000 0 0.153 0.631 0.000258 36.19 -9.26
PUT 20240105 33,875 0 0.158 -0.600 0.000255 37.04 -9.69
PUT 20240105 33,750 0 0.158 -0.569 0.000260 37.69 -9.87
PUT 20240105 33,625 0 0.158 -0.536 0.000262 38.10 -10.00
PUT 20240105 33,500 0 0.158 -0.503 0.000263 38.26 -10.05
PUT 20240105 33,375 0 0.159 -0.471 0.000260 38.15 -10.09
PUT 20240105 33,250 0 0.163 -0.439 0.000252 37.81 -10.25
PUT 20240105 33,125 0 0.165 -0.408 0.000246 37.24 -10.17
PUT 20240105 33,000 0 0.165 -0.378 0.000240 36.45 -10.01
CALL 20240112 33,875 405 0.138 0.397 0.000261 41.05 -7.72
CALL 20240112 33,750 465 0.141 0.431 0.000262 41.85 -8.01
CALL 20240112 33,625 530 0.144 0.465 0.000260 42.32 -8.26
CALL 20240112 33,500 575 0.141 0.497 0.000266 42.49 -8.12
CALL 20240112 33,375 650 0.144 0.530 0.000260 42.37 -8.28
CALL 20240112 33,250 685 0.136 0.564 0.000271 41.93 -7.78
CALL 20240112 33,125 0 0.144 0.594 0.000253 41.30 -8.09
CALL 20240112 33,000 820 0.134 0.634 0.000264 40.08 -7.30
PUT 20240112 33,875 0 0.153 -0.592 0.000238 41.35 -8.49
PUT 20240112 33,750 0 0.161 -0.558 0.000231 42.03 -9.07
PUT 20240112 33,625 810 0.169 -0.527 0.000221 42.39 -9.65
PUT 20240112 33,500 710 0.161 -0.501 0.000232 42.49 -9.22
PUT 20240112 33,375 0 0.161 -0.472 0.000232 42.38 -9.19
PUT 20240112 33,250 600 0.165 -0.443 0.000225 42.06 -9.31
PUT 20240112 33,125 575 0.172 -0.418 0.000213 41.58 -9.63
PUT 20240112 33,000 490 0.164 -0.387 0.000219 40.77 -9.02
CALL 20240209 33,875 0 0.150 0.435 0.000185 55.56 -6.47
CALL 20240209 33,750 0 0.151 0.458 0.000186 56.00 -6.55
CALL 20240209 33,625 0 0.151 0.481 0.000186 56.25 -6.59
CALL 20240209 33,500 0 0.152 0.505 0.000186 56.31 -6.63
CALL 20240209 33,375 0 0.153 0.528 0.000184 56.18 -6.65
CALL 20240209 33,250 0 0.158 0.550 0.000178 55.87 -6.82
CALL 20240209 33,125 0 0.158 0.572 0.000176 55.39 -6.79
CALL 20240209 33,000 785 0.094 0.643 0.000281 52.67 -3.87
PUT 20240209 33,875 0 0.159 -0.560 0.000175 55.67 -6.77
PUT 20240209 33,750 0 0.160 -0.538 0.000176 56.06 -6.84
PUT 20240209 33,625 0 0.161 -0.516 0.000176 56.27 -6.90
PUT 20240209 33,500 0 0.161 -0.494 0.000176 56.31 -6.92
PUT 20240209 33,375 0 0.162 -0.472 0.000174 56.18 -6.95
PUT 20240209 33,250 0 0.167 -0.451 0.000168 55.89 -7.12
PUT 20240209 33,125 0 0.167 -0.430 0.000166 55.45 -7.10
PUT 20240209 33,000 0 0.167 -0.409 0.000165 54.85 -7.02