日経225先物・オプション価格情報
2023年12月07日(木)
先物終値
種別 限月 終値
NK225 202312 33,010
NK225 202403 32,860
種別 限月 終値
NK225M 202312 33,010
NK225M 202401 32,875
NK225M 202402 32,850
種別 限月 終値
NK225MC 202312 33,010
NK225MC 202401 32,875
NK225MC 202402 32,850
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 33,500 3 0.149 0.030 0.000264 1.18 -8.80
CALL 202312 33,375 5 0.130 0.053 0.000482 1.87 -12.11
CALL 202312 33,250 16 0.128 0.142 0.001010 3.87 -24.90
CALL 202312 33,125 42 0.127 0.302 0.001588 6.02 -38.30
CALL 202312 33,000 84 0.114 0.522 0.002015 6.88 -39.42
CALL 202312 32,875 135 0.000 0.000 0.000000 0.00 0.00
CALL 202312 32,750 220 0.000 0.000 0.000000 0.00 0.00
CALL 202312 32,625 260 0.000 0.000 0.000000 0.00 0.00
PUT 202312 33,500 675 0.549 -0.691 0.000372 6.09 -166.93
PUT 202312 33,375 500 0.405 -0.694 0.000501 6.06 -122.57
PUT 202312 33,250 360 0.317 -0.666 0.000664 6.29 -99.74
PUT 202312 33,125 315 0.367 -0.568 0.000620 6.79 -124.59
PUT 202312 33,000 160 0.239 -0.488 0.000964 6.89 -82.43
PUT 202312 32,875 100 0.230 -0.365 0.000944 6.49 -74.75
PUT 202312 32,750 64 0.236 -0.259 0.000794 5.59 -65.89
PUT 202312 32,625 43 0.249 -0.182 0.000615 4.57 -56.93
CALL 202401 33,500 370 0.140 0.377 0.000263 39.39 -7.67
CALL 202401 33,375 0 0.136 0.407 0.000276 40.23 -7.61
CALL 202401 33,250 460 0.137 0.443 0.000277 40.93 -7.85
CALL 202401 33,125 520 0.139 0.478 0.000277 41.29 -7.99
CALL 202401 33,000 575 0.137 0.512 0.000280 41.34 -7.94
CALL 202401 32,875 635 0.136 0.548 0.000280 41.06 -7.83
CALL 202401 32,750 700 0.136 0.583 0.000278 40.46 -7.67
CALL 202401 32,625 0 0.117 0.633 0.000310 39.03 -6.40
PUT 202401 33,500 1,080 0.195 -0.582 0.000193 40.47 -10.92
PUT 202401 33,375 645 0.106 -0.622 0.000346 39.41 -5.74
PUT 202401 33,250 915 0.191 -0.536 0.000201 41.19 -10.85
PUT 202401 33,125 855 0.193 -0.510 0.000200 41.34 -11.01
PUT 202401 33,000 730 0.178 -0.486 0.000216 41.33 -10.18
PUT 202401 32,875 685 0.182 -0.459 0.000210 41.14 -10.37
PUT 202401 32,750 610 0.178 -0.432 0.000213 40.76 -10.05
PUT 202401 32,625 575 0.183 -0.407 0.000204 40.24 -10.20
CALL 202402 33,500 610 0.149 0.420 0.000189 54.04 -6.34
CALL 202402 33,375 0 0.140 0.438 0.000204 54.48 -5.98
CALL 202402 33,250 0 0.139 0.463 0.000206 54.91 -6.01
CALL 202402 33,125 0 0.139 0.489 0.000207 55.12 -6.04
CALL 202402 33,000 0 0.139 0.515 0.000208 55.11 -6.02
CALL 202402 32,875 905 0.151 0.539 0.000190 54.87 -6.53
CALL 202402 32,750 0 0.138 0.567 0.000206 54.36 -5.91
CALL 202402 32,625 0 0.138 0.593 0.000204 53.64 -5.83
PUT 202402 33,500 0 0.198 -0.554 0.000145 54.65 -8.38
PUT 202402 33,375 0 0.198 -0.536 0.000145 54.92 -8.43
PUT 202402 33,250 0 0.197 -0.518 0.000146 55.09 -8.44
PUT 202402 33,125 0 0.197 -0.500 0.000147 55.14 -8.42
PUT 202402 33,000 1,030 0.188 -0.482 0.000153 55.09 -8.06
PUT 202402 32,875 0 0.197 -0.463 0.000146 54.91 -8.39
PUT 202402 32,750 0 0.197 -0.445 0.000145 54.61 -8.35
PUT 202402 32,625 0 0.197 -0.426 0.000144 54.20 -8.29
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 33,500 2 0.140 0.022 0.000220 0.92 -6.41
CALL 20231208 33,375 8 0.144 0.073 0.000556 2.38 -17.15
CALL 20231208 33,250 20 0.138 0.160 0.001016 4.20 -29.05
CALL 20231208 33,125 36 0.117 0.286 0.001683 5.88 -34.41
CALL 20231208 33,000 83 0.113 0.522 0.002041 6.88 -38.92
CALL 20231208 32,875 140 0.061 0.901 0.001653 3.00 -9.22
CALL 20231208 32,750 210 0.000 0.000 0.000000 0.00 0.00
CALL 20231208 32,625 295 0.000 0.000 0.000000 0.00 0.00
PUT 20231208 33,500 570 0.365 -0.777 0.000474 5.15 -93.87
PUT 20231208 33,375 465 0.346 -0.725 0.000558 5.76 -99.56
PUT 20231208 33,250 355 0.309 -0.670 0.000678 6.26 -96.75
PUT 20231208 33,125 250 0.271 -0.594 0.000829 6.70 -90.65
PUT 20231208 33,000 155 0.232 -0.488 0.000994 6.89 -79.93
PUT 20231208 32,875 105 0.238 -0.369 0.000917 6.52 -77.53
PUT 20231208 32,750 58 0.225 -0.249 0.000816 5.48 -61.60
PUT 20231208 32,625 36 0.233 -0.167 0.000620 4.32 -50.41
CALL 20231215 33,500 100 0.142 0.245 0.000453 15.38 -13.67
CALL 20231215 33,375 160 0.157 0.323 0.000467 17.54 -17.29
CALL 20231215 33,250 170 0.140 0.367 0.000552 18.41 -16.09
CALL 20231215 33,125 240 0.150 0.443 0.000537 19.29 -18.17
CALL 20231215 33,000 260 0.131 0.511 0.000625 19.49 -15.96
CALL 20231215 32,875 315 0.124 0.592 0.000641 18.97 -14.74
CALL 20231215 32,750 415 0.136 0.657 0.000553 17.97 -15.35
CALL 20231215 32,625 0 0.111 0.765 0.000566 15.02 -10.50
PUT 20231215 33,500 525 0.095 -0.850 0.000501 11.37 -6.68
PUT 20231215 33,375 655 0.229 -0.620 0.000340 18.60 -26.61
PUT 20231215 33,250 580 0.230 -0.577 0.000348 19.13 -27.46
PUT 20231215 33,125 470 0.210 -0.538 0.000387 19.41 -25.44
PUT 20231215 33,000 405 0.211 -0.490 0.000388 19.49 -25.60
PUT 20231215 32,875 380 0.229 -0.445 0.000354 19.31 -27.54
PUT 20231215 32,750 290 0.210 -0.393 0.000375 18.79 -24.59
PUT 20231215 32,625 240 0.208 -0.346 0.000362 18.02 -23.44
CALL 20231222 33,500 205 0.150 0.320 0.000356 23.92 -11.98
CALL 20231222 33,375 240 0.147 0.362 0.000380 25.09 -12.36
CALL 20231222 33,250 385 0.185 0.431 0.000318 26.30 -16.24
CALL 20231222 33,125 340 0.147 0.460 0.000402 26.56 -13.09
CALL 20231222 33,000 380 0.140 0.510 0.000425 26.69 -12.52
CALL 20231222 32,875 435 0.136 0.565 0.000432 26.34 -12.01
CALL 20231222 32,750 0 0.132 0.622 0.000429 25.45 -11.28
CALL 20231222 32,625 0 0.130 0.677 0.000413 24.02 -10.47
PUT 20231222 33,500 0 0.210 -0.627 0.000270 25.33 -17.66
PUT 20231222 33,375 430 0.073 -0.767 0.000623 20.47 -4.94
PUT 20231222 33,250 0 0.212 -0.558 0.000278 26.41 -18.60
PUT 20231222 33,125 510 0.169 -0.533 0.000352 26.60 -14.90
PUT 20231222 33,000 315 0.120 -0.490 0.000496 26.69 -10.64
PUT 20231222 32,875 475 0.203 -0.452 0.000292 26.50 -17.88
PUT 20231222 32,750 0 0.201 -0.415 0.000290 26.08 -17.44
PUT 20231222 32,625 0 0.208 -0.382 0.000275 25.52 -17.62
CALL 20231229 33,500 0 0.141 0.342 0.000322 29.75 -9.55
CALL 20231229 33,375 0 0.140 0.382 0.000336 30.90 -9.85
CALL 20231229 33,250 0 0.139 0.423 0.000348 31.73 -10.04
CALL 20231229 33,125 0 0.138 0.467 0.000354 32.22 -10.18
CALL 20231229 33,000 0 0.137 0.511 0.000360 32.32 -10.09
CALL 20231229 32,875 0 0.136 0.556 0.000358 32.01 -9.95
CALL 20231229 32,750 0 0.137 0.600 0.000349 31.30 -9.77
CALL 20231229 32,625 0 0.134 0.646 0.000341 30.15 -9.27
PUT 20231229 33,500 0 0.207 -0.604 0.000229 31.23 -14.66
PUT 20231229 33,375 0 0.205 -0.576 0.000236 31.74 -14.72
PUT 20231229 33,250 0 0.203 -0.548 0.000241 32.10 -14.73
PUT 20231229 33,125 0 0.202 -0.518 0.000244 32.30 -14.75
PUT 20231229 33,000 0 0.200 -0.487 0.000247 32.31 -14.61
PUT 20231229 32,875 0 0.200 -0.456 0.000245 32.14 -14.54
PUT 20231229 32,750 0 0.201 -0.426 0.000241 31.78 -14.48
PUT 20231229 32,625 0 0.200 -0.396 0.000237 31.22 -14.18
CALL 20240105 33,500 0 0.139 0.361 0.000290 34.86 -8.39
CALL 20240105 33,375 0 0.138 0.397 0.000300 35.88 -8.57
CALL 20240105 33,250 0 0.137 0.434 0.000308 36.61 -8.71
CALL 20240105 33,125 0 0.137 0.473 0.000312 37.03 -8.80
CALL 20240105 33,000 0 0.136 0.512 0.000315 37.10 -8.74
CALL 20240105 32,875 0 0.136 0.551 0.000313 36.82 -8.67
CALL 20240105 32,750 0 0.137 0.590 0.000305 36.18 -8.59
CALL 20240105 32,625 0 0.136 0.628 0.000299 35.18 -8.30
PUT 20240105 33,500 0 0.197 -0.594 0.000212 36.09 -12.17
PUT 20240105 33,375 0 0.194 -0.568 0.000217 36.58 -12.21
PUT 20240105 33,250 0 0.193 -0.542 0.000221 36.92 -12.24
PUT 20240105 33,125 0 0.192 -0.514 0.000223 37.10 -12.24
PUT 20240105 33,000 0 0.191 -0.486 0.000225 37.10 -12.16
PUT 20240105 32,875 0 0.191 -0.458 0.000223 36.92 -12.12
PUT 20240105 32,750 0 0.193 -0.431 0.000219 36.56 -12.13
PUT 20240105 32,625 0 0.193 -0.403 0.000216 36.03 -11.95
CALL 20240112 33,500 380 0.142 0.380 0.000259 39.47 -7.82
CALL 20240112 33,375 0 0.130 0.402 0.000288 40.11 -7.25
CALL 20240112 33,250 460 0.137 0.443 0.000277 40.93 -7.85
CALL 20240112 33,125 520 0.139 0.478 0.000277 41.29 -7.99
CALL 20240112 33,000 580 0.139 0.512 0.000277 41.34 -8.01
CALL 20240112 32,875 0 0.129 0.549 0.000297 41.04 -7.38
CALL 20240112 32,750 710 0.138 0.582 0.000273 40.49 -7.81
CALL 20240112 32,625 795 0.141 0.614 0.000261 39.67 -7.83
PUT 20240112 33,500 720 0.104 -0.667 0.000337 37.69 -5.39
PUT 20240112 33,375 1,020 0.199 -0.557 0.000192 40.94 -11.25
PUT 20240112 33,250 890 0.185 -0.538 0.000208 41.17 -10.50
PUT 20240112 33,125 805 0.181 -0.512 0.000213 41.34 -10.32
PUT 20240112 33,000 735 0.179 -0.486 0.000214 41.33 -10.25
PUT 20240112 32,875 720 0.191 -0.460 0.000201 41.15 -10.86
PUT 20240112 32,750 635 0.184 -0.434 0.000206 40.78 -10.40
PUT 20240112 32,625 570 0.182 -0.407 0.000206 40.23 -10.13
CALL 20240209 33,500 0 0.149 0.420 0.000190 54.02 -6.31
CALL 20240209 33,375 0 0.149 0.443 0.000192 54.59 -6.38
CALL 20240209 33,250 0 0.149 0.467 0.000194 54.96 -6.42
CALL 20240209 33,125 0 0.148 0.491 0.000194 55.13 -6.43
CALL 20240209 33,000 835 0.150 0.516 0.000192 55.10 -6.50
CALL 20240209 32,875 0 0.149 0.540 0.000193 54.87 -6.43
CALL 20240209 32,750 0 0.150 0.564 0.000190 54.44 -6.42
CALL 20240209 32,625 0 0.150 0.587 0.000188 53.82 -6.36
PUT 20240209 33,500 0 0.187 -0.558 0.000153 54.55 -7.90
PUT 20240209 33,375 0 0.187 -0.540 0.000154 54.87 -7.95
PUT 20240209 33,250 0 0.186 -0.521 0.000155 55.07 -7.96
PUT 20240209 33,125 0 0.186 -0.501 0.000155 55.14 -7.97
PUT 20240209 33,000 0 0.186 -0.482 0.000155 55.09 -7.96
PUT 20240209 32,875 0 0.187 -0.463 0.000154 54.90 -7.96
PUT 20240209 32,750 0 0.188 -0.444 0.000152 54.59 -7.97
PUT 20240209 32,625 0 0.189 -0.425 0.000150 54.16 -7.94