日経225先物・オプション価格情報
2023年12月08日(金)
先物終値
種別 限月 終値
NK225 202403 32,200
NK225 202406 31,910
種別 限月 終値
NK225M 202401 32,220
NK225M 202402 32,235
NK225M 202403 32,200
種別 限月 終値
NK225MC 202401 32,220
NK225MC 202402 32,235
NK225MC 202403 32,200
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 202401 32,625 505 0.174 0.415 0.000225 38.87 -9.68
CALL 202401 32,500 555 0.174 0.443 0.000228 39.37 -9.80
CALL 202401 32,375 600 0.171 0.471 0.000233 39.67 -9.74
CALL 202401 32,250 685 0.178 0.500 0.000225 39.78 -10.15
CALL 202401 32,125 730 0.174 0.529 0.000230 39.68 -9.89
CALL 202401 32,000 820 0.180 0.556 0.000220 39.38 -10.18
CALL 202401 31,875 890 0.180 0.584 0.000217 38.90 -10.08
CALL 202401 31,750 955 0.179 0.612 0.000215 38.21 -9.80
PUT 202401 32,625 925 0.173 -0.585 0.000226 38.86 -9.57
PUT 202401 32,500 850 0.173 -0.557 0.000229 39.37 -9.68
PUT 202401 32,375 785 0.174 -0.529 0.000229 39.68 -9.84
PUT 202401 32,250 740 0.180 -0.499 0.000222 39.78 -10.18
PUT 202401 32,125 655 0.175 -0.471 0.000229 39.68 -9.85
PUT 202401 32,000 600 0.176 -0.443 0.000225 39.37 -9.84
PUT 202401 31,875 550 0.177 -0.415 0.000220 38.88 -9.81
PUT 202401 31,750 515 0.182 -0.390 0.000211 38.25 -9.91
CALL 202402 32,625 0 0.182 0.447 0.000163 52.89 -7.66
CALL 202402 32,500 810 0.177 0.465 0.000168 53.17 -7.52
CALL 202402 32,375 0 0.185 0.488 0.000162 53.34 -7.85
CALL 202402 32,250 945 0.181 0.508 0.000165 53.36 -7.71
CALL 202402 32,125 0 0.187 0.528 0.000159 53.23 -7.93
CALL 202402 32,000 1,070 0.181 0.549 0.000163 52.97 -7.66
CALL 202402 31,875 0 0.190 0.568 0.000155 52.60 -7.96
CALL 202402 31,750 1,395 0.218 0.580 0.000134 52.28 -9.08
PUT 202402 32,625 0 0.172 -0.558 0.000172 52.81 -7.14
PUT 202402 32,500 0 0.173 -0.536 0.000172 53.15 -7.23
PUT 202402 32,375 0 0.174 -0.514 0.000171 53.33 -7.32
PUT 202402 32,250 925 0.169 -0.494 0.000176 53.36 -7.11
PUT 202402 32,125 0 0.177 -0.472 0.000168 53.24 -7.43
PUT 202402 32,000 895 0.187 -0.452 0.000158 52.98 -7.82
PUT 202402 31,875 0 0.180 -0.430 0.000164 52.55 -7.45
PUT 202402 31,750 695 0.171 -0.407 0.000170 51.90 -6.99
CALL 202403 32,625 0 0.181 0.461 0.000136 63.84 -6.38
CALL 202403 32,500 0 0.182 0.478 0.000136 64.05 -6.44
CALL 202403 32,375 0 0.183 0.496 0.000136 64.14 -6.49
CALL 202403 32,250 1,190 0.189 0.513 0.000131 64.11 -6.69
CALL 202403 32,125 0 0.185 0.530 0.000134 63.97 -6.54
CALL 202403 32,000 1,360 0.196 0.546 0.000126 63.72 -6.91
CALL 202403 31,875 0 0.188 0.563 0.000131 63.35 -6.57
CALL 202403 31,750 0 0.189 0.579 0.000129 62.88 -6.56
PUT 202403 32,625 0 0.177 -0.541 0.000140 63.81 -6.14
PUT 202403 32,500 0 0.178 -0.523 0.000139 64.04 -6.20
PUT 202403 32,375 0 0.179 -0.505 0.000139 64.14 -6.25
PUT 202403 32,250 0 0.179 -0.488 0.000138 64.11 -6.27
PUT 202403 32,125 0 0.181 -0.471 0.000137 63.97 -6.32
PUT 202403 32,000 980 0.169 -0.453 0.000146 63.69 -5.87
PUT 202403 31,875 0 0.182 -0.437 0.000134 63.33 -6.30
PUT 202403 31,750 0 0.184 -0.420 0.000132 62.85 -6.30
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 20231215 32,625 180 0.197 0.320 0.000408 15.95 -22.44
CALL 20231215 32,500 235 0.204 0.377 0.000417 16.94 -24.77
CALL 20231215 32,375 300 0.214 0.433 0.000413 17.54 -26.79
CALL 20231215 32,250 350 0.210 0.485 0.000425 17.78 -26.73
CALL 20231215 32,125 0 0.233 0.535 0.000382 17.72 -29.54
CALL 20231215 32,000 555 0.252 0.578 0.000348 17.45 -31.51
CALL 20231215 31,875 0 0.250 0.622 0.000340 16.95 -30.38
CALL 20231215 31,750 0 0.254 0.662 0.000322 16.30 -29.67
PUT 20231215 32,625 505 0.131 -0.762 0.000530 13.79 -12.81
PUT 20231215 32,500 470 0.166 -0.652 0.000499 16.48 -19.48
PUT 20231215 32,375 400 0.171 -0.586 0.000511 17.38 -21.17
PUT 20231215 32,250 340 0.177 -0.520 0.000505 17.77 -22.39
PUT 20231215 32,125 305 0.192 -0.460 0.000463 17.70 -24.25
PUT 20231215 32,000 225 0.178 -0.395 0.000486 17.17 -21.76
PUT 20231215 31,875 200 0.191 -0.346 0.000433 16.44 -22.40
PUT 20231215 31,750 180 0.205 -0.305 0.000384 15.61 -22.79
CALL 20231222 32,625 335 0.205 0.380 0.000294 24.01 -17.63
CALL 20231222 32,500 0 0.216 0.422 0.000287 24.68 -19.09
CALL 20231222 32,375 455 0.213 0.457 0.000295 25.01 -19.07
CALL 20231222 32,250 500 0.208 0.493 0.000304 25.15 -18.74
CALL 20231222 32,125 0 0.222 0.530 0.000285 25.09 -19.91
CALL 20231222 32,000 0 0.228 0.565 0.000274 24.83 -20.23
CALL 20231222 31,875 0 0.230 0.598 0.000267 24.39 -20.07
CALL 20231222 31,750 0 0.235 0.629 0.000255 23.83 -20.05
PUT 20231222 32,625 540 0.110 -0.725 0.000482 21.06 -8.20
PUT 20231222 32,500 630 0.184 -0.594 0.000334 24.46 -16.03
PUT 20231222 32,375 410 0.125 -0.582 0.000495 24.62 -10.95
PUT 20231222 32,250 460 0.173 -0.511 0.000366 25.15 -15.48
PUT 20231222 32,125 0 0.172 -0.465 0.000367 25.06 -15.31
PUT 20231222 32,000 375 0.187 -0.425 0.000332 24.71 -16.46
PUT 20231222 31,875 255 0.159 -0.366 0.000376 23.72 -13.40
PUT 20231222 31,750 285 0.191 -0.346 0.000306 23.26 -15.83
CALL 20231229 32,625 0 0.191 0.397 0.000262 29.77 -13.56
CALL 20231229 32,500 0 0.193 0.430 0.000263 30.34 -14.00
CALL 20231229 32,375 0 0.195 0.464 0.000264 30.68 -14.27
CALL 20231229 32,250 0 0.196 0.497 0.000263 30.81 -14.46
CALL 20231229 32,125 0 0.198 0.529 0.000260 30.73 -14.57
CALL 20231229 32,000 0 0.201 0.562 0.000255 30.45 -14.58
CALL 20231229 31,875 0 0.203 0.592 0.000247 29.98 -14.56
CALL 20231229 31,750 0 0.206 0.622 0.000238 29.37 -14.49
PUT 20231229 32,625 0 0.172 -0.616 0.000288 29.49 -12.01
PUT 20231229 32,500 0 0.175 -0.579 0.000289 30.21 -12.54
PUT 20231229 32,375 0 0.177 -0.542 0.000291 30.64 -12.85
PUT 20231229 32,250 0 0.179 -0.505 0.000289 30.81 -13.05
PUT 20231229 32,125 0 0.180 -0.469 0.000286 30.72 -13.14
PUT 20231229 32,000 0 0.182 -0.434 0.000279 30.39 -13.16
PUT 20231229 31,875 0 0.184 -0.400 0.000271 29.84 -13.07
PUT 20231229 31,750 0 0.188 -0.368 0.000260 29.12 -12.97
CALL 20240105 32,625 0 0.184 0.409 0.000237 34.64 -11.40
CALL 20240105 32,500 0 0.186 0.439 0.000238 35.17 -11.71
CALL 20240105 32,375 0 0.187 0.469 0.000238 35.47 -11.90
CALL 20240105 32,250 0 0.189 0.499 0.000237 35.58 -12.04
CALL 20240105 32,125 0 0.190 0.529 0.000234 35.49 -12.11
CALL 20240105 32,000 0 0.193 0.558 0.000230 35.21 -12.16
CALL 20240105 31,875 0 0.195 0.586 0.000224 34.76 -12.15
CALL 20240105 31,750 0 0.198 0.612 0.000217 34.16 -12.11
PUT 20240105 32,625 0 0.168 -0.602 0.000258 34.42 -10.25
PUT 20240105 32,500 0 0.170 -0.568 0.000259 35.06 -10.59
PUT 20240105 32,375 0 0.172 -0.535 0.000260 35.44 -10.81
PUT 20240105 32,250 620 0.167 -0.503 0.000267 35.58 -10.59
PUT 20240105 32,125 0 0.175 -0.471 0.000255 35.48 -11.03
PUT 20240105 32,000 0 0.177 -0.439 0.000250 35.16 -11.06
PUT 20240105 31,875 0 0.179 -0.409 0.000243 34.64 -11.03
PUT 20240105 31,750 0 0.181 -0.380 0.000235 33.94 -10.96
CALL 20240112 32,625 490 0.170 0.413 0.000230 38.82 -9.46
CALL 20240112 32,500 540 0.170 0.441 0.000233 39.34 -9.58
CALL 20240112 32,375 610 0.174 0.471 0.000230 39.68 -9.88
CALL 20240112 32,250 675 0.175 0.500 0.000228 39.78 -10.01
CALL 20240112 32,125 750 0.179 0.529 0.000223 39.68 -10.18
CALL 20240112 32,000 825 0.181 0.556 0.000218 39.39 -10.25
CALL 20240112 31,875 940 0.193 0.580 0.000203 38.98 -10.81
CALL 20240112 31,750 0 0.190 0.607 0.000203 38.35 -10.44
PUT 20240112 32,625 840 0.151 -0.600 0.000256 38.51 -8.27
PUT 20240112 32,500 855 0.174 -0.557 0.000227 39.37 -9.75
PUT 20240112 32,375 815 0.182 -0.526 0.000219 39.69 -10.27
PUT 20240112 32,250 730 0.177 -0.500 0.000225 39.78 -10.04
PUT 20240112 32,125 695 0.185 -0.472 0.000216 39.68 -10.42
PUT 20240112 32,000 615 0.180 -0.444 0.000221 39.38 -10.06
PUT 20240112 31,875 520 0.170 -0.412 0.000230 38.82 -9.37
PUT 20240112 31,750 515 0.182 -0.390 0.000211 38.25 -9.91
CALL 20240209 32,625 805 0.186 0.449 0.000159 52.93 -7.87
CALL 20240209 32,500 905 0.195 0.471 0.000152 53.23 -8.28
CALL 20240209 32,375 910 0.186 0.488 0.000161 53.35 -7.89
CALL 20240209 32,250 930 0.178 0.507 0.000167 53.36 -7.59
CALL 20240209 32,125 0 0.187 0.528 0.000159 53.23 -7.93
CALL 20240209 32,000 1,165 0.199 0.547 0.000149 52.99 -8.42
CALL 20240209 31,875 0 0.191 0.567 0.000154 52.60 -8.01
CALL 20240209 31,750 0 0.191 0.587 0.000153 52.10 -7.93
PUT 20240209 32,625 1,075 0.158 -0.565 0.000186 52.65 -6.55
PUT 20240209 32,500 945 0.147 -0.547 0.000201 53.00 -6.14
PUT 20240209 32,375 1,025 0.175 -0.514 0.000170 53.34 -7.37
PUT 20240209 32,250 970 0.177 -0.493 0.000168 53.36 -7.47
PUT 20240209 32,125 950 0.186 -0.472 0.000160 53.23 -7.80
PUT 20240209 32,000 885 0.185 -0.452 0.000160 52.98 -7.74
PUT 20240209 31,875 605 0.143 -0.419 0.000204 52.28 -5.89
PUT 20240209 31,750 0 0.181 -0.410 0.000160 52.01 -7.44
CALL 20240308 32,625 0 0.181 0.461 0.000136 63.84 -6.39
CALL 20240308 32,500 0 0.182 0.479 0.000136 64.05 -6.45
CALL 20240308 32,375 0 0.183 0.496 0.000135 64.14 -6.50
CALL 20240308 32,250 0 0.185 0.513 0.000134 64.11 -6.56
CALL 20240308 32,125 0 0.186 0.530 0.000133 63.97 -6.56
CALL 20240308 32,000 0 0.186 0.546 0.000132 63.71 -6.56
CALL 20240308 31,875 0 0.187 0.563 0.000131 63.35 -6.55
CALL 20240308 31,750 0 0.188 0.579 0.000129 62.88 -6.55
PUT 20240308 32,625 0 0.176 -0.541 0.000140 63.81 -6.12
PUT 20240308 32,500 0 0.177 -0.523 0.000140 64.03 -6.18
PUT 20240308 32,375 0 0.178 -0.505 0.000139 64.14 -6.23
PUT 20240308 32,250 0 0.180 -0.488 0.000138 64.11 -6.29
PUT 20240308 32,125 0 0.180 -0.471 0.000137 63.97 -6.29
PUT 20240308 32,000 0 0.181 -0.453 0.000136 63.70 -6.29
PUT 20240308 31,875 0 0.182 -0.436 0.000135 63.33 -6.27
PUT 20240308 31,750 0 0.183 -0.420 0.000133 62.84 -6.28