日経225先物・オプション価格情報
2023年12月11日(月)
先物終値
種別 限月 終値
NK225 202403 32,720
NK225 202406 32,510
種別 限月 終値
NK225M 202401 32,740
NK225M 202402 32,745
NK225M 202403 32,720
種別 限月 終値
NK225MC 202401 32,740
NK225MC 202402 32,745
NK225MC 202403 32,720
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 33,125 460 0.165 0.411 0.000243 37.68 -9.74
CALL 202401 33,000 540 0.172 0.444 0.000236 38.28 -10.35
CALL 202401 32,875 580 0.169 0.473 0.000244 38.56 -10.20
CALL 202401 32,750 650 0.172 0.504 0.000240 38.65 -10.41
CALL 202401 32,625 695 0.167 0.534 0.000246 38.51 -10.10
CALL 202401 32,500 785 0.173 0.563 0.000235 38.17 -10.39
CALL 202401 32,375 885 0.181 0.589 0.000221 37.68 -10.73
CALL 202401 32,250 965 0.183 0.616 0.000215 37.00 -10.65
PUT 202401 33,125 1,130 0.235 -0.556 0.000173 38.27 -14.02
PUT 202401 33,000 815 0.172 -0.556 0.000237 38.27 -10.23
PUT 202401 32,875 715 0.164 -0.528 0.000250 38.55 -9.84
PUT 202401 32,750 650 0.165 -0.497 0.000250 38.65 -9.89
PUT 202401 32,625 625 0.174 -0.467 0.000235 38.51 -10.45
PUT 202401 32,500 540 0.168 -0.435 0.000243 38.14 -9.94
PUT 202401 32,375 485 0.168 -0.405 0.000239 37.55 -9.79
PUT 202401 32,250 455 0.173 -0.379 0.000227 36.84 -9.94
CALL 202402 33,125 750 0.176 0.446 0.000169 52.45 -7.72
CALL 202402 33,000 815 0.178 0.468 0.000168 52.76 -7.87
CALL 202402 32,875 0 0.172 0.488 0.000174 52.90 -7.64
CALL 202402 32,750 0 0.173 0.510 0.000173 52.91 -7.68
CALL 202402 32,625 730 0.128 0.534 0.000233 52.73 -5.69
CALL 202402 32,500 1,060 0.179 0.552 0.000167 52.47 -7.87
CALL 202402 32,375 0 0.176 0.574 0.000168 52.01 -7.69
CALL 202402 32,250 955 0.132 0.618 0.000218 50.58 -5.60
PUT 202402 33,125 0 0.174 -0.554 0.000171 52.43 -7.55
PUT 202402 33,000 0 0.175 -0.533 0.000172 52.74 -7.63
PUT 202402 32,875 0 0.176 -0.511 0.000171 52.90 -7.70
PUT 202402 32,750 0 0.177 -0.490 0.000170 52.91 -7.75
PUT 202402 32,625 0 0.178 -0.469 0.000168 52.76 -7.79
PUT 202402 32,500 810 0.174 -0.447 0.000171 52.46 -7.57
PUT 202402 32,375 0 0.180 -0.427 0.000164 52.04 -7.79
PUT 202402 32,250 740 0.183 -0.407 0.000160 51.49 -7.79
CALL 202403 33,125 0 0.171 0.460 0.000144 63.76 -6.23
CALL 202403 33,000 985 0.173 0.478 0.000143 64.00 -6.35
CALL 202403 32,875 0 0.172 0.496 0.000145 64.09 -6.30
CALL 202403 32,750 1,110 0.175 0.514 0.000142 64.05 -6.41
CALL 202403 32,625 1,145 0.171 0.532 0.000145 63.89 -6.25
CALL 202403 32,500 1,030 0.143 0.554 0.000172 63.52 -5.20
CALL 202403 32,375 1,325 0.179 0.566 0.000137 63.20 -6.47
CALL 202403 32,250 1,150 0.140 0.598 0.000172 62.15 -5.00
PUT 202403 33,125 0 0.177 -0.538 0.000139 63.81 -6.37
PUT 202403 33,000 0 0.178 -0.520 0.000139 64.01 -6.43
PUT 202403 32,875 0 0.179 -0.503 0.000139 64.09 -6.46
PUT 202403 32,750 0 0.180 -0.485 0.000138 64.05 -6.49
PUT 202403 32,625 1,120 0.183 -0.468 0.000135 63.89 -6.60
PUT 202403 32,500 1,025 0.178 -0.451 0.000139 63.61 -6.38
PUT 202403 32,375 0 0.182 -0.434 0.000134 63.22 -6.50
PUT 202403 32,250 965 0.187 -0.418 0.000130 62.75 -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 20231215 33,125 125 0.205 0.287 0.000485 11.68 -30.00
CALL 20231215 33,000 185 0.222 0.361 0.000493 12.83 -35.64
CALL 20231215 32,875 220 0.212 0.420 0.000538 13.39 -35.58
CALL 20231215 32,750 300 0.230 0.490 0.000506 13.66 -39.34
CALL 20231215 32,625 360 0.227 0.554 0.000508 13.54 -38.50
CALL 20231215 32,500 450 0.241 0.610 0.000465 13.14 -39.62
CALL 20231215 32,375 555 0.262 0.656 0.000410 12.61 -41.34
CALL 20231215 32,250 425 0.000 0.000 0.000000 0.00 0.00
PUT 20231215 33,125 455 0.136 -0.804 0.000594 9.47 -16.04
PUT 20231215 33,000 400 0.171 -0.680 0.000612 12.25 -26.06
PUT 20231215 32,875 285 0.145 -0.619 0.000769 13.05 -23.54
PUT 20231215 32,750 220 0.150 -0.520 0.000776 13.65 -25.51
PUT 20231215 32,625 205 0.183 -0.436 0.000628 13.49 -30.82
PUT 20231215 32,500 145 0.176 -0.353 0.000618 12.73 -27.92
PUT 20231215 32,375 105 0.176 -0.279 0.000558 11.51 -25.28
PUT 20231215 32,250 86 0.188 -0.228 0.000469 10.35 -24.31
CALL 20231222 33,125 0 0.198 0.367 0.000335 21.38 -19.24
CALL 20231222 33,000 380 0.223 0.421 0.000309 22.21 -22.55
CALL 20231222 32,875 400 0.208 0.455 0.000335 22.52 -21.36
CALL 20231222 32,750 465 0.211 0.498 0.000332 22.66 -21.82
CALL 20231222 32,625 510 0.203 0.540 0.000343 22.55 -20.90
CALL 20231222 32,500 370 0.108 0.645 0.000607 21.15 -10.43
CALL 20231222 32,375 675 0.214 0.620 0.000313 21.63 -21.10
CALL 20231222 32,250 0 0.227 0.651 0.000287 21.02 -21.78
PUT 20231222 33,125 0 0.171 -0.655 0.000380 20.92 -16.17
PUT 20231222 33,000 0 0.174 -0.605 0.000390 21.87 -17.24
PUT 20231222 32,875 0 0.173 -0.556 0.000402 22.44 -17.60
PUT 20231222 32,750 405 0.172 -0.506 0.000408 22.66 -17.69
PUT 20231222 32,625 355 0.177 -0.456 0.000394 22.52 -18.11
PUT 20231222 32,500 300 0.177 -0.407 0.000385 22.04 -17.75
PUT 20231222 32,375 275 0.189 -0.367 0.000351 21.38 -18.33
PUT 20231222 32,250 240 0.194 -0.327 0.000328 20.50 -18.01
CALL 20231229 33,125 0 0.184 0.390 0.000286 27.88 -14.32
CALL 20231229 33,000 0 0.187 0.427 0.000288 28.51 -14.86
CALL 20231229 32,875 0 0.189 0.464 0.000289 28.87 -15.23
CALL 20231229 32,750 0 0.191 0.500 0.000288 28.99 -15.40
CALL 20231229 32,625 0 0.192 0.536 0.000284 28.87 -15.46
CALL 20231229 32,500 0 0.193 0.571 0.000280 28.52 -15.36
CALL 20231229 32,375 0 0.196 0.605 0.000270 27.98 -15.28
CALL 20231229 32,250 0 0.199 0.637 0.000259 27.26 -15.12
PUT 20231229 33,125 0 0.178 -0.614 0.000295 27.79 -13.70
PUT 20231229 33,000 0 0.181 -0.576 0.000298 28.46 -14.24
PUT 20231229 32,875 0 0.183 -0.538 0.000298 28.86 -14.65
PUT 20231229 32,750 0 0.185 -0.500 0.000297 28.99 -14.83
PUT 20231229 32,625 0 0.186 -0.463 0.000294 28.86 -14.89
PUT 20231229 32,500 0 0.187 -0.427 0.000289 28.50 -14.75
PUT 20231229 32,375 0 0.189 -0.392 0.000279 27.92 -14.65
PUT 20231229 32,250 0 0.192 -0.359 0.000268 27.15 -14.47
CALL 20240105 33,125 0 0.176 0.404 0.000257 33.18 -11.74
CALL 20240105 33,000 0 0.178 0.437 0.000258 33.74 -12.07
CALL 20240105 32,875 0 0.180 0.470 0.000258 34.07 -12.33
CALL 20240105 32,750 0 0.182 0.502 0.000256 34.16 -12.47
CALL 20240105 32,625 0 0.183 0.534 0.000254 34.04 -12.50
CALL 20240105 32,500 0 0.184 0.566 0.000250 33.70 -12.43
CALL 20240105 32,375 0 0.186 0.596 0.000243 33.17 -12.39
CALL 20240105 32,250 0 0.189 0.625 0.000234 32.47 -12.32
PUT 20240105 33,125 0 0.171 -0.599 0.000264 33.10 -11.27
PUT 20240105 33,000 0 0.173 -0.565 0.000266 33.71 -11.62
PUT 20240105 32,875 0 0.175 -0.531 0.000265 34.06 -11.88
PUT 20240105 32,750 0 0.177 -0.498 0.000264 34.16 -12.03
PUT 20240105 32,625 0 0.178 -0.465 0.000261 34.03 -12.06
PUT 20240105 32,500 0 0.179 -0.433 0.000257 33.68 -11.98
PUT 20240105 32,375 0 0.181 -0.402 0.000250 33.12 -11.93
PUT 20240105 32,250 0 0.183 -0.372 0.000241 32.38 -11.82
CALL 20240112 33,125 455 0.164 0.410 0.000245 37.66 -9.66
CALL 20240112 33,000 515 0.166 0.442 0.000245 38.23 -9.95
CALL 20240112 32,875 625 0.180 0.476 0.000228 38.58 -10.91
CALL 20240112 32,750 665 0.175 0.504 0.000235 38.65 -10.64
CALL 20240112 32,625 800 0.194 0.532 0.000211 38.52 -11.75
CALL 20240112 32,500 815 0.181 0.561 0.000225 38.19 -10.86
CALL 20240112 32,375 895 0.184 0.588 0.000218 37.70 -10.89
CALL 20240112 32,250 965 0.183 0.616 0.000215 37.00 -10.65
PUT 20240112 33,125 0 0.165 -0.589 0.000243 37.68 -9.68
PUT 20240112 33,000 790 0.165 -0.559 0.000246 38.23 -9.83
PUT 20240112 32,875 730 0.168 -0.527 0.000244 38.56 -10.08
PUT 20240112 32,750 655 0.166 -0.497 0.000248 38.65 -9.97
PUT 20240112 32,625 595 0.167 -0.466 0.000246 38.51 -9.98
PUT 20240112 32,500 540 0.168 -0.435 0.000243 38.14 -9.94
PUT 20240112 32,375 530 0.180 -0.410 0.000224 37.66 -10.53
PUT 20240112 32,250 455 0.173 -0.379 0.000227 36.84 -9.94
CALL 20240209 33,125 0 0.171 0.444 0.000174 52.41 -7.52
CALL 20240209 33,000 775 0.170 0.466 0.000176 52.73 -7.53
CALL 20240209 32,875 0 0.173 0.488 0.000174 52.90 -7.67
CALL 20240209 32,750 925 0.177 0.510 0.000170 52.91 -7.85
CALL 20240209 32,625 770 0.136 0.533 0.000220 52.74 -6.02
CALL 20240209 32,500 0 0.177 0.553 0.000169 52.46 -7.77
CALL 20240209 32,375 1,090 0.172 0.575 0.000172 51.98 -7.49
CALL 20240209 32,250 0 0.182 0.593 0.000161 51.48 -7.85
PUT 20240209 33,125 0 0.173 -0.555 0.000172 52.42 -7.49
PUT 20240209 33,000 1,020 0.165 -0.537 0.000182 52.70 -7.19
PUT 20240209 32,875 0 0.174 -0.512 0.000172 52.90 -7.64
PUT 20240209 32,750 0 0.175 -0.490 0.000171 52.91 -7.69
PUT 20240209 32,625 1,175 0.232 -0.468 0.000129 52.76 -10.15
PUT 20240209 32,500 0 0.178 -0.448 0.000168 52.47 -7.74
PUT 20240209 32,375 760 0.176 -0.426 0.000168 52.01 -7.57
PUT 20240209 32,250 0 0.180 -0.406 0.000162 51.46 -7.70
CALL 20240308 33,125 0 0.174 0.461 0.000142 63.79 -6.36
CALL 20240308 33,000 0 0.175 0.479 0.000141 64.00 -6.41
CALL 20240308 32,875 0 0.177 0.497 0.000140 64.09 -6.49
CALL 20240308 32,750 0 0.177 0.514 0.000140 64.05 -6.50
CALL 20240308 32,625 0 0.178 0.532 0.000139 63.89 -6.50
CALL 20240308 32,500 0 0.178 0.549 0.000138 63.61 -6.48
CALL 20240308 32,375 0 0.179 0.566 0.000137 63.21 -6.49
CALL 20240308 32,250 0 0.180 0.583 0.000135 62.69 -6.47
PUT 20240308 33,125 0 0.175 -0.539 0.000141 63.79 -6.30
PUT 20240308 33,000 0 0.176 -0.521 0.000141 64.01 -6.36
PUT 20240308 32,875 0 0.178 -0.503 0.000140 64.09 -6.43
PUT 20240308 32,750 0 0.178 -0.486 0.000139 64.05 -6.44
PUT 20240308 32,625 0 0.179 -0.468 0.000139 63.89 -6.44
PUT 20240308 32,500 0 0.179 -0.451 0.000138 63.61 -6.42
PUT 20240308 32,375 0 0.180 -0.434 0.000136 63.21 -6.43
PUT 20240308 32,250 0 0.181 -0.417 0.000134 62.70 -6.41