日経225先物・オプション価格情報
2023年12月12日(火)
先物終値
種別 限月 終値
NK225 202403 32,710
NK225 202406 32,470
種別 限月 終値
NK225M 202401 32,735
NK225M 202402 32,735
NK225M 202403 32,710
種別 限月 終値
NK225MC 202401 32,735
NK225MC 202402 32,735
NK225MC 202403 32,710
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 33,125 445 0.165 0.406 0.000247 36.98 -9.85
CALL 202401 33,000 495 0.164 0.437 0.000251 37.56 -10.00
CALL 202401 32,875 560 0.167 0.469 0.000249 37.92 -10.27
CALL 202401 32,750 620 0.168 0.500 0.000249 38.03 -10.34
CALL 202401 32,625 690 0.170 0.531 0.000246 37.91 -10.43
CALL 202401 32,500 775 0.175 0.561 0.000236 37.58 -10.66
CALL 202401 32,375 860 0.179 0.589 0.000228 37.08 -10.77
CALL 202401 32,250 1,015 0.202 0.607 0.000200 36.65 -11.97
PUT 202401 33,125 735 0.131 -0.621 0.000304 36.26 -7.62
PUT 202401 33,000 760 0.159 -0.566 0.000260 37.51 -9.54
PUT 202401 32,875 695 0.160 -0.533 0.000260 37.90 -9.74
PUT 202401 32,750 635 0.162 -0.500 0.000258 38.03 -9.89
PUT 202401 32,625 575 0.163 -0.468 0.000256 37.91 -9.90
PUT 202401 32,500 520 0.164 -0.436 0.000252 37.54 -9.87
PUT 202401 32,375 475 0.166 -0.406 0.000244 36.97 -9.88
PUT 202401 32,250 430 0.168 -0.376 0.000237 36.19 -9.78
CALL 202402 33,125 795 0.187 0.449 0.000161 52.04 -8.28
CALL 202402 33,000 790 0.176 0.465 0.000172 52.27 -7.82
CALL 202402 32,875 830 0.173 0.486 0.000176 52.43 -7.71
CALL 202402 32,750 920 0.179 0.508 0.000170 52.45 -7.98
CALL 202402 32,625 0 0.181 0.530 0.000167 52.32 -8.07
CALL 202402 32,500 0 0.183 0.550 0.000164 52.05 -8.12
CALL 202402 32,375 0 0.184 0.571 0.000162 51.64 -8.10
CALL 202402 32,250 0 0.186 0.591 0.000159 51.11 -8.10
PUT 202402 33,125 0 0.161 -0.564 0.000186 51.80 -7.00
PUT 202402 33,000 0 0.162 -0.540 0.000186 52.20 -7.11
PUT 202402 32,875 0 0.164 -0.516 0.000185 52.42 -7.22
PUT 202402 32,750 815 0.152 -0.495 0.000200 52.46 -6.71
PUT 202402 32,625 0 0.166 -0.470 0.000182 52.32 -7.33
PUT 202402 32,500 730 0.159 -0.446 0.000189 51.99 -6.98
PUT 202402 32,375 0 0.169 -0.425 0.000176 51.55 -7.34
PUT 202402 32,250 700 0.175 -0.406 0.000168 51.00 -7.54
CALL 202403 33,125 885 0.168 0.456 0.000148 63.33 -6.15
CALL 202403 33,000 990 0.176 0.477 0.000142 63.61 -6.47
CALL 202403 32,875 1,015 0.171 0.494 0.000146 63.70 -6.30
CALL 202403 32,750 0 0.177 0.513 0.000141 63.68 -6.54
CALL 202403 32,625 0 0.178 0.530 0.000140 63.52 -6.56
CALL 202403 32,500 1,300 0.187 0.547 0.000133 63.26 -6.85
CALL 202403 32,375 0 0.181 0.565 0.000136 62.87 -6.60
CALL 202403 32,250 0 0.182 0.582 0.000134 62.37 -6.57
PUT 202403 33,125 0 0.166 -0.545 0.000150 63.31 -5.97
PUT 202403 33,000 0 0.166 -0.526 0.000150 63.57 -6.01
PUT 202403 32,875 0 0.167 -0.507 0.000150 63.70 -6.07
PUT 202403 32,750 0 0.168 -0.488 0.000149 63.68 -6.10
PUT 202403 32,625 0 0.169 -0.470 0.000147 63.53 -6.14
PUT 202403 32,500 990 0.173 -0.452 0.000144 63.24 -6.23
PUT 202403 32,375 0 0.172 -0.433 0.000144 62.82 -6.15
PUT 202403 32,250 890 0.175 -0.416 0.000139 62.31 -6.24
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 90 0.204 0.251 0.000526 9.44 -32.17
CALL 20231215 33,000 135 0.214 0.328 0.000570 10.71 -38.20
CALL 20231215 32,875 185 0.218 0.404 0.000598 11.48 -41.85
CALL 20231215 32,750 250 0.228 0.481 0.000590 11.82 -44.86
CALL 20231215 32,625 460 0.352 0.539 0.000380 11.77 -69.14
CALL 20231215 32,500 425 0.262 0.612 0.000494 11.36 -49.61
CALL 20231215 32,375 0 0.291 0.657 0.000426 10.91 -52.96
CALL 20231215 32,250 0 0.312 0.697 0.000377 10.36 -54.00
PUT 20231215 33,125 290 0.000 0.000 0.000000 0.00 0.00
PUT 20231215 33,000 325 0.112 -0.807 0.000828 8.13 -15.08
PUT 20231215 32,875 250 0.130 -0.663 0.000949 10.83 -23.34
PUT 20231215 32,750 205 0.156 -0.531 0.000861 11.79 -30.58
PUT 20231215 32,625 140 0.152 -0.422 0.000869 11.60 -29.33
PUT 20231215 32,500 110 0.168 -0.333 0.000731 10.78 -30.06
PUT 20231215 32,375 76 0.170 -0.250 0.000629 9.42 -26.75
PUT 20231215 32,250 60 0.184 -0.196 0.000506 8.20 -25.20
CALL 20231222 33,125 260 0.201 0.359 0.000344 20.23 -20.33
CALL 20231222 33,000 290 0.193 0.398 0.000369 20.88 -20.19
CALL 20231222 32,875 405 0.223 0.453 0.000328 21.45 -23.95
CALL 20231222 32,750 0 0.218 0.494 0.000339 21.60 -23.54
CALL 20231222 32,625 590 0.253 0.533 0.000290 21.52 -27.29
CALL 20231222 32,500 0 0.229 0.575 0.000316 21.22 -24.36
CALL 20231222 32,375 0 0.238 0.611 0.000297 20.76 -24.77
CALL 20231222 32,250 0 0.242 0.646 0.000284 20.14 -24.44
PUT 20231222 33,125 375 0.000 0.000 0.000000 0.00 0.00
PUT 20231222 33,000 405 0.107 -0.687 0.000611 19.18 -10.21
PUT 20231222 32,875 410 0.148 -0.576 0.000488 21.21 -15.68
PUT 20231222 32,750 300 0.130 -0.518 0.000568 21.58 -13.93
PUT 20231222 32,625 310 0.163 -0.456 0.000450 21.47 -17.44
PUT 20231222 32,500 275 0.172 -0.405 0.000415 20.98 -18.04
PUT 20231222 32,375 205 0.162 -0.345 0.000421 19.95 -16.09
PUT 20231222 32,250 200 0.181 -0.312 0.000362 19.16 -17.29
CALL 20231229 33,125 0 0.185 0.384 0.000292 26.97 -14.73
CALL 20231229 33,000 0 0.189 0.423 0.000294 27.63 -15.38
CALL 20231229 32,875 0 0.192 0.460 0.000294 28.02 -15.83
CALL 20231229 32,750 0 0.193 0.497 0.000292 28.16 -16.06
CALL 20231229 32,625 0 0.196 0.533 0.000287 28.06 -16.24
CALL 20231229 32,500 0 0.199 0.569 0.000280 27.75 -16.27
CALL 20231229 32,375 0 0.203 0.602 0.000269 27.24 -16.36
CALL 20231229 32,250 0 0.208 0.633 0.000256 26.59 -16.35
PUT 20231229 33,125 0 0.155 -0.640 0.000342 26.41 -11.99
PUT 20231229 33,000 0 0.159 -0.594 0.000345 27.37 -12.76
PUT 20231229 32,875 0 0.162 -0.550 0.000345 27.94 -13.30
PUT 20231229 32,750 0 0.165 -0.506 0.000343 28.16 -13.61
PUT 20231229 32,625 0 0.167 -0.464 0.000336 28.05 -13.77
PUT 20231229 32,500 0 0.170 -0.423 0.000327 27.63 -13.75
PUT 20231229 32,375 0 0.174 -0.384 0.000311 26.97 -13.75
PUT 20231229 32,250 0 0.178 -0.348 0.000295 26.10 -13.62
CALL 20240105 33,125 0 0.178 0.400 0.000259 32.41 -12.02
CALL 20240105 33,000 0 0.180 0.434 0.000260 33.00 -12.44
CALL 20240105 32,875 0 0.182 0.467 0.000260 33.35 -12.72
CALL 20240105 32,750 0 0.185 0.500 0.000258 33.46 -12.91
CALL 20240105 32,625 0 0.187 0.532 0.000253 33.36 -13.07
CALL 20240105 32,500 0 0.190 0.563 0.000247 33.05 -13.12
CALL 20240105 32,375 0 0.194 0.592 0.000239 32.56 -13.18
CALL 20240105 32,250 0 0.197 0.621 0.000230 31.92 -13.15
PUT 20240105 33,125 0 0.153 -0.618 0.000298 31.98 -10.12
PUT 20240105 33,000 0 0.156 -0.579 0.000299 32.80 -10.59
PUT 20240105 32,875 0 0.158 -0.541 0.000299 33.29 -10.94
PUT 20240105 32,750 0 0.160 -0.503 0.000297 33.46 -11.13
PUT 20240105 32,625 0 0.163 -0.466 0.000290 33.34 -11.30
PUT 20240105 32,500 0 0.166 -0.431 0.000283 32.96 -11.34
PUT 20240105 32,375 0 0.169 -0.397 0.000273 32.34 -11.33
PUT 20240105 32,250 0 0.172 -0.365 0.000261 31.53 -11.25
CALL 20240112 33,125 500 0.179 0.416 0.000228 37.17 -10.79
CALL 20240112 33,000 495 0.164 0.437 0.000251 37.56 -10.00
CALL 20240112 32,875 635 0.187 0.475 0.000223 37.95 -11.49
CALL 20240112 32,750 640 0.173 0.501 0.000242 38.03 -10.66
CALL 20240112 32,625 715 0.176 0.531 0.000236 37.91 -10.84
CALL 20240112 32,500 760 0.171 0.562 0.000242 37.57 -10.41
CALL 20240112 32,375 895 0.189 0.586 0.000217 37.15 -11.35
CALL 20240112 32,250 965 0.188 0.613 0.000214 36.49 -11.12
PUT 20240112 33,125 735 0.131 -0.621 0.000304 36.26 -7.62
PUT 20240112 33,000 725 0.149 -0.571 0.000276 37.42 -8.95
PUT 20240112 32,875 670 0.154 -0.535 0.000272 37.88 -9.33
PUT 20240112 32,750 635 0.162 -0.500 0.000258 38.03 -9.89
PUT 20240112 32,625 525 0.150 -0.467 0.000279 37.90 -9.10
PUT 20240112 32,500 530 0.166 -0.437 0.000248 37.55 -10.04
PUT 20240112 32,375 455 0.161 -0.403 0.000252 36.91 -9.55
PUT 20240112 32,250 445 0.172 -0.379 0.000232 36.26 -10.04
CALL 20240209 33,125 830 0.194 0.452 0.000156 52.08 -8.58
CALL 20240209 33,000 775 0.173 0.464 0.000175 52.25 -7.69
CALL 20240209 32,875 1,030 0.211 0.494 0.000144 52.46 -9.41
CALL 20240209 32,750 1,005 0.195 0.510 0.000156 52.45 -8.70
CALL 20240209 32,625 1,030 0.188 0.530 0.000161 52.32 -8.38
CALL 20240209 32,500 0 0.182 0.550 0.000166 52.04 -8.06
CALL 20240209 32,375 0 0.186 0.570 0.000160 51.65 -8.21
CALL 20240209 32,250 0 0.188 0.590 0.000157 51.12 -8.18
PUT 20240209 33,125 0 0.162 -0.563 0.000185 51.80 -7.04
PUT 20240209 33,000 910 0.144 -0.548 0.000209 52.08 -6.31
PUT 20240209 32,875 885 0.153 -0.519 0.000198 52.40 -6.73
PUT 20240209 32,750 0 0.165 -0.493 0.000183 52.46 -7.31
PUT 20240209 32,625 0 0.167 -0.470 0.000181 52.32 -7.36
PUT 20240209 32,500 725 0.158 -0.446 0.000190 51.99 -6.94
PUT 20240209 32,375 635 0.152 -0.420 0.000195 51.41 -6.59
PUT 20240209 32,250 0 0.171 -0.404 0.000172 50.95 -7.36
CALL 20240308 33,125 0 0.176 0.460 0.000142 63.38 -6.43
CALL 20240308 33,000 0 0.177 0.477 0.000141 63.61 -6.50
CALL 20240308 32,875 0 0.178 0.495 0.000141 63.70 -6.54
CALL 20240308 32,750 0 0.178 0.513 0.000140 63.68 -6.56
CALL 20240308 32,625 0 0.180 0.530 0.000138 63.52 -6.62
CALL 20240308 32,500 0 0.182 0.548 0.000136 63.26 -6.65
CALL 20240308 32,375 0 0.184 0.564 0.000134 62.88 -6.68
CALL 20240308 32,250 0 0.184 0.581 0.000133 62.39 -6.66
PUT 20240308 33,125 0 0.167 -0.544 0.000149 63.31 -6.01
PUT 20240308 33,000 0 0.168 -0.526 0.000149 63.58 -6.07
PUT 20240308 32,875 0 0.169 -0.507 0.000148 63.70 -6.12
PUT 20240308 32,750 0 0.169 -0.488 0.000148 63.68 -6.14
PUT 20240308 32,625 0 0.171 -0.470 0.000146 63.53 -6.21
PUT 20240308 32,500 0 0.173 -0.452 0.000144 63.24 -6.23
PUT 20240308 32,375 0 0.174 -0.434 0.000141 62.83 -6.26
PUT 20240308 32,250 0 0.175 -0.416 0.000139 62.31 -6.24