日経225先物・オプション価格情報

2023年12月13日(水)

先物終値

種別	限月	終値
NK225	202403	32,830
NK225	202406	32,570

種別	限月	終値
NK225M	202401	32,840
NK225M	202402	32,830
NK225M	202403	32,830

種別	限月	終値
NK225MC	202401	32,840
NK225MC	202402	32,830
NK225MC	202403	32,830

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	33,250	395	0.153	0.395	0.000267	36.25	-9.31
CALL	202401	33,125	450	0.155	0.430	0.000269	36.96	-9.59
CALL	202401	33,000	510	0.157	0.464	0.000269	37.39	-9.81
CALL	202401	32,875	565	0.156	0.497	0.000272	37.55	-9.80
CALL	202401	32,750	650	0.162	0.531	0.000261	37.44	-10.16
CALL	202401	32,625	740	0.169	0.562	0.000248	37.10	-10.47
CALL	202401	32,500	900	0.193	0.584	0.000215	36.72	-11.87
CALL	202401	32,375	0	0.171	0.622	0.000236	35.79	-10.28
PUT	202401	33,250	790	0.147	-0.609	0.000277	36.13	-8.81
PUT	202401	33,125	750	0.157	-0.569	0.000266	36.98	-9.63
PUT	202401	33,000	650	0.149	-0.539	0.000282	37.37	-9.26
PUT	202401	32,875	600	0.154	-0.503	0.000275	37.55	-9.59
PUT	202401	32,750	550	0.157	-0.469	0.000268	37.43	-9.78
PUT	202401	32,625	515	0.164	-0.437	0.000255	37.08	-10.09
PUT	202401	32,500	450	0.161	-0.404	0.000255	36.45	-9.75
PUT	202401	32,375	415	0.165	-0.375	0.000243	35.68	-9.81
CALL	202402	33,250	0	0.168	0.439	0.000180	51.59	-7.50
CALL	202402	33,125	715	0.163	0.459	0.000187	51.93	-7.31
CALL	202402	33,000	790	0.166	0.483	0.000183	52.16	-7.52
CALL	202402	32,875	900	0.176	0.507	0.000173	52.20	-7.97
CALL	202402	32,750	0	0.173	0.529	0.000176	52.07	-7.80
CALL	202402	32,625	0	0.174	0.551	0.000174	51.79	-7.82
CALL	202402	32,500	0	0.175	0.572	0.000171	51.35	-7.81
CALL	202402	32,375	0	0.176	0.593	0.000168	50.78	-7.76
PUT	202402	33,250	1,075	0.162	-0.564	0.000186	51.53	-7.15
PUT	202402	33,125	0	0.161	-0.542	0.000189	51.92	-7.14
PUT	202402	33,000	0	0.162	-0.518	0.000188	52.16	-7.24
PUT	202402	32,875	880	0.165	-0.494	0.000185	52.20	-7.36
PUT	202402	32,750	0	0.164	-0.471	0.000185	52.07	-7.33
PUT	202402	32,625	0	0.166	-0.448	0.000182	51.77	-7.36
PUT	202402	32,500	710	0.167	-0.426	0.000179	51.30	-7.35
PUT	202402	32,375	0	0.169	-0.404	0.000176	50.68	-7.33
CALL	202403	33,250	0	0.166	0.455	0.000150	63.16	-6.14
CALL	202403	33,125	915	0.165	0.473	0.000151	63.42	-6.12
CALL	202403	33,000	970	0.165	0.491	0.000152	63.56	-6.13
CALL	202403	32,875	1,040	0.166	0.511	0.000150	63.55	-6.19
CALL	202403	32,750	0	0.170	0.529	0.000147	63.40	-6.30
CALL	202403	32,625	0	0.171	0.548	0.000146	63.12	-6.30
CALL	202403	32,500	0	0.172	0.566	0.000144	62.71	-6.31
CALL	202403	32,375	0	0.175	0.583	0.000140	62.19	-6.36
PUT	202403	33,250	0	0.163	-0.547	0.000152	63.13	-5.93
PUT	202403	33,125	0	0.164	-0.528	0.000152	63.42	-6.00
PUT	202403	33,000	0	0.165	-0.509	0.000152	63.56	-6.04
PUT	202403	32,875	0	0.167	-0.489	0.000150	63.55	-6.13
PUT	202403	32,750	0	0.167	-0.471	0.000149	63.40	-6.12
PUT	202403	32,625	0	0.169	-0.452	0.000147	63.12	-6.14
PUT	202403	32,500	0	0.169	-0.434	0.000146	62.70	-6.13
PUT	202403	32,375	0	0.171	-0.416	0.000143	62.15	-6.12

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	33,250	38	0.177	0.167	0.000583	6.09	-26.90
CALL	20231215	33,125	72	0.188	0.262	0.000714	7.92	-37.19
CALL	20231215	33,000	115	0.193	0.362	0.000798	9.11	-44.03
CALL	20231215	32,875	200	0.229	0.471	0.000717	9.67	-55.28
CALL	20231215	32,750	250	0.214	0.564	0.000756	9.57	-51.30
CALL	20231215	32,625	390	0.285	0.621	0.000550	9.25	-65.91
CALL	20231215	32,500	645	0.478	0.619	0.000328	9.26	-110.74
CALL	20231215	32,375	700	0.452	0.668	0.000331	8.82	-99.74
PUT	20231215	33,250	430	0.120	-0.922	0.000496	3.53	-10.53
PUT	20231215	33,125	250	0.000	0.000	0.000000	0.00	0.00
PUT	20231215	33,000	215	0.113	-0.730	0.001204	8.04	-22.64
PUT	20231215	32,875	165	0.146	-0.548	0.001118	9.62	-35.03
PUT	20231215	32,750	100	0.141	-0.405	0.001133	9.42	-33.13
PUT	20231215	32,625	65	0.150	-0.284	0.000930	8.24	-30.91
PUT	20231215	32,500	44	0.163	-0.199	0.000706	6.78	-27.53
PUT	20231215	32,375	31	0.176	-0.141	0.000522	5.43	-23.94
CALL	20231222	33,250	195	0.177	0.329	0.000396	18.66	-18.42
CALL	20231222	33,125	250	0.183	0.384	0.000404	19.69	-20.11
CALL	20231222	33,000	320	0.193	0.439	0.000395	20.32	-21.88
CALL	20231222	32,875	410	0.210	0.490	0.000369	20.56	-24.01
CALL	20231222	32,750	415	0.182	0.540	0.000424	20.46	-20.70
CALL	20231222	32,625	0	0.215	0.580	0.000352	20.15	-24.15
CALL	20231222	32,500	615	0.210	0.627	0.000350	19.52	-22.81
CALL	20231222	32,375	0	0.221	0.663	0.000321	18.83	-23.15
PUT	20231222	33,250	0	0.125	-0.737	0.000505	16.81	-11.63
PUT	20231222	33,125	0	0.138	-0.656	0.000517	18.98	-14.49
PUT	20231222	33,000	375	0.137	-0.590	0.000551	20.04	-15.19
PUT	20231222	32,875	280	0.125	-0.523	0.000618	20.53	-14.21
PUT	20231222	32,750	270	0.150	-0.454	0.000511	20.43	-17.02
PUT	20231222	32,625	240	0.162	-0.398	0.000461	19.89	-17.90
PUT	20231222	32,500	210	0.171	-0.348	0.000418	19.06	-18.13
PUT	20231222	32,375	140	0.155	-0.279	0.000420	17.33	-14.92
CALL	20231229	33,250	0	0.171	0.368	0.000321	25.91	-13.85
CALL	20231229	33,125	0	0.173	0.410	0.000328	26.72	-14.45
CALL	20231229	33,000	0	0.174	0.451	0.000332	27.22	-14.81
CALL	20231229	32,875	0	0.176	0.493	0.000329	27.42	-15.14
CALL	20231229	32,750	0	0.179	0.534	0.000322	27.32	-15.36
CALL	20231229	32,625	0	0.181	0.573	0.000314	26.96	-15.33
CALL	20231229	32,500	0	0.185	0.611	0.000301	26.36	-15.30
CALL	20231229	32,375	0	0.189	0.646	0.000286	25.58	-15.17
PUT	20231229	33,250	0	0.154	-0.647	0.000351	25.55	-12.25
PUT	20231229	33,125	0	0.156	-0.601	0.000359	26.54	-12.90
PUT	20231229	33,000	0	0.158	-0.555	0.000365	27.16	-13.33
PUT	20231229	32,875	0	0.160	-0.509	0.000362	27.41	-13.69
PUT	20231229	32,750	0	0.163	-0.464	0.000354	27.31	-13.90
PUT	20231229	32,625	0	0.166	-0.421	0.000344	26.88	-13.88
PUT	20231229	32,500	0	0.169	-0.380	0.000328	26.18	-13.79
PUT	20231229	32,375	0	0.172	-0.342	0.000311	25.24	-13.53
CALL	20240105	33,250	0	0.165	0.388	0.000282	31.57	-11.35
CALL	20240105	33,125	0	0.167	0.424	0.000285	32.28	-11.75
CALL	20240105	33,000	0	0.168	0.460	0.000287	32.71	-11.97
CALL	20240105	32,875	0	0.170	0.496	0.000285	32.88	-12.19
CALL	20240105	32,750	0	0.173	0.532	0.000279	32.77	-12.35
CALL	20240105	32,625	0	0.175	0.566	0.000273	32.43	-12.36
CALL	20240105	32,500	0	0.177	0.599	0.000265	31.86	-12.33
CALL	20240105	32,375	0	0.180	0.630	0.000254	31.11	-12.24
PUT	20240105	33,250	0	0.151	-0.623	0.000305	31.30	-10.23
PUT	20240105	33,125	0	0.154	-0.584	0.000308	32.15	-10.68
PUT	20240105	33,000	0	0.155	-0.545	0.000311	32.67	-10.93
PUT	20240105	32,875	0	0.157	-0.505	0.000308	32.87	-11.17
PUT	20240105	32,750	0	0.160	-0.467	0.000302	32.77	-11.32
PUT	20240105	32,625	0	0.161	-0.430	0.000295	32.37	-11.32
PUT	20240105	32,500	0	0.164	-0.394	0.000285	31.72	-11.26
PUT	20240105	32,375	0	0.166	-0.361	0.000273	30.85	-11.13
CALL	20240112	33,250	400	0.155	0.397	0.000264	36.28	-9.40
CALL	20240112	33,125	455	0.156	0.430	0.000267	36.98	-9.67
CALL	20240112	33,000	520	0.159	0.465	0.000265	37.40	-9.98
CALL	20240112	32,875	585	0.161	0.498	0.000263	37.55	-10.14
CALL	20240112	32,750	635	0.158	0.531	0.000267	37.43	-9.91
CALL	20240112	32,625	745	0.170	0.561	0.000247	37.10	-10.55
CALL	20240112	32,500	800	0.166	0.594	0.000248	36.50	-10.14
CALL	20240112	32,375	0	0.173	0.621	0.000234	35.80	-10.35
PUT	20240112	33,250	745	0.135	-0.621	0.000300	35.82	-7.99
PUT	20240112	33,125	720	0.149	-0.574	0.000280	36.90	-9.11
PUT	20240112	33,000	670	0.155	-0.537	0.000273	37.39	-9.59
PUT	20240112	32,875	600	0.154	-0.503	0.000275	37.55	-9.59
PUT	20240112	32,750	550	0.157	-0.469	0.000268	37.43	-9.78
PUT	20240112	32,625	560	0.176	-0.440	0.000238	37.12	-10.85
PUT	20240112	32,500	450	0.161	-0.404	0.000255	36.45	-9.75
PUT	20240112	32,375	385	0.157	-0.369	0.000255	35.51	-9.26
CALL	20240209	33,250	0	0.168	0.439	0.000179	51.59	-7.50
CALL	20240209	33,125	0	0.169	0.462	0.000179	51.97	-7.63
CALL	20240209	33,000	785	0.165	0.483	0.000184	52.16	-7.47
CALL	20240209	32,875	0	0.172	0.507	0.000177	52.20	-7.78
CALL	20240209	32,750	1,025	0.188	0.529	0.000161	52.07	-8.50
CALL	20240209	32,625	960	0.164	0.552	0.000185	51.76	-7.34
CALL	20240209	32,500	0	0.176	0.572	0.000170	51.36	-7.85
CALL	20240209	32,375	0	0.178	0.593	0.000167	50.79	-7.85
PUT	20240209	33,250	0	0.158	-0.567	0.000190	51.48	-6.97
PUT	20240209	33,125	990	0.160	-0.542	0.000190	51.92	-7.09
PUT	20240209	33,000	930	0.161	-0.518	0.000189	52.16	-7.21
PUT	20240209	32,875	0	0.162	-0.495	0.000188	52.20	-7.25
PUT	20240209	32,750	895	0.180	-0.471	0.000169	52.07	-8.02
PUT	20240209	32,625	0	0.165	-0.448	0.000183	51.77	-7.33
PUT	20240209	32,500	690	0.163	-0.425	0.000184	51.27	-7.17
PUT	20240209	32,375	705	0.177	-0.407	0.000168	50.78	-7.70
CALL	20240308	33,250	0	0.168	0.455	0.000148	63.18	-6.22
CALL	20240308	33,125	0	0.169	0.474	0.000148	63.44	-6.28
CALL	20240308	33,000	0	0.170	0.493	0.000147	63.56	-6.32
CALL	20240308	32,875	0	0.171	0.511	0.000146	63.55	-6.37
CALL	20240308	32,750	0	0.172	0.529	0.000145	63.40	-6.40
CALL	20240308	32,625	0	0.173	0.547	0.000143	63.12	-6.41
CALL	20240308	32,500	0	0.175	0.565	0.000141	62.72	-6.43
CALL	20240308	32,375	0	0.176	0.583	0.000139	62.20	-6.41
PUT	20240308	33,250	0	0.165	-0.546	0.000151	63.15	-6.01
PUT	20240308	33,125	0	0.166	-0.527	0.000151	63.43	-6.07
PUT	20240308	33,000	0	0.167	-0.508	0.000150	63.56	-6.12
PUT	20240308	32,875	0	0.168	-0.489	0.000149	63.55	-6.17
PUT	20240308	32,750	0	0.169	-0.471	0.000147	63.40	-6.20
PUT	20240308	32,625	0	0.170	-0.452	0.000146	63.12	-6.21
PUT	20240308	32,500	0	0.172	-0.434	0.000144	62.71	-6.22
PUT	20240308	32,375	0	0.173	-0.416	0.000142	62.17	-6.20