日経225先物・オプション価格情報
2023年12月14日(木)
先物終値
種別 限月 終値
NK225 202403 32,520
NK225 202406 32,280
種別 限月 終値
NK225M 202401 32,550
NK225M 202402 32,500
NK225M 202403 32,520
種別 限月 終値
NK225MC 202401 32,550
NK225MC 202402 32,500
NK225MC 202403 32,520
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 33,000 395 0.164 0.385 0.000254 35.04 -9.94
CALL 202401 32,875 475 0.173 0.422 0.000247 35.87 -10.73
CALL 202401 32,750 505 0.167 0.450 0.000259 36.29 -10.47
CALL 202401 32,625 570 0.169 0.483 0.000257 36.54 -10.70
CALL 202401 32,500 645 0.173 0.515 0.000251 36.54 -10.97
CALL 202401 32,375 710 0.174 0.547 0.000249 36.32 -10.92
CALL 202401 32,250 785 0.176 0.577 0.000243 35.88 -10.91
CALL 202401 32,125 0 0.190 0.601 0.000222 35.38 -11.62
PUT 202401 33,000 810 0.146 -0.631 0.000282 34.59 -8.65
PUT 202401 32,875 750 0.151 -0.592 0.000280 35.60 -9.23
PUT 202401 32,750 675 0.151 -0.557 0.000285 36.20 -9.37
PUT 202401 32,625 690 0.174 -0.516 0.000250 36.54 -10.92
PUT 202401 32,500 560 0.156 -0.485 0.000278 36.54 -9.80
PUT 202401 32,375 515 0.161 -0.451 0.000269 36.29 -10.01
PUT 202401 32,250 460 0.161 -0.418 0.000265 35.79 -9.89
PUT 202401 32,125 415 0.163 -0.386 0.000256 35.06 -9.82
CALL 202402 33,000 655 0.169 0.427 0.000181 50.41 -7.50
CALL 202402 32,875 890 0.205 0.463 0.000151 51.05 -9.21
CALL 202402 32,750 0 0.180 0.476 0.000172 51.17 -8.11
CALL 202402 32,625 0 0.182 0.497 0.000171 51.27 -8.22
CALL 202402 32,500 945 0.182 0.519 0.000170 51.21 -8.22
CALL 202402 32,375 0 0.185 0.540 0.000167 51.01 -8.33
CALL 202402 32,250 0 0.187 0.560 0.000164 50.68 -8.36
CALL 202402 32,125 0 0.189 0.581 0.000161 50.22 -8.37
PUT 202402 33,000 980 0.139 -0.593 0.000217 49.86 -6.02
PUT 202402 32,875 0 0.155 -0.557 0.000198 50.74 -6.86
PUT 202402 32,750 890 0.150 -0.534 0.000206 51.08 -6.68
PUT 202402 32,625 0 0.158 -0.507 0.000196 51.26 -7.07
PUT 202402 32,500 835 0.165 -0.482 0.000188 51.22 -7.39
PUT 202402 32,375 0 0.162 -0.458 0.000190 50.99 -7.21
PUT 202402 32,250 725 0.168 -0.436 0.000183 50.61 -7.40
PUT 202402 32,125 690 0.172 -0.414 0.000176 50.08 -7.51
CALL 202403 33,000 830 0.166 0.445 0.000151 62.00 -6.11
CALL 202403 32,875 0 0.174 0.466 0.000145 62.39 -6.44
CALL 202403 32,750 0 0.176 0.485 0.000144 62.56 -6.51
CALL 202403 32,625 0 0.177 0.503 0.000144 62.61 -6.56
CALL 202403 32,500 0 0.180 0.521 0.000141 62.52 -6.66
CALL 202403 32,375 0 0.180 0.539 0.000141 62.31 -6.63
CALL 202403 32,250 0 0.183 0.556 0.000138 61.99 -6.70
CALL 202403 32,125 0 0.184 0.573 0.000136 61.55 -6.70
PUT 202403 33,000 0 0.158 -0.560 0.000159 61.90 -5.72
PUT 202403 32,875 0 0.158 -0.540 0.000160 62.29 -5.75
PUT 202403 32,750 0 0.160 -0.520 0.000159 62.53 -5.82
PUT 202403 32,625 0 0.162 -0.500 0.000157 62.61 -5.92
PUT 202403 32,500 940 0.152 -0.481 0.000167 62.53 -5.56
PUT 202403 32,375 0 0.164 -0.461 0.000154 62.30 -5.98
PUT 202403 32,250 0 0.166 -0.441 0.000152 61.93 -5.99
PUT 202403 32,125 0 0.167 -0.423 0.000149 61.43 -6.00
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 33,000 6 0.170 0.050 0.000357 1.75 -14.87
CALL 20231215 32,875 19 0.180 0.125 0.000674 3.51 -31.59
CALL 20231215 32,750 48 0.194 0.246 0.000952 5.36 -52.10
CALL 20231215 32,625 98 0.212 0.388 0.001060 6.52 -69.28
CALL 20231215 32,500 165 0.228 0.523 0.001026 6.78 -77.32
CALL 20231215 32,375 275 0.286 0.620 0.000782 6.48 -92.77
CALL 20231215 32,250 0 0.429 0.649 0.000508 6.31 -135.47
CALL 20231215 32,125 0 0.490 0.688 0.000424 6.02 -147.58
PUT 20231215 33,000 370 0.000 0.000 0.000000 0.00 0.00
PUT 20231215 32,875 265 0.000 0.000 0.000000 0.00 0.00
PUT 20231215 32,750 175 0.000 0.000 0.000000 0.00 0.00
PUT 20231215 32,625 100 0.000 0.000 0.000000 0.00 0.00
PUT 20231215 32,500 60 0.102 -0.453 0.002271 6.74 -34.52
PUT 20231215 32,375 26 0.115 -0.228 0.001542 5.14 -29.59
PUT 20231215 32,250 11 0.128 -0.105 0.000839 3.10 -19.81
PUT 20231215 32,125 5 0.142 -0.049 0.000424 1.74 -12.35
CALL 20231222 33,000 190 0.198 0.314 0.000372 17.08 -21.15
CALL 20231222 32,875 210 0.186 0.352 0.000414 17.88 -20.84
CALL 20231222 32,750 280 0.199 0.412 0.000406 18.73 -23.35
CALL 20231222 32,625 345 0.205 0.464 0.000402 19.13 -24.59
CALL 20231222 32,500 0 0.226 0.514 0.000366 19.19 -27.20
CALL 20231222 32,375 0 0.236 0.558 0.000348 19.00 -28.03
CALL 20231222 32,250 0 0.244 0.598 0.000329 18.62 -28.48
CALL 20231222 32,125 0 0.247 0.638 0.000315 18.05 -27.95
PUT 20231222 33,000 535 0.112 -0.810 0.000505 13.07 -9.03
PUT 20231222 32,875 530 0.167 -0.665 0.000453 17.54 -18.24
PUT 20231222 32,750 355 0.115 -0.657 0.000664 17.70 -12.67
PUT 20231222 32,625 350 0.153 -0.552 0.000536 19.05 -18.20
PUT 20231222 32,500 250 0.136 -0.483 0.000611 19.19 -16.21
PUT 20231222 32,375 230 0.155 -0.418 0.000523 18.80 -18.18
PUT 20231222 32,250 175 0.152 -0.351 0.000507 17.85 -16.91
PUT 20231222 32,125 195 0.188 -0.325 0.000398 17.33 -20.32
CALL 20231229 33,000 0 0.177 0.348 0.000318 24.37 -14.38
CALL 20231229 32,875 0 0.180 0.390 0.000324 25.30 -15.18
CALL 20231229 32,750 0 0.183 0.432 0.000327 25.92 -15.81
CALL 20231229 32,625 0 0.186 0.474 0.000325 26.24 -16.28
CALL 20231229 32,500 0 0.189 0.514 0.000320 26.28 -16.62
CALL 20231229 32,375 0 0.193 0.554 0.000311 26.06 -16.78
CALL 20231229 32,250 0 0.197 0.591 0.000300 25.61 -16.84
CALL 20231229 32,125 0 0.201 0.626 0.000286 24.98 -16.78
PUT 20231229 33,000 0 0.129 -0.707 0.000404 22.66 -9.68
PUT 20231229 32,875 0 0.134 -0.650 0.000419 24.43 -10.86
PUT 20231229 32,750 0 0.139 -0.593 0.000424 25.58 -11.78
PUT 20231229 32,625 0 0.143 -0.538 0.000422 26.18 -12.40
PUT 20231229 32,500 0 0.146 -0.485 0.000413 26.28 -12.77
PUT 20231229 32,375 0 0.149 -0.435 0.000400 25.95 -12.88
PUT 20231229 32,250 0 0.152 -0.387 0.000381 25.24 -12.79
PUT 20231229 32,125 205 0.141 -0.329 0.000388 23.85 -11.22
CALL 20240105 33,000 0 0.173 0.373 0.000275 30.23 -11.88
CALL 20240105 32,875 0 0.175 0.409 0.000278 31.02 -12.39
CALL 20240105 32,750 0 0.178 0.445 0.000279 31.55 -12.78
CALL 20240105 32,625 0 0.180 0.480 0.000277 31.81 -13.07
CALL 20240105 32,500 0 0.183 0.515 0.000273 31.83 -13.27
CALL 20240105 32,375 0 0.186 0.549 0.000267 31.61 -13.38
CALL 20240105 32,250 0 0.189 0.581 0.000259 31.19 -13.42
CALL 20240105 32,125 0 0.192 0.612 0.000249 30.60 -13.43
PUT 20240105 33,000 0 0.134 -0.665 0.000339 29.10 -8.83
PUT 20240105 32,875 0 0.138 -0.618 0.000346 30.44 -9.50
PUT 20240105 32,750 0 0.141 -0.573 0.000347 31.32 -10.01
PUT 20240105 32,625 0 0.144 -0.528 0.000345 31.77 -10.38
PUT 20240105 32,500 0 0.147 -0.485 0.000339 31.83 -10.61
PUT 20240105 32,375 0 0.149 -0.444 0.000331 31.53 -10.67
PUT 20240105 32,250 0 0.152 -0.404 0.000319 30.92 -10.66
PUT 20240105 32,125 0 0.155 -0.366 0.000304 30.04 -10.54
CALL 20240112 33,000 410 0.168 0.388 0.000249 35.13 -10.22
CALL 20240112 32,875 420 0.158 0.413 0.000270 35.69 -9.73
CALL 20240112 32,750 500 0.165 0.450 0.000261 36.28 -10.39
CALL 20240112 32,625 585 0.173 0.484 0.000251 36.54 -10.96
CALL 20240112 32,500 650 0.175 0.515 0.000249 36.54 -11.05
CALL 20240112 32,375 700 0.171 0.547 0.000253 36.31 -10.75
CALL 20240112 32,250 800 0.180 0.576 0.000238 35.91 -11.18
CALL 20240112 32,125 0 0.186 0.603 0.000226 35.35 -11.42
PUT 20240112 33,000 775 0.136 -0.641 0.000300 34.26 -7.97
PUT 20240112 32,875 725 0.144 -0.597 0.000293 35.49 -8.77
PUT 20240112 32,750 655 0.145 -0.559 0.000296 36.16 -9.02
PUT 20240112 32,625 600 0.149 -0.521 0.000291 36.52 -9.36
PUT 20240112 32,500 580 0.162 -0.485 0.000269 36.54 -10.15
PUT 20240112 32,375 540 0.167 -0.452 0.000258 36.31 -10.44
PUT 20240112 32,250 430 0.153 -0.414 0.000279 35.72 -9.36
PUT 20240112 32,125 385 0.155 -0.380 0.000269 34.92 -9.27
CALL 20240209 33,000 740 0.186 0.436 0.000165 50.61 -8.28
CALL 20240209 32,875 0 0.177 0.453 0.000174 50.91 -7.95
CALL 20240209 32,750 940 0.204 0.482 0.000152 51.22 -9.20
CALL 20240209 32,625 0 0.181 0.497 0.000172 51.27 -8.16
CALL 20240209 32,500 0 0.182 0.519 0.000170 51.21 -8.22
CALL 20240209 32,375 0 0.184 0.540 0.000168 51.01 -8.27
CALL 20240209 32,250 0 0.186 0.561 0.000165 50.68 -8.30
CALL 20240209 32,125 0 0.188 0.581 0.000162 50.22 -8.33
PUT 20240209 33,000 1,065 0.156 -0.581 0.000195 50.21 -6.82
PUT 20240209 32,875 0 0.156 -0.557 0.000196 50.75 -6.91
PUT 20240209 32,750 775 0.128 -0.544 0.000242 50.95 -5.65
PUT 20240209 32,625 725 0.131 -0.513 0.000236 51.24 -5.85
PUT 20240209 32,500 875 0.173 -0.482 0.000179 51.22 -7.74
PUT 20240209 32,375 815 0.174 -0.459 0.000178 51.00 -7.73
PUT 20240209 32,250 600 0.143 -0.429 0.000214 50.46 -6.28
PUT 20240209 32,125 515 0.137 -0.399 0.000220 49.62 -5.92
CALL 20240308 33,000 0 0.175 0.449 0.000144 62.09 -6.41
CALL 20240308 32,875 0 0.176 0.467 0.000144 62.39 -6.48
CALL 20240308 32,750 0 0.177 0.485 0.000143 62.56 -6.57
CALL 20240308 32,625 0 0.179 0.503 0.000142 62.60 -6.63
CALL 20240308 32,500 1,090 0.172 0.521 0.000148 62.52 -6.37
CALL 20240308 32,375 0 0.181 0.539 0.000140 62.31 -6.67
CALL 20240308 32,250 0 0.182 0.556 0.000138 61.98 -6.68
CALL 20240308 32,125 0 0.183 0.573 0.000136 61.55 -6.69
PUT 20240308 33,000 0 0.160 -0.559 0.000157 61.92 -5.77
PUT 20240308 32,875 0 0.161 -0.539 0.000157 62.31 -5.85
PUT 20240308 32,750 0 0.163 -0.519 0.000156 62.54 -5.94
PUT 20240308 32,625 0 0.165 -0.499 0.000154 62.61 -6.01
PUT 20240308 32,500 0 0.165 -0.480 0.000154 62.53 -6.03
PUT 20240308 32,375 0 0.166 -0.461 0.000152 62.30 -6.05
PUT 20240308 32,250 0 0.167 -0.442 0.000150 61.94 -6.05
PUT 20240308 32,125 0 0.169 -0.423 0.000148 61.44 -6.05