日経225先物・オプション価格情報

2023年12月15日(金)

先物終値

種別	限月	終値
NK225	202403	32,890
NK225	202406	32,630

種別	限月	終値
NK225M	202401	32,910
NK225M	202402	32,895
NK225M	202403	32,890

種別	限月	終値
NK225MC	202401	32,910
NK225MC	202402	32,895
NK225MC	202403	32,890

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	33,375	340	0.150	0.370	0.000277	34.41	-9.23
CALL	202401	33,250	390	0.151	0.406	0.000283	35.33	-9.54
CALL	202401	33,125	445	0.152	0.442	0.000285	35.95	-9.78
CALL	202401	33,000	505	0.153	0.478	0.000286	36.29	-9.96
CALL	202401	32,875	640	0.174	0.514	0.000252	36.32	-11.31
CALL	202401	32,750	630	0.153	0.549	0.000284	36.07	-9.92
CALL	202401	32,625	715	0.158	0.583	0.000271	35.56	-10.07
CALL	202401	32,500	790	0.158	0.616	0.000265	34.79	-9.90
PUT	202401	33,375	0	0.142	-0.637	0.000291	34.16	-8.58
PUT	202401	33,250	0	0.144	-0.599	0.000295	35.21	-8.98
PUT	202401	33,125	690	0.155	-0.557	0.000279	35.98	-9.92
PUT	202401	33,000	595	0.148	-0.523	0.000295	36.28	-9.55
PUT	202401	32,875	540	0.151	-0.487	0.000290	36.32	-9.75
PUT	202401	32,750	490	0.154	-0.451	0.000282	36.07	-9.88
PUT	202401	32,625	430	0.153	-0.415	0.000280	35.52	-9.66
PUT	202401	32,500	400	0.159	-0.384	0.000263	34.80	-9.86
CALL	202402	33,375	0	0.163	0.423	0.000187	50.42	-7.36
CALL	202402	33,250	0	0.164	0.446	0.000187	50.93	-7.50
CALL	202402	33,125	700	0.157	0.467	0.000197	51.22	-7.22
CALL	202402	33,000	795	0.164	0.493	0.000188	51.39	-7.59
CALL	202402	32,875	0	0.167	0.517	0.000185	51.35	-7.72
CALL	202402	32,750	0	0.169	0.540	0.000182	51.14	-7.76
CALL	202402	32,625	0	0.170	0.562	0.000180	50.77	-7.77
CALL	202402	32,500	910	0.136	0.600	0.000220	49.77	-6.10
PUT	202402	33,375	0	0.158	-0.580	0.000192	50.35	-7.06
PUT	202402	33,250	0	0.159	-0.556	0.000192	50.89	-7.19
PUT	202402	33,125	995	0.170	-0.529	0.000182	51.26	-7.72
PUT	202402	33,000	885	0.162	-0.507	0.000192	51.39	-7.36
PUT	202402	32,875	0	0.163	-0.483	0.000190	51.35	-7.42
PUT	202402	32,750	0	0.164	-0.460	0.000188	51.13	-7.46
PUT	202402	32,625	0	0.166	-0.437	0.000184	50.75	-7.47
PUT	202402	32,500	630	0.159	-0.411	0.000190	50.11	-7.08
CALL	202403	33,375	0	0.163	0.442	0.000153	62.29	-6.08
CALL	202403	33,250	0	0.164	0.462	0.000153	62.66	-6.16
CALL	202403	33,125	0	0.165	0.481	0.000153	62.88	-6.22
CALL	202403	33,000	835	0.140	0.495	0.000180	62.94	-5.30
CALL	202403	32,875	0	0.166	0.519	0.000152	62.87	-6.27
CALL	202403	32,750	0	0.167	0.538	0.000151	62.66	-6.28
CALL	202403	32,625	1,000	0.137	0.563	0.000183	62.15	-5.11
CALL	202403	32,500	0	0.170	0.575	0.000146	61.82	-6.29
PUT	202403	33,375	0	0.162	-0.558	0.000154	62.28	-5.97
PUT	202403	33,250	0	0.163	-0.539	0.000155	62.65	-6.01
PUT	202403	33,125	0	0.163	-0.519	0.000155	62.87	-6.06
PUT	202403	33,000	0	0.166	-0.500	0.000153	62.95	-6.16
PUT	202403	32,875	0	0.166	-0.481	0.000152	62.87	-6.16
PUT	202403	32,750	0	0.167	-0.462	0.000151	62.66	-6.19
PUT	202403	32,625	0	0.169	-0.443	0.000148	62.30	-6.22
PUT	202403	32,500	0	0.169	-0.425	0.000147	61.82	-6.19

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	20231222	33,375	145	0.182	0.285	0.000410	15.46	-20.09
CALL	20231222	33,250	180	0.180	0.336	0.000445	16.61	-21.39
CALL	20231222	33,125	230	0.183	0.395	0.000461	17.53	-22.99
CALL	20231222	33,000	300	0.193	0.456	0.000450	18.06	-24.99
CALL	20231222	32,875	315	0.169	0.513	0.000518	18.16	-21.98
CALL	20231222	32,750	435	0.199	0.567	0.000434	17.91	-25.48
CALL	20231222	32,625	500	0.194	0.624	0.000429	17.29	-24.03
CALL	20231222	32,500	710	0.271	0.632	0.000305	17.17	-33.33
PUT	20231222	33,375	0	0.117	-0.814	0.000502	12.18	-10.10
PUT	20231222	33,250	0	0.126	-0.731	0.000576	15.04	-13.46
PUT	20231222	33,125	330	0.104	-0.686	0.000746	16.16	-11.99
PUT	20231222	33,000	330	0.149	-0.560	0.000580	17.97	-19.11
PUT	20231222	32,875	305	0.172	-0.487	0.000508	18.16	-22.29
PUT	20231222	32,750	215	0.154	-0.416	0.000555	17.77	-19.54
PUT	20231222	32,625	175	0.159	-0.353	0.000511	16.92	-19.23
PUT	20231222	32,500	150	0.170	-0.301	0.000451	15.87	-19.21
CALL	20231229	33,375	135	0.124	0.278	0.000420	21.59	-9.57
CALL	20231229	33,250	235	0.150	0.362	0.000387	24.14	-12.99
CALL	20231229	33,125	350	0.177	0.426	0.000343	25.25	-16.04
CALL	20231229	33,000	400	0.176	0.469	0.000351	25.62	-16.12
CALL	20231229	32,875	400	0.153	0.513	0.000406	25.68	-14.04
CALL	20231229	32,750	0	0.164	0.560	0.000372	25.41	-14.97
CALL	20231229	32,625	0	0.166	0.605	0.000361	24.80	-14.71
CALL	20231229	32,500	470	0.087	0.762	0.000554	19.93	-6.24
PUT	20231229	33,375	0	0.139	-0.699	0.000388	22.43	-11.10
PUT	20231229	33,250	0	0.142	-0.647	0.000406	23.94	-12.09
PUT	20231229	33,125	0	0.144	-0.594	0.000419	24.98	-12.76
PUT	20231229	33,000	435	0.147	-0.540	0.000419	25.57	-13.37
PUT	20231229	32,875	580	0.229	-0.487	0.000270	25.68	-20.95
PUT	20231229	32,750	290	0.139	-0.432	0.000439	25.32	-12.52
PUT	20231229	32,625	245	0.142	-0.380	0.000417	24.52	-12.37
PUT	20231229	32,500	265	0.169	-0.353	0.000340	23.93	-14.45
CALL	20240105	33,375	0	0.151	0.350	0.000311	29.23	-10.53
CALL	20240105	33,250	0	0.152	0.390	0.000319	30.28	-11.02
CALL	20240105	33,125	0	0.154	0.431	0.000323	31.01	-11.42
CALL	20240105	33,000	0	0.156	0.473	0.000322	31.40	-11.74
CALL	20240105	32,875	0	0.158	0.513	0.000319	31.46	-11.91
CALL	20240105	32,750	0	0.161	0.552	0.000311	31.20	-12.04
CALL	20240105	32,625	0	0.164	0.590	0.000301	30.67	-11.99
CALL	20240105	32,500	0	0.166	0.626	0.000289	29.90	-11.91
PUT	20240105	33,375	0	0.142	-0.660	0.000328	28.91	-9.68
PUT	20240105	33,250	0	0.143	-0.617	0.000337	30.11	-10.22
PUT	20240105	33,125	0	0.145	-0.573	0.000342	30.94	-10.65
PUT	20240105	33,000	0	0.148	-0.530	0.000341	31.38	-11.00
PUT	20240105	32,875	0	0.150	-0.487	0.000337	31.46	-11.18
PUT	20240105	32,750	0	0.153	-0.446	0.000328	31.18	-11.30
PUT	20240105	32,625	0	0.155	-0.406	0.000318	30.59	-11.23
PUT	20240105	32,500	0	0.157	-0.368	0.000304	29.74	-11.11
CALL	20240112	33,375	345	0.151	0.372	0.000275	34.45	-9.33
CALL	20240112	33,250	360	0.142	0.399	0.000298	35.18	-8.96
CALL	20240112	33,125	475	0.160	0.446	0.000271	36.00	-10.33
CALL	20240112	33,000	500	0.152	0.477	0.000288	36.28	-9.87
CALL	20240112	32,875	535	0.145	0.513	0.000302	36.32	-9.44
CALL	20240112	32,750	595	0.144	0.551	0.000302	36.04	-9.29
CALL	20240112	32,625	765	0.172	0.577	0.000250	35.66	-11.00
CALL	20240112	32,500	770	0.153	0.620	0.000274	34.69	-9.51
PUT	20240112	33,375	0	0.143	-0.637	0.000289	34.19	-8.64
PUT	20240112	33,250	705	0.139	-0.604	0.000305	35.11	-8.63
PUT	20240112	33,125	610	0.133	-0.569	0.000324	35.80	-8.45
PUT	20240112	33,000	650	0.163	-0.520	0.000268	36.30	-10.54
PUT	20240112	32,875	540	0.151	-0.487	0.000290	36.32	-9.75
PUT	20240112	32,750	490	0.154	-0.451	0.000282	36.07	-9.88
PUT	20240112	32,625	410	0.147	-0.413	0.000290	35.47	-9.29
PUT	20240112	32,500	395	0.158	-0.383	0.000266	34.78	-9.76
CALL	20240119	33,375	0	0.153	0.389	0.000245	39.04	-8.59
CALL	20240119	33,250	0	0.155	0.420	0.000248	39.82	-8.84
CALL	20240119	33,125	0	0.156	0.452	0.000249	40.33	-9.03
CALL	20240119	33,000	0	0.158	0.483	0.000248	40.60	-9.21
CALL	20240119	32,875	0	0.160	0.514	0.000245	40.61	-9.33
CALL	20240119	32,750	0	0.162	0.545	0.000240	40.38	-9.39
CALL	20240119	32,625	0	0.164	0.574	0.000235	39.93	-9.40
CALL	20240119	32,500	0	0.166	0.602	0.000228	39.29	-9.38
PUT	20240119	33,375	0	0.147	-0.617	0.000256	38.87	-8.08
PUT	20240119	33,250	0	0.148	-0.584	0.000258	39.73	-8.36
PUT	20240119	33,125	0	0.149	-0.551	0.000260	40.30	-8.55
PUT	20240119	33,000	0	0.151	-0.518	0.000258	40.59	-8.73
PUT	20240119	32,875	0	0.153	-0.486	0.000255	40.61	-8.85
PUT	20240119	32,750	0	0.155	-0.454	0.000250	40.36	-8.92
PUT	20240119	32,625	0	0.157	-0.424	0.000245	39.89	-8.92
PUT	20240119	32,500	0	0.160	-0.394	0.000237	39.20	-8.90
CALL	20240209	33,375	0	0.163	0.422	0.000187	50.42	-7.35
CALL	20240209	33,250	0	0.164	0.446	0.000187	50.93	-7.49
CALL	20240209	33,125	0	0.165	0.470	0.000187	51.25	-7.59
CALL	20240209	33,000	785	0.163	0.493	0.000191	51.39	-7.50
CALL	20240209	32,875	835	0.161	0.516	0.000193	51.35	-7.41
CALL	20240209	32,750	0	0.169	0.540	0.000183	51.14	-7.75
CALL	20240209	32,625	0	0.170	0.562	0.000180	50.77	-7.76
CALL	20240209	32,500	875	0.129	0.604	0.000232	49.63	-5.77
PUT	20240209	33,375	0	0.158	-0.580	0.000192	50.35	-7.05
PUT	20240209	33,250	0	0.160	-0.556	0.000192	50.89	-7.20
PUT	20240209	33,125	0	0.161	-0.531	0.000192	51.24	-7.31
PUT	20240209	33,000	0	0.162	-0.507	0.000191	51.39	-7.38
PUT	20240209	32,875	855	0.168	-0.483	0.000184	51.35	-7.67
PUT	20240209	32,750	775	0.165	-0.460	0.000187	51.14	-7.49
PUT	20240209	32,625	0	0.166	-0.437	0.000184	50.75	-7.47
PUT	20240209	32,500	635	0.160	-0.411	0.000189	50.12	-7.12
CALL	20240308	33,375	0	0.163	0.442	0.000153	62.29	-6.08
CALL	20240308	33,250	0	0.164	0.462	0.000154	62.65	-6.15
CALL	20240308	33,125	0	0.165	0.481	0.000153	62.87	-6.20
CALL	20240308	33,000	0	0.166	0.500	0.000153	62.95	-6.25
CALL	20240308	32,875	0	0.167	0.519	0.000151	62.87	-6.30
CALL	20240308	32,750	0	0.168	0.538	0.000149	62.66	-6.33
CALL	20240308	32,625	0	0.169	0.557	0.000148	62.31	-6.33
CALL	20240308	32,500	0	0.171	0.575	0.000146	61.83	-6.33
PUT	20240308	33,375	0	0.162	-0.558	0.000154	62.28	-5.97
PUT	20240308	33,250	0	0.163	-0.539	0.000154	62.65	-6.04
PUT	20240308	33,125	0	0.164	-0.519	0.000154	62.87	-6.09
PUT	20240308	33,000	0	0.165	-0.500	0.000153	62.95	-6.13
PUT	20240308	32,875	0	0.166	-0.481	0.000152	62.87	-6.18
PUT	20240308	32,750	0	0.168	-0.462	0.000150	62.66	-6.21
PUT	20240308	32,625	0	0.169	-0.443	0.000148	62.30	-6.22
PUT	20240308	32,500	0	0.170	-0.425	0.000146	61.82	-6.22