日経225先物・オプション価格情報
2023年12月18日(月)
先物終値
種別 限月 終値
NK225 202403 32,700
NK225 202406 32,400
種別 限月 終値
NK225M 202401 32,715
NK225M 202402 32,700
NK225M 202403 32,700
種別 限月 終値
NK225MC 202401 32,715
NK225MC 202402 32,700
NK225MC 202403 32,700
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 33,125 345 0.154 0.383 0.000289 32.66 -10.10
CALL 202401 33,000 415 0.161 0.423 0.000285 33.50 -10.80
CALL 202401 32,875 460 0.158 0.458 0.000293 33.95 -10.79
CALL 202401 32,750 525 0.161 0.495 0.000290 34.14 -11.01
CALL 202401 32,625 590 0.161 0.531 0.000288 34.04 -11.04
CALL 202401 32,500 655 0.161 0.567 0.000285 33.66 -10.89
CALL 202401 32,375 685 0.149 0.610 0.000302 32.85 -9.81
CALL 202401 32,250 760 0.148 0.648 0.000293 31.78 -9.46
PUT 202401 33,125 660 0.121 -0.652 0.000358 31.63 -7.58
PUT 202401 33,000 710 0.160 -0.578 0.000286 33.49 -10.66
PUT 202401 32,875 645 0.162 -0.541 0.000286 33.96 -10.95
PUT 202401 32,750 580 0.163 -0.505 0.000287 34.14 -11.06
PUT 202401 32,625 520 0.164 -0.469 0.000284 34.04 -11.09
PUT 202401 32,500 465 0.165 -0.434 0.000279 33.68 -11.05
PUT 202401 32,375 425 0.169 -0.401 0.000267 33.09 -11.14
PUT 202401 32,250 385 0.172 -0.370 0.000256 32.31 -11.09
CALL 202402 33,125 0 0.167 0.433 0.000189 49.00 -7.74
CALL 202402 33,000 740 0.176 0.460 0.000181 49.46 -8.26
CALL 202402 32,875 0 0.169 0.481 0.000189 49.65 -7.96
CALL 202402 32,750 0 0.170 0.504 0.000188 49.71 -8.03
CALL 202402 32,625 0 0.171 0.528 0.000187 49.59 -8.04
CALL 202402 32,500 0 0.172 0.551 0.000184 49.30 -8.05
CALL 202402 32,375 0 0.174 0.574 0.000181 48.86 -8.06
CALL 202402 32,250 0 0.177 0.595 0.000176 48.28 -8.12
PUT 202402 33,125 0 0.167 -0.567 0.000189 49.01 -7.67
PUT 202402 33,000 980 0.165 -0.544 0.000193 49.40 -7.64
PUT 202402 32,875 0 0.169 -0.519 0.000189 49.65 -7.86
PUT 202402 32,750 0 0.170 -0.496 0.000188 49.71 -7.93
PUT 202402 32,625 0 0.171 -0.472 0.000186 49.59 -7.98
PUT 202402 32,500 715 0.164 -0.448 0.000193 49.28 -7.59
PUT 202402 32,375 0 0.174 -0.426 0.000181 48.86 -7.96
PUT 202402 32,250 0 0.175 -0.404 0.000177 48.26 -7.94
CALL 202403 33,125 0 0.165 0.451 0.000155 60.99 -6.27
CALL 202403 33,000 0 0.166 0.470 0.000155 61.28 -6.33
CALL 202403 32,875 0 0.167 0.490 0.000155 61.43 -6.37
CALL 202403 32,750 0 0.168 0.509 0.000154 61.44 -6.42
CALL 202403 32,625 0 0.168 0.528 0.000154 61.30 -6.40
CALL 202403 32,500 0 0.170 0.548 0.000151 61.02 -6.44
CALL 202403 32,375 0 0.170 0.567 0.000150 60.60 -6.40
CALL 202403 32,250 0 0.171 0.585 0.000148 60.05 -6.38
PUT 202403 33,125 0 0.170 -0.547 0.000151 61.03 -6.36
PUT 202403 33,000 0 0.171 -0.528 0.000151 61.30 -6.43
PUT 202403 32,875 0 0.172 -0.509 0.000150 61.44 -6.48
PUT 202403 32,750 0 0.173 -0.490 0.000150 61.44 -6.51
PUT 202403 32,625 0 0.173 -0.471 0.000149 61.30 -6.51
PUT 202403 32,500 1,025 0.184 -0.454 0.000140 61.04 -6.88
PUT 202403 32,375 0 0.175 -0.434 0.000146 60.62 -6.50
PUT 202403 32,250 875 0.178 -0.417 0.000142 60.12 -6.58
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 33,125 135 0.219 0.291 0.000457 11.73 -32.12
CALL 20231222 33,000 185 0.228 0.355 0.000478 12.75 -36.30
CALL 20231222 32,875 255 0.245 0.423 0.000467 13.40 -41.03
CALL 20231222 32,750 300 0.237 0.481 0.000491 13.64 -40.49
CALL 20231222 32,625 300 0.191 0.550 0.000605 13.55 -32.40
CALL 20231222 32,500 440 0.243 0.601 0.000465 13.22 -40.13
CALL 20231222 32,375 0 0.272 0.643 0.000401 12.78 -43.51
CALL 20231222 32,250 675 0.303 0.675 0.000347 12.33 -46.77
PUT 20231222 33,125 0 0.143 -0.803 0.000565 9.50 -16.94
PUT 20231222 33,000 500 0.240 -0.637 0.000457 12.84 -38.40
PUT 20231222 32,875 365 0.196 -0.598 0.000576 13.24 -32.42
PUT 20231222 32,750 305 0.204 -0.524 0.000569 13.63 -34.80
PUT 20231222 32,625 240 0.202 -0.452 0.000572 13.56 -34.26
PUT 20231222 32,500 180 0.197 -0.379 0.000564 13.02 -32.06
PUT 20231222 32,375 160 0.217 -0.326 0.000485 12.33 -33.38
PUT 20231222 32,250 130 0.224 -0.273 0.000434 11.38 -31.81
CALL 20231229 33,125 190 0.159 0.326 0.000398 20.45 -14.85
CALL 20231229 33,000 195 0.142 0.360 0.000465 21.25 -13.73
CALL 20231229 32,875 285 0.161 0.430 0.000430 22.30 -16.35
CALL 20231229 32,750 315 0.150 0.482 0.000469 22.62 -15.42
CALL 20231229 32,625 370 0.146 0.542 0.000478 22.52 -15.01
CALL 20231229 32,500 0 0.181 0.584 0.000381 22.14 -18.22
CALL 20231229 32,375 0 0.183 0.630 0.000364 21.43 -17.85
CALL 20231229 32,250 0 0.186 0.672 0.000342 20.50 -17.40
PUT 20231229 33,125 0 0.166 -0.667 0.000385 20.63 -15.52
PUT 20231229 33,000 0 0.167 -0.617 0.000401 21.66 -16.43
PUT 20231229 32,875 0 0.160 -0.570 0.000431 22.30 -16.21
PUT 20231229 32,750 0 0.163 -0.515 0.000430 22.63 -16.75
PUT 20231229 32,625 375 0.182 -0.464 0.000384 22.56 -18.63
PUT 20231229 32,500 375 0.208 -0.425 0.000333 22.25 -20.95
PUT 20231229 32,375 185 0.143 -0.339 0.000451 20.77 -13.46
PUT 20231229 32,250 240 0.190 -0.331 0.000336 20.59 -17.79
CALL 20240105 33,125 0 0.164 0.369 0.000317 27.39 -12.51
CALL 20240105 33,000 0 0.165 0.409 0.000324 28.22 -12.98
CALL 20240105 32,875 0 0.167 0.451 0.000326 28.75 -13.39
CALL 20240105 32,750 0 0.169 0.492 0.000325 28.96 -13.64
CALL 20240105 32,625 0 0.171 0.532 0.000320 28.88 -13.76
CALL 20240105 32,500 0 0.172 0.572 0.000314 28.50 -13.69
CALL 20240105 32,375 0 0.174 0.610 0.000303 27.86 -13.53
CALL 20240105 32,250 0 0.177 0.645 0.000289 27.02 -13.35
PUT 20240105 33,125 0 0.162 -0.633 0.000321 27.34 -12.22
PUT 20240105 33,000 0 0.163 -0.592 0.000328 28.19 -12.70
PUT 20240105 32,875 0 0.165 -0.550 0.000330 28.74 -13.12
PUT 20240105 32,750 0 0.167 -0.509 0.000329 28.96 -13.37
PUT 20240105 32,625 0 0.169 -0.468 0.000324 28.87 -13.49
PUT 20240105 32,500 0 0.170 -0.428 0.000318 28.49 -13.42
PUT 20240105 32,375 0 0.172 -0.389 0.000307 27.84 -13.25
PUT 20240105 32,250 0 0.175 -0.353 0.000293 26.98 -13.07
CALL 20240112 33,125 355 0.157 0.385 0.000284 32.72 -10.32
CALL 20240112 33,000 400 0.156 0.420 0.000292 33.46 -10.49
CALL 20240112 32,875 460 0.158 0.458 0.000293 33.95 -10.79
CALL 20240112 32,750 530 0.162 0.495 0.000288 34.14 -11.11
CALL 20240112 32,625 600 0.164 0.530 0.000283 34.04 -11.24
CALL 20240112 32,500 665 0.164 0.566 0.000280 33.67 -11.09
CALL 20240112 32,375 720 0.159 0.603 0.000283 32.99 -10.55
CALL 20240112 32,250 750 0.145 0.650 0.000299 31.69 -9.24
PUT 20240112 33,125 680 0.127 -0.644 0.000343 31.89 -8.04
PUT 20240112 33,000 725 0.164 -0.575 0.000279 33.54 -10.97
PUT 20240112 32,875 750 0.193 -0.532 0.000241 34.03 -13.08
PUT 20240112 32,750 690 0.195 -0.501 0.000239 34.14 -13.26
PUT 20240112 32,625 565 0.177 -0.470 0.000263 34.05 -12.00
PUT 20240112 32,500 470 0.166 -0.435 0.000277 33.68 -11.15
PUT 20240112 32,375 425 0.169 -0.401 0.000267 33.09 -11.14
PUT 20240112 32,250 375 0.169 -0.368 0.000261 32.26 -10.87
CALL 20240119 33,125 0 0.161 0.403 0.000248 37.48 -9.46
CALL 20240119 33,000 0 0.162 0.435 0.000251 38.11 -9.70
CALL 20240119 32,875 0 0.164 0.466 0.000251 38.49 -9.88
CALL 20240119 32,750 0 0.165 0.498 0.000249 38.63 -10.01
CALL 20240119 32,625 0 0.166 0.529 0.000247 38.52 -10.05
CALL 20240119 32,500 0 0.168 0.560 0.000242 38.20 -10.08
CALL 20240119 32,375 0 0.169 0.589 0.000237 37.65 -10.02
CALL 20240119 32,250 0 0.172 0.618 0.000230 36.93 -9.95
PUT 20240119 33,125 0 0.159 -0.598 0.000251 37.45 -9.27
PUT 20240119 33,000 0 0.161 -0.566 0.000253 38.10 -9.52
PUT 20240119 32,875 0 0.162 -0.534 0.000253 38.49 -9.69
PUT 20240119 32,750 0 0.164 -0.502 0.000252 38.63 -9.82
PUT 20240119 32,625 0 0.165 -0.471 0.000249 38.52 -9.88
PUT 20240119 32,500 0 0.167 -0.440 0.000245 38.19 -9.90
PUT 20240119 32,375 0 0.168 -0.410 0.000239 37.64 -9.83
PUT 20240119 32,250 0 0.170 -0.381 0.000231 36.90 -9.78
CALL 20240209 33,125 0 0.167 0.433 0.000189 49.01 -7.76
CALL 20240209 33,000 680 0.164 0.455 0.000194 49.40 -7.68
CALL 20240209 32,875 820 0.181 0.484 0.000177 49.67 -8.53
CALL 20240209 32,750 765 0.158 0.503 0.000202 49.71 -7.47
CALL 20240209 32,625 845 0.162 0.528 0.000197 49.59 -7.63
CALL 20240209 32,500 940 0.168 0.552 0.000189 49.29 -7.87
CALL 20240209 32,375 0 0.176 0.573 0.000179 48.87 -8.15
CALL 20240209 32,250 0 0.176 0.596 0.000177 48.27 -8.05
PUT 20240209 33,125 0 0.166 -0.568 0.000190 49.00 -7.63
PUT 20240209 33,000 1,080 0.185 -0.537 0.000172 49.50 -8.60
PUT 20240209 32,875 935 0.170 -0.519 0.000188 49.65 -7.91
PUT 20240209 32,750 855 0.167 -0.496 0.000191 49.71 -7.80
PUT 20240209 32,625 855 0.180 -0.472 0.000177 49.59 -8.38
PUT 20240209 32,500 825 0.186 -0.451 0.000170 49.33 -8.63
PUT 20240209 32,375 630 0.159 -0.422 0.000198 48.75 -7.25
PUT 20240209 32,250 685 0.181 -0.406 0.000172 48.33 -8.22
CALL 20240308 33,125 0 0.166 0.451 0.000155 60.99 -6.27
CALL 20240308 33,000 0 0.166 0.470 0.000155 61.28 -6.33
CALL 20240308 32,875 0 0.167 0.490 0.000155 61.43 -6.39
CALL 20240308 32,750 0 0.168 0.509 0.000154 61.44 -6.42
CALL 20240308 32,625 0 0.170 0.528 0.000152 61.30 -6.48
CALL 20240308 32,500 1,080 0.159 0.549 0.000162 61.00 -6.03
CALL 20240308 32,375 0 0.172 0.566 0.000149 60.61 -6.48
CALL 20240308 32,250 0 0.173 0.585 0.000146 60.07 -6.47
PUT 20240308 33,125 0 0.169 -0.548 0.000153 61.01 -6.29
PUT 20240308 33,000 0 0.169 -0.529 0.000153 61.30 -6.35
PUT 20240308 32,875 0 0.170 -0.509 0.000152 61.44 -6.40
PUT 20240308 32,750 0 0.171 -0.490 0.000152 61.44 -6.43
PUT 20240308 32,625 0 0.173 -0.471 0.000149 61.30 -6.50
PUT 20240308 32,500 0 0.173 -0.453 0.000148 61.02 -6.49
PUT 20240308 32,375 0 0.175 -0.434 0.000146 60.62 -6.50
PUT 20240308 32,250 0 0.176 -0.416 0.000144 60.10 -6.49