日経225先物・オプション価格情報
2023年12月19日(火)
先物終値
種別 限月 終値
NK225 202403 33,130
NK225 202406 32,880
種別 限月 終値
NK225M 202401 33,155
NK225M 202402 33,165
NK225M 202403 33,130
種別 限月 終値
NK225MC 202401 33,155
NK225MC 202402 33,165
NK225MC 202403 33,130
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 33,625 265 0.138 0.345 0.000314 31.29 -9.02
CALL 202401 33,500 340 0.147 0.392 0.000307 32.65 -10.07
CALL 202401 33,375 345 0.134 0.423 0.000344 33.25 -9.33
CALL 202401 33,250 445 0.148 0.470 0.000317 33.80 -10.45
CALL 202401 33,125 500 0.146 0.510 0.000320 33.88 -10.38
CALL 202401 33,000 580 0.151 0.549 0.000308 33.64 -10.64
CALL 202401 32,875 665 0.156 0.585 0.000294 33.12 -10.81
CALL 202401 32,750 745 0.158 0.620 0.000284 32.33 -10.70
PUT 202401 33,625 0 0.135 -0.658 0.000319 31.19 -8.74
PUT 202401 33,500 700 0.145 -0.610 0.000311 32.61 -9.80
PUT 202401 33,375 890 0.224 -0.539 0.000208 33.73 -15.70
PUT 202401 33,250 545 0.143 -0.531 0.000329 33.79 -9.98
PUT 202401 33,125 475 0.141 -0.490 0.000332 33.88 -9.92
PUT 202401 33,000 430 0.146 -0.450 0.000319 33.63 -10.17
PUT 202401 32,875 380 0.148 -0.411 0.000310 33.05 -10.12
PUT 202401 32,750 335 0.149 -0.374 0.000299 32.18 -9.98
CALL 202402 33,625 565 0.156 0.413 0.000199 48.70 -7.36
CALL 202402 33,500 500 0.133 0.423 0.000236 48.96 -6.30
CALL 202402 33,375 0 0.161 0.465 0.000197 49.69 -7.76
CALL 202402 33,250 610 0.133 0.483 0.000239 49.84 -6.43
CALL 202402 33,125 620 0.123 0.512 0.000259 49.87 -5.96
CALL 202402 33,000 830 0.153 0.540 0.000208 49.64 -7.34
CALL 202402 32,875 0 0.166 0.562 0.000189 49.28 -7.93
CALL 202402 32,750 0 0.168 0.585 0.000185 48.74 -7.94
PUT 202402 33,625 0 0.153 -0.589 0.000203 48.63 -7.09
PUT 202402 33,500 1,290 0.219 -0.536 0.000145 49.68 -10.40
PUT 202402 33,375 0 0.155 -0.538 0.000205 49.67 -7.35
PUT 202402 33,250 1,095 0.207 -0.502 0.000154 49.89 -9.90
PUT 202402 33,125 1,090 0.220 -0.482 0.000145 49.84 -10.47
PUT 202402 33,000 810 0.176 -0.462 0.000181 49.66 -8.36
PUT 202402 32,875 670 0.160 -0.436 0.000197 49.25 -7.52
PUT 202402 32,750 700 0.177 -0.418 0.000176 48.82 -8.28
CALL 202403 33,625 0 0.159 0.437 0.000159 61.10 -6.12
CALL 202403 33,500 0 0.160 0.457 0.000160 61.52 -6.18
CALL 202403 33,375 0 0.161 0.477 0.000160 61.78 -6.25
CALL 202403 33,250 900 0.154 0.496 0.000167 61.87 -6.00
CALL 202403 33,125 0 0.163 0.517 0.000158 61.82 -6.34
CALL 202403 33,000 1,025 0.155 0.537 0.000166 61.61 -6.00
CALL 202403 32,875 0 0.166 0.556 0.000153 61.26 -6.41
CALL 202403 32,750 0 0.168 0.575 0.000151 60.78 -6.42
PUT 202403 33,625 0 0.157 -0.565 0.000162 61.06 -5.92
PUT 202403 33,500 0 0.157 -0.544 0.000163 61.49 -5.97
PUT 202403 33,375 0 0.158 -0.524 0.000163 61.77 -6.05
PUT 202403 33,250 0 0.159 -0.503 0.000162 61.87 -6.10
PUT 202403 33,125 0 0.161 -0.483 0.000160 61.82 -6.18
PUT 202403 33,000 0 0.162 -0.463 0.000158 61.61 -6.18
PUT 202403 32,875 0 0.163 -0.443 0.000156 61.26 -6.21
PUT 202403 32,750 0 0.164 -0.424 0.000154 60.75 -6.18
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 33,625 55 0.181 0.186 0.000491 8.04 -24.33
CALL 20231222 33,500 89 0.189 0.261 0.000573 9.77 -30.79
CALL 20231222 33,375 110 0.175 0.324 0.000685 10.80 -31.46
CALL 20231222 33,250 175 0.192 0.421 0.000680 11.75 -37.54
CALL 20231222 33,125 265 0.219 0.507 0.000606 11.98 -43.77
CALL 20231222 33,000 345 0.230 0.579 0.000566 11.75 -45.07
CALL 20231222 32,875 370 0.184 0.682 0.000647 10.71 -32.84
CALL 20231222 32,750 520 0.244 0.703 0.000472 10.40 -42.44
PUT 20231222 33,625 0 0.000 0.000 0.000000 0.00 0.00
PUT 20231222 33,500 400 0.122 -0.841 0.000662 7.26 -14.66
PUT 20231222 33,375 360 0.180 -0.671 0.000670 10.86 -32.43
PUT 20231222 33,250 230 0.136 -0.613 0.000938 11.50 -26.00
PUT 20231222 33,125 170 0.144 -0.493 0.000922 11.98 -28.72
PUT 20231222 33,000 115 0.144 -0.379 0.000879 11.43 -27.41
PUT 20231222 32,875 93 0.163 -0.298 0.000708 10.41 -28.25
PUT 20231222 32,750 64 0.167 -0.221 0.000591 8.91 -24.77
CALL 20231229 33,625 125 0.141 0.267 0.000424 18.04 -12.79
CALL 20231229 33,500 150 0.136 0.315 0.000477 19.49 -13.27
CALL 20231229 33,375 210 0.144 0.384 0.000482 20.95 -15.16
CALL 20231229 33,250 280 0.153 0.449 0.000470 21.70 -16.68
CALL 20231229 33,125 300 0.136 0.508 0.000536 21.87 -14.90
CALL 20231229 33,000 320 0.114 0.587 0.000623 21.36 -12.24
CALL 20231229 32,875 280 0.049 0.832 0.000937 13.78 -3.44
CALL 20231229 32,750 535 0.142 0.693 0.000452 19.25 -13.68
PUT 20231229 33,625 0 0.126 -0.758 0.000452 17.14 -10.73
PUT 20231229 33,500 0 0.131 -0.692 0.000491 19.29 -12.55
PUT 20231229 33,375 0 0.131 -0.628 0.000526 20.73 -13.52
PUT 20231229 33,250 370 0.140 -0.557 0.000514 21.65 -15.10
PUT 20231229 33,125 0 0.138 -0.492 0.000529 21.87 -15.00
PUT 20231229 33,000 295 0.163 -0.436 0.000440 21.60 -17.60
PUT 20231229 32,875 0 0.143 -0.367 0.000481 20.65 -14.72
PUT 20231229 32,750 165 0.147 -0.313 0.000439 19.43 -14.27
CALL 20240105 33,625 0 0.135 0.312 0.000365 25.28 -10.09
CALL 20240105 33,500 200 0.123 0.344 0.000417 26.31 -9.59
CALL 20240105 33,375 0 0.135 0.406 0.000402 27.74 -11.05
CALL 20240105 33,250 0 0.138 0.458 0.000402 28.37 -11.56
CALL 20240105 33,125 0 0.141 0.509 0.000395 28.52 -11.89
CALL 20240105 33,000 0 0.145 0.557 0.000382 28.23 -12.06
CALL 20240105 32,875 0 0.148 0.602 0.000365 27.58 -12.05
CALL 20240105 32,750 0 0.151 0.645 0.000344 26.63 -11.92
PUT 20240105 33,625 0 0.121 -0.710 0.000395 24.49 -8.66
PUT 20240105 33,500 0 0.119 -0.662 0.000430 26.13 -9.06
PUT 20240105 33,375 0 0.122 -0.604 0.000441 27.54 -9.85
PUT 20240105 33,250 0 0.126 -0.547 0.000441 28.33 -10.41
PUT 20240105 33,125 0 0.129 -0.492 0.000433 28.52 -10.76
PUT 20240105 33,000 0 0.132 -0.439 0.000418 28.19 -10.88
PUT 20240105 32,875 0 0.135 -0.389 0.000397 27.42 -10.85
PUT 20240105 32,750 0 0.138 -0.343 0.000373 26.28 -10.61
CALL 20240112 33,625 275 0.141 0.348 0.000308 31.41 -9.27
CALL 20240112 33,500 340 0.147 0.392 0.000307 32.65 -10.07
CALL 20240112 33,375 370 0.142 0.427 0.000326 33.33 -9.87
CALL 20240112 33,250 445 0.148 0.470 0.000317 33.80 -10.45
CALL 20240112 33,125 500 0.146 0.510 0.000320 33.88 -10.38
CALL 20240112 33,000 570 0.148 0.549 0.000315 33.63 -10.43
CALL 20240112 32,875 585 0.132 0.598 0.000346 32.87 -9.07
CALL 20240112 32,750 725 0.152 0.625 0.000294 32.22 -10.24
PUT 20240112 33,625 1,080 0.237 -0.584 0.000194 33.14 -16.32
PUT 20240112 33,500 0 0.137 -0.617 0.000328 32.43 -9.21
PUT 20240112 33,375 0 0.139 -0.574 0.000331 33.31 -9.61
PUT 20240112 33,250 550 0.144 -0.531 0.000325 33.79 -10.09
PUT 20240112 33,125 500 0.149 -0.490 0.000316 33.88 -10.44
PUT 20240112 33,000 430 0.146 -0.450 0.000319 33.63 -10.17
PUT 20240112 32,875 410 0.157 -0.415 0.000293 33.12 -10.77
PUT 20240112 32,750 335 0.149 -0.374 0.000299 32.18 -9.98
CALL 20240119 33,625 0 0.149 0.375 0.000264 36.62 -8.83
CALL 20240119 33,500 0 0.151 0.409 0.000267 37.52 -9.15
CALL 20240119 33,375 0 0.152 0.443 0.000270 38.13 -9.36
CALL 20240119 33,250 0 0.153 0.477 0.000270 38.46 -9.51
CALL 20240119 33,125 0 0.154 0.511 0.000269 38.50 -9.59
CALL 20240119 33,000 0 0.156 0.544 0.000263 38.28 -9.69
CALL 20240119 32,875 0 0.157 0.577 0.000258 37.80 -9.64
CALL 20240119 32,750 0 0.160 0.608 0.000249 37.11 -9.61
PUT 20240119 33,625 0 0.139 -0.634 0.000280 36.32 -8.10
PUT 20240119 33,500 0 0.141 -0.598 0.000284 37.36 -8.45
PUT 20240119 33,375 0 0.142 -0.561 0.000287 38.06 -8.69
PUT 20240119 33,250 0 0.143 -0.525 0.000287 38.44 -8.84
PUT 20240119 33,125 0 0.145 -0.489 0.000286 38.50 -8.93
PUT 20240119 33,000 0 0.147 -0.454 0.000279 38.26 -9.03
PUT 20240119 32,875 0 0.148 -0.420 0.000274 37.73 -8.97
PUT 20240119 32,750 0 0.150 -0.387 0.000264 36.96 -8.92
CALL 20240209 33,625 0 0.159 0.415 0.000196 48.75 -7.48
CALL 20240209 33,500 460 0.125 0.417 0.000250 48.81 -5.89
CALL 20240209 33,375 0 0.161 0.465 0.000198 49.69 -7.72
CALL 20240209 33,250 585 0.128 0.481 0.000248 49.83 -6.19
CALL 20240209 33,125 630 0.125 0.512 0.000254 49.86 -6.05
CALL 20240209 33,000 885 0.164 0.539 0.000194 49.65 -7.87
CALL 20240209 32,875 780 0.129 0.574 0.000243 49.03 -6.14
CALL 20240209 32,750 825 0.124 0.608 0.000248 48.06 -5.77
PUT 20240209 33,625 0 0.152 -0.590 0.000204 48.62 -7.05
PUT 20240209 33,500 975 0.155 -0.563 0.000203 49.27 -7.30
PUT 20240209 33,375 0 0.156 -0.537 0.000204 49.67 -7.38
PUT 20240209 33,250 0 0.157 -0.512 0.000203 49.87 -7.48
PUT 20240209 33,125 1,045 0.211 -0.483 0.000151 49.84 -10.04
PUT 20240209 33,000 770 0.168 -0.462 0.000189 49.66 -7.97
PUT 20240209 32,875 0 0.161 -0.436 0.000196 49.25 -7.59
PUT 20240209 32,750 0 0.162 -0.412 0.000192 48.68 -7.56
CALL 20240308 33,625 0 0.159 0.437 0.000160 61.10 -6.11
CALL 20240308 33,500 0 0.160 0.457 0.000160 61.52 -6.19
CALL 20240308 33,375 0 0.160 0.477 0.000160 61.77 -6.24
CALL 20240308 33,250 0 0.161 0.497 0.000159 61.88 -6.29
CALL 20240308 33,125 0 0.162 0.517 0.000158 61.82 -6.32
CALL 20240308 33,000 0 0.164 0.537 0.000157 61.61 -6.35
CALL 20240308 32,875 0 0.165 0.556 0.000154 61.26 -6.36
CALL 20240308 32,750 0 0.166 0.575 0.000152 60.77 -6.35
PUT 20240308 33,625 0 0.157 -0.564 0.000162 61.07 -5.94
PUT 20240308 33,500 0 0.158 -0.544 0.000162 61.50 -6.02
PUT 20240308 33,375 0 0.159 -0.524 0.000162 61.77 -6.07
PUT 20240308 33,250 0 0.160 -0.503 0.000161 61.88 -6.12
PUT 20240308 33,125 0 0.160 -0.483 0.000160 61.82 -6.15
PUT 20240308 33,000 0 0.162 -0.463 0.000158 61.61 -6.18
PUT 20240308 32,875 0 0.163 -0.443 0.000156 61.25 -6.20
PUT 20240308 32,750 0 0.164 -0.424 0.000154 60.75 -6.19