日経225先物・オプション価格情報
2023年12月20日(水)
先物終値
種別 限月 終値
NK225 202403 33,600
NK225 202406 33,370
種別 限月 終値
NK225M 202401 33,630
NK225M 202402 33,645
NK225M 202403 33,600
種別 限月 終値
NK225MC 202401 33,630
NK225MC 202402 33,645
NK225MC 202403 33,600
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 34,000 310 0.143 0.378 0.000316 32.06 -9.98
CALL 202401 33,875 390 0.152 0.424 0.000305 33.03 -10.98
CALL 202401 33,750 420 0.145 0.459 0.000324 33.47 -10.62
CALL 202401 33,625 520 0.158 0.501 0.000300 33.65 -11.59
CALL 202401 33,500 550 0.148 0.540 0.000318 33.48 -10.82
CALL 202401 33,375 665 0.162 0.574 0.000287 33.07 -11.71
CALL 202401 33,250 745 0.165 0.609 0.000277 32.40 -11.65
CALL 202401 33,125 830 0.167 0.641 0.000265 31.52 -11.53
PUT 202401 34,000 675 0.132 -0.632 0.000337 31.79 -9.09
PUT 202401 33,875 590 0.130 -0.591 0.000353 32.76 -9.22
PUT 202401 33,750 555 0.142 -0.542 0.000332 33.46 -10.25
PUT 202401 33,625 485 0.141 -0.501 0.000336 33.65 -10.24
PUT 202401 33,500 425 0.141 -0.459 0.000333 33.47 -10.23
PUT 202401 33,375 355 0.137 -0.415 0.000337 32.88 -9.76
PUT 202401 33,250 330 0.145 -0.379 0.000311 32.10 -10.09
PUT 202401 33,125 270 0.141 -0.336 0.000307 30.78 -9.39
CALL 202402 34,000 630 0.161 0.435 0.000194 49.44 -7.85
CALL 202402 33,875 550 0.134 0.447 0.000234 49.66 -6.59
CALL 202402 33,750 775 0.168 0.485 0.000188 50.07 -8.31
CALL 202402 33,625 0 0.159 0.508 0.000200 50.10 -7.86
CALL 202402 33,500 815 0.152 0.533 0.000208 49.93 -7.50
CALL 202402 33,375 0 0.162 0.557 0.000194 49.59 -7.92
CALL 202402 33,250 1,060 0.175 0.577 0.000178 49.16 -8.48
CALL 202402 33,125 1,060 0.160 0.606 0.000191 48.31 -7.65
PUT 202402 34,000 940 0.144 -0.576 0.000217 49.20 -6.89
PUT 202402 33,875 1,045 0.180 -0.534 0.000176 49.92 -8.74
PUT 202402 33,750 815 0.147 -0.520 0.000215 50.04 -7.18
PUT 202402 33,625 790 0.156 -0.493 0.000204 50.10 -7.60
PUT 202402 33,500 710 0.152 -0.467 0.000208 49.93 -7.40
PUT 202402 33,375 720 0.166 -0.444 0.000189 49.61 -8.04
PUT 202402 33,250 600 0.153 -0.415 0.000202 48.97 -7.32
PUT 202402 33,125 570 0.158 -0.393 0.000194 48.28 -7.45
CALL 202403 34,000 845 0.164 0.455 0.000154 61.96 -6.48
CALL 202403 33,875 865 0.159 0.472 0.000160 62.21 -6.29
CALL 202403 33,750 915 0.158 0.492 0.000162 62.35 -6.26
CALL 202403 33,625 0 0.160 0.512 0.000159 62.33 -6.36
CALL 202403 33,500 0 0.162 0.532 0.000157 62.16 -6.43
CALL 202403 33,375 0 0.163 0.551 0.000155 61.84 -6.44
CALL 202403 33,250 0 0.163 0.571 0.000154 61.37 -6.37
CALL 202403 33,125 0 0.164 0.590 0.000152 60.76 -6.35
PUT 202403 34,000 0 0.159 -0.548 0.000159 61.91 -6.18
PUT 202403 33,875 0 0.160 -0.528 0.000159 62.21 -6.25
PUT 202403 33,750 1,035 0.154 -0.509 0.000166 62.34 -6.03
PUT 202403 33,625 0 0.161 -0.488 0.000158 62.33 -6.31
PUT 202403 33,500 975 0.165 -0.468 0.000154 62.16 -6.45
PUT 202403 33,375 0 0.163 -0.449 0.000155 61.84 -6.34
PUT 202403 33,250 0 0.164 -0.429 0.000153 61.38 -6.33
PUT 202403 33,125 0 0.165 -0.410 0.000151 60.78 -6.32
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 34,000 45 0.178 0.187 0.000606 6.67 -29.74
CALL 20231222 33,875 88 0.196 0.290 0.000701 8.51 -41.77
CALL 20231222 33,750 110 0.176 0.369 0.000863 9.38 -41.25
CALL 20231222 33,625 245 0.259 0.488 0.000619 9.92 -64.30
CALL 20231222 33,500 265 0.213 0.578 0.000738 9.73 -51.90
CALL 20231222 33,375 365 0.238 0.652 0.000624 9.19 -54.80
CALL 20231222 33,250 470 0.261 0.709 0.000527 8.52 -55.76
CALL 20231222 33,125 625 0.340 0.718 0.000399 8.40 -71.47
PUT 20231222 34,000 310 0.000 0.000 0.000000 0.00 0.00
PUT 20231222 33,875 215 0.000 0.000 0.000000 0.00 0.00
PUT 20231222 33,750 150 0.025 -0.991 0.000378 0.59 -0.28
PUT 20231222 33,625 120 0.108 -0.535 0.001480 9.88 -26.62
PUT 20231222 33,500 77 0.122 -0.368 0.001246 9.38 -28.48
PUT 20231222 33,375 48 0.132 -0.245 0.000954 7.81 -25.84
PUT 20231222 33,250 22 0.129 -0.135 0.000677 5.40 -17.41
PUT 20231222 33,125 13 0.139 -0.082 0.000439 3.78 -13.10
CALL 20231229 34,000 165 0.154 0.317 0.000438 18.80 -16.13
CALL 20231229 33,875 205 0.153 0.372 0.000468 19.96 -17.02
CALL 20231229 33,750 260 0.156 0.433 0.000478 20.75 -18.03
CALL 20231229 33,625 375 0.184 0.496 0.000411 21.05 -21.53
CALL 20231229 33,500 455 0.192 0.546 0.000392 20.91 -22.30
CALL 20231229 33,375 475 0.167 0.606 0.000436 20.29 -18.90
CALL 20231229 33,250 645 0.214 0.629 0.000335 19.94 -23.75
CALL 20231229 33,125 0 0.156 0.724 0.000407 17.62 -15.30
PUT 20231229 34,000 460 0.095 -0.785 0.000586 15.43 -8.03
PUT 20231229 33,875 0 0.134 -0.646 0.000524 19.62 -14.60
PUT 20231229 33,750 310 0.108 -0.600 0.000679 20.39 -12.17
PUT 20231229 33,625 260 0.118 -0.512 0.000642 21.04 -13.70
PUT 20231229 33,500 230 0.132 -0.438 0.000566 20.80 -15.21
PUT 20231229 33,375 180 0.133 -0.369 0.000539 19.91 -14.65
PUT 20231229 33,250 140 0.134 -0.306 0.000495 18.50 -13.78
PUT 20231229 33,125 105 0.135 -0.246 0.000444 16.64 -12.41
CALL 20240105 34,000 0 0.158 0.367 0.000339 26.48 -13.08
CALL 20240105 33,875 0 0.158 0.410 0.000349 27.35 -13.58
CALL 20240105 33,750 0 0.159 0.454 0.000353 27.88 -13.93
CALL 20240105 33,625 0 0.161 0.498 0.000353 28.06 -14.12
CALL 20240105 33,500 0 0.161 0.542 0.000349 27.91 -14.13
CALL 20240105 33,375 0 0.163 0.585 0.000341 27.42 -13.99
CALL 20240105 33,250 0 0.164 0.627 0.000329 26.63 -13.68
CALL 20240105 33,125 0 0.165 0.667 0.000313 25.58 -13.26
PUT 20240105 34,000 0 0.149 -0.641 0.000356 26.29 -12.19
PUT 20240105 33,875 0 0.151 -0.595 0.000366 27.26 -12.77
PUT 20240105 33,750 0 0.152 -0.549 0.000371 27.85 -13.15
PUT 20240105 33,625 0 0.152 -0.502 0.000372 28.06 -13.33
PUT 20240105 33,500 0 0.153 -0.456 0.000367 27.89 -13.33
PUT 20240105 33,375 0 0.154 -0.411 0.000358 27.36 -13.16
PUT 20240105 33,250 0 0.156 -0.367 0.000344 26.50 -12.85
PUT 20240105 33,125 0 0.156 -0.325 0.000328 25.33 -12.34
CALL 20240112 34,000 320 0.146 0.381 0.000310 32.14 -10.22
CALL 20240112 33,875 395 0.154 0.425 0.000302 33.05 -11.10
CALL 20240112 33,750 415 0.144 0.459 0.000327 33.47 -10.51
CALL 20240112 33,625 510 0.155 0.501 0.000305 33.65 -11.38
CALL 20240112 33,500 585 0.158 0.538 0.000297 33.49 -11.59
CALL 20240112 33,375 660 0.161 0.575 0.000289 33.06 -11.60
CALL 20240112 33,250 750 0.166 0.608 0.000274 32.41 -11.77
CALL 20240112 33,125 650 0.109 0.705 0.000377 29.11 -6.93
PUT 20240112 34,000 640 0.121 -0.645 0.000364 31.41 -8.23
PUT 20240112 33,875 570 0.124 -0.596 0.000370 32.66 -8.76
PUT 20240112 33,750 550 0.140 -0.543 0.000336 33.46 -10.14
PUT 20240112 33,625 435 0.126 -0.502 0.000376 33.65 -9.15
PUT 20240112 33,500 430 0.143 -0.459 0.000330 33.47 -10.34
PUT 20240112 33,375 355 0.137 -0.415 0.000337 32.88 -9.76
PUT 20240112 33,250 305 0.137 -0.373 0.000327 31.94 -9.50
PUT 20240112 33,125 270 0.141 -0.336 0.000307 30.78 -9.39
CALL 20240119 34,000 0 0.147 0.399 0.000272 37.18 -9.17
CALL 20240119 33,875 0 0.148 0.433 0.000275 37.89 -9.40
CALL 20240119 33,750 0 0.149 0.468 0.000277 38.30 -9.55
CALL 20240119 33,625 0 0.150 0.502 0.000276 38.43 -9.66
CALL 20240119 33,500 0 0.151 0.537 0.000273 38.27 -9.69
CALL 20240119 33,375 0 0.153 0.570 0.000267 37.83 -9.68
CALL 20240119 33,250 0 0.154 0.603 0.000260 37.14 -9.57
CALL 20240119 33,125 0 0.155 0.634 0.000251 36.22 -9.44
PUT 20240119 34,000 0 0.142 -0.606 0.000282 37.06 -8.69
PUT 20240119 33,875 0 0.142 -0.570 0.000286 37.83 -8.92
PUT 20240119 33,750 0 0.143 -0.534 0.000288 38.29 -9.08
PUT 20240119 33,625 0 0.144 -0.498 0.000287 38.43 -9.20
PUT 20240119 33,500 0 0.146 -0.462 0.000283 38.26 -9.24
PUT 20240119 33,375 0 0.147 -0.428 0.000277 37.79 -9.21
PUT 20240119 33,250 0 0.148 -0.393 0.000270 37.05 -9.09
PUT 20240119 33,125 0 0.149 -0.361 0.000261 36.07 -8.93
CALL 20240209 34,000 670 0.169 0.439 0.000185 49.52 -8.26
CALL 20240209 33,875 695 0.164 0.460 0.000193 49.85 -8.04
CALL 20240209 33,750 775 0.168 0.485 0.000188 50.07 -8.31
CALL 20240209 33,625 710 0.144 0.506 0.000221 50.10 -7.10
CALL 20240209 33,500 920 0.173 0.532 0.000183 49.94 -8.53
CALL 20240209 33,375 0 0.160 0.557 0.000196 49.58 -7.83
CALL 20240209 33,250 870 0.136 0.593 0.000227 48.75 -6.55
CALL 20240209 33,125 0 0.164 0.604 0.000187 48.38 -7.85
PUT 20240209 34,000 940 0.144 -0.576 0.000217 49.20 -6.89
PUT 20240209 33,875 0 0.157 -0.543 0.000202 49.82 -7.59
PUT 20240209 33,750 820 0.148 -0.520 0.000214 50.04 -7.23
PUT 20240209 33,625 895 0.177 -0.490 0.000180 50.09 -8.62
PUT 20240209 33,500 705 0.151 -0.467 0.000209 49.93 -7.36
PUT 20240209 33,375 805 0.183 -0.447 0.000172 49.66 -8.88
PUT 20240209 33,250 600 0.153 -0.415 0.000202 48.97 -7.32
PUT 20240209 33,125 0 0.162 -0.395 0.000189 48.34 -7.64
CALL 20240308 34,000 780 0.154 0.450 0.000165 61.86 -6.06
CALL 20240308 33,875 0 0.159 0.472 0.000160 62.21 -6.29
CALL 20240308 33,750 0 0.160 0.492 0.000160 62.35 -6.34
CALL 20240308 33,625 0 0.161 0.512 0.000159 62.33 -6.39
CALL 20240308 33,500 1,045 0.159 0.532 0.000160 62.16 -6.31
CALL 20240308 33,375 0 0.162 0.552 0.000156 61.84 -6.41
CALL 20240308 33,250 0 0.164 0.571 0.000153 61.38 -6.41
CALL 20240308 33,125 0 0.165 0.590 0.000151 60.77 -6.38
PUT 20240308 34,000 1,160 0.152 -0.551 0.000167 61.84 -5.88
PUT 20240308 33,875 0 0.159 -0.528 0.000160 62.21 -6.21
PUT 20240308 33,750 0 0.160 -0.508 0.000160 62.35 -6.26
PUT 20240308 33,625 0 0.161 -0.488 0.000158 62.33 -6.30
PUT 20240308 33,500 0 0.162 -0.468 0.000157 62.16 -6.34
PUT 20240308 33,375 0 0.163 -0.448 0.000156 61.84 -6.32
PUT 20240308 33,250 0 0.164 -0.429 0.000153 61.38 -6.33
PUT 20240308 33,125 0 0.165 -0.410 0.000151 60.78 -6.30