日経225先物・オプション価格情報
2023年12月21日(木)
先物終値
種別 限月 終値
NK225 202403 33,120
NK225 202406 32,850
種別 限月 終値
NK225M 202401 33,135
NK225M 202402 33,145
NK225M 202403 33,120
種別 限月 終値
NK225MC 202401 33,135
NK225MC 202402 33,145
NK225MC 202403 33,120
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 33,500 305 0.144 0.381 0.000325 30.98 -10.18
CALL 202401 33,375 340 0.140 0.419 0.000344 31.77 -10.13
CALL 202401 33,250 395 0.140 0.462 0.000348 32.29 -10.34
CALL 202401 33,125 460 0.142 0.506 0.000345 32.44 -10.53
CALL 202401 33,000 540 0.147 0.548 0.000331 32.21 -10.82
CALL 202401 32,875 620 0.151 0.587 0.000318 31.66 -10.88
CALL 202401 32,750 665 0.141 0.634 0.000328 30.58 -9.86
CALL 202401 32,625 760 0.146 0.670 0.000305 29.45 -9.84
PUT 202401 33,500 710 0.153 -0.612 0.000308 31.16 -10.76
PUT 202401 33,375 660 0.161 -0.569 0.000300 31.96 -11.63
PUT 202401 33,250 565 0.153 -0.533 0.000319 32.33 -11.22
PUT 202401 33,125 495 0.152 -0.494 0.000322 32.43 -11.17
PUT 202401 33,000 415 0.146 -0.452 0.000333 32.20 -10.66
PUT 202401 32,875 390 0.156 -0.415 0.000307 31.70 -11.20
PUT 202401 32,750 315 0.148 -0.371 0.000314 30.73 -10.32
PUT 202401 32,625 300 0.159 -0.342 0.000285 29.85 -10.73
CALL 202402 33,500 590 0.155 0.433 0.000207 48.22 -7.52
CALL 202402 33,375 0 0.151 0.457 0.000214 48.63 -7.39
CALL 202402 33,250 0 0.157 0.486 0.000207 48.87 -7.71
CALL 202402 33,125 760 0.155 0.511 0.000209 48.88 -7.64
CALL 202402 33,000 810 0.153 0.538 0.000212 48.68 -7.49
CALL 202402 32,875 0 0.160 0.562 0.000201 48.30 -7.78
CALL 202402 32,750 0 0.161 0.587 0.000198 47.72 -7.72
CALL 202402 32,625 0 0.162 0.612 0.000193 46.98 -7.66
PUT 202402 33,500 1,010 0.164 -0.562 0.000196 48.32 -7.89
PUT 202402 33,375 0 0.162 -0.538 0.000200 48.68 -7.85
PUT 202402 33,250 0 0.163 -0.513 0.000200 48.88 -7.92
PUT 202402 33,125 815 0.167 -0.488 0.000195 48.88 -8.10
PUT 202402 33,000 780 0.172 -0.464 0.000188 48.70 -8.35
PUT 202402 32,875 715 0.171 -0.440 0.000188 48.35 -8.23
PUT 202402 32,750 630 0.165 -0.414 0.000192 47.77 -7.85
PUT 202402 32,625 0 0.168 -0.392 0.000186 47.09 -7.89
CALL 202403 33,500 985 0.189 0.466 0.000137 60.86 -7.42
CALL 202403 33,375 0 0.158 0.474 0.000165 60.95 -6.20
CALL 202403 33,250 0 0.158 0.494 0.000165 61.07 -6.24
CALL 202403 33,125 1,230 0.201 0.519 0.000129 61.01 -7.92
CALL 202403 33,000 0 0.160 0.535 0.000163 60.84 -6.27
CALL 202403 32,875 0 0.161 0.556 0.000161 60.48 -6.27
CALL 202403 32,750 0 0.162 0.576 0.000158 59.98 -6.26
CALL 202403 32,625 0 0.163 0.595 0.000155 59.35 -6.26
PUT 202403 33,500 0 0.166 -0.543 0.000156 60.73 -6.41
PUT 202403 33,375 0 0.167 -0.523 0.000156 60.98 -6.47
PUT 202403 33,250 0 0.168 -0.504 0.000155 61.08 -6.51
PUT 202403 33,125 0 0.168 -0.484 0.000155 61.03 -6.53
PUT 202403 33,000 795 0.141 -0.463 0.000185 60.82 -5.44
PUT 202403 32,875 0 0.169 -0.446 0.000153 60.51 -6.52
PUT 202403 32,750 855 0.170 -0.427 0.000151 60.04 -6.50
PUT 202403 32,625 0 0.171 -0.408 0.000148 59.45 -6.49
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 33,500 7 0.143 0.065 0.000509 2.19 -15.72
CALL 20231222 33,375 29 0.164 0.187 0.000945 4.66 -38.20
CALL 20231222 33,250 51 0.149 0.309 0.001365 6.11 -45.52
CALL 20231222 33,125 130 0.191 0.496 0.001202 6.92 -66.26
CALL 20231222 33,000 235 0.244 0.615 0.000905 6.63 -80.80
CALL 20231222 32,875 280 0.174 0.795 0.000946 4.93 -42.86
CALL 20231222 32,750 440 0.296 0.768 0.000594 5.29 -78.37
CALL 20231222 32,625 0 0.239 0.887 0.000463 3.33 -39.85
PUT 20231222 33,500 355 0.000 0.000 0.000000 0.00 0.00
PUT 20231222 33,375 250 0.000 0.000 0.000000 0.00 0.00
PUT 20231222 33,250 150 0.095 -0.785 0.001783 5.07 -23.92
PUT 20231222 33,125 70 0.098 -0.511 0.002357 6.91 -33.70
PUT 20231222 33,000 34 0.116 -0.274 0.001655 5.77 -33.49
PUT 20231222 32,875 12 0.120 -0.118 0.000949 3.42 -20.48
PUT 20231222 32,750 9 0.151 -0.076 0.000550 2.49 -18.74
PUT 20231222 32,625 2 0.143 -0.022 0.000210 0.90 -6.43
CALL 20231229 33,500 120 0.136 0.290 0.000512 16.77 -14.31
CALL 20231229 33,375 170 0.142 0.362 0.000538 18.38 -16.35
CALL 20231229 33,250 210 0.138 0.428 0.000582 19.24 -16.59
CALL 20231229 33,125 255 0.131 0.501 0.000619 19.56 -16.11
CALL 20231229 33,000 335 0.138 0.575 0.000577 19.22 -16.68
CALL 20231229 32,875 400 0.133 0.651 0.000568 18.14 -15.11
CALL 20231229 32,750 0 0.137 0.714 0.000506 16.68 -14.35
CALL 20231229 32,625 0 0.134 0.779 0.000451 14.55 -12.27
PUT 20231229 33,500 495 0.134 -0.714 0.000519 16.67 -13.86
PUT 20231229 33,375 455 0.159 -0.623 0.000488 18.62 -18.40
PUT 20231229 33,250 370 0.154 -0.564 0.000523 19.31 -18.48
PUT 20231229 33,125 265 0.134 -0.499 0.000606 19.56 -16.38
PUT 20231229 33,000 215 0.139 -0.425 0.000576 19.22 -16.64
PUT 20231229 32,875 165 0.139 -0.355 0.000547 18.25 -15.78
PUT 20231229 32,750 145 0.151 -0.304 0.000472 17.14 -16.16
PUT 20231229 32,625 115 0.154 -0.251 0.000421 15.62 -15.06
CALL 20240105 33,500 0 0.139 0.349 0.000395 24.84 -11.57
CALL 20240105 33,375 0 0.139 0.399 0.000413 25.92 -12.06
CALL 20240105 33,250 0 0.139 0.451 0.000423 26.58 -12.38
CALL 20240105 33,125 0 0.140 0.504 0.000423 26.78 -12.57
CALL 20240105 33,000 0 0.141 0.557 0.000418 26.51 -12.49
CALL 20240105 32,875 0 0.141 0.608 0.000405 25.79 -12.20
CALL 20240105 32,750 0 0.143 0.657 0.000383 24.69 -11.83
CALL 20240105 32,625 0 0.143 0.704 0.000361 23.19 -11.09
PUT 20240105 33,500 0 0.152 -0.638 0.000367 25.17 -12.72
PUT 20240105 33,375 0 0.152 -0.592 0.000381 26.07 -13.12
PUT 20240105 33,250 0 0.152 -0.544 0.000389 26.62 -13.42
PUT 20240105 33,125 0 0.152 -0.495 0.000390 26.78 -13.56
PUT 20240105 33,000 0 0.153 -0.447 0.000384 26.55 -13.52
PUT 20240105 32,875 0 0.154 -0.399 0.000374 25.93 -13.26
PUT 20240105 32,750 0 0.156 -0.355 0.000355 24.99 -12.96
PUT 20240105 32,625 0 0.156 -0.311 0.000336 23.73 -12.35
CALL 20240112 33,500 280 0.136 0.373 0.000342 30.79 -9.55
CALL 20240112 33,375 380 0.152 0.427 0.000316 31.89 -11.08
CALL 20240112 33,250 385 0.137 0.461 0.000356 32.28 -10.11
CALL 20240112 33,125 460 0.142 0.506 0.000345 32.44 -10.53
CALL 20240112 33,000 525 0.143 0.549 0.000342 32.19 -10.48
CALL 20240112 32,875 610 0.147 0.589 0.000325 31.63 -10.65
CALL 20240112 32,750 695 0.151 0.627 0.000309 30.79 -10.61
CALL 20240112 32,625 935 0.204 0.628 0.000228 30.75 -14.31
PUT 20240112 33,500 720 0.156 -0.609 0.000303 31.22 -11.01
PUT 20240112 33,375 465 0.099 -0.618 0.000473 31.01 -6.93
PUT 20240112 33,250 555 0.150 -0.534 0.000325 32.32 -10.99
PUT 20240112 33,125 490 0.151 -0.494 0.000326 32.43 -11.05
PUT 20240112 33,000 430 0.151 -0.453 0.000323 32.21 -11.01
PUT 20240112 32,875 400 0.159 -0.416 0.000302 31.72 -11.43
PUT 20240112 32,750 395 0.174 -0.388 0.000271 31.14 -12.29
PUT 20240112 32,625 290 0.155 -0.339 0.000290 29.75 -10.46
CALL 20240119 33,500 0 0.145 0.399 0.000285 36.04 -9.04
CALL 20240119 33,375 0 0.145 0.435 0.000290 36.74 -9.25
CALL 20240119 33,250 0 0.146 0.471 0.000291 37.15 -9.42
CALL 20240119 33,125 0 0.148 0.508 0.000289 37.24 -9.53
CALL 20240119 33,000 0 0.149 0.544 0.000286 37.02 -9.54
CALL 20240119 32,875 0 0.149 0.579 0.000281 36.51 -9.42
CALL 20240119 32,750 0 0.151 0.613 0.000272 35.73 -9.34
CALL 20240119 32,625 0 0.152 0.646 0.000263 34.71 -9.13
PUT 20240119 33,500 0 0.154 -0.595 0.000270 36.19 -9.55
PUT 20240119 33,375 0 0.154 -0.561 0.000274 36.81 -9.73
PUT 20240119 33,250 0 0.155 -0.526 0.000275 37.16 -9.88
PUT 20240119 33,125 0 0.156 -0.492 0.000273 37.24 -10.00
PUT 20240119 33,000 0 0.157 -0.458 0.000270 37.04 -9.99
PUT 20240119 32,875 0 0.158 -0.424 0.000266 36.57 -9.89
PUT 20240119 32,750 0 0.160 -0.392 0.000258 35.87 -9.85
PUT 20240119 32,625 0 0.161 -0.361 0.000250 34.95 -9.65
CALL 20240209 33,500 585 0.154 0.433 0.000208 48.21 -7.47
CALL 20240209 33,375 0 0.156 0.460 0.000207 48.65 -7.65
CALL 20240209 33,250 710 0.157 0.486 0.000207 48.87 -7.73
CALL 20240209 33,125 0 0.159 0.512 0.000205 48.88 -7.79
CALL 20240209 33,000 845 0.160 0.537 0.000202 48.69 -7.84
CALL 20240209 32,875 0 0.161 0.562 0.000200 48.31 -7.82
CALL 20240209 32,750 0 0.159 0.588 0.000200 47.71 -7.64
CALL 20240209 32,625 0 0.163 0.611 0.000192 46.99 -7.69
PUT 20240209 33,500 1,020 0.166 -0.560 0.000193 48.34 -7.99
PUT 20240209 33,375 0 0.161 -0.538 0.000201 48.68 -7.81
PUT 20240209 33,250 795 0.149 -0.516 0.000218 48.86 -7.24
PUT 20240209 33,125 0 0.163 -0.488 0.000199 48.88 -7.94
PUT 20240209 33,000 760 0.168 -0.463 0.000193 48.70 -8.15
PUT 20240209 32,875 0 0.165 -0.439 0.000195 48.32 -7.93
PUT 20240209 32,750 0 0.166 -0.415 0.000191 47.78 -7.91
PUT 20240209 32,625 560 0.162 -0.388 0.000193 46.97 -7.56
CALL 20240308 33,500 0 0.157 0.453 0.000165 60.66 -6.14
CALL 20240308 33,375 0 0.158 0.474 0.000165 60.95 -6.20
CALL 20240308 33,250 0 0.158 0.494 0.000165 61.07 -6.24
CALL 20240308 33,125 0 0.159 0.515 0.000164 61.04 -6.27
CALL 20240308 33,000 1,100 0.170 0.535 0.000153 60.84 -6.67
CALL 20240308 32,875 0 0.161 0.556 0.000160 60.49 -6.30
CALL 20240308 32,750 0 0.162 0.575 0.000158 59.99 -6.29
CALL 20240308 32,625 0 0.163 0.595 0.000155 59.34 -6.24
PUT 20240308 33,500 0 0.166 -0.543 0.000156 60.73 -6.41
PUT 20240308 33,375 0 0.167 -0.523 0.000156 60.98 -6.46
PUT 20240308 33,250 0 0.167 -0.504 0.000156 61.08 -6.49
PUT 20240308 33,125 0 0.168 -0.484 0.000155 61.03 -6.53
PUT 20240308 33,000 0 0.169 -0.465 0.000154 60.84 -6.54
PUT 20240308 32,875 0 0.170 -0.446 0.000152 60.51 -6.56
PUT 20240308 32,750 0 0.171 -0.427 0.000149 60.05 -6.56
PUT 20240308 32,625 0 0.172 -0.408 0.000147 59.46 -6.52