日経225先物・オプション価格情報
2023年12月22日(金)
先物終値
種別 限月 終値
NK225 202403 33,060
NK225 202406 32,810
種別 限月 終値
NK225M 202401 33,080
NK225M 202402 33,080
NK225M 202403 33,060
種別 限月 終値
NK225MC 202401 33,080
NK225MC 202402 33,080
NK225MC 202403 33,060
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 33,500 255 0.138 0.352 0.000339 29.42 -9.71
CALL 202401 33,375 305 0.140 0.396 0.000348 30.55 -10.20
CALL 202401 33,250 355 0.140 0.439 0.000356 31.27 -10.43
CALL 202401 33,125 425 0.144 0.485 0.000349 31.61 -10.88
CALL 202401 33,000 495 0.147 0.528 0.000342 31.56 -11.06
CALL 202401 32,875 565 0.148 0.571 0.000335 31.14 -10.99
CALL 202401 32,750 660 0.155 0.608 0.000312 30.48 -11.31
CALL 202401 32,625 770 0.166 0.638 0.000284 29.72 -11.83
PUT 202401 33,500 650 0.123 -0.666 0.000372 28.84 -8.41
PUT 202401 33,375 540 0.114 -0.630 0.000418 29.95 -8.06
PUT 202401 33,250 510 0.129 -0.567 0.000385 31.19 -9.52
PUT 202401 33,125 460 0.135 -0.517 0.000372 31.61 -10.12
PUT 202401 33,000 405 0.138 -0.471 0.000364 31.55 -10.30
PUT 202401 32,875 345 0.137 -0.425 0.000361 31.08 -10.09
PUT 202401 32,750 300 0.139 -0.382 0.000345 30.24 -9.99
PUT 202401 32,625 255 0.140 -0.340 0.000330 29.04 -9.64
CALL 202402 33,500 565 0.157 0.421 0.000206 47.38 -7.62
CALL 202402 33,375 625 0.159 0.448 0.000206 47.91 -7.80
CALL 202402 33,250 675 0.158 0.473 0.000208 48.21 -7.80
CALL 202402 33,125 0 0.164 0.500 0.000200 48.32 -8.15
CALL 202402 33,000 825 0.164 0.525 0.000200 48.23 -8.12
CALL 202402 32,875 0 0.167 0.550 0.000195 47.95 -8.23
CALL 202402 32,750 990 0.171 0.573 0.000189 47.52 -8.35
CALL 202402 32,625 0 0.169 0.598 0.000189 46.87 -8.14
PUT 202402 33,500 950 0.146 -0.586 0.000220 47.19 -6.99
PUT 202402 33,375 0 0.150 -0.557 0.000218 47.83 -7.26
PUT 202402 33,250 800 0.145 -0.531 0.000226 48.18 -7.09
PUT 202402 33,125 785 0.156 -0.501 0.000211 48.32 -7.64
PUT 202402 33,000 720 0.156 -0.475 0.000211 48.23 -7.62
PUT 202402 32,875 0 0.155 -0.448 0.000210 47.92 -7.55
PUT 202402 32,750 620 0.159 -0.424 0.000203 47.44 -7.68
PUT 202402 32,625 0 0.158 -0.398 0.000201 46.72 -7.52
CALL 202403 33,500 820 0.168 0.448 0.000155 60.06 -6.58
CALL 202403 33,375 0 0.162 0.465 0.000161 60.35 -6.40
CALL 202403 33,250 0 0.163 0.486 0.000161 60.54 -6.47
CALL 202403 33,125 0 0.164 0.506 0.000160 60.57 -6.50
CALL 202403 33,000 0 0.165 0.526 0.000159 60.45 -6.53
CALL 202403 32,875 0 0.168 0.545 0.000156 60.18 -6.60
CALL 202403 32,750 0 0.168 0.565 0.000155 59.77 -6.56
CALL 202403 32,625 0 0.169 0.584 0.000152 59.23 -6.55
PUT 202403 33,500 0 0.156 -0.558 0.000167 59.94 -6.01
PUT 202403 33,375 0 0.157 -0.537 0.000167 60.32 -6.09
PUT 202403 33,250 0 0.158 -0.516 0.000166 60.53 -6.16
PUT 202403 33,125 970 0.155 -0.496 0.000169 60.57 -6.06
PUT 202403 33,000 0 0.160 -0.474 0.000164 60.45 -6.22
PUT 202403 32,875 0 0.161 -0.454 0.000162 60.17 -6.25
PUT 202403 32,750 860 0.168 -0.435 0.000155 59.77 -6.47
PUT 202403 32,625 0 0.164 -0.414 0.000157 59.18 -6.26
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 20231229 33,500 86 0.134 0.241 0.000509 14.25 -13.63
CALL 20231229 33,375 110 0.128 0.299 0.000594 15.90 -14.54
CALL 20231229 33,250 165 0.136 0.384 0.000616 17.49 -16.97
CALL 20231229 33,125 225 0.140 0.464 0.000620 18.19 -18.23
CALL 20231229 33,000 290 0.142 0.541 0.000612 18.17 -18.43
CALL 20231229 32,875 370 0.147 0.613 0.000570 17.53 -18.40
CALL 20231229 32,750 0 0.160 0.669 0.000494 16.61 -19.10
CALL 20231229 32,625 0 0.167 0.721 0.000440 15.38 -18.39
PUT 20231229 33,500 485 0.103 -0.820 0.000555 11.99 -8.76
PUT 20231229 33,375 385 0.102 -0.746 0.000685 14.67 -10.63
PUT 20231229 33,250 310 0.110 -0.643 0.000741 17.07 -13.34
PUT 20231229 33,125 250 0.118 -0.544 0.000732 18.15 -15.29
PUT 20231229 33,000 190 0.120 -0.453 0.000721 18.14 -15.50
PUT 20231229 32,875 160 0.133 -0.376 0.000625 17.38 -16.43
PUT 20231229 32,750 120 0.135 -0.303 0.000567 15.99 -15.34
PUT 20231229 32,625 80 0.130 -0.229 0.000507 13.86 -12.90
CALL 20240105 33,500 175 0.135 0.314 0.000405 22.97 -11.12
CALL 20240105 33,375 0 0.135 0.366 0.000430 24.35 -11.79
CALL 20240105 33,250 340 0.165 0.437 0.000368 25.50 -15.08
CALL 20240105 33,125 0 0.139 0.477 0.000443 25.79 -12.83
CALL 20240105 33,000 0 0.140 0.532 0.000437 25.75 -12.97
CALL 20240105 32,875 0 0.145 0.584 0.000414 25.25 -13.17
CALL 20240105 32,750 600 0.166 0.621 0.000354 24.64 -14.65
CALL 20240105 32,625 0 0.153 0.676 0.000362 23.26 -12.78
PUT 20240105 33,500 600 0.129 -0.694 0.000419 22.70 -10.41
PUT 20240105 33,375 0 0.111 -0.665 0.000509 23.60 -9.27
PUT 20240105 33,250 370 0.102 -0.608 0.000580 24.88 -9.03
PUT 20240105 33,125 325 0.113 -0.530 0.000544 25.76 -10.34
PUT 20240105 33,000 290 0.124 -0.465 0.000495 25.73 -11.34
PUT 20240105 32,875 230 0.122 -0.402 0.000489 25.05 -10.88
PUT 20240105 32,750 195 0.127 -0.348 0.000448 23.92 -10.85
PUT 20240105 32,625 165 0.132 -0.300 0.000406 22.50 -10.60
CALL 20240112 33,500 255 0.138 0.352 0.000339 29.42 -9.71
CALL 20240112 33,375 355 0.156 0.408 0.000314 30.79 -11.47
CALL 20240112 33,250 375 0.146 0.443 0.000341 31.31 -10.92
CALL 20240112 33,125 430 0.146 0.485 0.000345 31.61 -11.00
CALL 20240112 33,000 505 0.150 0.528 0.000335 31.56 -11.30
CALL 20240112 32,875 585 0.154 0.568 0.000322 31.17 -11.48
CALL 20240112 32,750 665 0.157 0.607 0.000309 30.50 -11.43
CALL 20240112 32,625 800 0.176 0.631 0.000270 29.90 -12.62
PUT 20240112 33,500 650 0.123 -0.666 0.000372 28.84 -8.41
PUT 20240112 33,375 565 0.122 -0.620 0.000393 30.18 -8.73
PUT 20240112 33,250 505 0.127 -0.568 0.000389 31.18 -9.40
PUT 20240112 33,125 440 0.129 -0.518 0.000390 31.60 -9.64
PUT 20240112 33,000 390 0.133 -0.470 0.000377 31.55 -9.94
PUT 20240112 32,875 340 0.135 -0.424 0.000365 31.06 -9.97
PUT 20240112 32,750 300 0.139 -0.382 0.000345 30.24 -9.99
PUT 20240112 32,625 250 0.138 -0.338 0.000334 28.99 -9.50
CALL 20240119 33,500 0 0.146 0.380 0.000284 34.88 -9.14
CALL 20240119 33,375 0 0.148 0.417 0.000289 35.74 -9.46
CALL 20240119 33,250 0 0.149 0.454 0.000290 36.28 -9.71
CALL 20240119 33,125 0 0.151 0.490 0.000288 36.52 -9.90
CALL 20240119 33,000 0 0.154 0.526 0.000283 36.45 -10.04
CALL 20240119 32,875 0 0.156 0.561 0.000276 36.10 -10.11
CALL 20240119 32,750 0 0.159 0.594 0.000267 35.51 -10.10
CALL 20240119 32,625 0 0.161 0.626 0.000257 34.70 -10.03
PUT 20240119 33,500 0 0.130 -0.635 0.000315 34.40 -7.94
PUT 20240119 33,375 0 0.132 -0.594 0.000321 35.50 -8.32
PUT 20240119 33,250 570 0.128 -0.556 0.000336 36.17 -8.24
PUT 20240119 33,125 0 0.136 -0.512 0.000320 36.51 -8.82
PUT 20240119 33,000 0 0.138 -0.473 0.000314 36.44 -8.96
PUT 20240119 32,875 0 0.140 -0.434 0.000306 36.03 -8.99
PUT 20240119 32,750 0 0.143 -0.398 0.000295 35.32 -8.97
PUT 20240119 32,625 0 0.145 -0.362 0.000282 34.34 -8.86
CALL 20240126 33,500 0 0.151 0.398 0.000250 39.50 -8.53
CALL 20240126 33,375 0 0.152 0.430 0.000252 40.21 -8.77
CALL 20240126 33,250 0 0.154 0.462 0.000253 40.66 -8.96
CALL 20240126 33,125 0 0.155 0.494 0.000251 40.84 -9.10
CALL 20240126 33,000 0 0.158 0.525 0.000247 40.76 -9.22
CALL 20240126 32,875 0 0.160 0.556 0.000242 40.44 -9.26
CALL 20240126 32,750 0 0.162 0.585 0.000235 39.91 -9.27
CALL 20240126 32,625 0 0.164 0.613 0.000228 39.18 -9.25
PUT 20240126 33,500 0 0.137 -0.614 0.000273 39.17 -7.59
PUT 20240126 33,375 0 0.138 -0.579 0.000277 40.05 -7.84
PUT 20240126 33,250 0 0.140 -0.543 0.000277 40.60 -8.06
PUT 20240126 33,125 0 0.142 -0.508 0.000275 40.83 -8.21
PUT 20240126 33,000 0 0.144 -0.474 0.000270 40.75 -8.33
PUT 20240126 32,875 0 0.146 -0.441 0.000265 40.39 -8.37
PUT 20240126 32,750 0 0.148 -0.409 0.000257 39.77 -8.36
PUT 20240126 32,625 0 0.150 -0.378 0.000248 38.92 -8.30
CALL 20240209 33,500 570 0.158 0.422 0.000204 47.39 -7.68
CALL 20240209 33,375 650 0.164 0.450 0.000199 47.94 -8.06
CALL 20240209 33,250 700 0.163 0.475 0.000202 48.23 -8.06
CALL 20240209 33,125 765 0.164 0.500 0.000200 48.32 -8.15
CALL 20240209 33,000 835 0.166 0.525 0.000198 48.23 -8.23
CALL 20240209 32,875 0 0.167 0.550 0.000196 47.95 -8.22
CALL 20240209 32,750 0 0.169 0.574 0.000192 47.50 -8.24
CALL 20240209 32,625 0 0.171 0.597 0.000187 46.90 -8.23
PUT 20240209 33,500 0 0.148 -0.585 0.000217 47.23 -7.09
PUT 20240209 33,375 880 0.147 -0.558 0.000222 47.81 -7.12
PUT 20240209 33,250 800 0.145 -0.531 0.000226 48.18 -7.09
PUT 20240209 33,125 0 0.152 -0.502 0.000216 48.32 -7.47
PUT 20240209 33,000 720 0.156 -0.475 0.000211 48.23 -7.62
PUT 20240209 32,875 0 0.156 -0.449 0.000210 47.92 -7.58
PUT 20240209 32,750 0 0.157 -0.423 0.000206 47.42 -7.56
PUT 20240209 32,625 545 0.155 -0.396 0.000205 46.67 -7.35
CALL 20240308 33,500 0 0.161 0.445 0.000161 60.00 -6.32
CALL 20240308 33,375 0 0.162 0.465 0.000162 60.35 -6.39
CALL 20240308 33,250 0 0.163 0.486 0.000161 60.54 -6.45
CALL 20240308 33,125 0 0.164 0.506 0.000160 60.57 -6.50
CALL 20240308 33,000 0 0.165 0.526 0.000158 60.45 -6.54
CALL 20240308 32,875 0 0.167 0.546 0.000157 60.18 -6.56
CALL 20240308 32,750 0 0.168 0.565 0.000154 59.77 -6.56
CALL 20240308 32,625 0 0.169 0.584 0.000152 59.23 -6.56
PUT 20240308 33,500 0 0.156 -0.558 0.000167 59.93 -6.00
PUT 20240308 33,375 0 0.156 -0.537 0.000167 60.32 -6.08
PUT 20240308 33,250 0 0.158 -0.516 0.000166 60.53 -6.15
PUT 20240308 33,125 0 0.159 -0.495 0.000165 60.57 -6.20
PUT 20240308 33,000 925 0.158 -0.474 0.000166 60.45 -6.17
PUT 20240308 32,875 0 0.161 -0.454 0.000162 60.17 -6.26
PUT 20240308 32,750 0 0.162 -0.434 0.000159 59.74 -6.26
PUT 20240308 32,625 0 0.164 -0.414 0.000157 59.17 -6.25