日経225先物・オプション価格情報
2023年12月25日(月)
先物終値
種別 限月 終値
NK225 202403 33,200
NK225 202406 32,900
種別 限月 終値
NK225M 202401 33,220
NK225M 202402 33,220
NK225M 202403 33,200
種別 限月 終値
NK225MC 202401 33,220
NK225MC 202402 33,220
NK225MC 202403 33,200
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 33,625 230 0.138 0.345 0.000363 27.16 -10.41
CALL 202401 33,500 280 0.139 0.392 0.000374 28.33 -11.01
CALL 202401 33,375 325 0.138 0.438 0.000389 29.06 -11.15
CALL 202401 33,250 400 0.144 0.488 0.000376 29.40 -11.80
CALL 202401 33,125 450 0.140 0.536 0.000386 29.29 -11.42
CALL 202401 33,000 520 0.140 0.584 0.000377 28.76 -11.26
CALL 202401 32,875 605 0.144 0.627 0.000356 27.90 -11.22
CALL 202401 32,750 705 0.152 0.664 0.000326 26.89 -11.39
PUT 202401 33,625 640 0.133 -0.661 0.000374 26.98 -9.88
PUT 202401 33,500 565 0.135 -0.612 0.000386 28.25 -10.52
PUT 202401 33,375 505 0.140 -0.560 0.000382 29.07 -11.25
PUT 202401 33,250 445 0.143 -0.512 0.000379 29.40 -11.62
PUT 202401 33,125 370 0.139 -0.464 0.000389 29.29 -11.23
PUT 202401 33,000 325 0.143 -0.418 0.000371 28.78 -11.36
PUT 202401 32,875 275 0.143 -0.372 0.000359 27.88 -11.03
PUT 202401 32,750 245 0.149 -0.333 0.000332 26.80 -11.03
CALL 202402 33,625 565 0.160 0.423 0.000208 46.15 -8.06
CALL 202402 33,500 585 0.153 0.446 0.000219 46.59 -7.79
CALL 202402 33,375 0 0.154 0.474 0.000219 46.92 -7.92
CALL 202402 33,250 715 0.157 0.501 0.000216 47.02 -8.06
CALL 202402 33,125 790 0.160 0.528 0.000211 46.90 -8.19
CALL 202402 33,000 855 0.160 0.555 0.000210 46.58 -8.13
CALL 202402 32,875 0 0.159 0.581 0.000208 46.05 -8.03
CALL 202402 32,750 0 0.164 0.605 0.000199 45.39 -8.15
PUT 202402 33,625 0 0.155 -0.580 0.000214 46.07 -7.70
PUT 202402 33,500 820 0.140 -0.561 0.000239 46.47 -7.02
PUT 202402 33,375 0 0.158 -0.525 0.000214 46.92 -7.98
PUT 202402 33,250 750 0.155 -0.499 0.000219 47.02 -7.85
PUT 202402 33,125 770 0.172 -0.472 0.000196 46.91 -8.74
PUT 202402 33,000 655 0.161 -0.446 0.000209 46.58 -8.09
PUT 202402 32,875 595 0.160 -0.419 0.000207 46.05 -7.97
PUT 202402 32,750 585 0.170 -0.398 0.000193 45.47 -8.34
CALL 202403 33,625 0 0.155 0.442 0.000171 59.01 -6.21
CALL 202403 33,500 800 0.157 0.464 0.000169 59.40 -6.34
CALL 202403 33,375 0 0.156 0.485 0.000171 59.60 -6.32
CALL 202403 33,250 0 0.157 0.507 0.000170 59.63 -6.35
CALL 202403 33,125 0 0.158 0.528 0.000168 59.49 -6.40
CALL 202403 33,000 0 0.159 0.549 0.000166 59.19 -6.43
CALL 202403 32,875 0 0.161 0.569 0.000163 58.73 -6.44
CALL 202403 32,750 0 0.161 0.590 0.000162 58.12 -6.37
PUT 202403 33,625 0 0.159 -0.555 0.000166 59.06 -6.29
PUT 202403 33,500 0 0.160 -0.534 0.000166 59.42 -6.39
PUT 202403 33,375 0 0.161 -0.513 0.000166 59.60 -6.43
PUT 202403 33,250 0 0.162 -0.493 0.000164 59.63 -6.50
PUT 202403 33,125 0 0.163 -0.472 0.000163 59.49 -6.50
PUT 202403 33,000 0 0.164 -0.452 0.000162 59.20 -6.52
PUT 202403 32,875 0 0.166 -0.432 0.000159 58.76 -6.53
PUT 202403 32,750 0 0.166 -0.412 0.000156 58.18 -6.50
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 33,625 53 0.141 0.196 0.000566 9.62 -16.96
CALL 20231229 33,500 74 0.134 0.263 0.000700 11.35 -19.05
CALL 20231229 33,375 120 0.140 0.363 0.000770 13.04 -22.90
CALL 20231229 33,250 170 0.140 0.462 0.000818 13.80 -24.14
CALL 20231229 33,125 250 0.152 0.560 0.000748 13.71 -26.05
CALL 20231229 33,000 320 0.148 0.655 0.000717 12.81 -23.72
CALL 20231229 32,875 0 0.151 0.736 0.000623 11.36 -21.48
CALL 20231229 32,750 515 0.160 0.795 0.000511 9.88 -19.83
PUT 20231229 33,625 430 0.074 -0.950 0.000404 3.60 -3.23
PUT 20231229 33,500 395 0.153 -0.710 0.000645 11.89 -22.60
PUT 20231229 33,375 300 0.144 -0.633 0.000750 13.09 -23.56
PUT 20231229 33,250 225 0.144 -0.537 0.000796 13.81 -24.73
PUT 20231229 33,125 150 0.134 -0.433 0.000846 13.67 -22.81
PUT 20231229 33,000 110 0.140 -0.337 0.000749 12.70 -22.24
PUT 20231229 32,875 81 0.148 -0.259 0.000632 11.26 -20.75
PUT 20231229 32,750 56 0.151 -0.192 0.000520 9.49 -17.90
CALL 20240105 33,625 0 0.125 0.283 0.000470 19.49 -11.09
CALL 20240105 33,500 180 0.133 0.353 0.000486 21.41 -12.95
CALL 20240105 33,375 260 0.147 0.424 0.000461 22.58 -15.17
CALL 20240105 33,250 295 0.139 0.480 0.000499 22.97 -14.51
CALL 20240105 33,125 325 0.124 0.547 0.000553 22.84 -12.95
CALL 20240105 33,000 0 0.141 0.603 0.000475 22.22 -14.27
CALL 20240105 32,875 0 0.133 0.669 0.000472 20.89 -12.70
CALL 20240105 32,750 0 0.138 0.720 0.000423 19.41 -12.26
PUT 20240105 33,625 0 0.127 -0.713 0.000464 19.63 -11.30
PUT 20240105 33,500 0 0.128 -0.653 0.000502 21.28 -12.28
PUT 20240105 33,375 370 0.119 -0.596 0.000565 22.33 -12.02
PUT 20240105 33,250 315 0.126 -0.523 0.000549 22.96 -13.10
PUT 20240105 33,125 0 0.124 -0.453 0.000553 22.84 -12.86
PUT 20240105 33,000 0 0.134 -0.392 0.000499 22.15 -13.40
PUT 20240105 32,875 0 0.136 -0.334 0.000464 20.97 -12.93
PUT 20240105 32,750 135 0.136 -0.277 0.000428 19.29 -11.86
CALL 20240112 33,625 235 0.139 0.347 0.000359 27.22 -10.57
CALL 20240112 33,500 285 0.141 0.394 0.000369 28.36 -11.16
CALL 20240112 33,375 325 0.138 0.438 0.000389 29.06 -11.15
CALL 20240112 33,250 395 0.142 0.488 0.000380 29.40 -11.66
CALL 20240112 33,125 460 0.143 0.535 0.000376 29.30 -11.70
CALL 20240112 33,000 540 0.147 0.580 0.000360 28.82 -11.84
CALL 20240112 32,875 635 0.155 0.620 0.000334 28.08 -12.13
CALL 20240112 32,750 670 0.139 0.677 0.000351 26.45 -10.24
PUT 20240112 33,625 635 0.131 -0.663 0.000379 26.91 -9.71
PUT 20240112 33,500 575 0.138 -0.609 0.000377 28.31 -10.82
PUT 20240112 33,375 500 0.138 -0.561 0.000387 29.06 -11.10
PUT 20240112 33,250 435 0.139 -0.513 0.000388 29.40 -11.34
PUT 20240112 33,125 390 0.145 -0.465 0.000371 29.30 -11.79
PUT 20240112 33,000 325 0.143 -0.418 0.000371 28.78 -11.36
PUT 20240112 32,875 280 0.145 -0.373 0.000355 27.91 -11.18
PUT 20240112 32,750 235 0.145 -0.329 0.000339 26.68 -10.70
CALL 20240119 33,625 0 0.142 0.374 0.000307 32.92 -9.39
CALL 20240119 33,500 0 0.143 0.413 0.000313 33.84 -9.71
CALL 20240119 33,375 0 0.144 0.453 0.000316 34.42 -9.98
CALL 20240119 33,250 0 0.145 0.493 0.000316 34.66 -10.12
CALL 20240119 33,125 0 0.148 0.532 0.000309 34.55 -10.28
CALL 20240119 33,000 0 0.149 0.570 0.000303 34.13 -10.23
CALL 20240119 32,875 0 0.151 0.607 0.000293 33.42 -10.15
CALL 20240119 32,750 0 0.153 0.642 0.000281 32.46 -9.98
PUT 20240119 33,625 0 0.142 -0.626 0.000307 32.91 -9.29
PUT 20240119 33,500 0 0.143 -0.587 0.000314 33.83 -9.60
PUT 20240119 33,375 0 0.144 -0.547 0.000316 34.42 -9.87
PUT 20240119 33,250 0 0.145 -0.507 0.000316 34.66 -10.02
PUT 20240119 33,125 0 0.148 -0.468 0.000310 34.55 -10.17
PUT 20240119 33,000 0 0.149 -0.430 0.000303 34.13 -10.13
PUT 20240119 32,875 0 0.151 -0.393 0.000293 33.42 -10.05
PUT 20240119 32,750 0 0.153 -0.358 0.000282 32.45 -9.87
CALL 20240126 33,625 0 0.146 0.393 0.000268 37.80 -8.65
CALL 20240126 33,500 0 0.147 0.427 0.000272 38.57 -8.89
CALL 20240126 33,375 0 0.148 0.462 0.000273 39.04 -9.07
CALL 20240126 33,250 0 0.149 0.496 0.000273 39.22 -9.17
CALL 20240126 33,125 0 0.152 0.530 0.000267 39.11 -9.32
CALL 20240126 33,000 0 0.153 0.563 0.000262 38.73 -9.31
CALL 20240126 32,875 0 0.155 0.595 0.000255 38.11 -9.27
CALL 20240126 32,750 0 0.156 0.626 0.000247 37.26 -9.14
PUT 20240126 33,625 0 0.146 -0.607 0.000268 37.80 -8.56
PUT 20240126 33,500 0 0.147 -0.573 0.000272 38.56 -8.79
PUT 20240126 33,375 0 0.148 -0.538 0.000273 39.04 -8.96
PUT 20240126 33,250 0 0.149 -0.504 0.000273 39.22 -9.07
PUT 20240126 33,125 0 0.152 -0.470 0.000267 39.11 -9.23
PUT 20240126 33,000 0 0.153 -0.437 0.000262 38.73 -9.22
PUT 20240126 32,875 0 0.154 -0.405 0.000255 38.11 -9.16
PUT 20240126 32,750 0 0.156 -0.374 0.000247 37.26 -9.05
CALL 20240209 33,625 0 0.153 0.419 0.000216 46.05 -7.72
CALL 20240209 33,500 585 0.153 0.446 0.000219 46.59 -7.79
CALL 20240209 33,375 685 0.163 0.476 0.000208 46.94 -8.35
CALL 20240209 33,250 715 0.157 0.501 0.000216 47.02 -8.06
CALL 20240209 33,125 740 0.149 0.529 0.000227 46.90 -7.64
CALL 20240209 33,000 885 0.166 0.553 0.000202 46.60 -8.46
CALL 20240209 32,875 0 0.163 0.580 0.000204 46.08 -8.20
CALL 20240209 32,750 0 0.162 0.606 0.000201 45.36 -8.06
PUT 20240209 33,625 915 0.145 -0.587 0.000229 45.90 -7.16
PUT 20240209 33,500 840 0.144 -0.559 0.000232 46.51 -7.25
PUT 20240209 33,375 860 0.164 -0.524 0.000206 46.94 -8.30
PUT 20240209 33,250 760 0.157 -0.499 0.000216 47.02 -7.96
PUT 20240209 33,125 0 0.159 -0.472 0.000212 46.90 -8.09
PUT 20240209 33,000 655 0.161 -0.446 0.000209 46.58 -8.09
PUT 20240209 32,875 0 0.162 -0.420 0.000205 46.07 -8.07
PUT 20240209 32,750 610 0.175 -0.400 0.000187 45.54 -8.62
CALL 20240308 33,625 0 0.156 0.443 0.000170 59.02 -6.24
CALL 20240308 33,500 0 0.157 0.464 0.000170 59.40 -6.33
CALL 20240308 33,375 0 0.157 0.486 0.000170 59.60 -6.37
CALL 20240308 33,250 0 0.157 0.507 0.000169 59.63 -6.39
CALL 20240308 33,125 0 0.159 0.528 0.000167 59.49 -6.43
CALL 20240308 33,000 0 0.160 0.549 0.000166 59.19 -6.45
CALL 20240308 32,875 0 0.161 0.569 0.000163 58.73 -6.44
CALL 20240308 32,750 0 0.162 0.590 0.000161 58.13 -6.41
PUT 20240308 33,625 0 0.160 -0.555 0.000166 59.07 -6.32
PUT 20240308 33,500 0 0.161 -0.534 0.000165 59.42 -6.40
PUT 20240308 33,375 0 0.161 -0.513 0.000165 59.60 -6.45
PUT 20240308 33,250 0 0.162 -0.493 0.000165 59.63 -6.46
PUT 20240308 33,125 0 0.163 -0.472 0.000163 59.49 -6.50
PUT 20240308 33,000 0 0.164 -0.452 0.000162 59.20 -6.52
PUT 20240308 32,875 0 0.165 -0.432 0.000159 58.76 -6.52
PUT 20240308 32,750 0 0.166 -0.412 0.000157 58.18 -6.50