日経225先物・オプション価格情報
2023年12月26日(火)
先物終値
種別 限月 終値
NK225 202403 33,220
NK225 202406 32,960
種別 限月 終値
NK225M 202401 33,240
NK225M 202402 33,230
NK225M 202403 33,220
種別 限月 終値
NK225MC 202401 33,240
NK225MC 202402 33,230
NK225MC 202403 33,220
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 33,625 220 0.135 0.345 0.000380 26.41 -10.53
CALL 202401 33,500 265 0.135 0.393 0.000397 27.57 -11.00
CALL 202401 33,375 295 0.128 0.439 0.000430 28.27 -10.67
CALL 202401 33,250 375 0.136 0.494 0.000409 28.60 -11.48
CALL 202401 33,125 435 0.135 0.546 0.000410 28.41 -11.31
CALL 202401 33,000 490 0.129 0.600 0.000417 27.70 -10.59
CALL 202401 32,875 580 0.134 0.647 0.000386 26.65 -10.58
CALL 202401 32,750 635 0.123 0.709 0.000388 24.57 -8.97
PUT 202401 33,625 625 0.136 -0.654 0.000379 26.43 -10.49
PUT 202401 33,500 530 0.130 -0.611 0.000410 27.48 -10.48
PUT 202401 33,375 455 0.130 -0.560 0.000423 28.28 -10.78
PUT 202401 33,250 390 0.131 -0.506 0.000424 28.60 -10.99
PUT 202401 33,125 330 0.132 -0.454 0.000419 28.41 -10.97
PUT 202401 33,000 285 0.135 -0.404 0.000399 27.76 -11.01
PUT 202401 32,875 240 0.137 -0.356 0.000380 26.71 -10.71
PUT 202401 32,750 215 0.144 -0.317 0.000346 25.53 -10.76
CALL 202402 33,625 510 0.148 0.419 0.000227 45.57 -7.52
CALL 202402 33,500 570 0.150 0.448 0.000227 46.14 -7.71
CALL 202402 33,375 640 0.153 0.477 0.000223 46.46 -7.93
CALL 202402 33,250 685 0.150 0.505 0.000228 46.53 -7.80
CALL 202402 33,125 0 0.159 0.532 0.000215 46.38 -8.21
CALL 202402 33,000 0 0.160 0.559 0.000212 46.02 -8.22
CALL 202402 32,875 0 0.161 0.585 0.000207 45.47 -8.19
CALL 202402 32,750 0 0.163 0.610 0.000201 44.75 -8.17
PUT 202402 33,625 975 0.162 -0.572 0.000208 45.76 -8.18
PUT 202402 33,500 850 0.151 -0.552 0.000225 46.14 -7.67
PUT 202402 33,375 0 0.151 -0.524 0.000226 46.45 -7.74
PUT 202402 33,250 0 0.152 -0.495 0.000225 46.53 -7.83
PUT 202402 33,125 0 0.154 -0.467 0.000222 46.38 -7.87
PUT 202402 33,000 645 0.162 -0.441 0.000209 46.03 -8.25
PUT 202402 32,875 585 0.161 -0.415 0.000207 45.47 -8.11
PUT 202402 32,750 540 0.163 -0.390 0.000202 44.75 -8.07
CALL 202403 33,625 0 0.155 0.445 0.000172 58.71 -6.27
CALL 202403 33,500 0 0.156 0.467 0.000171 59.07 -6.36
CALL 202403 33,375 0 0.157 0.489 0.000171 59.24 -6.41
CALL 202403 33,250 0 0.158 0.510 0.000170 59.25 -6.45
CALL 202403 33,125 0 0.159 0.531 0.000169 59.09 -6.46
CALL 202403 33,000 0 0.160 0.552 0.000166 58.76 -6.49
CALL 202403 32,875 0 0.162 0.573 0.000163 58.28 -6.51
CALL 202403 32,750 0 0.163 0.593 0.000160 57.66 -6.49
PUT 202403 33,625 0 0.154 -0.555 0.000173 58.70 -6.14
PUT 202403 33,500 0 0.155 -0.533 0.000173 59.06 -6.21
PUT 202403 33,375 0 0.156 -0.511 0.000172 59.24 -6.30
PUT 202403 33,250 0 0.157 -0.490 0.000170 59.25 -6.34
PUT 202403 33,125 890 0.159 -0.469 0.000169 59.09 -6.38
PUT 202403 33,000 0 0.159 -0.448 0.000167 58.76 -6.36
PUT 202403 32,875 0 0.161 -0.427 0.000164 58.27 -6.37
PUT 202403 32,750 0 0.162 -0.407 0.000162 57.64 -6.34
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 43 0.146 0.181 0.000601 7.94 -19.30
CALL 20231229 33,500 69 0.144 0.263 0.000750 9.83 -23.69
CALL 20231229 33,375 110 0.147 0.366 0.000851 11.33 -27.74
CALL 20231229 33,250 165 0.149 0.476 0.000886 11.99 -29.89
CALL 20231229 33,125 220 0.140 0.592 0.000920 11.69 -27.36
CALL 20231229 33,000 270 0.110 0.750 0.000961 9.58 -17.61
CALL 20231229 32,875 0 0.175 0.747 0.000605 9.63 -28.23
CALL 20231229 32,750 445 0.000 0.000 0.000000 0.00 0.00
PUT 20231229 33,625 0 0.095 -0.920 0.000520 4.47 -6.97
PUT 20231229 33,500 350 0.146 -0.735 0.000746 9.87 -23.90
PUT 20231229 33,375 245 0.129 -0.652 0.000950 11.13 -23.90
PUT 20231229 33,250 175 0.133 -0.527 0.000995 11.99 -26.49
PUT 20231229 33,125 120 0.136 -0.406 0.000946 11.68 -26.44
PUT 20231229 33,000 84 0.144 -0.303 0.000806 10.51 -25.17
PUT 20231229 32,875 53 0.145 -0.212 0.000662 8.73 -21.12
PUT 20231229 32,750 34 0.150 -0.146 0.000506 6.88 -17.18
CALL 20240105 33,625 110 0.120 0.274 0.000506 18.32 -11.00
CALL 20240105 33,500 160 0.126 0.348 0.000534 20.32 -12.83
CALL 20240105 33,375 0 0.129 0.418 0.000551 21.47 -13.88
CALL 20240105 33,250 0 0.130 0.488 0.000556 21.93 -14.35
CALL 20240105 33,125 0 0.132 0.557 0.000543 21.71 -14.40
CALL 20240105 33,000 380 0.116 0.639 0.000585 20.59 -12.04
CALL 20240105 32,875 0 0.143 0.675 0.000458 19.79 -14.21
CALL 20240105 32,750 0 0.146 0.727 0.000415 18.28 -13.39
PUT 20240105 33,625 0 0.109 -0.746 0.000536 17.60 -9.49
PUT 20240105 33,500 0 0.109 -0.675 0.000600 19.78 -10.72
PUT 20240105 33,375 370 0.130 -0.581 0.000546 21.49 -13.94
PUT 20240105 33,250 0 0.116 -0.514 0.000624 21.92 -12.70
PUT 20240105 33,125 0 0.119 -0.438 0.000601 21.67 -12.88
PUT 20240105 33,000 190 0.131 -0.375 0.000525 20.86 -13.66
PUT 20240105 32,875 0 0.124 -0.302 0.000510 19.18 -11.91
PUT 20240105 32,750 105 0.128 -0.247 0.000448 17.38 -11.13
CALL 20240112 33,625 210 0.131 0.340 0.000389 26.28 -10.18
CALL 20240112 33,500 260 0.133 0.391 0.000401 27.54 -10.84
CALL 20240112 33,375 285 0.124 0.437 0.000442 28.25 -10.37
CALL 20240112 33,250 370 0.134 0.494 0.000415 28.60 -11.33
CALL 20240112 33,125 445 0.138 0.545 0.000400 28.42 -11.61
CALL 20240112 33,000 500 0.133 0.598 0.000406 27.74 -10.90
CALL 20240112 32,875 570 0.130 0.650 0.000396 26.54 -10.25
CALL 20240112 32,750 0 0.152 0.674 0.000330 25.82 -11.61
PUT 20240112 33,625 0 0.124 -0.669 0.000407 26.00 -9.44
PUT 20240112 33,500 565 0.143 -0.601 0.000377 27.69 -11.59
PUT 20240112 33,375 500 0.146 -0.552 0.000378 28.36 -12.13
PUT 20240112 33,250 385 0.130 -0.507 0.000430 28.60 -10.85
PUT 20240112 33,125 380 0.149 -0.458 0.000370 28.44 -12.45
PUT 20240112 33,000 290 0.137 -0.405 0.000394 27.78 -11.17
PUT 20240112 32,875 255 0.142 -0.361 0.000367 26.84 -11.20
PUT 20240112 32,750 240 0.153 -0.327 0.000328 25.87 -11.65
CALL 20240119 33,625 0 0.141 0.377 0.000316 32.34 -9.55
CALL 20240119 33,500 0 0.143 0.417 0.000321 33.25 -9.91
CALL 20240119 33,375 0 0.143 0.458 0.000325 33.79 -10.14
CALL 20240119 33,250 0 0.145 0.498 0.000324 33.98 -10.29
CALL 20240119 33,125 0 0.149 0.538 0.000313 33.83 -10.53
CALL 20240119 33,000 0 0.150 0.577 0.000306 33.35 -10.48
CALL 20240119 32,875 0 0.153 0.613 0.000294 32.60 -10.42
CALL 20240119 32,750 0 0.154 0.648 0.000282 31.60 -10.23
PUT 20240119 33,625 0 0.131 -0.634 0.000337 32.06 -8.69
PUT 20240119 33,500 0 0.133 -0.590 0.000344 33.11 -9.09
PUT 20240119 33,375 0 0.134 -0.546 0.000348 33.75 -9.35
PUT 20240119 33,250 0 0.135 -0.503 0.000346 33.98 -9.53
PUT 20240119 33,125 0 0.139 -0.460 0.000335 33.81 -9.76
PUT 20240119 33,000 0 0.141 -0.419 0.000326 33.28 -9.70
PUT 20240119 32,875 0 0.143 -0.380 0.000314 32.43 -9.59
PUT 20240119 32,750 0 0.144 -0.342 0.000299 31.29 -9.36
CALL 20240126 33,625 0 0.147 0.397 0.000272 37.34 -8.86
CALL 20240126 33,500 0 0.147 0.431 0.000276 38.05 -9.06
CALL 20240126 33,375 0 0.148 0.466 0.000278 38.48 -9.21
CALL 20240126 33,250 0 0.149 0.501 0.000277 38.62 -9.32
CALL 20240126 33,125 0 0.153 0.535 0.000269 38.47 -9.52
CALL 20240126 33,000 0 0.154 0.568 0.000264 38.05 -9.50
CALL 20240126 32,875 0 0.156 0.600 0.000255 37.40 -9.48
CALL 20240126 32,750 0 0.158 0.631 0.000247 36.52 -9.36
PUT 20240126 33,625 0 0.138 -0.610 0.000288 37.14 -8.19
PUT 20240126 33,500 0 0.138 -0.574 0.000292 37.96 -8.43
PUT 20240126 33,375 0 0.139 -0.537 0.000294 38.46 -8.59
PUT 20240126 33,250 0 0.141 -0.500 0.000293 38.62 -8.71
PUT 20240126 33,125 0 0.144 -0.464 0.000284 38.46 -8.91
PUT 20240126 33,000 0 0.146 -0.429 0.000279 38.00 -8.88
PUT 20240126 32,875 0 0.148 -0.395 0.000269 37.28 -8.84
PUT 20240126 32,750 0 0.149 -0.363 0.000260 36.31 -8.69
CALL 20240209 33,625 540 0.154 0.423 0.000217 45.67 -7.87
CALL 20240209 33,500 590 0.154 0.450 0.000220 46.17 -7.94
CALL 20240209 33,375 655 0.156 0.478 0.000219 46.46 -8.10
CALL 20240209 33,250 720 0.157 0.505 0.000217 46.53 -8.18
CALL 20240209 33,125 0 0.159 0.532 0.000215 46.38 -8.21
CALL 20240209 33,000 860 0.160 0.559 0.000211 46.02 -8.24
CALL 20240209 32,875 0 0.161 0.585 0.000208 45.47 -8.18
CALL 20240209 32,750 0 0.165 0.609 0.000199 44.79 -8.28
PUT 20240209 33,625 0 0.149 -0.580 0.000225 45.58 -7.49
PUT 20240209 33,500 0 0.150 -0.552 0.000226 46.14 -7.63
PUT 20240209 33,375 825 0.160 -0.521 0.000213 46.47 -8.22
PUT 20240209 33,250 770 0.163 -0.494 0.000210 46.53 -8.36
PUT 20240209 33,125 0 0.153 -0.467 0.000223 46.38 -7.85
PUT 20240209 33,000 635 0.160 -0.441 0.000211 46.02 -8.14
PUT 20240209 32,875 570 0.158 -0.414 0.000211 45.44 -7.94
PUT 20240209 32,750 520 0.159 -0.387 0.000207 44.67 -7.84
CALL 20240308 33,625 0 0.158 0.447 0.000168 58.75 -6.40
CALL 20240308 33,500 0 0.159 0.468 0.000168 59.08 -6.47
CALL 20240308 33,375 0 0.160 0.489 0.000168 59.25 -6.52
CALL 20240308 33,250 0 0.160 0.510 0.000168 59.25 -6.55
CALL 20240308 33,125 0 0.161 0.531 0.000166 59.09 -6.56
CALL 20240308 33,000 0 0.161 0.552 0.000165 58.76 -6.54
CALL 20240308 32,875 0 0.163 0.572 0.000162 58.29 -6.54
CALL 20240308 32,750 0 0.164 0.592 0.000159 57.67 -6.52
PUT 20240308 33,625 0 0.157 -0.554 0.000170 58.73 -6.26
PUT 20240308 33,500 0 0.158 -0.532 0.000170 59.07 -6.33
PUT 20240308 33,375 0 0.158 -0.511 0.000170 59.25 -6.37
PUT 20240308 33,250 0 0.159 -0.490 0.000169 59.25 -6.40
PUT 20240308 33,125 0 0.160 -0.469 0.000168 59.09 -6.41
PUT 20240308 33,000 865 0.165 -0.448 0.000161 58.77 -6.60
PUT 20240308 32,875 0 0.161 -0.427 0.000164 58.28 -6.40
PUT 20240308 32,750 0 0.162 -0.407 0.000161 57.65 -6.37