日経225先物・オプション価格情報
2023年12月27日(水)
先物終値
種別 限月 終値
NK225 202403 33,600
NK225 202406 33,350
種別 限月 終値
NK225M 202401 33,625
NK225M 202402 33,605
NK225M 202403 33,600
種別 限月 終値
NK225MC 202401 33,625
NK225MC 202402 33,605
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 34,000 220 0.137 0.346 0.000382 25.94 -11.15
CALL 202401 33,875 280 0.143 0.399 0.000385 27.16 -12.14
CALL 202401 33,750 340 0.146 0.449 0.000386 27.83 -12.72
CALL 202401 33,625 375 0.138 0.496 0.000412 28.06 -12.12
CALL 202401 33,500 450 0.142 0.546 0.000397 27.87 -12.40
CALL 202401 33,375 520 0.142 0.596 0.000388 27.25 -12.13
CALL 202401 33,250 615 0.149 0.638 0.000358 26.37 -12.33
CALL 202401 33,125 690 0.147 0.685 0.000345 25.00 -11.51
PUT 202401 34,000 580 0.122 -0.673 0.000420 25.38 -9.62
PUT 202401 33,875 500 0.123 -0.619 0.000441 26.81 -10.23
PUT 202401 33,750 430 0.125 -0.562 0.000449 27.73 -10.75
PUT 202401 33,625 365 0.126 -0.505 0.000451 28.06 -10.98
PUT 202401 33,500 310 0.128 -0.450 0.000440 27.84 -11.09
PUT 202401 33,375 265 0.131 -0.398 0.000418 27.13 -11.09
PUT 202401 33,250 225 0.134 -0.349 0.000392 26.03 -10.89
PUT 202401 33,125 190 0.137 -0.304 0.000363 24.62 -10.51
CALL 202402 34,000 555 0.157 0.426 0.000214 45.73 -8.21
CALL 202402 33,875 610 0.158 0.453 0.000215 46.21 -8.33
CALL 202402 33,750 660 0.157 0.479 0.000218 46.48 -8.32
CALL 202402 33,625 700 0.153 0.506 0.000224 46.54 -8.11
CALL 202402 33,500 795 0.160 0.533 0.000213 46.38 -8.46
CALL 202402 33,375 875 0.163 0.559 0.000208 46.02 -8.56
CALL 202402 33,250 950 0.164 0.585 0.000204 45.48 -8.54
CALL 202402 33,125 0 0.162 0.611 0.000203 44.71 -8.29
PUT 202402 34,000 915 0.149 -0.579 0.000224 45.62 -7.69
PUT 202402 33,875 0 0.150 -0.551 0.000226 46.16 -7.81
PUT 202402 33,750 785 0.152 -0.522 0.000224 46.47 -7.99
PUT 202402 33,625 0 0.152 -0.494 0.000224 46.54 -8.01
PUT 202402 33,500 665 0.154 -0.466 0.000221 46.37 -8.07
PUT 202402 33,375 0 0.155 -0.439 0.000218 45.99 -8.06
PUT 202402 33,250 555 0.155 -0.412 0.000215 45.39 -7.96
PUT 202402 33,125 650 0.188 -0.400 0.000176 45.08 -9.59
CALL 202403 34,000 745 0.155 0.446 0.000171 59.00 -6.39
CALL 202403 33,875 0 0.157 0.468 0.000170 59.35 -6.52
CALL 202403 33,750 0 0.158 0.490 0.000169 59.52 -6.57
CALL 202403 33,625 0 0.159 0.511 0.000168 59.51 -6.61
CALL 202403 33,500 965 0.153 0.532 0.000174 59.34 -6.36
CALL 202403 33,375 0 0.161 0.553 0.000164 59.02 -6.66
CALL 202403 33,250 0 0.162 0.573 0.000162 58.54 -6.65
CALL 202403 33,125 0 0.164 0.593 0.000159 57.91 -6.63
PUT 202403 34,000 0 0.153 -0.555 0.000173 58.98 -6.22
PUT 202403 33,875 0 0.154 -0.533 0.000173 59.34 -6.30
PUT 202403 33,750 0 0.157 -0.511 0.000171 59.51 -6.42
PUT 202403 33,625 940 0.156 -0.489 0.000171 59.51 -6.41
PUT 202403 33,500 885 0.158 -0.468 0.000169 59.34 -6.45
PUT 202403 33,375 0 0.159 -0.447 0.000166 59.01 -6.48
PUT 202403 33,250 770 0.158 -0.426 0.000166 58.50 -6.39
PUT 202403 33,125 0 0.162 -0.406 0.000161 57.88 -6.45
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 34,000 26 0.147 0.140 0.000608 5.54 -20.39
CALL 20231229 33,875 51 0.151 0.234 0.000819 7.63 -28.74
CALL 20231229 33,750 100 0.165 0.360 0.000911 9.31 -38.44
CALL 20231229 33,625 160 0.173 0.480 0.000924 9.91 -43.00
CALL 20231229 33,500 235 0.182 0.590 0.000858 9.67 -44.09
CALL 20231229 33,375 300 0.165 0.711 0.000832 8.50 -35.16
CALL 20231229 33,250 415 0.193 0.770 0.000631 7.55 -36.60
CALL 20231229 33,125 535 0.224 0.807 0.000492 6.81 -38.20
PUT 20231229 34,000 370 0.000 0.000 0.000000 0.00 0.00
PUT 20231229 33,875 275 0.043 -0.995 0.000145 0.39 -0.33
PUT 20231229 33,750 190 0.098 -0.729 0.001361 8.23 -20.07
PUT 20231229 33,625 130 0.118 -0.532 0.001354 9.89 -29.14
PUT 20231229 33,500 95 0.141 -0.385 0.001092 9.51 -33.41
PUT 20231229 33,375 54 0.140 -0.257 0.000925 8.01 -28.01
PUT 20231229 33,250 30 0.143 -0.160 0.000684 6.04 -21.58
PUT 20231229 33,125 17 0.149 -0.097 0.000464 4.27 -15.89
CALL 20240105 34,000 120 0.130 0.284 0.000496 17.90 -12.92
CALL 20240105 33,875 135 0.118 0.333 0.000586 19.18 -12.55
CALL 20240105 33,750 210 0.132 0.419 0.000562 20.62 -15.15
CALL 20240105 33,625 0 0.129 0.490 0.000588 21.04 -15.08
CALL 20240105 33,500 315 0.124 0.565 0.000600 20.77 -14.41
CALL 20240105 33,375 0 0.128 0.635 0.000555 19.83 -14.19
CALL 20240105 33,250 0 0.135 0.693 0.000493 18.52 -13.95
CALL 20240105 33,125 0 0.140 0.745 0.000434 16.93 -13.24
PUT 20240105 34,000 0 0.103 -0.764 0.000565 16.25 -9.26
PUT 20240105 33,875 0 0.115 -0.670 0.000595 19.11 -12.18
PUT 20240105 33,750 0 0.112 -0.596 0.000654 20.44 -12.70
PUT 20240105 33,625 0 0.118 -0.512 0.000642 21.04 -13.70
PUT 20240105 33,500 200 0.118 -0.432 0.000634 20.74 -13.51
PUT 20240105 33,375 155 0.120 -0.357 0.000589 19.68 -13.10
PUT 20240105 33,250 110 0.118 -0.282 0.000543 17.83 -11.64
PUT 20240105 33,125 87 0.123 -0.228 0.000464 15.95 -10.92
CALL 20240112 34,000 235 0.143 0.352 0.000369 26.12 -11.69
CALL 20240112 33,875 275 0.141 0.397 0.000389 27.13 -11.98
CALL 20240112 33,750 330 0.142 0.447 0.000395 27.82 -12.40
CALL 20240112 33,625 390 0.143 0.497 0.000396 28.06 -12.59
CALL 20240112 33,500 465 0.147 0.545 0.000383 27.88 -12.87
CALL 20240112 33,375 500 0.134 0.600 0.000408 27.17 -11.47
CALL 20240112 33,250 600 0.143 0.643 0.000370 26.25 -11.81
CALL 20240112 33,125 510 0.064 0.857 0.000499 15.92 -3.29
PUT 20240112 34,000 560 0.114 -0.685 0.000442 25.00 -8.85
PUT 20240112 33,875 500 0.123 -0.619 0.000441 26.81 -10.23
PUT 20240112 33,750 430 0.125 -0.562 0.000449 27.73 -10.75
PUT 20240112 33,625 360 0.124 -0.506 0.000457 28.06 -10.83
PUT 20240112 33,500 310 0.128 -0.450 0.000440 27.84 -11.09
PUT 20240112 33,375 270 0.133 -0.399 0.000412 27.16 -11.26
PUT 20240112 33,250 235 0.138 -0.353 0.000382 26.13 -11.24
PUT 20240112 33,125 195 0.139 -0.307 0.000359 24.70 -10.71
CALL 20240119 34,000 0 0.139 0.375 0.000323 31.98 -9.72
CALL 20240119 33,875 0 0.140 0.416 0.000330 32.90 -10.05
CALL 20240119 33,750 0 0.141 0.458 0.000334 33.46 -10.27
CALL 20240119 33,625 0 0.144 0.500 0.000327 33.65 -10.61
CALL 20240119 33,500 0 0.146 0.540 0.000322 33.48 -10.67
CALL 20240119 33,375 0 0.147 0.580 0.000314 32.97 -10.61
CALL 20240119 33,250 0 0.150 0.618 0.000302 32.18 -10.53
CALL 20240119 33,125 0 0.152 0.653 0.000287 31.15 -10.38
PUT 20240119 34,000 0 0.131 -0.634 0.000342 31.73 -8.94
PUT 20240119 33,875 0 0.132 -0.590 0.000350 32.78 -9.32
PUT 20240119 33,750 0 0.132 -0.546 0.000355 33.42 -9.56
PUT 20240119 33,625 0 0.136 -0.501 0.000347 33.65 -9.92
PUT 20240119 33,500 0 0.138 -0.458 0.000342 33.46 -9.97
PUT 20240119 33,375 0 0.139 -0.416 0.000333 32.90 -9.90
PUT 20240119 33,250 0 0.141 -0.376 0.000319 32.02 -9.79
PUT 20240119 33,125 0 0.143 -0.339 0.000303 30.87 -9.59
CALL 20240126 34,000 0 0.144 0.396 0.000277 37.12 -8.95
CALL 20240126 33,875 0 0.145 0.431 0.000282 37.85 -9.17
CALL 20240126 33,750 0 0.146 0.467 0.000284 38.29 -9.33
CALL 20240126 33,625 0 0.149 0.502 0.000278 38.43 -9.59
CALL 20240126 33,500 0 0.150 0.537 0.000275 38.26 -9.63
CALL 20240126 33,375 0 0.152 0.571 0.000269 37.82 -9.62
CALL 20240126 33,250 0 0.154 0.603 0.000260 37.14 -9.57
CALL 20240126 33,125 0 0.156 0.634 0.000250 36.24 -9.47
PUT 20240126 34,000 0 0.137 -0.610 0.000291 36.95 -8.37
PUT 20240126 33,875 0 0.138 -0.573 0.000296 37.78 -8.61
PUT 20240126 33,750 0 0.138 -0.536 0.000298 38.27 -8.78
PUT 20240126 33,625 0 0.142 -0.498 0.000292 38.43 -9.05
PUT 20240126 33,500 0 0.143 -0.462 0.000288 38.26 -9.08
PUT 20240126 33,375 0 0.145 -0.427 0.000282 37.78 -9.06
PUT 20240126 33,250 0 0.146 -0.393 0.000273 37.03 -9.00
PUT 20240126 33,125 0 0.148 -0.360 0.000262 36.04 -8.88
CALL 20240209 34,000 555 0.157 0.426 0.000214 45.73 -8.21
CALL 20240209 33,875 605 0.157 0.452 0.000217 46.20 -8.27
CALL 20240209 33,750 665 0.158 0.479 0.000216 46.48 -8.37
CALL 20240209 33,625 735 0.160 0.507 0.000214 46.53 -8.51
CALL 20240209 33,500 790 0.159 0.533 0.000215 46.38 -8.40
CALL 20240209 33,375 870 0.162 0.560 0.000209 46.02 -8.51
CALL 20240209 33,250 950 0.164 0.585 0.000204 45.48 -8.54
CALL 20240209 33,125 1,035 0.167 0.609 0.000197 44.79 -8.56
PUT 20240209 34,000 0 0.150 -0.579 0.000224 45.63 -7.71
PUT 20240209 33,875 0 0.151 -0.551 0.000225 46.16 -7.84
PUT 20240209 33,750 785 0.152 -0.522 0.000224 46.47 -7.99
PUT 20240209 33,625 720 0.152 -0.494 0.000224 46.54 -8.01
PUT 20240209 33,500 660 0.153 -0.466 0.000223 46.37 -8.02
PUT 20240209 33,375 605 0.154 -0.439 0.000220 45.99 -8.00
PUT 20240209 33,250 560 0.156 -0.412 0.000214 45.40 -8.02
PUT 20240209 33,125 510 0.157 -0.386 0.000209 44.61 -7.91
CALL 20240308 34,000 765 0.158 0.448 0.000167 59.03 -6.54
CALL 20240308 33,875 0 0.156 0.468 0.000171 59.34 -6.48
CALL 20240308 33,750 0 0.157 0.489 0.000171 59.51 -6.51
CALL 20240308 33,625 0 0.158 0.511 0.000169 59.51 -6.59
CALL 20240308 33,500 0 0.159 0.532 0.000168 59.34 -6.59
CALL 20240308 33,375 0 0.160 0.553 0.000165 59.01 -6.61
CALL 20240308 33,250 0 0.161 0.573 0.000163 58.52 -6.59
CALL 20240308 33,125 0 0.162 0.593 0.000160 57.90 -6.58
PUT 20240308 34,000 0 0.155 -0.554 0.000171 59.00 -6.30
PUT 20240308 33,875 0 0.156 -0.532 0.000171 59.34 -6.36
PUT 20240308 33,750 0 0.156 -0.511 0.000171 59.51 -6.40
PUT 20240308 33,625 0 0.158 -0.489 0.000169 59.51 -6.48
PUT 20240308 33,500 0 0.158 -0.468 0.000168 59.34 -6.48
PUT 20240308 33,375 0 0.160 -0.447 0.000166 59.01 -6.50
PUT 20240308 33,250 0 0.161 -0.427 0.000164 58.52 -6.48
PUT 20240308 33,125 0 0.162 -0.406 0.000161 57.89 -6.47