日経225先物・オプション価格情報
2023年12月28日(木)
先物終値
種別 限月 終値
NK225 202403 33,480
NK225 202406 33,220
種別 限月 終値
NK225M 202401 33,510
NK225M 202402 33,505
NK225M 202403 33,480
種別 限月 終値
NK225MC 202401 33,510
NK225MC 202402 33,505
NK225MC 202403 33,480
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 33,875 195 0.131 0.335 0.000409 24.73 -10.86
CALL 202401 33,750 235 0.130 0.386 0.000434 25.96 -11.28
CALL 202401 33,625 290 0.132 0.442 0.000442 26.79 -11.79
CALL 202401 33,500 345 0.131 0.497 0.000449 27.08 -11.85
CALL 202401 33,375 415 0.133 0.552 0.000438 26.84 -11.94
CALL 202401 33,250 495 0.136 0.604 0.000416 26.14 -11.93
CALL 202401 33,125 585 0.141 0.651 0.000386 25.11 -11.89
CALL 202401 33,000 700 0.155 0.684 0.000339 24.16 -12.52
PUT 202401 33,875 545 0.114 -0.690 0.000458 23.94 -8.99
PUT 202401 33,750 460 0.113 -0.632 0.000491 25.58 -9.58
PUT 202401 33,625 405 0.121 -0.564 0.000480 26.72 -10.72
PUT 202401 33,500 355 0.128 -0.503 0.000461 27.08 -11.47
PUT 202401 33,375 290 0.126 -0.445 0.000462 26.82 -11.22
PUT 202401 33,250 245 0.129 -0.391 0.000438 26.05 -11.18
PUT 202401 33,125 195 0.128 -0.335 0.000420 24.73 -10.50
PUT 202401 33,000 170 0.134 -0.293 0.000377 23.33 -10.41
CALL 202402 33,875 540 0.156 0.425 0.000219 45.02 -8.20
CALL 202402 33,750 590 0.155 0.452 0.000222 45.51 -8.26
CALL 202402 33,625 0 0.162 0.481 0.000214 45.79 -8.66
CALL 202402 33,500 725 0.160 0.507 0.000217 45.84 -8.57
CALL 202402 33,375 0 0.164 0.534 0.000211 45.67 -8.77
CALL 202402 33,250 0 0.165 0.560 0.000208 45.32 -8.76
CALL 202402 33,125 950 0.166 0.586 0.000204 44.77 -8.70
CALL 202402 33,000 0 0.169 0.610 0.000198 44.07 -8.69
PUT 202402 33,875 0 0.148 -0.580 0.000230 44.91 -7.68
PUT 202402 33,750 0 0.149 -0.551 0.000231 45.46 -7.82
PUT 202402 33,625 0 0.150 -0.522 0.000231 45.77 -7.95
PUT 202402 33,500 690 0.149 -0.494 0.000233 45.84 -7.88
PUT 202402 33,375 660 0.156 -0.465 0.000222 45.67 -8.23
PUT 202402 33,250 605 0.157 -0.438 0.000219 45.28 -8.21
PUT 202402 33,125 555 0.158 -0.411 0.000214 44.69 -8.17
PUT 202402 33,000 490 0.155 -0.382 0.000214 43.83 -7.87
CALL 202403 33,875 0 0.160 0.449 0.000167 58.43 -6.64
CALL 202403 33,750 0 0.161 0.470 0.000167 58.74 -6.70
CALL 202403 33,625 0 0.162 0.491 0.000167 58.89 -6.75
CALL 202403 33,500 955 0.163 0.512 0.000165 58.88 -6.81
CALL 202403 33,375 0 0.164 0.533 0.000165 58.71 -6.81
CALL 202403 33,250 0 0.164 0.553 0.000163 58.38 -6.80
CALL 202403 33,125 0 0.166 0.573 0.000160 57.91 -6.80
CALL 202403 33,000 0 0.167 0.593 0.000157 57.30 -6.79
PUT 202403 33,875 0 0.156 -0.553 0.000172 58.39 -6.37
PUT 202403 33,750 0 0.156 -0.531 0.000172 58.72 -6.42
PUT 202403 33,625 0 0.156 -0.510 0.000173 58.89 -6.42
PUT 202403 33,500 0 0.158 -0.488 0.000171 58.88 -6.51
PUT 202403 33,375 900 0.162 -0.467 0.000166 58.71 -6.67
PUT 202403 33,250 0 0.160 -0.446 0.000167 58.37 -6.54
PUT 202403 33,125 0 0.161 -0.425 0.000165 57.87 -6.53
PUT 202403 33,000 715 0.160 -0.404 0.000163 57.21 -6.43
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 33,875 3 0.124 0.035 0.000358 1.36 -8.38
CALL 20231229 33,750 11 0.123 0.107 0.000854 3.22 -19.83
CALL 20231229 33,625 30 0.119 0.244 0.001510 5.50 -32.66
CALL 20231229 33,500 77 0.124 0.465 0.001831 6.96 -43.16
CALL 20231229 33,375 165 0.149 0.658 0.001405 6.44 -48.07
CALL 20231229 33,250 250 0.133 0.839 0.001044 4.28 -28.65
CALL 20231229 33,125 375 0.179 0.873 0.000662 3.64 -32.72
CALL 20231229 33,000 500 0.222 0.894 0.000470 3.21 -35.77
PUT 20231229 33,875 340 0.000 0.000 0.000000 0.00 0.00
PUT 20231229 33,750 230 0.000 0.000 0.000000 0.00 0.00
PUT 20231229 33,625 155 0.078 -0.855 0.001671 3.99 -15.41
PUT 20231229 33,500 85 0.107 -0.541 0.002122 6.95 -37.05
PUT 20231229 33,375 36 0.111 -0.293 0.001769 6.03 -33.43
PUT 20231229 33,250 14 0.119 -0.133 0.001033 3.77 -22.38
PUT 20231229 33,125 4 0.121 -0.046 0.000453 1.68 -10.17
PUT 20231229 33,000 1 0.124 -0.013 0.000155 0.59 -3.67
CALL 20240105 33,875 97 0.123 0.264 0.000534 16.20 -12.51
CALL 20240105 33,750 125 0.119 0.327 0.000614 17.89 -13.30
CALL 20240105 33,625 185 0.126 0.413 0.000621 19.30 -15.29
CALL 20240105 33,500 220 0.116 0.490 0.000693 19.77 -14.38
CALL 20240105 33,375 0 0.136 0.567 0.000585 19.50 -16.58
CALL 20240105 33,250 0 0.144 0.632 0.000530 18.69 -16.82
CALL 20240105 33,125 0 0.147 0.692 0.000483 17.43 -16.07
CALL 20240105 33,000 0 0.154 0.740 0.000424 16.06 -15.56
PUT 20240105 33,875 450 0.096 -0.792 0.000600 14.21 -8.49
PUT 20240105 33,750 0 0.091 -0.722 0.000745 16.62 -9.37
PUT 20240105 33,625 0 0.096 -0.616 0.000803 18.93 -11.30
PUT 20240105 33,500 205 0.099 -0.513 0.000815 19.76 -12.14
PUT 20240105 33,375 165 0.108 -0.419 0.000728 19.36 -13.06
PUT 20240105 33,250 125 0.112 -0.336 0.000655 18.08 -12.67
PUT 20240105 33,125 92 0.115 -0.263 0.000571 16.17 -11.64
PUT 20240105 33,000 72 0.122 -0.209 0.000475 14.24 -10.84
CALL 20240112 33,875 215 0.139 0.345 0.000389 25.00 -11.65
CALL 20240112 33,750 260 0.140 0.394 0.000406 26.12 -12.18
CALL 20240112 33,625 290 0.132 0.442 0.000442 26.79 -11.79
CALL 20240112 33,500 345 0.131 0.497 0.000449 27.08 -11.85
CALL 20240112 33,375 425 0.137 0.551 0.000427 26.85 -12.28
CALL 20240112 33,250 520 0.146 0.598 0.000391 26.25 -12.82
CALL 20240112 33,125 610 0.151 0.642 0.000364 25.34 -12.83
CALL 20240112 33,000 680 0.146 0.693 0.000354 23.86 -11.70
PUT 20240112 33,875 560 0.120 -0.681 0.000440 24.25 -9.62
PUT 20240112 33,750 460 0.113 -0.632 0.000491 25.58 -9.58
PUT 20240112 33,625 400 0.119 -0.566 0.000487 26.71 -10.55
PUT 20240112 33,500 355 0.128 -0.503 0.000461 27.08 -11.47
PUT 20240112 33,375 295 0.128 -0.446 0.000456 26.83 -11.39
PUT 20240112 33,250 240 0.127 -0.389 0.000444 26.02 -11.00
PUT 20240112 33,125 210 0.134 -0.342 0.000404 24.92 -11.09
PUT 20240112 33,000 175 0.136 -0.295 0.000373 23.43 -10.62
CALL 20240119 33,875 0 0.143 0.377 0.000322 31.21 -10.20
CALL 20240119 33,750 0 0.146 0.419 0.000327 32.11 -10.66
CALL 20240119 33,625 0 0.148 0.460 0.000327 32.63 -10.99
CALL 20240119 33,500 0 0.150 0.502 0.000324 32.79 -11.22
CALL 20240119 33,375 0 0.152 0.542 0.000317 32.61 -11.34
CALL 20240119 33,250 0 0.155 0.580 0.000307 32.13 -11.35
CALL 20240119 33,125 0 0.158 0.617 0.000295 31.38 -11.29
CALL 20240119 33,000 0 0.160 0.651 0.000281 30.40 -11.12
PUT 20240119 33,875 0 0.125 -0.643 0.000364 30.67 -8.62
PUT 20240119 33,750 0 0.127 -0.595 0.000371 31.86 -9.15
PUT 20240119 33,625 0 0.130 -0.547 0.000372 32.56 -9.54
PUT 20240119 33,500 0 0.132 -0.500 0.000368 32.79 -9.79
PUT 20240119 33,375 0 0.134 -0.455 0.000359 32.58 -9.90
PUT 20240119 33,250 0 0.136 -0.411 0.000347 31.98 -9.87
PUT 20240119 33,125 0 0.139 -0.370 0.000331 31.03 -9.75
PUT 20240119 33,000 0 0.140 -0.331 0.000314 29.79 -9.48
CALL 20240126 33,875 0 0.149 0.399 0.000275 36.43 -9.38
CALL 20240126 33,750 0 0.150 0.434 0.000277 37.13 -9.67
CALL 20240126 33,625 0 0.152 0.469 0.000277 37.54 -9.89
CALL 20240126 33,500 0 0.154 0.504 0.000275 37.65 -10.04
CALL 20240126 33,375 0 0.156 0.538 0.000270 37.48 -10.12
CALL 20240126 33,250 0 0.158 0.571 0.000263 37.05 -10.14
CALL 20240126 33,125 0 0.160 0.603 0.000255 36.39 -10.09
CALL 20240126 33,000 0 0.163 0.633 0.000246 35.54 -10.01
PUT 20240126 33,875 0 0.132 -0.615 0.000306 36.06 -8.18
PUT 20240126 33,750 0 0.134 -0.576 0.000309 36.97 -8.52
PUT 20240126 33,625 0 0.136 -0.536 0.000309 37.49 -8.77
PUT 20240126 33,500 0 0.138 -0.498 0.000305 37.65 -8.94
PUT 20240126 33,375 0 0.140 -0.460 0.000300 37.46 -9.01
PUT 20240126 33,250 0 0.142 -0.423 0.000292 36.95 -9.01
PUT 20240126 33,125 0 0.144 -0.388 0.000282 36.15 -8.94
PUT 20240126 33,000 0 0.146 -0.354 0.000270 35.11 -8.79
CALL 20240209 33,875 545 0.157 0.425 0.000217 45.04 -8.26
CALL 20240209 33,750 615 0.161 0.454 0.000214 45.54 -8.56
CALL 20240209 33,625 670 0.161 0.481 0.000216 45.79 -8.60
CALL 20240209 33,500 735 0.162 0.508 0.000214 45.84 -8.68
CALL 20240209 33,375 0 0.163 0.534 0.000213 45.67 -8.68
CALL 20240209 33,250 800 0.148 0.565 0.000231 45.24 -7.84
CALL 20240209 33,125 0 0.167 0.586 0.000203 44.78 -8.74
CALL 20240209 33,000 0 0.169 0.610 0.000198 44.08 -8.70
PUT 20240209 33,875 0 0.150 -0.579 0.000227 44.93 -7.76
PUT 20240209 33,750 825 0.149 -0.552 0.000232 45.46 -7.80
PUT 20240209 33,625 755 0.149 -0.523 0.000233 45.77 -7.85
PUT 20240209 33,500 705 0.152 -0.493 0.000228 45.84 -8.05
PUT 20240209 33,375 650 0.154 -0.465 0.000225 45.67 -8.11
PUT 20240209 33,250 600 0.156 -0.437 0.000220 45.28 -8.15
PUT 20240209 33,125 0 0.157 -0.410 0.000216 44.68 -8.11
PUT 20240209 33,000 500 0.157 -0.383 0.000211 43.87 -7.99
CALL 20240308 33,875 0 0.160 0.449 0.000167 58.43 -6.64
CALL 20240308 33,750 0 0.161 0.470 0.000167 58.74 -6.71
CALL 20240308 33,625 0 0.162 0.491 0.000167 58.89 -6.76
CALL 20240308 33,500 0 0.163 0.512 0.000166 58.88 -6.80
CALL 20240308 33,375 0 0.164 0.533 0.000164 58.71 -6.84
CALL 20240308 33,250 0 0.165 0.553 0.000162 58.39 -6.85
CALL 20240308 33,125 0 0.166 0.573 0.000160 57.91 -6.82
CALL 20240308 33,000 0 0.168 0.593 0.000157 57.30 -6.81
PUT 20240308 33,875 0 0.155 -0.554 0.000173 58.37 -6.30
PUT 20240308 33,750 0 0.155 -0.532 0.000173 58.72 -6.37
PUT 20240308 33,625 0 0.156 -0.510 0.000173 58.89 -6.42
PUT 20240308 33,500 940 0.158 -0.488 0.000170 58.88 -6.52
PUT 20240308 33,375 0 0.158 -0.467 0.000170 58.71 -6.51
PUT 20240308 33,250 0 0.160 -0.446 0.000168 58.37 -6.52
PUT 20240308 33,125 0 0.160 -0.425 0.000166 57.87 -6.48
PUT 20240308 33,000 0 0.162 -0.405 0.000162 57.22 -6.47