日経225先物・オプション価格情報
2023年12月29日(金)
先物終値
種別 限月 終値
NK225 202403 33,450
NK225 202406 33,190
種別 限月 終値
NK225M 202401 33,465
NK225M 202402 33,465
NK225M 202403 33,450
種別 限月 終値
NK225MC 202401 33,465
NK225MC 202402 33,465
NK225MC 202403 33,450
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 33,875 175 0.132 0.317 0.000413 23.35 -11.01
CALL 202401 33,750 220 0.133 0.371 0.000434 24.76 -11.80
CALL 202401 33,625 265 0.132 0.425 0.000455 25.68 -12.11
CALL 202401 33,500 320 0.131 0.483 0.000463 26.11 -12.30
CALL 202401 33,375 390 0.134 0.540 0.000451 26.00 -12.52
CALL 202401 33,250 455 0.132 0.597 0.000446 25.36 -12.05
CALL 202401 33,125 460 0.102 0.691 0.000526 23.06 -8.47
CALL 202401 33,000 565 0.109 0.740 0.000452 21.24 -8.37
PUT 202401 33,875 615 0.139 -0.674 0.000397 23.62 -11.63
PUT 202401 33,750 540 0.142 -0.620 0.000410 24.93 -12.55
PUT 202401 33,625 455 0.138 -0.571 0.000434 25.72 -12.62
PUT 202401 33,500 385 0.138 -0.516 0.000442 26.11 -12.79
PUT 202401 33,375 325 0.139 -0.461 0.000437 26.01 -12.83
PUT 202401 33,250 280 0.143 -0.409 0.000415 25.45 -12.94
PUT 202401 33,125 235 0.145 -0.359 0.000395 24.49 -12.61
PUT 202401 33,000 190 0.144 -0.310 0.000375 23.10 -11.83
CALL 202402 33,875 0 0.158 0.418 0.000217 44.32 -8.39
CALL 202402 33,750 540 0.149 0.441 0.000233 44.77 -7.98
CALL 202402 33,625 625 0.156 0.472 0.000225 45.16 -8.42
CALL 202402 33,500 640 0.146 0.499 0.000240 45.27 -7.93
CALL 202402 33,375 715 0.149 0.529 0.000235 45.15 -8.07
CALL 202402 33,250 0 0.162 0.555 0.000214 44.84 -8.71
CALL 202402 33,125 0 0.163 0.582 0.000211 44.32 -8.67
CALL 202402 33,000 0 0.164 0.608 0.000206 43.61 -8.59
PUT 202402 33,875 0 0.156 -0.583 0.000221 44.27 -8.14
PUT 202402 33,750 0 0.156 -0.556 0.000223 44.83 -8.28
PUT 202402 33,625 0 0.157 -0.528 0.000223 45.16 -8.39
PUT 202402 33,500 795 0.170 -0.498 0.000206 45.27 -9.13
PUT 202402 33,375 730 0.170 -0.472 0.000206 45.16 -9.10
PUT 202402 33,250 675 0.171 -0.447 0.000203 44.86 -9.10
PUT 202402 33,125 580 0.163 -0.418 0.000212 44.31 -8.54
PUT 202402 33,000 565 0.171 -0.396 0.000198 43.72 -8.89
CALL 202403 33,875 0 0.160 0.444 0.000168 57.85 -6.66
CALL 202403 33,750 750 0.151 0.461 0.000179 58.16 -6.33
CALL 202403 33,625 0 0.162 0.486 0.000168 58.40 -6.80
CALL 202403 33,500 0 0.163 0.507 0.000167 58.43 -6.84
CALL 202403 33,375 0 0.163 0.528 0.000166 58.30 -6.85
CALL 202403 33,250 0 0.163 0.549 0.000165 58.00 -6.82
CALL 202403 33,125 0 0.165 0.569 0.000163 57.56 -6.82
CALL 202403 33,000 0 0.166 0.589 0.000160 56.98 -6.82
PUT 202403 33,875 0 0.164 -0.554 0.000164 57.90 -6.74
PUT 202403 33,750 0 0.164 -0.534 0.000165 58.23 -6.78
PUT 202403 33,625 0 0.165 -0.513 0.000165 58.41 -6.82
PUT 202403 33,500 0 0.165 -0.493 0.000165 58.43 -6.84
PUT 202403 33,375 935 0.167 -0.472 0.000163 58.30 -6.91
PUT 202403 33,250 0 0.166 -0.452 0.000162 58.01 -6.85
PUT 202403 33,125 0 0.167 -0.432 0.000160 57.58 -6.84
PUT 202403 33,000 765 0.168 -0.412 0.000158 57.00 -6.81
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 20240105 33,875 56 0.108 0.202 0.000563 13.03 -10.06
CALL 20240105 33,750 88 0.110 0.281 0.000664 15.63 -12.27
CALL 20240105 33,625 105 0.097 0.351 0.000829 17.18 -11.87
CALL 20240105 33,500 175 0.107 0.463 0.000798 18.40 -14.17
CALL 20240105 33,375 230 0.103 0.566 0.000826 18.23 -13.44
CALL 20240105 33,250 325 0.114 0.652 0.000702 17.13 -13.97
CALL 20240105 33,125 350 0.068 0.851 0.000735 10.74 -5.30
CALL 20240105 33,000 435 0.000 0.000 0.000000 0.00 0.00
PUT 20240105 33,875 0 0.101 -0.814 0.000571 12.43 -8.92
PUT 20240105 33,750 365 0.095 -0.749 0.000724 14.76 -9.95
PUT 20240105 33,625 325 0.123 -0.617 0.000672 17.68 -15.43
PUT 20240105 33,500 235 0.113 -0.534 0.000758 18.41 -14.84
PUT 20240105 33,375 240 0.150 -0.452 0.000572 18.35 -19.57
PUT 20240105 33,250 145 0.126 -0.362 0.000643 17.36 -15.55
PUT 20240105 33,125 98 0.122 -0.278 0.000594 15.55 -13.51
PUT 20240105 33,000 74 0.127 -0.218 0.000500 13.64 -12.36
CALL 20240112 33,875 145 0.119 0.298 0.000446 22.71 -9.66
CALL 20240112 33,750 215 0.131 0.369 0.000440 24.72 -11.60
CALL 20240112 33,625 220 0.114 0.413 0.000521 25.51 -10.43
CALL 20240112 33,500 330 0.135 0.483 0.000450 26.11 -12.66
CALL 20240112 33,375 375 0.129 0.541 0.000471 26.00 -11.98
CALL 20240112 33,250 410 0.115 0.610 0.000511 25.13 -10.34
CALL 20240112 33,125 510 0.123 0.662 0.000452 23.95 -10.61
CALL 20240112 33,000 560 0.107 0.745 0.000458 21.05 -8.12
PUT 20240112 33,875 0 0.128 -0.688 0.000423 23.16 -10.49
PUT 20240112 33,750 540 0.142 -0.620 0.000410 24.93 -12.55
PUT 20240112 33,625 485 0.150 -0.564 0.000402 25.79 -13.73
PUT 20240112 33,500 390 0.140 -0.516 0.000436 26.11 -12.97
PUT 20240112 33,375 335 0.142 -0.462 0.000426 26.02 -13.19
PUT 20240112 33,250 280 0.143 -0.409 0.000415 25.45 -12.94
PUT 20240112 33,125 240 0.147 -0.361 0.000390 24.53 -12.81
PUT 20240112 33,000 185 0.142 -0.307 0.000379 23.02 -11.61
CALL 20240119 33,875 0 0.147 0.368 0.000319 30.23 -10.65
CALL 20240119 33,750 0 0.147 0.408 0.000328 31.15 -10.98
CALL 20240119 33,625 0 0.147 0.449 0.000336 31.74 -11.12
CALL 20240119 33,500 0 0.146 0.491 0.000340 32.00 -11.17
CALL 20240119 33,375 0 0.149 0.533 0.000332 31.90 -11.39
CALL 20240119 33,250 0 0.151 0.574 0.000324 31.46 -11.35
CALL 20240119 33,125 0 0.153 0.613 0.000313 30.72 -11.22
CALL 20240119 33,000 0 0.154 0.651 0.000300 29.69 -10.91
PUT 20240119 33,875 0 0.139 -0.640 0.000334 30.01 -9.90
PUT 20240119 33,750 0 0.141 -0.597 0.000343 31.06 -10.35
PUT 20240119 33,625 0 0.142 -0.554 0.000348 31.72 -10.64
PUT 20240119 33,500 0 0.142 -0.510 0.000349 32.00 -10.79
PUT 20240119 33,375 0 0.143 -0.466 0.000346 31.90 -10.82
PUT 20240119 33,250 0 0.144 -0.424 0.000338 31.42 -10.77
PUT 20240119 33,125 0 0.146 -0.383 0.000326 30.62 -10.61
PUT 20240119 33,000 0 0.147 -0.344 0.000311 29.52 -10.33
CALL 20240126 33,875 0 0.149 0.388 0.000278 35.50 -9.45
CALL 20240126 33,750 0 0.149 0.423 0.000284 36.27 -9.69
CALL 20240126 33,625 0 0.150 0.459 0.000286 36.76 -9.86
CALL 20240126 33,500 0 0.150 0.495 0.000287 36.96 -9.95
CALL 20240126 33,375 0 0.152 0.530 0.000283 36.85 -10.04
CALL 20240126 33,250 0 0.153 0.565 0.000278 36.46 -10.02
CALL 20240126 33,125 0 0.155 0.599 0.000270 35.81 -9.95
CALL 20240126 33,000 0 0.157 0.632 0.000260 34.93 -9.82
PUT 20240126 33,875 0 0.145 -0.615 0.000285 35.41 -9.10
PUT 20240126 33,750 0 0.145 -0.579 0.000291 36.23 -9.34
PUT 20240126 33,625 0 0.146 -0.543 0.000294 36.75 -9.52
PUT 20240126 33,500 0 0.147 -0.506 0.000294 36.96 -9.62
PUT 20240126 33,375 510 0.148 -0.469 0.000289 36.85 -9.72
PUT 20240126 33,250 0 0.149 -0.433 0.000284 36.45 -9.68
PUT 20240126 33,125 0 0.151 -0.399 0.000276 35.77 -9.61
PUT 20240126 33,000 0 0.153 -0.366 0.000266 34.85 -9.47
CALL 20240202 33,875 0 0.153 0.405 0.000244 40.15 -8.82
CALL 20240202 33,750 0 0.153 0.436 0.000248 40.78 -8.97
CALL 20240202 33,625 0 0.154 0.467 0.000249 41.18 -9.10
CALL 20240202 33,500 0 0.155 0.498 0.000248 41.32 -9.20
CALL 20240202 33,375 0 0.156 0.529 0.000246 41.21 -9.24
CALL 20240202 33,250 0 0.157 0.559 0.000242 40.86 -9.24
CALL 20240202 33,125 0 0.159 0.589 0.000236 40.29 -9.21
CALL 20240202 33,000 0 0.161 0.618 0.000229 39.51 -9.12
PUT 20240202 33,875 0 0.150 -0.597 0.000248 40.10 -8.56
PUT 20240202 33,750 0 0.151 -0.566 0.000252 40.76 -8.72
PUT 20240202 33,625 0 0.151 -0.534 0.000253 41.17 -8.86
PUT 20240202 33,500 0 0.152 -0.502 0.000253 41.32 -8.94
PUT 20240202 33,375 0 0.153 -0.471 0.000250 41.21 -8.99
PUT 20240202 33,250 0 0.155 -0.440 0.000246 40.85 -8.99
PUT 20240202 33,125 0 0.156 -0.410 0.000240 40.26 -8.95
PUT 20240202 33,000 0 0.158 -0.381 0.000233 39.46 -8.86
CALL 20240209 33,875 515 0.155 0.416 0.000222 44.26 -8.20
CALL 20240209 33,750 565 0.155 0.444 0.000225 44.81 -8.29
CALL 20240209 33,625 630 0.157 0.472 0.000223 45.16 -8.48
CALL 20240209 33,500 705 0.161 0.501 0.000219 45.27 -8.70
CALL 20240209 33,375 0 0.161 0.528 0.000217 45.16 -8.73
CALL 20240209 33,250 765 0.146 0.559 0.000238 44.77 -7.82
CALL 20240209 33,125 0 0.163 0.582 0.000211 44.32 -8.66
CALL 20240209 33,000 0 0.165 0.607 0.000205 43.62 -8.63
PUT 20240209 33,875 850 0.135 -0.598 0.000252 43.88 -7.02
PUT 20240209 33,750 920 0.168 -0.550 0.000208 44.91 -8.92
PUT 20240209 33,625 0 0.156 -0.528 0.000224 45.16 -8.36
PUT 20240209 33,500 785 0.168 -0.498 0.000209 45.27 -9.02
PUT 20240209 33,375 725 0.169 -0.472 0.000208 45.16 -9.04
PUT 20240209 33,250 640 0.163 -0.445 0.000213 44.84 -8.68
PUT 20240209 33,125 580 0.163 -0.418 0.000212 44.31 -8.54
PUT 20240209 33,000 585 0.176 -0.398 0.000193 43.78 -9.14
CALL 20240308 33,875 0 0.161 0.444 0.000168 57.86 -6.69
CALL 20240308 33,750 0 0.161 0.465 0.000168 58.21 -6.74
CALL 20240308 33,625 0 0.162 0.486 0.000168 58.40 -6.79
CALL 20240308 33,500 0 0.163 0.507 0.000167 58.43 -6.84
CALL 20240308 33,375 0 0.163 0.528 0.000166 58.30 -6.84
CALL 20240308 33,250 0 0.164 0.549 0.000164 58.01 -6.86
CALL 20240308 33,125 0 0.165 0.569 0.000162 57.56 -6.85
CALL 20240308 33,000 0 0.166 0.589 0.000160 56.98 -6.82
PUT 20240308 33,875 0 0.163 -0.555 0.000166 57.88 -6.67
PUT 20240308 33,750 0 0.163 -0.535 0.000167 58.22 -6.72
PUT 20240308 33,625 0 0.163 -0.514 0.000167 58.41 -6.77
PUT 20240308 33,500 0 0.165 -0.493 0.000165 58.43 -6.82
PUT 20240308 33,375 0 0.165 -0.472 0.000165 58.30 -6.83
PUT 20240308 33,250 0 0.166 -0.452 0.000163 58.01 -6.84
PUT 20240308 33,125 0 0.167 -0.431 0.000161 57.58 -6.83
PUT 20240308 33,000 0 0.168 -0.412 0.000158 57.00 -6.80