日経225先物・オプション価格情報
2024年01月04日(木)
先物終値
種別 限月 終値
NK225 202403 33,230
NK225 202406 32,980
種別 限月 終値
NK225M 202401 33,260
NK225M 202402 33,245
NK225M 202403 33,230
種別 限月 終値
NK225MC 202401 33,260
NK225MC 202402 33,245
NK225MC 202403 33,230
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 33,625 150 0.156 0.309 0.000459 17.32 -16.91
CALL 202401 33,500 185 0.153 0.365 0.000501 18.49 -17.66
CALL 202401 33,375 245 0.159 0.431 0.000504 19.34 -19.20
CALL 202401 33,250 305 0.160 0.495 0.000506 19.62 -19.70
CALL 202401 33,125 375 0.163 0.557 0.000492 19.42 -19.84
CALL 202401 33,000 445 0.162 0.619 0.000479 18.75 -19.01
CALL 202401 32,875 540 0.170 0.670 0.000432 17.82 -19.02
CALL 202401 32,750 605 0.157 0.738 0.000421 16.02 -15.82
PUT 202401 33,625 505 0.133 -0.723 0.000513 16.49 -13.61
PUT 202401 33,500 435 0.142 -0.645 0.000532 18.31 -16.20
PUT 202401 33,375 360 0.143 -0.577 0.000555 19.26 -17.21
PUT 202401 33,250 300 0.148 -0.506 0.000548 19.62 -18.09
PUT 202401 33,125 240 0.148 -0.438 0.000542 19.39 -17.88
PUT 202401 33,000 200 0.154 -0.376 0.000500 18.67 -17.95
PUT 202401 32,875 155 0.154 -0.314 0.000469 17.45 -16.73
PUT 202401 32,750 125 0.158 -0.263 0.000420 16.04 -15.79
CALL 202402 33,625 525 0.168 0.422 0.000223 40.84 -9.57
CALL 202402 33,500 565 0.165 0.449 0.000230 41.29 -9.51
CALL 202402 33,375 625 0.166 0.478 0.000230 41.57 -9.64
CALL 202402 33,250 695 0.169 0.507 0.000226 41.63 -9.81
CALL 202402 33,125 680 0.150 0.537 0.000253 41.46 -8.70
CALL 202402 33,000 845 0.174 0.562 0.000217 41.13 -10.00
CALL 202402 32,875 735 0.130 0.613 0.000283 39.96 -7.25
CALL 202402 32,750 895 0.151 0.630 0.000240 39.39 -8.31
PUT 202402 33,625 0 0.156 -0.585 0.000240 40.68 -8.75
PUT 202402 33,500 815 0.161 -0.553 0.000235 41.27 -9.18
PUT 202402 33,375 0 0.158 -0.524 0.000241 41.56 -9.09
PUT 202402 33,250 680 0.161 -0.494 0.000237 41.63 -9.28
PUT 202402 33,125 640 0.167 -0.465 0.000228 41.47 -9.56
PUT 202402 33,000 580 0.166 -0.436 0.000227 41.10 -9.46
PUT 202402 32,875 485 0.157 -0.403 0.000237 40.40 -8.75
PUT 202402 32,750 485 0.169 -0.381 0.000216 39.78 -9.33
CALL 202403 33,625 0 0.170 0.449 0.000168 55.06 -7.33
CALL 202403 33,500 590 0.128 0.452 0.000222 55.11 -5.56
CALL 202403 33,375 0 0.172 0.491 0.000167 55.50 -7.48
CALL 202403 33,250 0 0.172 0.512 0.000166 55.49 -7.52
CALL 202403 33,125 1,000 0.170 0.533 0.000168 55.32 -7.41
CALL 202403 33,000 990 0.157 0.556 0.000181 54.96 -6.78
CALL 202403 32,875 855 0.119 0.596 0.000233 53.89 -5.08
CALL 202403 32,750 0 0.178 0.593 0.000157 54.00 -7.56
PUT 202403 33,625 0 0.163 -0.555 0.000175 54.99 -6.93
PUT 202403 33,500 1,095 0.172 -0.530 0.000166 55.36 -7.38
PUT 202403 33,375 0 0.166 -0.510 0.000173 55.49 -7.13
PUT 202403 33,250 0 0.167 -0.489 0.000172 55.49 -7.18
PUT 202403 33,125 0 0.168 -0.467 0.000171 55.32 -7.20
PUT 202403 33,000 830 0.171 -0.446 0.000167 55.00 -7.29
PUT 202403 32,875 0 0.170 -0.425 0.000165 54.53 -7.21
PUT 202403 32,750 755 0.178 -0.407 0.000157 54.00 -7.46
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 33,625 4 0.131 0.043 0.000401 1.59 -10.44
CALL 20240105 33,500 13 0.130 0.118 0.000874 3.43 -22.31
CALL 20240105 33,375 40 0.137 0.274 0.001394 5.79 -39.76
CALL 20240105 33,250 82 0.132 0.467 0.001732 6.91 -45.68
CALL 20240105 33,125 175 0.166 0.644 0.001292 6.48 -53.80
CALL 20240105 33,000 255 0.146 0.820 0.001036 4.57 -33.39
CALL 20240105 32,875 375 0.181 0.873 0.000662 3.62 -32.72
CALL 20240105 32,750 500 0.224 0.894 0.000470 3.19 -35.77
PUT 20240105 33,625 0 0.000 0.000 0.000000 0.00 0.00
PUT 20240105 33,500 265 0.000 0.000 0.000000 0.00 0.00
PUT 20240105 33,375 145 0.032 -0.995 0.000264 0.26 -0.33
PUT 20240105 33,250 85 0.108 -0.541 0.002122 6.90 -37.05
PUT 20240105 33,125 43 0.123 -0.311 0.001646 6.14 -37.86
PUT 20240105 33,000 18 0.130 -0.153 0.001044 4.10 -26.64
PUT 20240105 32,875 5 0.127 -0.053 0.000489 1.89 -12.02
PUT 20240105 32,750 2 0.139 -0.022 0.000220 0.92 -6.38
CALL 20240112 33,625 155 0.159 0.312 0.000453 17.41 -17.30
CALL 20240112 33,500 185 0.153 0.365 0.000501 18.49 -17.66
CALL 20240112 33,375 245 0.159 0.431 0.000504 19.34 -19.20
CALL 20240112 33,250 305 0.160 0.495 0.000506 19.62 -19.70
CALL 20240112 33,125 380 0.166 0.557 0.000485 19.43 -20.15
CALL 20240112 33,000 445 0.162 0.619 0.000479 18.75 -19.01
CALL 20240112 32,875 530 0.165 0.675 0.000444 17.71 -18.27
CALL 20240112 32,750 570 0.135 0.770 0.000458 14.92 -12.64
PUT 20240112 33,625 475 0.114 -0.755 0.000561 15.46 -10.95
PUT 20240112 33,500 435 0.142 -0.645 0.000532 18.31 -16.20
PUT 20240112 33,375 365 0.146 -0.575 0.000546 19.28 -17.53
PUT 20240112 33,250 295 0.145 -0.506 0.000558 19.62 -17.78
PUT 20240112 33,125 240 0.148 -0.438 0.000542 19.39 -17.88
PUT 20240112 33,000 195 0.151 -0.374 0.000508 18.63 -17.60
PUT 20240112 32,875 155 0.154 -0.314 0.000469 17.45 -16.73
PUT 20240112 32,750 125 0.158 -0.263 0.000420 16.04 -15.79
CALL 20240119 33,625 200 0.134 0.338 0.000404 24.62 -11.06
CALL 20240119 33,500 310 0.160 0.408 0.000361 26.16 -13.97
CALL 20240119 33,375 375 0.165 0.455 0.000358 26.70 -14.69
CALL 20240119 33,250 0 0.169 0.500 0.000351 26.87 -15.15
CALL 20240119 33,125 490 0.162 0.545 0.000363 26.70 -14.47
CALL 20240119 33,000 530 0.151 0.596 0.000381 26.09 -13.17
CALL 20240119 32,875 0 0.177 0.625 0.000318 25.55 -15.15
CALL 20240119 32,750 0 0.180 0.662 0.000301 24.64 -14.88
PUT 20240119 33,625 0 0.144 -0.651 0.000382 24.91 -11.89
PUT 20240119 33,500 0 0.145 -0.602 0.000394 25.99 -12.53
PUT 20240119 33,375 0 0.145 -0.552 0.000404 26.64 -12.84
PUT 20240119 33,250 345 0.125 -0.504 0.000474 26.87 -11.14
PUT 20240119 33,125 360 0.153 -0.453 0.000384 26.69 -13.58
PUT 20240119 33,000 275 0.142 -0.398 0.000404 26.00 -12.24
PUT 20240119 32,875 310 0.175 -0.374 0.000322 25.51 -14.81
PUT 20240119 32,750 0 0.158 -0.319 0.000335 24.06 -12.68
CALL 20240126 33,625 0 0.165 0.394 0.000286 31.38 -11.80
CALL 20240126 33,500 0 0.166 0.430 0.000289 32.04 -12.15
CALL 20240126 33,375 0 0.167 0.467 0.000291 32.43 -12.37
CALL 20240126 33,250 0 0.170 0.503 0.000288 32.55 -12.59
CALL 20240126 33,125 0 0.172 0.539 0.000283 32.39 -12.69
CALL 20240126 33,000 0 0.174 0.573 0.000276 31.99 -12.73
CALL 20240126 32,875 0 0.176 0.607 0.000267 31.37 -12.63
CALL 20240126 32,750 0 0.180 0.638 0.000256 30.58 -12.54
PUT 20240126 33,625 0 0.146 -0.621 0.000319 31.03 -10.26
PUT 20240126 33,500 0 0.148 -0.580 0.000323 31.89 -10.68
PUT 20240126 33,375 0 0.150 -0.539 0.000325 32.39 -10.97
PUT 20240126 33,250 0 0.152 -0.498 0.000322 32.55 -11.20
PUT 20240126 33,125 0 0.154 -0.459 0.000316 32.37 -11.29
PUT 20240126 33,000 0 0.156 -0.420 0.000307 31.89 -11.28
PUT 20240126 32,875 0 0.158 -0.383 0.000296 31.13 -11.13
PUT 20240126 32,750 0 0.161 -0.348 0.000282 30.16 -10.97
CALL 20240202 33,625 0 0.167 0.411 0.000249 36.42 -10.51
CALL 20240202 33,500 0 0.168 0.442 0.000251 36.97 -10.76
CALL 20240202 33,375 0 0.169 0.474 0.000251 37.29 -10.92
CALL 20240202 33,250 0 0.171 0.505 0.000249 37.36 -11.05
CALL 20240202 33,125 0 0.173 0.536 0.000246 37.21 -11.12
CALL 20240202 33,000 0 0.175 0.566 0.000240 36.85 -11.18
CALL 20240202 32,875 0 0.176 0.596 0.000234 36.29 -11.09
CALL 20240202 32,750 0 0.179 0.624 0.000226 35.56 -11.05
PUT 20240202 33,625 0 0.152 -0.600 0.000272 36.19 -9.40
PUT 20240202 33,500 0 0.153 -0.565 0.000274 36.87 -9.68
PUT 20240202 33,375 0 0.154 -0.530 0.000275 37.26 -9.87
PUT 20240202 33,250 0 0.156 -0.496 0.000273 37.37 -10.01
PUT 20240202 33,125 0 0.158 -0.462 0.000269 37.20 -10.07
PUT 20240202 33,000 0 0.160 -0.429 0.000262 36.78 -10.11
PUT 20240202 32,875 0 0.161 -0.397 0.000255 36.12 -10.00
PUT 20240202 32,750 0 0.164 -0.367 0.000246 35.27 -9.92
CALL 20240209 33,625 505 0.163 0.420 0.000230 40.78 -9.28
CALL 20240209 33,500 575 0.168 0.450 0.000226 41.31 -9.65
CALL 20240209 33,375 630 0.167 0.478 0.000228 41.57 -9.71
CALL 20240209 33,250 720 0.175 0.507 0.000219 41.63 -10.16
CALL 20240209 33,125 605 0.132 0.540 0.000288 41.43 -7.65
CALL 20240209 33,000 815 0.167 0.564 0.000226 41.10 -9.57
CALL 20240209 32,875 680 0.116 0.624 0.000314 39.61 -6.43
CALL 20240209 32,750 880 0.147 0.633 0.000245 39.29 -8.09
PUT 20240209 33,625 945 0.175 -0.574 0.000215 40.92 -9.89
PUT 20240209 33,500 820 0.162 -0.552 0.000234 41.28 -9.25
PUT 20240209 33,375 875 0.192 -0.516 0.000199 41.60 -11.06
PUT 20240209 33,250 675 0.160 -0.494 0.000239 41.63 -9.21
PUT 20240209 33,125 880 0.225 -0.468 0.000170 41.50 -12.90
PUT 20240209 33,000 580 0.166 -0.436 0.000227 41.10 -9.46
PUT 20240209 32,875 680 0.205 -0.420 0.000183 40.80 -11.56
PUT 20240209 32,750 545 0.184 -0.389 0.000199 40.01 -10.22
CALL 20240308 33,625 0 0.170 0.449 0.000168 55.06 -7.33
CALL 20240308 33,500 0 0.171 0.470 0.000167 55.36 -7.43
CALL 20240308 33,375 0 0.172 0.491 0.000167 55.50 -7.49
CALL 20240308 33,250 0 0.173 0.512 0.000166 55.49 -7.53
CALL 20240308 33,125 0 0.174 0.533 0.000165 55.32 -7.55
CALL 20240308 33,000 1,060 0.169 0.554 0.000168 55.00 -7.33
CALL 20240308 32,875 0 0.176 0.573 0.000160 54.57 -7.55
CALL 20240308 32,750 0 0.178 0.593 0.000157 54.00 -7.54
PUT 20240308 33,625 0 0.164 -0.554 0.000174 55.00 -6.98
PUT 20240308 33,500 1,070 0.167 -0.531 0.000171 55.34 -7.18
PUT 20240308 33,375 0 0.166 -0.510 0.000173 55.49 -7.13
PUT 20240308 33,250 0 0.167 -0.489 0.000172 55.49 -7.18
PUT 20240308 33,125 0 0.167 -0.467 0.000171 55.32 -7.19
PUT 20240308 33,000 0 0.169 -0.446 0.000169 55.00 -7.20
PUT 20240308 32,875 0 0.170 -0.425 0.000166 54.53 -7.19
PUT 20240308 32,750 0 0.171 -0.405 0.000163 53.92 -7.17