日経225先物・オプション価格情報
2024年01月05日(金)
先物終値
種別 限月 終値
NK225 202403 33,320
NK225 202406 33,060
種別 限月 終値
NK225M 202401 33,345
NK225M 202402 33,340
NK225M 202403 33,320
種別 限月 終値
NK225MC 202401 33,345
NK225MC 202402 33,340
NK225MC 202403 33,320
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 33,750 105 0.144 0.263 0.000492 15.07 -15.50
CALL 202401 33,625 140 0.143 0.327 0.000546 16.65 -17.06
CALL 202401 33,500 185 0.144 0.397 0.000582 17.80 -18.29
CALL 202401 33,375 240 0.145 0.472 0.000597 18.36 -19.00
CALL 202401 33,250 320 0.154 0.544 0.000558 18.30 -20.18
CALL 202401 33,125 425 0.173 0.602 0.000483 17.81 -22.07
CALL 202401 33,000 475 0.156 0.676 0.000498 16.58 -18.59
CALL 202401 32,875 590 0.174 0.716 0.000422 15.65 -19.56
PUT 202401 33,750 465 0.092 -0.840 0.000571 11.22 -7.32
PUT 202401 33,625 410 0.122 -0.702 0.000615 16.01 -13.90
PUT 202401 33,500 330 0.124 -0.619 0.000665 17.58 -15.54
PUT 202401 33,375 265 0.129 -0.533 0.000670 18.35 -16.80
PUT 202401 33,250 220 0.138 -0.452 0.000622 18.28 -17.97
PUT 202401 33,125 165 0.137 -0.374 0.000601 17.49 -17.03
PUT 202401 33,000 135 0.145 -0.311 0.000529 16.30 -16.82
PUT 202401 32,875 96 0.142 -0.244 0.000478 14.48 -14.71
CALL 202402 33,750 485 0.163 0.411 0.000231 40.12 -9.41
CALL 202402 33,625 0 0.169 0.442 0.000227 40.72 -9.85
CALL 202402 33,500 685 0.187 0.475 0.000207 41.08 -10.99
CALL 202402 33,375 670 0.169 0.499 0.000229 41.16 -9.97
CALL 202402 33,250 845 0.197 0.527 0.000196 41.07 -11.58
CALL 202402 33,125 0 0.174 0.555 0.000220 40.78 -10.21
CALL 202402 33,000 990 0.200 0.575 0.000190 40.44 -11.59
CALL 202402 32,875 0 0.180 0.607 0.000207 39.68 -10.25
PUT 202402 33,750 800 0.135 -0.611 0.000274 39.55 -7.59
PUT 202402 33,625 760 0.144 -0.571 0.000264 40.51 -8.30
PUT 202402 33,500 680 0.142 -0.539 0.000270 40.97 -8.28
PUT 202402 33,375 690 0.161 -0.502 0.000240 41.16 -9.43
PUT 202402 33,250 565 0.146 -0.472 0.000264 41.06 -8.53
PUT 202402 33,125 580 0.164 -0.443 0.000233 40.75 -9.53
PUT 202402 33,000 525 0.165 -0.414 0.000229 40.21 -9.42
PUT 202402 32,875 0 0.164 -0.385 0.000225 39.45 -9.23
CALL 202403 33,750 790 0.178 0.447 0.000161 54.73 -7.76
CALL 202403 33,625 775 0.165 0.462 0.000174 54.97 -7.25
CALL 202403 33,500 840 0.167 0.484 0.000172 55.18 -7.36
CALL 202403 33,375 945 0.175 0.506 0.000164 55.22 -7.73
CALL 202403 33,250 0 0.173 0.527 0.000167 55.10 -7.59
CALL 202403 33,125 1,010 0.165 0.549 0.000174 54.81 -7.21
CALL 202403 33,000 0 0.175 0.568 0.000163 54.42 -7.59
CALL 202403 32,875 1,245 0.183 0.586 0.000154 53.94 -7.88
PUT 202403 33,750 0 0.163 -0.561 0.000175 54.58 -6.99
PUT 202403 33,625 0 0.163 -0.539 0.000175 54.96 -7.08
PUT 202403 33,500 1,075 0.178 -0.513 0.000162 55.19 -7.75
PUT 202403 33,375 950 0.167 -0.495 0.000172 55.22 -7.29
PUT 202403 33,250 855 0.162 -0.473 0.000178 55.10 -7.03
PUT 202403 33,125 0 0.168 -0.452 0.000170 54.82 -7.26
PUT 202403 33,000 785 0.171 -0.431 0.000166 54.40 -7.34
PUT 202403 32,875 0 0.170 -0.410 0.000165 53.81 -7.22
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 20240112 33,750 120 0.154 0.277 0.000473 15.46 -16.99
CALL 20240112 33,625 135 0.140 0.323 0.000555 16.57 -16.62
CALL 20240112 33,500 190 0.146 0.400 0.000572 17.82 -18.67
CALL 20240112 33,375 250 0.150 0.473 0.000575 18.37 -19.72
CALL 20240112 33,250 300 0.143 0.547 0.000600 18.28 -18.74
CALL 20240112 33,125 445 0.184 0.596 0.000455 17.87 -23.57
CALL 20240112 33,000 530 0.189 0.649 0.000425 17.11 -23.16
CALL 20240112 32,875 745 0.268 0.648 0.000300 17.12 -32.85
PUT 20240112 33,750 420 0.000 0.000 0.000000 0.00 0.00
PUT 20240112 33,625 310 0.043 -0.935 0.000635 5.84 -1.72
PUT 20240112 33,500 330 0.124 -0.619 0.000665 17.58 -15.54
PUT 20240112 33,375 250 0.120 -0.536 0.000715 18.34 -15.71
PUT 20240112 33,250 210 0.133 -0.450 0.000647 18.27 -17.25
PUT 20240112 33,125 165 0.137 -0.374 0.000601 17.49 -17.03
PUT 20240112 33,000 140 0.148 -0.315 0.000521 16.38 -17.26
PUT 20240112 32,875 92 0.140 -0.240 0.000483 14.35 -14.29
CALL 20240119 33,750 230 0.156 0.344 0.000361 24.01 -13.42
CALL 20240119 33,625 305 0.168 0.398 0.000351 25.18 -15.17
CALL 20240119 33,500 370 0.174 0.444 0.000348 25.78 -16.04
CALL 20240119 33,375 405 0.166 0.487 0.000369 26.02 -15.43
CALL 20240119 33,250 490 0.174 0.532 0.000349 25.95 -16.21
CALL 20240119 33,125 0 0.164 0.579 0.000365 25.52 -15.00
CALL 20240119 33,000 0 0.167 0.622 0.000348 24.80 -14.88
CALL 20240119 32,875 0 0.176 0.659 0.000320 23.95 -15.09
PUT 20240119 33,750 0 0.130 -0.688 0.000417 23.10 -10.66
PUT 20240119 33,625 0 0.134 -0.630 0.000432 24.63 -11.73
PUT 20240119 33,500 0 0.135 -0.575 0.000444 25.58 -12.32
PUT 20240119 33,375 405 0.145 -0.517 0.000421 26.01 -13.41
PUT 20240119 33,250 305 0.131 -0.462 0.000466 25.91 -12.04
PUT 20240119 33,125 275 0.141 -0.410 0.000424 25.36 -12.69
PUT 20240119 33,000 190 0.126 -0.342 0.000448 23.98 -10.73
PUT 20240119 32,875 185 0.141 -0.308 0.000381 22.97 -11.57
CALL 20240126 33,750 0 0.166 0.382 0.000287 30.48 -12.11
CALL 20240126 33,625 0 0.170 0.420 0.000288 31.24 -12.65
CALL 20240126 33,500 0 0.171 0.456 0.000291 31.69 -12.91
CALL 20240126 33,375 0 0.171 0.493 0.000293 31.88 -12.99
CALL 20240126 33,250 0 0.172 0.529 0.000289 31.80 -13.08
CALL 20240126 33,125 0 0.174 0.565 0.000284 31.46 -13.06
CALL 20240126 33,000 800 0.197 0.590 0.000246 31.06 -14.64
CALL 20240126 32,875 0 0.183 0.629 0.000258 30.20 -13.24
PUT 20240126 33,750 0 0.149 -0.633 0.000316 30.11 -10.64
PUT 20240126 33,625 0 0.150 -0.592 0.000323 31.03 -11.05
PUT 20240126 33,500 0 0.152 -0.551 0.000326 31.62 -11.39
PUT 20240126 33,375 0 0.153 -0.510 0.000326 31.87 -11.58
PUT 20240126 33,250 0 0.157 -0.470 0.000317 31.79 -11.84
PUT 20240126 33,125 0 0.158 -0.430 0.000311 31.40 -11.77
PUT 20240126 33,000 0 0.160 -0.393 0.000300 30.73 -11.70
PUT 20240126 32,875 0 0.163 -0.358 0.000286 29.84 -11.56
CALL 20240202 33,750 0 0.167 0.400 0.000250 35.67 -10.68
CALL 20240202 33,625 0 0.169 0.433 0.000252 36.29 -10.98
CALL 20240202 33,500 0 0.171 0.465 0.000252 36.67 -11.21
CALL 20240202 33,375 0 0.174 0.497 0.000248 36.82 -11.50
CALL 20240202 33,250 0 0.175 0.528 0.000247 36.73 -11.52
CALL 20240202 33,125 0 0.176 0.558 0.000243 36.43 -11.50
CALL 20240202 33,000 0 0.178 0.588 0.000237 35.92 -11.49
CALL 20240202 32,875 0 0.181 0.616 0.000229 35.25 -11.46
PUT 20240202 33,750 0 0.152 -0.611 0.000274 35.38 -9.54
PUT 20240202 33,625 0 0.154 -0.576 0.000276 36.15 -9.88
PUT 20240202 33,500 0 0.155 -0.541 0.000277 36.63 -10.12
PUT 20240202 33,375 570 0.147 -0.507 0.000293 36.81 -9.65
PUT 20240202 33,250 0 0.160 -0.472 0.000269 36.72 -10.45
PUT 20240202 33,125 0 0.161 -0.438 0.000265 36.37 -10.43
PUT 20240202 33,000 0 0.163 -0.406 0.000258 35.79 -10.38
PUT 20240202 32,875 0 0.166 -0.375 0.000248 35.00 -10.32
CALL 20240209 33,750 580 0.187 0.424 0.000203 40.42 -10.84
CALL 20240209 33,625 640 0.189 0.450 0.000203 40.84 -11.07
CALL 20240209 33,500 690 0.188 0.475 0.000205 41.08 -11.07
CALL 20240209 33,375 700 0.176 0.500 0.000219 41.16 -10.40
CALL 20240209 33,250 765 0.177 0.527 0.000218 41.07 -10.43
CALL 20240209 33,125 920 0.199 0.551 0.000193 40.83 -11.66
CALL 20240209 33,000 910 0.180 0.580 0.000210 40.33 -10.42
CALL 20240209 32,875 0 0.180 0.607 0.000207 39.68 -10.25
PUT 20240209 33,750 800 0.135 -0.611 0.000274 39.55 -7.59
PUT 20240209 33,625 0 0.156 -0.565 0.000245 40.62 -9.00
PUT 20240209 33,500 720 0.152 -0.535 0.000253 41.00 -8.86
PUT 20240209 33,375 640 0.149 -0.504 0.000259 41.16 -8.71
PUT 20240209 33,250 570 0.147 -0.472 0.000262 41.06 -8.60
PUT 20240209 33,125 500 0.145 -0.438 0.000264 40.67 -8.37
PUT 20240209 33,000 500 0.158 -0.412 0.000238 40.15 -9.05
PUT 20240209 32,875 0 0.165 -0.386 0.000224 39.47 -9.28
CALL 20240216 33,750 0 0.168 0.423 0.000206 44.25 -8.90
CALL 20240216 33,625 0 0.170 0.449 0.000206 44.73 -9.07
CALL 20240216 33,500 0 0.171 0.475 0.000206 45.01 -9.21
CALL 20240216 33,375 0 0.173 0.501 0.000204 45.09 -9.32
CALL 20240216 33,250 0 0.174 0.527 0.000202 44.99 -9.36
CALL 20240216 33,125 0 0.177 0.552 0.000198 44.71 -9.45
CALL 20240216 33,000 0 0.178 0.576 0.000195 44.27 -9.42
CALL 20240216 32,875 0 0.179 0.600 0.000190 43.67 -9.38
PUT 20240216 33,750 0 0.156 -0.585 0.000221 44.07 -8.13
PUT 20240216 33,625 0 0.158 -0.556 0.000222 44.64 -8.32
PUT 20240216 33,500 0 0.159 -0.528 0.000221 44.98 -8.48
PUT 20240216 33,375 0 0.161 -0.500 0.000220 45.09 -8.58
PUT 20240216 33,250 0 0.162 -0.473 0.000217 44.99 -8.63
PUT 20240216 33,125 0 0.164 -0.446 0.000213 44.68 -8.70
PUT 20240216 33,000 0 0.166 -0.420 0.000209 44.18 -8.67
PUT 20240216 32,875 0 0.167 -0.394 0.000204 43.51 -8.61
CALL 20240308 33,750 0 0.169 0.442 0.000169 54.65 -7.36
CALL 20240308 33,625 0 0.170 0.464 0.000169 55.00 -7.46
CALL 20240308 33,500 840 0.167 0.484 0.000172 55.18 -7.36
CALL 20240308 33,375 0 0.172 0.506 0.000168 55.22 -7.58
CALL 20240308 33,250 0 0.173 0.527 0.000166 55.10 -7.62
CALL 20240308 33,125 0 0.175 0.548 0.000164 54.83 -7.65
CALL 20240308 33,000 1,110 0.171 0.569 0.000166 54.40 -7.42
CALL 20240308 32,875 1,320 0.197 0.582 0.000143 54.05 -8.50
PUT 20240308 33,750 0 0.163 -0.561 0.000175 54.58 -7.00
PUT 20240308 33,625 0 0.164 -0.539 0.000175 54.97 -7.11
PUT 20240308 33,500 930 0.152 -0.520 0.000190 55.15 -6.59
PUT 20240308 33,375 0 0.166 -0.495 0.000173 55.22 -7.23
PUT 20240308 33,250 0 0.167 -0.473 0.000172 55.10 -7.27
PUT 20240308 33,125 0 0.169 -0.452 0.000169 54.82 -7.31
PUT 20240308 33,000 0 0.170 -0.431 0.000167 54.39 -7.30
PUT 20240308 32,875 0 0.171 -0.410 0.000164 53.82 -7.27