日経225先物・オプション価格情報
2024年01月09日(火)
先物終値
種別 限月 終値
NK225 202403 33,760
NK225 202406 33,520
種別 限月 終値
NK225M 202401 33,790
NK225M 202402 33,790
NK225M 202403 33,760
種別 限月 終値
NK225MC 202401 33,790
NK225MC 202402 33,790
NK225MC 202403 33,760
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 34,250 57 0.179 0.190 0.000494 8.31 -24.85
CALL 202401 34,125 89 0.184 0.263 0.000578 9.98 -30.66
CALL 202401 34,000 120 0.179 0.334 0.000664 11.14 -33.27
CALL 202401 33,875 170 0.182 0.422 0.000702 11.98 -36.37
CALL 202401 33,750 225 0.180 0.511 0.000724 12.21 -36.68
CALL 202401 33,625 315 0.198 0.592 0.000641 11.88 -39.29
CALL 202401 33,500 405 0.209 0.662 0.000572 11.19 -38.99
CALL 202401 33,375 380 0.000 0.000 0.000000 0.00 0.00
PUT 202401 34,250 515 0.136 -0.877 0.000488 6.23 -14.08
PUT 202401 34,125 410 0.137 -0.804 0.000658 8.45 -19.25
PUT 202401 34,000 315 0.138 -0.712 0.000809 10.44 -23.88
PUT 202401 33,875 255 0.157 -0.591 0.000808 11.89 -31.09
PUT 202401 33,750 185 0.156 -0.489 0.000837 12.21 -31.63
PUT 202401 33,625 140 0.164 -0.391 0.000763 11.75 -32.18
PUT 202401 33,500 110 0.177 -0.312 0.000652 10.83 -31.97
PUT 202401 33,375 72 0.174 -0.231 0.000572 9.31 -26.95
CALL 202402 34,250 455 0.170 0.395 0.000231 37.90 -10.40
CALL 202402 34,125 495 0.167 0.423 0.000238 38.52 -10.43
CALL 202402 34,000 565 0.172 0.454 0.000234 38.99 -10.85
CALL 202402 33,875 635 0.175 0.484 0.000231 39.22 -11.14
CALL 202402 33,750 680 0.172 0.513 0.000236 39.23 -10.91
CALL 202402 33,625 0 0.172 0.542 0.000234 39.03 -10.89
CALL 202402 33,500 810 0.171 0.572 0.000233 38.61 -10.73
CALL 202402 33,375 740 0.134 0.624 0.000288 37.35 -8.14
PUT 202402 34,250 940 0.169 -0.605 0.000231 37.89 -10.27
PUT 202402 34,125 800 0.152 -0.586 0.000260 38.33 -9.37
PUT 202402 34,000 710 0.148 -0.556 0.000271 38.87 -9.24
PUT 202402 33,875 0 0.169 -0.517 0.000239 39.22 -10.66
PUT 202402 33,750 650 0.167 -0.487 0.000242 39.23 -10.54
PUT 202402 33,625 580 0.165 -0.457 0.000244 39.02 -10.35
PUT 202402 33,500 545 0.171 -0.428 0.000233 38.61 -10.60
PUT 202402 33,375 495 0.172 -0.399 0.000228 37.99 -10.50
CALL 202403 34,250 685 0.166 0.429 0.000174 53.28 -7.55
CALL 202403 34,125 0 0.167 0.451 0.000175 53.73 -7.64
CALL 202403 34,000 880 0.183 0.477 0.000161 54.06 -8.41
CALL 202403 33,875 0 0.168 0.494 0.000175 54.14 -7.77
CALL 202403 33,750 935 0.171 0.516 0.000171 54.10 -7.90
CALL 202403 33,625 0 0.170 0.538 0.000172 53.90 -7.84
CALL 202403 33,500 1,045 0.168 0.560 0.000173 53.54 -7.67
CALL 202403 33,375 0 0.173 0.580 0.000166 53.06 -7.83
PUT 202403 34,250 0 0.169 -0.570 0.000171 53.32 -7.60
PUT 202403 34,125 0 0.170 -0.548 0.000172 53.76 -7.69
PUT 202403 34,000 0 0.172 -0.526 0.000170 54.03 -7.84
PUT 202403 33,875 0 0.172 -0.505 0.000171 54.15 -7.86
PUT 202403 33,750 0 0.173 -0.483 0.000170 54.10 -7.90
PUT 202403 33,625 0 0.175 -0.462 0.000168 53.91 -7.93
PUT 202403 33,500 750 0.162 -0.439 0.000179 53.52 -7.33
PUT 202403 33,375 0 0.176 -0.421 0.000164 53.08 -7.89
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 34,250 60 0.183 0.195 0.000492 8.44 -25.74
CALL 20240112 34,125 91 0.186 0.265 0.000575 10.02 -31.13
CALL 20240112 34,000 115 0.175 0.330 0.000678 11.09 -32.28
CALL 20240112 33,875 175 0.186 0.424 0.000687 11.99 -37.24
CALL 20240112 33,750 240 0.192 0.510 0.000677 12.21 -39.18
CALL 20240112 33,625 300 0.185 0.598 0.000682 11.84 -36.65
CALL 20240112 33,500 400 0.204 0.665 0.000582 11.15 -38.01
CALL 20240112 33,375 495 0.212 0.728 0.000511 10.16 -36.05
PUT 20240112 34,250 415 0.000 0.000 0.000000 0.00 0.00
PUT 20240112 34,125 0 0.163 -0.764 0.000617 9.42 -25.49
PUT 20240112 34,000 320 0.142 -0.706 0.000790 10.55 -24.98
PUT 20240112 33,875 250 0.153 -0.594 0.000828 11.87 -30.20
PUT 20240112 33,750 190 0.160 -0.489 0.000815 12.21 -32.46
PUT 20240112 33,625 140 0.164 -0.391 0.000763 11.75 -32.18
PUT 20240112 33,500 100 0.168 -0.303 0.000679 10.69 -29.90
PUT 20240112 33,375 75 0.177 -0.235 0.000567 9.40 -27.71
CALL 20240119 34,250 185 0.170 0.309 0.000372 19.69 -16.71
CALL 20240119 34,125 265 0.188 0.371 0.000359 21.12 -19.93
CALL 20240119 34,000 270 0.169 0.406 0.000411 21.67 -18.32
CALL 20240119 33,875 170 0.100 0.422 0.000703 21.87 -10.93
CALL 20240119 33,750 345 0.152 0.510 0.000469 22.29 -17.02
CALL 20240119 33,625 260 0.083 0.618 0.000824 21.30 -8.87
CALL 20240119 33,500 400 0.112 0.666 0.000583 20.33 -11.42
CALL 20240119 33,375 690 0.213 0.634 0.000316 21.01 -22.44
PUT 20240119 34,250 555 0.104 -0.796 0.000488 15.83 -8.15
PUT 20240119 34,125 0 0.159 -0.654 0.000416 20.62 -16.30
PUT 20240119 34,000 420 0.127 -0.627 0.000532 21.15 -13.39
PUT 20240119 33,875 330 0.121 -0.563 0.000585 22.01 -13.21
PUT 20240119 33,750 345 0.157 -0.490 0.000454 22.29 -17.47
PUT 20240119 33,625 0 0.164 -0.435 0.000431 22.00 -17.95
PUT 20240119 33,500 235 0.158 -0.378 0.000432 21.24 -16.71
PUT 20240119 33,375 0 0.166 -0.332 0.000392 20.30 -16.78
CALL 20240126 34,250 340 0.188 0.369 0.000276 27.49 -15.23
CALL 20240126 34,125 355 0.177 0.397 0.000299 28.09 -14.64
CALL 20240126 34,000 0 0.170 0.431 0.000317 28.63 -14.36
CALL 20240126 33,875 305 0.123 0.455 0.000441 28.88 -10.51
CALL 20240126 33,750 0 0.170 0.511 0.000321 29.06 -14.61
CALL 20240126 33,625 395 0.111 0.572 0.000485 28.59 -9.39
CALL 20240126 33,500 0 0.174 0.590 0.000308 28.33 -14.51
CALL 20240126 33,375 0 0.176 0.626 0.000295 27.60 -14.34
PUT 20240126 34,250 0 0.169 -0.646 0.000301 27.10 -13.44
PUT 20240126 34,125 0 0.171 -0.607 0.000309 28.01 -13.99
PUT 20240126 34,000 0 0.170 -0.569 0.000317 28.63 -14.29
PUT 20240126 33,875 0 0.172 -0.529 0.000318 28.99 -14.60
PUT 20240126 33,750 425 0.148 -0.489 0.000369 29.06 -12.62
PUT 20240126 33,625 0 0.174 -0.449 0.000313 28.83 -14.67
PUT 20240126 33,500 370 0.169 -0.409 0.000315 28.30 -14.04
PUT 20240126 33,375 0 0.177 -0.374 0.000293 27.61 -14.36
CALL 20240202 34,250 0 0.159 0.370 0.000274 32.69 -10.86
CALL 20240202 34,125 0 0.161 0.406 0.000278 33.57 -11.31
CALL 20240202 34,000 0 0.164 0.442 0.000279 34.17 -11.69
CALL 20240202 33,875 0 0.166 0.477 0.000277 34.48 -11.98
CALL 20240202 33,750 0 0.169 0.512 0.000273 34.52 -12.17
CALL 20240202 33,625 0 0.171 0.546 0.000268 34.31 -12.26
CALL 20240202 33,500 0 0.173 0.578 0.000261 33.87 -12.29
CALL 20240202 33,375 0 0.176 0.610 0.000252 33.22 -12.23
PUT 20240202 34,250 0 0.159 -0.630 0.000275 32.68 -10.75
PUT 20240202 34,125 0 0.161 -0.594 0.000278 33.57 -11.23
PUT 20240202 34,000 0 0.164 -0.558 0.000279 34.17 -11.60
PUT 20240202 33,875 0 0.166 -0.523 0.000277 34.48 -11.87
PUT 20240202 33,750 0 0.169 -0.488 0.000273 34.52 -12.08
PUT 20240202 33,625 0 0.171 -0.454 0.000268 34.31 -12.17
PUT 20240202 33,500 0 0.173 -0.422 0.000261 33.87 -12.18
PUT 20240202 33,375 0 0.176 -0.390 0.000252 33.22 -12.12
CALL 20240209 34,250 440 0.166 0.393 0.000236 37.82 -10.14
CALL 20240209 34,125 485 0.165 0.421 0.000241 38.49 -10.26
CALL 20240209 34,000 575 0.174 0.455 0.000231 39.00 -11.01
CALL 20240209 33,875 640 0.177 0.485 0.000229 39.22 -11.22
CALL 20240209 33,750 685 0.173 0.513 0.000234 39.23 -10.99
CALL 20240209 33,625 740 0.171 0.543 0.000236 39.03 -10.80
CALL 20240209 33,500 845 0.181 0.569 0.000221 38.66 -11.31
CALL 20240209 33,375 0 0.174 0.600 0.000225 38.01 -10.73
PUT 20240209 34,250 850 0.145 -0.625 0.000266 37.32 -8.68
PUT 20240209 34,125 0 0.169 -0.576 0.000235 38.54 -10.47
PUT 20240209 34,000 800 0.171 -0.546 0.000235 38.99 -10.72
PUT 20240209 33,875 705 0.165 -0.518 0.000246 39.21 -10.36
PUT 20240209 33,750 655 0.169 -0.487 0.000240 39.23 -10.62
PUT 20240209 33,625 535 0.154 -0.455 0.000262 39.00 -9.61
PUT 20240209 33,500 555 0.174 -0.429 0.000230 38.62 -10.77
PUT 20240209 33,375 515 0.177 -0.401 0.000222 38.05 -10.84
CALL 20240216 34,250 0 0.153 0.395 0.000232 41.95 -8.46
CALL 20240216 34,125 0 0.156 0.426 0.000231 42.70 -8.78
CALL 20240216 34,000 0 0.159 0.456 0.000229 43.19 -9.06
CALL 20240216 33,875 0 0.162 0.485 0.000226 43.43 -9.28
CALL 20240216 33,750 0 0.164 0.514 0.000223 43.43 -9.44
CALL 20240216 33,625 0 0.167 0.541 0.000218 43.23 -9.57
CALL 20240216 33,500 0 0.170 0.567 0.000212 42.83 -9.66
CALL 20240216 33,375 0 0.173 0.593 0.000206 42.27 -9.69
PUT 20240216 34,250 0 0.153 -0.605 0.000232 41.95 -8.36
PUT 20240216 34,125 0 0.156 -0.574 0.000231 42.70 -8.69
PUT 20240216 34,000 0 0.159 -0.544 0.000230 43.19 -8.96
PUT 20240216 33,875 0 0.161 -0.515 0.000227 43.43 -9.18
PUT 20240216 33,750 0 0.165 -0.486 0.000222 43.43 -9.35
PUT 20240216 33,625 0 0.167 -0.459 0.000218 43.23 -9.48
PUT 20240216 33,500 0 0.170 -0.432 0.000212 42.83 -9.56
PUT 20240216 33,375 0 0.173 -0.407 0.000205 42.28 -9.61
CALL 20240308 34,250 0 0.166 0.429 0.000174 53.28 -7.55
CALL 20240308 34,125 0 0.167 0.451 0.000175 53.73 -7.65
CALL 20240308 34,000 905 0.187 0.478 0.000157 54.07 -8.63
CALL 20240308 33,875 0 0.168 0.494 0.000175 54.14 -7.74
CALL 20240308 33,750 0 0.169 0.516 0.000174 54.10 -7.78
CALL 20240308 33,625 0 0.171 0.538 0.000171 53.91 -7.84
CALL 20240308 33,500 0 0.171 0.559 0.000170 53.55 -7.81
CALL 20240308 33,375 0 0.172 0.580 0.000167 53.05 -7.78
PUT 20240308 34,250 0 0.171 -0.569 0.000170 53.34 -7.65
PUT 20240308 34,125 0 0.171 -0.548 0.000171 53.76 -7.74
PUT 20240308 34,000 0 0.172 -0.526 0.000170 54.03 -7.85
PUT 20240308 33,875 0 0.172 -0.505 0.000171 54.15 -7.84
PUT 20240308 33,750 0 0.173 -0.484 0.000170 54.10 -7.88
PUT 20240308 33,625 0 0.175 -0.462 0.000168 53.91 -7.93
PUT 20240308 33,500 0 0.176 -0.442 0.000166 53.57 -7.93
PUT 20240308 33,375 0 0.176 -0.421 0.000164 53.08 -7.88