日経225先物・オプション価格情報
2024年01月10日(水)
先物終値
種別 限月 終値
NK225 202403 34,450
NK225 202406 34,200
種別 限月 終値
NK225M 202401 34,475
NK225M 202402 34,485
NK225M 202403 34,450
種別 限月 終値
NK225MC 202401 34,475
NK225MC 202402 34,485
NK225MC 202403 34,450
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 34,875 46 0.182 0.183 0.000572 6.76 -30.78
CALL 202401 34,750 72 0.180 0.260 0.000705 8.28 -37.39
CALL 202401 34,625 110 0.181 0.355 0.000808 9.49 -42.94
CALL 202401 34,500 150 0.171 0.457 0.000911 10.11 -43.20
CALL 202401 34,375 230 0.187 0.565 0.000825 10.04 -46.97
CALL 202401 34,250 315 0.196 0.659 0.000733 9.36 -45.99
CALL 202401 34,125 410 0.206 0.736 0.000623 8.34 -42.95
CALL 202401 34,000 505 0.204 0.810 0.000521 6.92 -35.39
PUT 202401 34,875 0 0.181 -0.818 0.000572 6.73 -30.31
PUT 202401 34,750 305 0.076 -0.938 0.000631 3.12 -5.83
PUT 202401 34,625 235 0.127 -0.704 0.001070 8.82 -27.86
PUT 202401 34,500 185 0.156 -0.547 0.000996 10.10 -39.35
PUT 202401 34,375 120 0.152 -0.421 0.001007 9.97 -37.91
PUT 202401 34,250 85 0.164 -0.313 0.000848 9.04 -37.01
PUT 202401 34,125 59 0.174 -0.228 0.000683 7.71 -33.45
PUT 202401 34,000 39 0.180 -0.160 0.000530 6.21 -27.96
CALL 202402 34,875 500 0.174 0.413 0.000226 38.47 -11.21
CALL 202402 34,750 565 0.178 0.443 0.000225 39.00 -11.60
CALL 202402 34,625 620 0.178 0.471 0.000226 39.30 -11.70
CALL 202402 34,500 680 0.178 0.500 0.000226 39.40 -11.76
CALL 202402 34,375 730 0.175 0.528 0.000230 39.30 -11.54
CALL 202402 34,250 740 0.161 0.560 0.000248 38.96 -10.52
CALL 202402 34,125 885 0.181 0.583 0.000218 38.54 -11.67
CALL 202402 34,000 980 0.187 0.608 0.000208 37.95 -11.88
PUT 202402 34,875 950 0.181 -0.582 0.000218 38.56 -11.60
PUT 202402 34,750 0 0.175 -0.558 0.000229 38.98 -11.30
PUT 202402 34,625 0 0.174 -0.530 0.000231 39.29 -11.35
PUT 202402 34,500 700 0.172 -0.501 0.000236 39.40 -11.21
PUT 202402 34,375 620 0.167 -0.472 0.000241 39.30 -10.91
PUT 202402 34,250 585 0.174 -0.443 0.000230 39.00 -11.24
PUT 202402 34,125 520 0.171 -0.413 0.000230 38.46 -10.93
PUT 202402 34,000 480 0.174 -0.386 0.000222 37.78 -10.95
CALL 202403 34,875 0 0.170 0.442 0.000169 54.22 -7.98
CALL 202403 34,750 830 0.176 0.466 0.000164 54.58 -8.34
CALL 202403 34,625 0 0.171 0.485 0.000170 54.75 -8.11
CALL 202403 34,500 920 0.172 0.506 0.000169 54.78 -8.16
CALL 202403 34,375 0 0.172 0.527 0.000169 54.66 -8.14
CALL 202403 34,250 0 0.173 0.548 0.000167 54.38 -8.17
CALL 202403 34,125 0 0.174 0.569 0.000164 53.97 -8.16
CALL 202403 34,000 1,190 0.174 0.590 0.000163 53.39 -8.05
PUT 202403 34,875 0 0.174 -0.555 0.000165 54.26 -8.10
PUT 202403 34,750 0 0.175 -0.535 0.000166 54.58 -8.16
PUT 202403 34,625 0 0.176 -0.514 0.000165 54.75 -8.26
PUT 202403 34,500 0 0.177 -0.493 0.000164 54.78 -8.31
PUT 202403 34,375 955 0.182 -0.473 0.000159 54.66 -8.52
PUT 202403 34,250 860 0.176 -0.452 0.000164 54.39 -8.19
PUT 202403 34,125 0 0.179 -0.432 0.000160 54.00 -8.31
PUT 202403 34,000 750 0.177 -0.411 0.000160 53.42 -8.09
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 34,875 48 0.185 0.187 0.000570 6.85 -31.68
CALL 20240112 34,750 70 0.178 0.258 0.000711 8.23 -36.67
CALL 20240112 34,625 115 0.186 0.359 0.000788 9.53 -44.37
CALL 20240112 34,500 160 0.181 0.460 0.000862 10.12 -45.73
CALL 20240112 34,375 230 0.187 0.565 0.000825 10.04 -46.97
CALL 20240112 34,250 320 0.202 0.655 0.000717 9.40 -47.43
CALL 20240112 34,125 440 0.241 0.706 0.000561 8.79 -52.93
CALL 20240112 34,000 520 0.225 0.788 0.000506 7.40 -41.71
PUT 20240112 34,875 0 0.189 -0.807 0.000567 6.99 -33.01
PUT 20240112 34,750 345 0.147 -0.786 0.000779 7.43 -27.12
PUT 20240112 34,625 255 0.149 -0.675 0.000948 9.18 -34.10
PUT 20240112 34,500 180 0.151 -0.549 0.001028 10.10 -38.08
PUT 20240112 34,375 115 0.147 -0.418 0.001040 9.96 -36.61
PUT 20240112 34,250 82 0.161 -0.310 0.000861 9.00 -36.08
PUT 20240112 34,125 54 0.167 -0.220 0.000695 7.55 -31.49
PUT 20240112 34,000 37 0.177 -0.156 0.000530 6.10 -26.96
CALL 20240119 34,875 195 0.170 0.328 0.000393 19.54 -18.48
CALL 20240119 34,750 240 0.171 0.379 0.000411 20.58 -19.58
CALL 20240119 34,625 295 0.174 0.432 0.000419 21.27 -20.56
CALL 20240119 34,500 360 0.178 0.485 0.000414 21.57 -21.35
CALL 20240119 34,375 410 0.172 0.538 0.000427 21.48 -20.58
CALL 20240119 34,250 490 0.177 0.589 0.000406 21.05 -20.77
CALL 20240119 34,125 410 0.097 0.737 0.000624 17.66 -9.55
CALL 20240119 34,000 580 0.141 0.728 0.000435 17.97 -14.16
PUT 20240119 34,875 0 0.172 -0.669 0.000389 19.60 -18.71
PUT 20240119 34,750 0 0.170 -0.622 0.000413 20.57 -19.41
PUT 20240119 34,625 0 0.168 -0.571 0.000432 21.24 -19.76
PUT 20240119 34,500 370 0.160 -0.518 0.000461 21.56 -19.08
PUT 20240119 34,375 315 0.163 -0.461 0.000450 21.48 -19.42
PUT 20240119 34,250 250 0.158 -0.402 0.000451 20.93 -18.39
PUT 20240119 34,125 220 0.167 -0.354 0.000411 20.12 -18.68
PUT 20240119 34,000 175 0.166 -0.302 0.000388 18.87 -17.37
CALL 20240126 34,875 240 0.144 0.349 0.000355 26.68 -12.07
CALL 20240126 34,750 0 0.171 0.412 0.000315 28.07 -15.06
CALL 20240126 34,625 0 0.173 0.452 0.000318 28.57 -15.45
CALL 20240126 34,500 495 0.180 0.493 0.000307 28.77 -16.25
CALL 20240126 34,375 470 0.150 0.534 0.000368 28.67 -13.47
CALL 20240126 34,250 0 0.173 0.572 0.000315 28.31 -15.34
CALL 20240126 34,125 535 0.121 0.651 0.000423 26.69 -10.19
CALL 20240126 34,000 420 0.000 0.000 0.000000 0.00 0.00
PUT 20240126 34,875 0 0.181 -0.619 0.000292 27.48 -15.46
PUT 20240126 34,750 0 0.176 -0.586 0.000307 28.11 -15.38
PUT 20240126 34,625 0 0.176 -0.547 0.000313 28.57 -15.63
PUT 20240126 34,500 515 0.170 -0.509 0.000325 28.77 -15.26
PUT 20240126 34,375 0 0.176 -0.469 0.000314 28.69 -15.72
PUT 20240126 34,250 0 0.178 -0.430 0.000307 28.33 -15.68
PUT 20240126 34,125 0 0.178 -0.392 0.000299 27.71 -15.38
PUT 20240126 34,000 0 0.180 -0.356 0.000288 26.88 -15.05
CALL 20240202 34,875 0 0.171 0.396 0.000261 33.33 -12.40
CALL 20240202 34,750 0 0.172 0.429 0.000264 33.96 -12.72
CALL 20240202 34,625 0 0.172 0.462 0.000267 34.35 -12.88
CALL 20240202 34,500 0 0.172 0.496 0.000268 34.50 -12.94
CALL 20240202 34,375 0 0.173 0.529 0.000266 34.41 -12.98
CALL 20240202 34,250 0 0.174 0.562 0.000262 34.08 -12.94
CALL 20240202 34,125 0 0.175 0.595 0.000257 33.52 -12.77
CALL 20240202 34,000 0 0.176 0.626 0.000249 32.77 -12.62
PUT 20240202 34,875 0 0.174 -0.602 0.000256 33.38 -12.57
PUT 20240202 34,750 0 0.175 -0.569 0.000260 33.98 -12.88
PUT 20240202 34,625 0 0.175 -0.537 0.000262 34.35 -13.03
PUT 20240202 34,500 0 0.175 -0.504 0.000263 34.50 -13.09
PUT 20240202 34,375 0 0.176 -0.471 0.000261 34.41 -13.13
PUT 20240202 34,250 0 0.177 -0.439 0.000257 34.09 -13.09
PUT 20240202 34,125 0 0.178 -0.407 0.000252 33.55 -12.93
PUT 20240202 34,000 0 0.179 -0.376 0.000245 32.82 -12.76
CALL 20240209 34,875 505 0.176 0.414 0.000225 38.49 -11.30
CALL 20240209 34,750 555 0.175 0.442 0.000228 38.98 -11.43
CALL 20240209 34,625 615 0.177 0.471 0.000228 39.30 -11.61
CALL 20240209 34,500 670 0.176 0.499 0.000230 39.40 -11.59
CALL 20240209 34,375 745 0.179 0.528 0.000225 39.31 -11.79
CALL 20240209 34,250 815 0.180 0.556 0.000222 39.02 -11.79
CALL 20240209 34,125 870 0.177 0.585 0.000223 38.51 -11.41
CALL 20240209 34,000 980 0.187 0.608 0.000208 37.95 -11.88
PUT 20240209 34,875 0 0.175 -0.586 0.000226 38.48 -11.15
PUT 20240209 34,750 835 0.171 -0.560 0.000234 38.96 -11.04
PUT 20240209 34,625 0 0.175 -0.530 0.000230 39.29 -11.43
PUT 20240209 34,500 690 0.169 -0.502 0.000239 39.40 -11.05
PUT 20240209 34,375 665 0.179 -0.472 0.000225 39.31 -11.66
PUT 20240209 34,250 585 0.174 -0.443 0.000230 39.00 -11.24
PUT 20240209 34,125 520 0.171 -0.413 0.000230 38.46 -10.93
PUT 20240209 34,000 495 0.178 -0.388 0.000217 37.84 -11.21
CALL 20240216 34,875 0 0.171 0.422 0.000209 42.92 -9.93
CALL 20240216 34,750 0 0.171 0.448 0.000211 43.39 -10.07
CALL 20240216 34,625 0 0.171 0.475 0.000212 43.67 -10.16
CALL 20240216 34,500 0 0.172 0.501 0.000212 43.76 -10.19
CALL 20240216 34,375 0 0.173 0.527 0.000210 43.65 -10.25
CALL 20240216 34,250 0 0.174 0.554 0.000207 43.36 -10.23
CALL 20240216 34,125 0 0.175 0.579 0.000204 42.89 -10.19
CALL 20240216 34,000 0 0.176 0.605 0.000200 42.25 -10.08
PUT 20240216 34,875 0 0.173 -0.576 0.000206 42.95 -10.00
PUT 20240216 34,750 0 0.174 -0.551 0.000208 43.40 -10.14
PUT 20240216 34,625 0 0.174 -0.525 0.000209 43.67 -10.22
PUT 20240216 34,500 0 0.174 -0.499 0.000209 43.76 -10.25
PUT 20240216 34,375 0 0.176 -0.473 0.000207 43.65 -10.32
PUT 20240216 34,250 0 0.176 -0.447 0.000204 43.37 -10.29
PUT 20240216 34,125 0 0.178 -0.422 0.000201 42.91 -10.25
PUT 20240216 34,000 0 0.178 -0.397 0.000197 42.28 -10.15
CALL 20240308 34,875 0 0.168 0.442 0.000171 54.20 -7.90
CALL 20240308 34,750 465 0.109 0.431 0.000262 53.96 -5.12
CALL 20240308 34,625 0 0.170 0.485 0.000171 54.74 -8.05
CALL 20240308 34,500 950 0.177 0.507 0.000164 54.78 -8.42
CALL 20240308 34,375 0 0.171 0.527 0.000170 54.66 -8.10
CALL 20240308 34,250 0 0.172 0.548 0.000167 54.38 -8.13
CALL 20240308 34,125 0 0.173 0.569 0.000166 53.96 -8.09
CALL 20240308 34,000 1,010 0.140 0.605 0.000201 52.87 -6.43
PUT 20240308 34,875 0 0.174 -0.555 0.000165 54.26 -8.10
PUT 20240308 34,750 0 0.176 -0.534 0.000164 54.58 -8.23
PUT 20240308 34,625 0 0.176 -0.514 0.000165 54.75 -8.24
PUT 20240308 34,500 0 0.176 -0.493 0.000165 54.78 -8.24
PUT 20240308 34,375 0 0.177 -0.473 0.000164 54.66 -8.30
PUT 20240308 34,250 0 0.178 -0.452 0.000162 54.39 -8.30
PUT 20240308 34,125 0 0.179 -0.432 0.000160 53.99 -8.28
PUT 20240308 34,000 0 0.184 -0.414 0.000154 53.50 -8.45