日経225先物・オプション価格情報
2024年01月11日(木)
先物終値
種別 限月 終値
NK225 202403 35,250
NK225 202406 34,980
種別 限月 終値
NK225M 202401 35,300
NK225M 202402 35,260
NK225M 202403 35,250
種別 限月 終値
NK225MC 202401 35,300
NK225MC 202402 35,260
NK225MC 202403 35,250
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 35,750 20 0.215 0.106 0.000462 3.38 -36.24
CALL 202401 35,625 30 0.199 0.157 0.000652 4.43 -44.13
CALL 202401 35,500 45 0.182 0.231 0.000905 5.62 -51.20
CALL 202401 35,375 70 0.166 0.344 0.001201 6.79 -56.39
CALL 202401 35,250 125 0.170 0.502 0.001274 7.36 -62.52
CALL 202401 35,125 230 0.217 0.625 0.000946 7.00 -76.11
CALL 202401 35,000 305 0.201 0.752 0.000853 5.83 -58.69
CALL 202401 34,875 420 0.233 0.811 0.000628 4.99 -58.25
CALL 202401 34,750 540 0.269 0.847 0.000477 4.37 -58.81
PUT 202401 35,750 0 0.542 -0.685 0.000355 6.55 -177.38
PUT 202401 35,625 0 0.486 -0.656 0.000410 6.79 -165.00
PUT 202401 35,500 290 0.173 -0.780 0.000924 5.46 -47.23
PUT 202401 35,375 0 0.379 -0.567 0.000563 7.26 -137.29
PUT 202401 35,250 115 0.156 -0.498 0.001383 7.36 -57.48
PUT 202401 35,125 55 0.144 -0.318 0.001339 6.58 -47.42
PUT 202401 35,000 39 0.173 -0.214 0.000915 5.38 -46.42
PUT 202401 34,875 22 0.182 -0.130 0.000629 3.90 -35.57
PUT 202401 34,750 7 0.169 -0.053 0.000346 1.99 -16.86
CALL 202402 35,750 545 0.192 0.409 0.000203 38.59 -12.84
CALL 202402 35,625 500 0.168 0.422 0.000234 38.87 -11.30
CALL 202402 35,500 610 0.183 0.456 0.000218 39.40 -12.46
CALL 202402 35,375 695 0.190 0.485 0.000211 39.61 -13.02
CALL 202402 35,250 720 0.181 0.511 0.000221 39.62 -12.43
CALL 202402 35,125 730 0.168 0.540 0.000238 39.44 -11.47
CALL 202402 35,000 825 0.175 0.568 0.000226 39.07 -11.84
CALL 202402 34,875 855 0.165 0.601 0.000236 38.37 -10.94
CALL 202402 34,750 930 0.165 0.630 0.000231 37.50 -10.70
PUT 202402 35,750 0 0.223 -0.576 0.000177 38.92 -14.88
PUT 202402 35,625 0 0.221 -0.555 0.000180 39.26 -14.89
PUT 202402 35,500 1,110 0.247 -0.526 0.000162 39.55 -16.78
PUT 202402 35,375 865 0.202 -0.513 0.000199 39.62 -13.75
PUT 202402 35,250 770 0.195 -0.488 0.000206 39.62 -13.25
PUT 202402 35,125 750 0.205 -0.463 0.000195 39.47 -13.93
PUT 202402 35,000 625 0.189 -0.436 0.000210 39.12 -12.67
PUT 202402 34,875 620 0.202 -0.414 0.000195 38.71 -13.41
PUT 202402 34,750 520 0.189 -0.384 0.000203 37.94 -12.34
CALL 202403 35,750 740 0.173 0.433 0.000163 54.78 -8.35
CALL 202403 35,625 0 0.165 0.450 0.000172 55.13 -8.04
CALL 202403 35,500 840 0.172 0.473 0.000166 55.44 -8.39
CALL 202403 35,375 0 0.164 0.492 0.000174 55.56 -8.06
CALL 202403 35,250 935 0.168 0.514 0.000171 55.54 -8.22
CALL 202403 35,125 0 0.165 0.536 0.000173 55.35 -8.07
CALL 202403 35,000 1,030 0.162 0.558 0.000175 54.99 -7.86
CALL 202403 34,875 1,010 0.146 0.586 0.000192 54.28 -6.99
CALL 202403 34,750 1,060 0.142 0.613 0.000194 53.35 -6.68
PUT 202403 35,750 0 0.207 -0.551 0.000137 55.11 -9.97
PUT 202403 35,625 0 0.205 -0.535 0.000139 55.36 -9.91
PUT 202403 35,500 1,305 0.211 -0.516 0.000135 55.53 -10.24
PUT 202403 35,375 0 0.205 -0.500 0.000140 55.57 -9.95
PUT 202403 35,250 1,105 0.199 -0.483 0.000144 55.52 -9.66
PUT 202403 35,125 0 0.206 -0.466 0.000139 55.37 -9.94
PUT 202403 35,000 910 0.187 -0.446 0.000152 55.06 -8.97
PUT 202403 34,875 0 0.205 -0.431 0.000137 54.74 -9.82
PUT 202403 34,750 0 0.206 -0.414 0.000136 54.27 -9.76
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 35,750 12 0.188 0.077 0.000416 2.67 -25.10
CALL 20240112 35,625 24 0.185 0.139 0.000647 4.08 -37.81
CALL 20240112 35,500 41 0.175 0.222 0.000921 5.49 -48.05
CALL 20240112 35,375 73 0.170 0.348 0.001175 6.82 -58.13
CALL 20240112 35,250 140 0.190 0.502 0.001137 7.36 -70.02
CALL 20240112 35,125 215 0.196 0.638 0.001038 6.92 -67.80
CALL 20240112 35,000 290 0.174 0.784 0.000911 5.41 -47.24
CALL 20240112 34,875 325 0.000 0.000 0.000000 0.00 0.00
CALL 20240112 34,750 515 0.201 0.913 0.000425 2.92 -29.45
PUT 20240112 35,750 0 0.549 -0.683 0.000352 6.57 -180.49
PUT 20240112 35,625 0 0.497 -0.653 0.000403 6.81 -169.09
PUT 20240112 35,500 440 0.404 -0.627 0.000508 6.99 -141.12
PUT 20240112 35,375 190 0.159 -0.663 0.001246 6.74 -53.42
PUT 20240112 35,250 115 0.156 -0.498 0.001383 7.36 -57.48
PUT 20240112 35,125 70 0.167 -0.340 0.001191 6.76 -56.35
PUT 20240112 35,000 37 0.169 -0.209 0.000922 5.30 -44.79
PUT 20240112 34,875 19 0.174 -0.120 0.000621 3.68 -32.10
PUT 20240112 34,750 12 0.191 -0.076 0.000405 2.63 -25.09
CALL 20240119 35,750 165 0.172 0.295 0.000384 18.01 -19.41
CALL 20240119 35,625 205 0.173 0.345 0.000408 19.22 -20.79
CALL 20240119 35,500 245 0.170 0.395 0.000433 20.09 -21.42
CALL 20240119 35,375 335 0.189 0.455 0.000402 20.69 -24.47
CALL 20240119 35,250 310 0.149 0.505 0.000514 20.82 -19.40
CALL 20240119 35,125 400 0.160 0.565 0.000470 20.55 -20.65
CALL 20240119 35,000 530 0.189 0.606 0.000390 20.08 -23.77
CALL 20240119 34,875 530 0.148 0.692 0.000456 18.37 -17.04
CALL 20240119 34,750 610 0.142 0.755 0.000423 16.42 -14.68
PUT 20240119 35,750 0 0.263 -0.634 0.000274 19.64 -32.18
PUT 20240119 35,625 0 0.264 -0.599 0.000280 20.18 -33.25
PUT 20240119 35,500 0 0.259 -0.565 0.000292 20.54 -33.14
PUT 20240119 35,375 0 0.241 -0.532 0.000316 20.75 -31.19
PUT 20240119 35,250 445 0.214 -0.493 0.000357 20.82 -27.79
PUT 20240119 35,125 325 0.185 -0.443 0.000409 20.60 -23.79
PUT 20240119 35,000 270 0.184 -0.392 0.000399 20.05 -23.05
PUT 20240119 34,875 255 0.201 -0.354 0.000355 19.41 -24.34
PUT 20240119 34,750 225 0.208 -0.316 0.000328 18.55 -24.08
CALL 20240126 35,750 275 0.169 0.347 0.000306 26.38 -14.86
CALL 20240126 35,625 225 0.134 0.354 0.000389 26.57 -11.87
CALL 20240126 35,500 335 0.157 0.419 0.000349 27.91 -14.62
CALL 20240126 35,375 355 0.145 0.458 0.000383 28.35 -13.74
CALL 20240126 35,250 415 0.145 0.506 0.000384 28.50 -13.86
CALL 20240126 35,125 410 0.121 0.563 0.000457 28.15 -11.37
CALL 20240126 35,000 580 0.156 0.596 0.000348 27.68 -14.45
CALL 20240126 34,875 520 0.104 0.699 0.000470 24.89 -8.68
CALL 20240126 34,750 0 0.143 0.694 0.000343 25.05 -12.01
PUT 20240126 35,750 0 0.238 -0.605 0.000227 27.51 -21.72
PUT 20240126 35,625 0 0.241 -0.576 0.000227 27.99 -22.45
PUT 20240126 35,500 0 0.238 -0.548 0.000233 28.30 -22.42
PUT 20240126 35,375 0 0.235 -0.520 0.000238 28.47 -22.23
PUT 20240126 35,250 0 0.232 -0.490 0.000241 28.50 -21.97
PUT 20240126 35,125 0 0.227 -0.460 0.000245 28.36 -21.43
PUT 20240126 35,000 485 0.212 -0.425 0.000259 28.01 -19.76
PUT 20240126 34,875 0 0.221 -0.397 0.000244 27.55 -20.28
PUT 20240126 34,750 440 0.233 -0.372 0.000227 27.03 -20.99
CALL 20240202 35,750 0 0.165 0.372 0.000265 32.73 -12.29
CALL 20240202 35,625 0 0.163 0.404 0.000274 33.53 -12.49
CALL 20240202 35,500 0 0.162 0.438 0.000282 34.10 -12.57
CALL 20240202 35,375 0 0.160 0.473 0.000287 34.44 -12.59
CALL 20240202 35,250 0 0.158 0.508 0.000291 34.52 -12.48
CALL 20240202 35,125 0 0.156 0.545 0.000293 34.30 -12.25
CALL 20240202 35,000 0 0.154 0.583 0.000293 33.78 -11.87
CALL 20240202 34,875 0 0.152 0.620 0.000289 32.94 -11.46
CALL 20240202 34,750 0 0.151 0.657 0.000281 31.80 -10.98
PUT 20240202 35,750 0 0.226 -0.589 0.000199 33.66 -17.19
PUT 20240202 35,625 0 0.223 -0.565 0.000204 34.06 -17.21
PUT 20240202 35,500 0 0.221 -0.541 0.000207 34.35 -17.20
PUT 20240202 35,375 0 0.219 -0.515 0.000210 34.50 -17.11
PUT 20240202 35,250 0 0.217 -0.489 0.000212 34.51 -16.97
PUT 20240202 35,125 0 0.215 -0.462 0.000213 34.37 -16.77
PUT 20240202 35,000 0 0.214 -0.435 0.000213 34.07 -16.51
PUT 20240202 34,875 0 0.213 -0.408 0.000210 33.61 -16.25
PUT 20240202 34,750 0 0.214 -0.382 0.000206 33.01 -15.98
CALL 20240209 35,750 490 0.178 0.400 0.000218 38.38 -11.83
CALL 20240209 35,625 485 0.164 0.419 0.000239 38.82 -11.03
CALL 20240209 35,500 640 0.190 0.459 0.000210 39.43 -12.98
CALL 20240209 35,375 695 0.190 0.485 0.000211 39.61 -13.02
CALL 20240209 35,250 755 0.190 0.511 0.000211 39.62 -13.04
CALL 20240209 35,125 760 0.175 0.539 0.000228 39.45 -11.98
CALL 20240209 35,000 795 0.167 0.570 0.000236 39.03 -11.31
CALL 20240209 34,875 865 0.167 0.600 0.000233 38.40 -11.12
CALL 20240209 34,750 895 0.155 0.637 0.000243 37.28 -10.04
PUT 20240209 35,750 1,110 0.210 -0.582 0.000187 38.80 -13.99
PUT 20240209 35,625 0 0.225 -0.553 0.000177 39.29 -15.19
PUT 20240209 35,500 960 0.209 -0.536 0.000192 39.48 -14.16
PUT 20240209 35,375 900 0.211 -0.511 0.000190 39.62 -14.36
PUT 20240209 35,250 780 0.197 -0.488 0.000204 39.62 -13.42
PUT 20240209 35,125 760 0.208 -0.464 0.000192 39.47 -14.10
PUT 20240209 35,000 635 0.191 -0.436 0.000207 39.13 -12.85
PUT 20240209 34,875 640 0.207 -0.415 0.000190 38.74 -13.77
PUT 20240209 34,750 590 0.208 -0.392 0.000186 38.17 -13.62
CALL 20240216 35,750 0 0.166 0.404 0.000211 42.89 -9.93
CALL 20240216 35,625 0 0.165 0.430 0.000215 43.48 -10.01
CALL 20240216 35,500 0 0.164 0.457 0.000218 43.90 -10.07
CALL 20240216 35,375 0 0.163 0.484 0.000220 44.13 -10.06
CALL 20240216 35,250 0 0.163 0.511 0.000221 44.15 -10.03
CALL 20240216 35,125 0 0.162 0.539 0.000221 43.96 -9.94
CALL 20240216 35,000 0 0.161 0.567 0.000220 43.55 -9.80
CALL 20240216 34,875 0 0.161 0.595 0.000218 42.92 -9.63
CALL 20240216 34,750 0 0.160 0.623 0.000215 42.07 -9.38
PUT 20240216 35,750 0 0.213 -0.570 0.000167 43.49 -12.81
PUT 20240216 35,625 0 0.212 -0.550 0.000169 43.82 -12.83
PUT 20240216 35,500 0 0.210 -0.529 0.000171 44.05 -12.82
PUT 20240216 35,375 0 0.209 -0.508 0.000172 44.16 -12.79
PUT 20240216 35,250 0 0.209 -0.486 0.000172 44.14 -12.76
PUT 20240216 35,125 0 0.208 -0.465 0.000172 43.99 -12.68
PUT 20240216 35,000 0 0.208 -0.443 0.000172 43.71 -12.57
PUT 20240216 34,875 0 0.208 -0.422 0.000170 43.31 -12.46
PUT 20240216 34,750 0 0.207 -0.400 0.000168 42.77 -12.27
CALL 20240308 35,750 0 0.164 0.427 0.000172 54.65 -7.89
CALL 20240308 35,625 0 0.163 0.449 0.000174 55.11 -7.93
CALL 20240308 35,500 890 0.181 0.476 0.000158 55.47 -8.84
CALL 20240308 35,375 0 0.162 0.492 0.000177 55.56 -7.95
CALL 20240308 35,250 665 0.119 0.511 0.000240 55.55 -5.86
CALL 20240308 35,125 0 0.162 0.536 0.000176 55.35 -7.93
CALL 20240308 35,000 830 0.125 0.568 0.000225 54.76 -6.08
CALL 20240308 34,875 0 0.162 0.580 0.000173 54.45 -7.78
CALL 20240308 34,750 0 0.161 0.602 0.000172 53.74 -7.64
PUT 20240308 35,750 0 0.208 -0.551 0.000137 55.11 -9.98
PUT 20240308 35,625 0 0.204 -0.535 0.000140 55.35 -9.85
PUT 20240308 35,500 0 0.206 -0.518 0.000139 55.52 -9.96
PUT 20240308 35,375 0 0.203 -0.501 0.000141 55.57 -9.83
PUT 20240308 35,250 0 0.205 -0.483 0.000139 55.52 -9.95
PUT 20240308 35,125 0 0.203 -0.466 0.000141 55.37 -9.81
PUT 20240308 35,000 0 0.203 -0.448 0.000140 55.10 -9.76
PUT 20240308 34,875 0 0.203 -0.430 0.000139 54.72 -9.70
PUT 20240308 34,750 0 0.203 -0.413 0.000138 54.24 -9.62